Hi, I'm inserting a ton of old trading history into the blotter package for some analysis. A bunch of the trades were for options (and a few for futures.) Blotter uses the Financial Instruments package to define the meta-data, and documentation there is clear on how to setup an option and related option chain. However, I also need to load in the historical data for each option. Yahoo, and Google do not provide historical option data, but I have purchased a few years of history inexpensively. So, I need help figuring out what format and where the option pricing data needs to be so that blotter can correctly value the portfolio and track the trades. Thanks, -- *Noah Silverman, PhD* | UCLA Department of Statistics 8117 Math Sciences Building, Los Angeles, CA 90095 [[alternative HTML version deleted]]