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Historical Option Data

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    Historical Option Data

    Hello,
    is it possible to use (buy) historical option data for developing strategy and their backtest. If so, where can I get further information? (Pricing, how many days back can I get these data)?

    Thanks for answer
    Pavel

    #2
    Hello Pavel,

    Thanks for your post.​

    So I may accurately assist, please clarify exactly what your overall goal is by providing a brief description.

    If you are referring to using NinjaScripts with Options, not that NinjaScripts are not supported for Options use.

    This is noted on this help guide page:
    https://ninjatrader.com/support/helpGuides/nt8/data_by_provider.htm
    Last edited by NinjaTrader_BrandonH; 12-26-2023, 09:00 AM.
    <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

    Comment


      #3
      hello i want to analyse option matrix delta etc. is it possible? if it matches my condition i want to buy some option. if ninja can do order then i want use some api. is it possible? make this analysis? also on historical data

      Comment


        #4
        Hello kujista,

        Thanks for your notes.

        No, this would not be possible to accomplish since NinjaScripts are not supported for Options use.

        There are no supported means for using NinjaScripts for Options in NinjaTrader.

        This is noted on this help guide page:
        https://ninjatrader.com/support/helpGuides/nt8/data_by_provider.htm
        Last edited by NinjaTrader_BrandonH; 12-26-2023, 09:02 AM.
        <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

        Comment


          #5
          hi, ok the help guide page says page not found

          Comment


            #6
            Hello kujista,

            Thanks for your notes.

            Below is the help guide page link that states NinjaScripts are not supported for Options. This could also be found in the help guide by navigating to Operations > Historical Data > Data by provider in the left menu of the help guide.

            I have also fixed the link in the above forum post.

            Data By Provider:
            https://ninjatrader.com/support/helpGuides/nt8/data_by_provider.htm
            Last edited by NinjaTrader_BrandonH; 12-26-2023, 09:01 AM.
            <span class="name">Brandon H.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

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