# 1-Second IMSL Data and 10x Faster Backtesting in Option Omega

> Option Omega's backtester now runs 10x faster on average, and IMSL uses 1-second data instead of 1-minute OHLC. Here is what changed and what it means for 0DTE.

- URL: https://optionomega.com/blog/one-second-imsl-data-faster-backtesting/
- Published: 2026-05-19
- Author: Troy McNeil (Founder, Option Omega)
- Topics: Product Updates, Backtesting, 0DTE, SPX, MEIC
- Video: [Options Backtesting Just Got 10x Faster — 1-Second IMSL Data is Live](https://www.youtube.com/watch?v=5i3kgtoLLKQ)

## Key points

- Option Omega's backtester now runs about 10x faster on average across backtests and portfolio runs, after a rebuild of the app's architecture.
- The intermittent stop-loss (IMSL) now uses 1-second data for 0DTE, replacing the old 1-minute OHLC method, and the NBBO-only vs NBBO + Trades toggle is gone.
- Cap Losses is not recommended with the new 1-second IMSL.
- A heavy stacked-calendar backtest called SPX Stalingrad dropped from about nine and a half minutes to about 30 seconds.

A backtest that used to take about nine and a half minutes now finishes in about 30 seconds. An MEIC backtest with more than 17,000 trades, using 1-second stop data, finished before the panel could finish a sentence about it. Those are the two headline changes in this Option Omega release: the backtester is about 10x faster on average, and the intermittent stop-loss (IMSL) now runs on 1-second data.

Troy brought Matt, Rusty and Dan back on the show the morning after the release to explain what changed, why, and what traders should watch for. The release landed on a day with a very fast market move, so much of the conversation turned to stop slippage.

## What changed in this release

From the release notes and the stream:

| Area | Before | After the May 2026 release |
| --- | --- | --- |
| Speed | Baseline | About 10x faster on average across backtesting and portfolio runs |
| IMSL data | 1-minute OHLC (open, high, low, close) | 1-second data |
| Stop logic | Toggle for NBBO-only vs NBBO + Trades | Toggle removed, simpler stop logic |
| Cap Losses with IMSL | — | Not recommended with 1-second IMSL |

On the stream, the new 1-second stops were described as applying to 0DTE.

## Why the team rebuilt the backtester

Rusty, the architect behind the change, kept it short: "We made things fast." Without going into the details, he said the team significantly changed the app's architecture and put more resources, including more money, into making the backtester as fast as it could be within certain limits.

The rebuild also opened the door to better stop data. Before, IMSL worked from the open, high, low and close of each 1-minute bar. Traders had been asking for something closer to real life, especially for stops on spreads. As Rusty described the requests, people did not want an approximation. They wanted to know: if I get stopped at this second, what would my long legs have gotten? 1-second data lets the backtest get much closer to that answer.

His blunt summary: "Now people get to see the pain. They get to see the pain of how bad stops can be."

## What 1-second IMSL means for 0DTE backtests

With 1-second data, the backtester can show the second inside the minute when a stop was hit, and what the other legs were worth at that second, instead of working from a 1-minute bar.

Two practical notes from the release and the stream:

- **Do not combine it with Cap Losses.** The release notes say Cap Losses is not recommended with the new 1-second IMSL resolution.
- **Add slippage.** A 1-second stop shows when you would have been stopped. It does not promise the fill. On fast days, fills can be much worse than the stop price.

For a full walkthrough of every stop type, including how IMSL compares with per-leg and trailing stops, see [Option Omega stop-losses explained](https://optionomega.com/blog/option-omega-stop-loss-types-imsl/).

## Release day and slippage

The timing was hard to miss. The day of the release, the market made a very fast move. The panel described it on the stream: looking at 1-minute candles, the S&P went from 7355 to 7395, about 40 points in roughly a minute, and really in a few seconds.

"It turns out when that happens you're going to get slippage if you have stops, probably," one of the team said.

Dan added a point traders often miss: slippage depends on which side of the move you are on. If the market is falling and you try to buy a put debit spread, you may pay well over the mid. Try to sell a put into the same drop and you may get filled above the mid. Market makers are hedging the same move you are watching. In his view, rushing to buy in the middle of the move means paying up, and the pricing changes once the market pauses or turns.

He also noted that on a normal day, the same thing happens on a smaller scale. Try to sell a calendar at the mid when the market ticks down seven points against your long deltas, and, in his words, "good luck to you."

### Many small orders vs one big order

Matt shared a point from a conversation with a market maker, without names. A single large order is much easier for market makers to absorb than the same size split into thousands of one-lot orders. With the rise of automation, many traders now rest small 0DTE stop market orders at their brokers, which you can also backtest in Option Omega. His question was what that does to liquidity on a day like release day.

Dan agreed. In his experience, a 2,000 or 3,000-contract iron condor can be shopped and swallowed quickly by a large firm. A stream of small stop orders, each one triggering the next, tends to move the market more. He described 0DTE as "a gamma game," which is different from something like a double calendar 15 days out, where a 2% move may not be a problem.

In OO, 1-second IMSL and the stop-loss slippage setting work together. The backtest can now show when a stop would have hit at the second level; the slippage setting is where users account for the fill.

## Demo 1: an MEIC with 17,000+ trades

To show the speed, Troy ran a multiple entry iron condor that he said he does not trade. It was "just for entertainment purposes":

| Setting | Value |
| --- | --- |
| Strategy | MEIC |
| Period | Since SPX daily expirations |
| Short legs | 18 delta |
| Width | 50 wide |
| Stop | Per-leg stop-loss, 300% |
| Stop data | New 1-second IMSL |
| Trades | More than 17,000 |

It finished almost immediately, in under five seconds as described on the stream. Troy was clear that it is "not a great test," but it showed the point: this 0DTE backtest, with 1-second stops and more than 17,000 trades, ran in seconds.

## Demo 2: SPX Stalingrad, from minutes to seconds

For traders who do not run 0DTE, the panel asked for a backtest that used to be painful. Troy pulled up one called SPX Stalingrad, named, as the team joked, because it took everything your entire country had to run.

It finished in about 30 seconds. It used to take about nine and a half minutes.

Rusty explained why it was so heavy:

- **Stacked positions.** Each day it may open a new trade that needs the 14-day and 28-day chains, while older positions are now 13 and 27 days out, and so on down.
- **A floating entry.** It checked the whole chain every minute of the day, looking for a target premium and a short/long ratio before entering.
- **Options data is large.** Far more data than futures or stocks.

It is still slower than a 0DTE test because of the stacked positions. But 30 seconds, down from nine and a half minutes, is a big change for research. For more on that structure, see [Beyond 0DTE iron condors: RIC, Stalingrad, Scorpion](https://optionomega.com/blog/ric-stalingrad-scorpion-0dte-strategies/).

## Key takeaways

- Backtests and portfolio runs are about 10x faster on average after an architecture rebuild.
- IMSL now uses 1-second data for 0DTE instead of 1-minute OHLC, and the NBBO-only vs NBBO + Trades toggle is gone.
- Cap Losses is not recommended with 1-second IMSL, and fast days can still bring heavy slippage on stops.
- A 17,000+ trade MEIC with 1-second stops ran in seconds. SPX Stalingrad went from about nine and a half minutes to about 30 seconds.
- On release day, the S&P moved about 40 points in roughly a minute on 1-minute candles, and the panel expected stops to slip on moves like that.

**See the speed for yourself.** Run a 0DTE backtest with 1-second IMSL in the [Option Omega backtester](https://optionomega.com/features/backtesting/), then [start a free trial](https://optionomega.com/pricing/) if you are new.

*Watch the full video: [Options Backtesting Just Got 10x Faster — 1-Second IMSL Data is Live](https://www.youtube.com/watch?v=5i3kgtoLLKQ).*

*Backtest results are hypothetical and do not guarantee future performance. Options trading involves substantial risk.*