What would be the appropriate way to backtest while using additional data contained in a data set?

Is it somehow possible to run the backtest directly off the dataset? That is, is it possible to use the contractUpdate on the dataset containing more data columns? In that case, is it correct to presume that the first few fields have to be in the same order as in the T8/CONTRACT struct definition?

If not, would the most appropriate way be to load the full dataset, and save its subset containing the data consisting of the fields from the CONTRACT struct to a T8 file? Then, each invocation of the run function during a backtest, one would need to look up the additional information from the backtest?

Last edited by asdvao; 09/27/17 15:54.