By default, backtests are performed using End-of-Day (EOD) data. However, backtests can also be performed using intraday data under select tiers of the Institutional Plans.
We support intraday historical options data from the Chicago Board Options Exchange (CBOE). You can visit the CBOE Datashop to obtain the intraday data that meets your custom requirements, such as specific intervals (1 min, 15 min, 30 min, etc), time ranges (1 year, 5 years, 15 years, etc), symbols (SPX, SPY, VIX, etc). You can use this intraday data for backtesting your trading strategies.
Please contact us for additional information and pricing.
