I am running OptionsSimulate.c to create options data for AAPL. I am getting the following memory error. I tried doing the same thing with asset SPY, and it throws the same error. My R, RQuantLib is installed correctly, verified with RTest.c
Any thoughts ?
----------------- OptionsSimulate compiling.................... Allocating 1134191520 Contracts - failed Saving 0 records to History\SPY_OptionSim.t8 Ok! Quit -----------------
That's a lot of contracts! I'm guessing you'll need 42 GB of RAM with a 64-bit Zorro to do whatever setup you had in mind. Plus Zorro is 32-bit, so that's impossible anyways.
Updated the script as below, its working okay now. // StartDate = 20190101; EndDate = 20200630; -- this gave me memory issue StartDate = 2019; EndDate = 2020;