I have an optimize variable in an options trading script.

Historical options data are contained in .t8 files and not downloaded from a data/broker server in real-time.

So, how do I train a live system to reoptimize a variable? Should I append the .t8 file as at every bar during live trading with contractUpdate() data, therefore creating a growing options history file for future backtesting AND retraining?

Thanks.

For retraining an options system you must either get an update to the .t8 file - iVolatility offers updates for a fee - or you run a script in parallel that records the options chains and appends them to the .t8 file.

Thanks. That confirms my thought.