Most of the topics on options backtesting and historical options data sources were very old so i thought i would put up a post on the topic. I spoke with one of the WLP support technicians last week about loading options data into WLP (I'm using 6.1) and he indicated that it is possible to load the option symbols into a new data set. I tried several formats without success (e.g. BAC120121C00010000, -BAC120121C00010000, BAC120121C10, and -BAC120121C10) and none of them worked. Can someone provide guidance on where to obtain how to load (and where to obtain) historical options data. I have a test database from Delta Neutral, however, I also can not attach this database to view the data...a permissions problem in MS SQL 2008R2.

With Fidelity data issues and guidance, better call Fidelity support.

QuoteMedia provider has backtestable option data.

What kind of error message with SQL 2008?

afaik, Fidelity doesn't supply historical option charts. Can you get them in AT Pro?

Edit: 20180618
You can get history for live contracts with Wealth-Lab Pro. Follow the format in this example:

AAPL March '18 180 Call:
-AAPL180316C180
where 180316 is the yyMMdd of the option expiration. Note the leading hyphen to designate an option symbol.

I'm back after a long hiatus from WLP. I still don't see much in the forums on options strategy backtesting so i have to assume the platform just isn't setup for this. Thx Eugene and Cone for the responses. I'm still interested in what WLP can do in this realm so I'll continue to peruse, however, i've had better luck with R-proj and Python-based open initiatives.