w******g
发帖数: 271 | 1 Hi my friends.
If you're getting options' data from Reuter's every day, do you guys do a
quality check on the options' data? I mean their quotes.
If yes, what's the method you used to check?
regards, |
w*****e
发帖数: 158 | 2 Not sure what did you mean "check". Do you mean check the data validity(
timestamp)?
We are using LV1 option data from Reuters. It's in line with Bloomberg's
quotes. Reuters option data have timestamp field. |
w******g
发帖数: 271 | 3 I mean do quality assurance of the option's price.
what is LV1 option data? |
w******g
发帖数: 271 | 4 hi 各位大哥 大牛，
能否提示一下，该怎么处理reuters数据呢？我的问题是不知道怎么确定一个数据是正
确的还是outlier |
