 Posted 1/18/2011 08:01:35
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A question regarding Option back testing and I apologize in case this has already been answered elsewhere in the forum.
Is it possible to back test options tick data using right edge? i‘m using IqFeed as data but the data displayed in RightEdge contains only the trades themselfs.
Can I enhance the IqFeed class to display changes in B & A?
Thanks,
Ariel
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Posted 1/18/2011 13:48:36
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Well, tick data is tick data regardless of the asset class. Keep in mind though, each option contract is a unique symbol. If you're looking to merge each contract into something unified, that would require a change to the plugin, yes.
ArielEM (1/18/2011)
A question regarding Option back testing and I apologize in case this has already been answered elsewhere in the forum.
Is it possible to back test options tick data using right edge? i‘m using IqFeed as data but the data displayed in RightEdge contains only the trades themselfs.
Can I enhance the IqFeed class to display changes in B & A?
Thanks,
Ariel
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