Gents, who knows the easiest path for creating an options chain + itÃÂ´s backfill and itÃÂ´s underlying: 1) download the historical data for the underlying (best combo solution: Data Feed (?), Dowloader and Marhsaller (?)) 2) download the historical data for the for itÃÂ´s OptionsÃÂ´Chains [multiple expirations] (best combo solution: Data Feed (?), Dowloader and Marhsaller (?)) 3) Do you use continuos futures course or you prefer something else (?) all (?) are supposed to be the questions I momentarily tried XLQ, but I was looking for something easier. My goal is: 1) modelling fast many scenario, thatÃÂ´s why I need a fast auto-organiser.... all around I found scripts for Matlab, SPSS, and Java. But they donwload only a snapshot of the Symbol + Opt chain. Please refrain from saying Yahoo or Google as data feed 1) I donÃÂ´t bet money on Spaghetti feed 2) ItÃÂ´s a bad start.... Anyone interested in this, he is welcome in this quest.