Downloading Option Contract and Historical Bar Data for Backtests
Summary
A forum exchange addresses a backtest where the data-loading step returns no data for expired option contracts. The questioner says one contract loads because it was downloaded manually through the platform’s data manager, while other expired contracts do not. The reply explains that option backtests require several data types, including contract records and historical bar data for the full set of contracts in the relevant product. This points to checking whether the necessary datasets have been downloaded before trying to load them in a strategy.
The post refers readers to a course for more detailed guidance, but provides no download procedure, diagnosis of the zero-data result, or verification that this resolves the issue. It is a brief platform-specific troubleshooting exchange rather than a broader backtesting method. It also does not discuss data coverage, quality, or how to handle contracts whose historical records are unavailable.
Key ideas
- Option backtests need contract data as well as historical bar data.
- Historical data may need to cover all contracts in the relevant option product.
- A contract downloaded through the platform’s data manager was available to load, while other contracts were not.
- The post gives no detailed steps for downloading or validating the required datasets.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.