I just wrote a message to a poster where who asked about the Roman site at Baelo Claudia; I added a lot of information about the region known as La Janda, in and around the towns of Vejer de la Frontera and inland from Barbate and
Conil de la Frontera.....I'm going to post it here so anyone interested in this micro-region (not well known to North American tourists) can read...
https://www.lagunalajanda.org/en-gb/la-janda
<<You could stop at Baelo Claudia along the drive from Cadiz to Malaga. The ruins are spread out along Bolonia Beach, one of the finest in Spain and the site of (I think) one of the highest sand dunes in Europe. Within the site is an excellent small museum that tells the story of the Roman site and the importance of tuna in ancient times. Note that it can get very windy so keep that in mind when planning a visit.....
https://www.andalusiauncovered.com/baelo-claudia-roman-ruins/
This coast is famous for bluefin tuna and you can try it in many preparations in restaurants in the province; the most famous of these restaurants is EL CAMPERO. I go there often and sit at the bar for a more casual meal than in the dining room....
Barbate is also a starting point for a visit to the La Brena park, fantastic for walking in the pines along the ocean.....and for bird watching.
https://www.spain.info/en/nature/brena-marismas-barbate-natural-park/
https://www.andaluciabirdsociety.org/article-library/birding-sites/birding-sites-marimas-de-barbate/
There is another glorious drive east from Barbate to Zahara de los Atunes, which is also one of the four "tuna meccas" along this coast...the others are Conil de la Frontera and Tarifa. The Atlantic is on one side of then road and there are red "retina" cows (famous for the steaks they yield) grazing on the marshes below the cliffs on the north side.....
Since you do not have a stay planned in any of the smaller white villages, you might want to make a day trip to Vejer de la Frontera, from Cadiz, or even stay there the night before you continue on to the roman site at Bolonia. Unlike Ronda, Vejer will not be jammed with tour buses and daytrippers in October. It's a gem unknown to many North Americans tourists...park below the town in open lots (free) or one of a few paid parking garages.
https://www.andalucia.com/province/cadiz/vejer/home.htm
Not far from Vejer, just a ten-minute drive on the way to the coast, you can visit the open-air museum at Montenmedio:
You can also visit a wine bodega in the same vicinity, Bodegas Gallardo, just south of the La Barca de Vejer intersection.
The very typical and picturesque Andaluz tavern, VENTA PINTO, would make a great lunch stop; they are open all day without pause and have a very large menu at moderate prices...... They are famous for their pork loin sandwich--this costs a few euro and is incredibly tasty... They have a little shop adjacent where you can pick up snacks, pastries, cheeses and wines from the area.