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Current locations for SPY.t8 and SPYa.t8? #485222
02/05/22 08:47
02/05/22 08:47
Joined: Sep 2021
Posts: 8
EL PASO
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pounceyzorro Offline OP
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pounceyzorro  Offline OP
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Joined: Sep 2021
Posts: 8
EL PASO
Hi,
Am wondering if the current locations for the SPY.t8 and SPYa.t8 files have changed? I was not able to locate them on the website; I did download the SPY zip downloads, expecting those files to be in those downloads, but they were not there?

Still a newbie; trying to get my arms around Zorro, etc.
My best,
Vode Norwood

Re: Current locations for SPY.t8 and SPYa.t8? [Re: pounceyzorro] #485226
02/05/22 13:32
02/05/22 13:32
Joined: Feb 2017
Posts: 1,729
Chicago
AndrewAMD Offline
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AndrewAMD  Offline
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Joined: Feb 2017
Posts: 1,729
Chicago

Re: Current locations for SPY.t8 and SPYa.t8? [Re: AndrewAMD] #485238
02/06/22 22:46
02/06/22 22:46
Joined: Sep 2021
Posts: 8
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pounceyzorro Offline OP
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pounceyzorro  Offline OP
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EL PASO
Thanks to Andrew for replying!

Only problem is: I have already downloaded that history_SPY.zip and it does NOT contain a file named: SPYa.t8...So, are we supposed to somehow merge the SPY_2011.t8 through SPY_2018.t8 to make the referenced file: SPYa.t8 for the book's example? Tis' not very clear...

Is there an errata sheet for the Black Book somewhere? Or maybe post-publication notes that we can refer to?

Just checking,
Vode

Re: Current locations for SPY.t8 and SPYa.t8? [Re: pounceyzorro] #485239
02/07/22 02:44
02/07/22 02:44
Joined: Feb 2017
Posts: 1,729
Chicago
AndrewAMD Offline
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AndrewAMD  Offline
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Joined: Feb 2017
Posts: 1,729
Chicago
Maybe they don't bother with that any more. It is very time consuming to generate the data.
Quote
Due to the slow differential equation solver and the huge number of options, the script needs several hours to complete.
If you must make your own artificial options data, follow the directions here:
https://financial-hacker.com/algorithmic-options-trading/

Re: Current locations for SPY.t8 and SPYa.t8? [Re: pounceyzorro] #485248
02/08/22 19:46
02/08/22 19:46
Joined: Jul 2000
Posts: 27,986
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

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Joined: Jul 2000
Posts: 27,986
Frankfurt
SPYa.t8 is not needed anymore since we uploaeed the real data.


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