Backtest results delayed; /CL still mostly behaving, otherwise markets still crazy up

I have the Python software done to run the backtest I promised last week, but I found what looks like a bug in the data.

The software just writes a log file of its results and they were mostly like this:

      GAIN: $ 240
      GAIN: $ 360
      LOSS: $ 470
      GAIN: $ 560

... but there was one that came up

     LOSS: $ 3500

I looked at the details and the data shows the loss in one day; options price spiking from $0.46 to $4.39 ... with the underlying spiking from $37 to $43 as well.

I then looked at the data more closely, and the underlying price shows different values for different option strikes all on the same day:

 whenx    | futures_close
------------+---------------
 2016-04-04 |         35.70
 2016-04-04 |         35.70
 2016-04-04 |         35.70
 2016-04-04 |         35.70
 2016-04-04 |         35.70
 2016-04-04 |         35.70
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         37.03
 2016-04-04 |         46.19
 2016-04-04 |         37.03
 2016-04-04 |         41.90
 2016-04-04 |         44.24
 2016-04-04 |         48.89
 2016-04-04 |         47.72
 2016-04-04 |         37.03

I have a support request into iVolatility to get this figured out ... this is just an end-of-day dataset, not ideal for the test anyway, but geez! It shouldn't show this difference.

I'll get this figured out this coming week and be back with the test results next week.