looking for historical data for back testing different options trading strategies
|March 11th, 2012, 10:55 PM||#11 (permalink)|
Fort Worth, TX
Futures Experience: Advanced
Platform: NinjaTrader, ToS
Favorite Futures: options
Posts: 2 since Jan 2012
Thanks: 1 given, 0 received
Thinkorswim has a historical End-of-day option price database that goes back roughly 7 or 8 yrs. They call it "thinkback". For the last 7 or 8 months, you can use their "On-demand" feature and it will allow you to go intraday and replay a day in real time, accelerated time or jump to a specific time of day. Very handy for shorter term strategies where EOD data doesn't capture adequate granularity.
The two main caveats is
You won't find a better web-accessible charting package, anywhere. AND ITS FREE!