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Home Forums KX Academy Capstone Project Exercise 3.1 : Trades done before quotes

  • Capstone Project Exercise 3.1 : Trades done before quotes

    Posted by philsing24 on March 3, 2023 at 12:00 am

    There are some trades done before any quotes. So when using aj I get some empty values for the columns  bid and ask.

     

     

    philsing24 replied 2 months, 1 week ago 2 Members · 1 Reply
  • 1 Reply
  • davidcrossey

    Member
    March 5, 2023 at 12:00 am

    Hi ,

    Thanks for raising.

    In the real world there should be quotes before trades. I assume given this is an exercise, the data has been randomly generated across a time period and hence you are seeing the above.

    I wouldn’t be too concerned, as long as you can see how aj works with some other option_id that’s what matters.

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