Better support for futures and/or options?

Hi, I am new to Zorro and very impressed. It's quite powerful, flexible and unique comparing to the more common, more expensive platforms (I was mostly on MultiCharts .NET). Thanks for the fabulous work!

I understand Zorro is optimized toward Forex trading but can be used for other assets. Just wonder if there is plan to support futures and/or options better?

Ideas for better futures support: access and utilize bid/ask price and size information in both historical data and live streamed data. Access the price ladder (DOM) in live streamed data. Support popular data feeds (e.g. IQFeed) and brokers (e.g. CQG, Rithmic, Trading Technologies' TT NET by AMP).

Ideas for better options support: option chain, Greek, vol surface, common option strategies...

Also tight integration to more "traditional" quant models and tools, like QuantLib? And a Python bridge will add a lot more power in terms of data / ML / networking / other general tools.

Just throwing out some ideas here. I am not expecting a single tool to cover everything, and I understand features take a lot of resources to develop.

Thanks!

All assets are equal to Zorro. It's not Zorro, it's the broker's data streams that are mostly optimized for Forex trading.

For instance, DOM history is currently only available for Forex. I do not know which broker provides it for futures or options. But as soon as a broker offers historical data of any kind, you can relatively easily implement and use it with Zorro.

That may apply to futures. For options-specific strategies it is probably possible but certainly not easy to implement extensions to Zorro - just as a reference you may want to look at analytic capabilities offered by options-focused tools such as OptionVue (does not offer any automation, though). In fact I'm not aware of any algo-trading/backtesting tools for retail investors/traders at all. There is lots of well-defined strategies (said to be "proven" by some sort of backtest or just experience) but all supposed to be traded manually due to lack of automation. In Germany, options trading is still a (growing) niche but there should be a lot of potential in the US market, at least. I could imagine the maths behind options might be an interesting playing field for you guys...