Share New Research 
SPY Put 150821P00145000 is priced at $57 on 8/20, while the market price of SPY was 185. Seems an error to me. Thanks.
QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
Upvote
Hi Zhen
We use L1 data to fill orders with minute, second, or tick resolution. Thus, there could be possible extreme quotes from market makers. We recommend using order management models like SpreadExecutionModel to control that slippage.
Best
Louis
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
QuantConnectâ„¢ 2025. All Rights Reserved
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!