Posted By: konorti
Option Historical Data: where to buy and how to convert .t8? - 01/02/18 14:24
I ran the example strangle selling code from financial hacker site on artifical SPY date (downloaded from Zorro site). I compared the option prices with ThinkOrSwim option prices. I see 10-40% differences in option prices so I believe the artificial historical data is far from optimal for backtesting.
Can somebody recommend where to buy EOD option data and how to convert it to .t8 format? Thanks.
Can somebody recommend where to buy EOD option data and how to convert it to .t8 format? Thanks.