v0mma

Data and licensing

What the graves were dug with.

Every test on v0mma runs on recorded market data, minute by minute and in places second by second, with realistic costs. This page shows what that data covers, and why we publish results but never the data itself.

2008201120142017202020232026
Nasdaq-100 and S&P 500 futuresNQ, ES · 1-minute, day and night sessions
Same, at 1-second resolutionNQ, ES · regular trading hours
True buy and sell volumeNQ, ES, gold · aggressor side of every trade, per minute
Gold, crude oil, silver futuresGC, CL, SI · 1-minute, coverage varies by market
S&P 500 index options, intradaySPX 0-7 days to expiry · 1-minute quotes and implied volatility
ETF options, end of daySPY · QQQ chains with open interest and greeks
Market internalsNYSE TICK · 5- and 15-minute
Volatility indicesVIX, VIX3M, VXN · daily

Why you can't download it

The data is licensed. The results are ours.

Prices from futures and options exchanges reach us through data vendors and trading platforms under licences that allow our own research. Passing the data on, whether as a download, an API or a service that runs your queries on it, needs a separate licence from the exchange and the vendor. So v0mma publishes what it learned from the data, never the data itself.

Can I run my own tests on it?

Not yet.

A hosted lab where you write a rule and it runs on this data without the data ever leaving our servers needs two things first: a licence that covers that use, and a sandbox that can safely run other people's code. Until then the Lab runs on simulated prices, and Leo can help you design a test for data of your own.

Getting your own data

Where to start

Your trading platform's historical data export is the cheapest place to begin, and for a first test of an intraday idea a few years of 1-minute bars are enough. Exchanges sell official historical data directly, and several commercial vendors resell exchange data by the minute or by the trade. Read each licence before you build anything you plan to share.

Whatever the source, check three things before trusting a backtest on it: how contract rolls are handled (back-adjusted series move old prices), whether session times and holidays match the market you will trade, and whether the bars include the overnight session your rule needs.