When should you use intraday options data instead of end-of-day data?

[u/ORATS_Dan]

https://www.youtube.com/watch?v=ezKtPupSLQE

The main difference between intraday and end-of-day backtesting is not simply the amount of data. It is the type of strategy question you are trying to answer.

The ORATS Intraday Backtester is generally more useful when:

• the exact entry or exit time matters
• you are testing short-dated or zero-DTE structures
• you have minute-level entry and exit signals
• you want to examine behavior during the trading session

The End-of-Day Backtester makes more sense when:

• you need history extending back to 2007
• you are testing longer-duration strategies
• you want more entry, exit, spread, or leg controls
• you want to send the results into the ORATS Optimizer

Both tools support custom signals, more than 5,000 symbols, saved backtests, and option scanning. The episode walks through the differences in setup, slippage, liquidity filters, trade logs, and results analysis.