GDFL Historical Options
Tick-level option chain data, 10+ year history
Procurement email sent (task #64). Awaiting pricing + sample. Primary candidate for the canonical backtest feed.
Data
Historical and live data feeds powering the backtester. A backtest is only as good as its data — bid-ask spreads, actual fills, event-day quirks all live or die here.
evaluating
TrueData Historical Options
Tick-level option chain data, 10+ year history
Procurement email sent (task #64). Comparison candidate against GDFL — decision in Phase B0a.
Kite (Zerodha) Historical
Daily option chain, limited intraday
Backup-only. The vendor feed is the primary source; Kite covers the gap if a day is missing.
NSE Bhavcopy
End-of-day reconciliation source
Daily worker compares vendor data against NSE bhavcopy and flags discrepancies (task #59).
TimescaleDB
Storage layer for option chains + tags + sweeps
Dedicated EC2 (task #43). All historical data lands here. The backtest engine reads from this exclusively.
Vendor decision (GDFL vs TrueData) is gated on procurement responses — they were emailed earlier this week. The TimescaleDB EC2 spins up after vendor lock-in.