Hi,
Please add the capability to back test or data mine algos with futures & stock options. Conceptually it doesn't seem that difficult to add that feature, although the data set requirements are larger. For example, SPX Put +1 4200 with expiration 90 days in the future (90 days to expiration). Going long or short, with selection of the strike based on any of: delta, strike count, % otm, fixed value, or DTE. Multi-leg strategies are just a summation of multiple single leg strategies. Several products for back testing options are on the market, but none with the data mining features of SQX. The ability to test on intraday time frames would be unique in this space. Data cost could be an issue, but with the ability for users to optionally import data from CBOE, that cost input can be placed on the user, not on a subscription.