Historical Futures and Options Data for Backtesting

Summary

A short forum exchange asks how to obtain roughly two decades of historical futures and options data at hourly, daily, weekly, and monthly frequencies for backtesting. One reply says that such data must be purchased, particularly minute-level data.

The exchange highlights data acquisition and cost as practical constraints in historical testing, especially at finer time resolutions. It does not name vendors, compare data sources, explain licensing or data quality, or discuss adjustments and contract-roll handling. The answer is anecdotal and offers no supporting evidence, so it should be treated as a brief pointer rather than a comprehensive guide to building a backtest dataset.

Key ideas

• The question concerns long histories of futures and options data across several bar frequencies.
• A forum reply says historical data may need to be purchased, particularly minute-level data.
• The discussion does not identify providers or address data quality, licensing, or futures contract rolls.
• The exchange gives no evidence or detailed acquisition process.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.