backtesting FX options

Quote from atticus:
IIRC, Thomson prints the 25D R/R twice a day.
I'm think that in BBG it's provider-specific. But, I have to say, whenever I tried to price far OTM FX options in BBG it's always somehow been spot on to what the mkt would quote me.

Anyways, I was going to suggest. OP, if you want some one-off data, send me a PM and I might be able to help, as long as it's not too much :).
 
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