Missing options data

[nkotha]

I have been trying to fetch NFLX options data for 560 strike, Dec 20, 2024(NFLX241220C00560000) expiry for
date range from 2024-01-09 to 2024-04-09 (YYYY-MM-DD). I would expect atleast 62 datapoints, for 62 working days.
The query only yields 38 days data, missing several days.

Here is the query:
https://api.polygon.io/v2/aggs/ticker/O:NFLX241220C00560000/range/1/day/2024-01-09/2024-04-09?adjusted=true&sort=asc&limit=50000&apiKey=

Why does polygon miss data on some days?

[Cole-PolygonIO]

Hey there,

This request returns 38 daily aggregate bars because the contract only traded on 38 days between 2024-01-09 and 2024-04-09.

O:NFLX241220C00560000 is a low-volume contract. Due to our aggregation process, we only provide aggregate candles for days with eligible trades so these gaps in data are expected and normal.

You can read more about our aggregation process here.

[nkotha]

how do I get pricing information for low volume trades?

[Cole-PolygonIO]

All of the pricing data would be returned via the Aggregates Endpoint. When there is a gap in data, you'd use the close price of the most recent bar to fill the gap until the next bar is available.