FoxchaseTrading
New member
Does anyone know exactly how ThinkorSwim is backfilling/calculating the 0DTE bid/ask data for a 0DTE when you view it on the previous day? I've pulled the actual 1DTE data and it does not match at all. It was like a whole dollar off and some change. This is very strange and it's making my backtesting Python code more difficult when coming from Thinkscript...