I'm trying to do a "rough" backtest of a QQQQ options strategy. Is there a way to get options pricing data from several month ago? thanks.
Some links/sites from few months back (from ET forum): http://www.elitetrader.com/vb/showthread.php?s=&threadid=121798&perpage=6&pagenumber=2
Curious - what software are you using? Commercial or proprietary? I've looked at almost all software for backtesting options and none offers genuine backteting. Try these sites below. I suggest you pay a vendor so that you get good clean data. It's worth it. http://www.historical-options-data.com/ http://www.marketdataexpress.com/ http://www.csidata.com/data/options/index.html