Known Data Quality or Liquidity Issues

we are always searching for and fixing any data quality or liquidity issues that we can any existing, known issues are listed below along with our recommendation on how to handle this in your backtests if you suspect a problem with data quality or fills that is not listed below, please let us know symbol dates issue recommendation all all stock splits will not trigger early exits based on option value (profit, loss, delta, etc ) since strikes and contract names change any position with a split will be held to expiration this is on our list to possibly fix in the future, but we have no immediate plans to do so spxw feb 5 2018 severe market selling caused many prolonged wide bid/ask spreads expect some trades to miss entries or exits due to extended illiquidity spxw march 13 2020 end of day rally caused many prolonged wide bid/ask spreads expect some trades to miss entries or exits due to extended illiquidity spxw may 1 2020 some missing quotes until 10 30 am et entries and exits may be unavailable during this time range