No, there will be processing in between. Dataset A gets processed into A_proc. Then you append A_proc to B. Obviously, A_proc will be much smaller than A.

In processing it, your objective is to summarize what happened to each contract during the day.

Rereading your question, it looks like you are asking about daily history files being the final file, not "daily contract data" (i.e. one data point per day).

Sure, why not. But you'll need to run one backtest per t8 history file, so you'll need to set up batching.

By the way, this is illegal because History needs to point to a permanent and unchanging string, not a temporary string.

basically what I am trying to do is to backtest an SPX option strategy on 1 min intervalls.
But I realized I cannot import the data as the dataset becomes too large...
And apparently zorro only allows for yearly history files.

Hmm, meanwhile I tried to load the contract data manually:
dataLoad(1, strf("SPX_%s.t8", strdate("%Y-%m-%d",ldate(ET,0))),9);

but ldate is in this case the actual date, not the historical date. I guess Zorro loads the "oldest" data it finds for the asset and runs from there. Trying to set StartDate did not help.

Actually, you're on the right track! You can dynamically load contract data as the test progresses.

I don't understand what problem you're having with dataload, though.

I have found the problem. I only had the SPX .t8 files in History folder. But I need SPX .t6 files in the folder as well....

If you’re manually loading t8 files, you can locate them in any folder that you please.

The Option chain is loaded into memory now but contractFind seems to have a problem. I can export the contract chain with contractPrint() and it looks ok.
Does contractFind pick the right contract depending on the timestamp of the chain?

Really having difficulties with intraday option data :-(

By default, it uses the current run() timestamp. Or you can override it by setting the Now variable to a particular time where you want to load contracts.
https://zorro-project.com/manual/en/contract.htm
https://zorro-project.com/manual/en/date.htm (Now)