0DTE
0DTE backtesting software that runs on your machine
Volatlas tests 0DTE and 1DTE rule sets on SPXW at 1-minute resolution, resolves stops and targets inside the minute, and charges every fill and commission. The chain sits on your disk and the sweeps run on your cores. $49 once.
The engine
What a 0DTE backtest has to get right
Stops resolve inside the minute
A stop hit at 10:42:17 does not wait for the 10:43 bar. The move from the previous mark is walked a second at a time and the fill is taken at the level itself, which is the difference between a plausible 0DTE curve and an arithmetic one.
Every fill is charged
Entries and exits price halfway between the mid and the side you are crossing to, and every contract pays commission. Backtest-to-live divergence on short premium is mostly a fill story, so the charged model is the default rather than a setting.
Reg T margin, uncovered rules included
Open positions are charged against the account the way a broker charges them. An entry the balance cannot carry is skipped and counted rather than filled, so a ladder of 0DTE credit spreads cannot quietly outgrow the account that funded it.
The entry clock is a sweep axis
Short delta, spread width, stop multiple, profit target and time of entry map together, up to 10,000 cells per grid, run in parallel on your cores. A grid shows the plateau, which is the part that survives out of sample.
The field
Where 0DTE gets tested today
| Tool | What it covers | Price |
|---|---|---|
| Volatlas | SPXW and any other root your vendor sells, 1-minute quotes with stops resolved to the second, sweeps to 10,000 cells, full trade log as CSV | $49 once, plus your own data |
| GreeksLab | 0DTE SPX since 2012 at 1-minute, no-code multi-leg builder, positions and rules per strategy capped by tier, concurrent runs queued | €49 a month Premium, €99 a month Power |
| Option Alpha 0DTE Oracle | SPX and XSP, scores the day's candidate trades against the previous year of intraday minutes rather than running a rule set across years | Free against a connected TradeStation or Tradier account |
| 0DTESPX.com | SPX 0DTE only, 1-second chain snapshots over 900+ sessions, fills defaulting to $1.72 a contract to open and $0.72 to close | Free with an account |
| Option Omega | Multi-leg on a fixed ticker list, 1-minute back to 2013, 1-second stop resolution, mid fills by default, 250 optimizations a day on the top tier | $49.99 a month billed annually |
| ORATS intraday backtester | About 140 symbols, 1-minute from 09:34 to the close, back to October 2020, 2,000 backtests a month | $99 a month |
Figures come from each vendor’s published pricing and documentation, shown as of August 2026.
The data
A year of SPXW, bought once and cached
0DTE research is concentrated on one root, which is where a metered vendor is cheapest. A year of 1-minute SPXW quotes on Databento runs about $265, plus about $8 of contract definitions, billed to your own account. ThetaData covers four years of history for $40 a month and cancels anytime, which is the cheaper path when the study spans several roots.
Either way the pull lands as Parquet on your disk. Every backtest and every sweep after that reads the cache, so the hundredth run of a grid costs what the first one did.
Price your own windowCommon questions
Testing daily expirations
- Which underlying does 0DTE testing run on?
- SPXW, the SPX weekly root, which is what carries the daily expirations and settles in cash with no assignment. Volatlas loads whichever roots your data vendor sells, so XSP, SPY, QQQ, IWM, NDX and RUT test the same way, and a 0DTE study on SPXW can be re-run on XSP without changing the strategy.
- What does a year of 0DTE data cost?
- On Databento a year of 1-minute SPXW quotes runs about $265 plus about $8 of contract definitions, metered and billed to your own account. ThetaData is $40 a month for four years of history and cancel-anytime, which suits pulling a window and stopping. The data cost calculator prices your own dates on both.
- How are stops and profit targets resolved on 1-minute data?
- By interpolation inside the bar. The move from the previous mark is walked one second at a time, and when it crosses the level the fill is taken at the level rather than at the next minute's mark. A 0DTE stop that only triggers on the following bar overstates the loss on fast moves and understates it on reversals.
- Does it cover the whole session?
- Regular trading hours, 09:30 to 16:00 ET, which is the window 0DTE index premium trades in. Entry times, exit times and no-new-entry cutoffs are all parameters, so an 11:00 entry with a 15:45 close is a rule rather than a workaround.
- Can I test 1DTE and longer expirations too?
- Yes. DTE is a strategy parameter, so the same builder covers 0DTE and 1DTE credit spreads, 30 to 45 DTE strangles and anything between. The data cost is what changes, since deeper history means a bigger pull.
- Does Volatlas place 0DTE trades?
- No. It is the research half. You build, test and sweep in Volatlas and trade wherever you already trade.
Start with one root and one month
$49 for the licence, then $40 for a ThetaData month or a metered SPXW pull on Databento. Cache the window, and the grids that follow are bound by your cores rather than by a bill.