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They are making progress: http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=462634#Post462634, documentation is also wip: http://manual.zorro-project.com/contract.htm http://manual.zorro-project.com/data.htm http://manual.zorro-project.com/sellong.htm Coding strategies might be a...

There is work in progress for automated options trading and backtesting: http://manual.zorro-project.com/new.htm, see section "Planned for future Zorro versions": Special functions for trading options and futures (in development).