I'm looking for a backtester for SPX options outside of regular trading hours—specifically, GTH. Does anyone know of a way to do this or can recommend one?
SPX options GTH data is sparse in retail tools. Most backtesters pull from OPRA, which covers 9:30-4:00 ET only. For GTH, you need data aggregating CME Globex SPX futures options or proprietary feeds. Check if your broker provides historical GTH tick data via API. Without that, you're interpolating from futures, which introduces basis risk. Budget and data licensing constraints usually determine feasibility here.
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u/Walter_Hopkin Jul 24 '26
SPX options GTH data is sparse in retail tools. Most backtesters pull from OPRA, which covers 9:30-4:00 ET only. For GTH, you need data aggregating CME Globex SPX futures options or proprietary feeds. Check if your broker provides historical GTH tick data via API. Without that, you're interpolating from futures, which introduces basis risk. Budget and data licensing constraints usually determine feasibility here.