Where do I find intraday data for expired options on major ETF like SPY and QQQ? I need the data to include market maker bid and ask quotes. Preferably on a 1 minute resolution. The data should be free of cost.
Yeah I've explored that. Not geared towards poor amateur retail traders like me. Can afford to shell out 10 to 20 bucks at max. I figure in this day and age of digitalisation where must be thousands of market participants recording the options quotes being broadcast to the national ECN.
http://www.ivolatility.com/data/us-historical-option-data2.html They seem to have taken the prices off the page but it is very affordable. Edit from an old thread: Small amounts of data e.g just closing option prices for all strikes for one year is $3.60 per stock, $10 per ETF, $20per index.
Once in awhile, a web site pops up with some amount of free historical info (I don't know of any now). Eventually they either disappear or go pay per view (g). Here's one that has been around for ages but isn't cheap: https://csicheckout.com/cgi-bin/ua_order_form_nw.pl
Would you like a pony with that? In case of options data, you get what you paid for. I have a daily dataset and even once gave a subset for free to someone here. However, for various reasons I have decided not to ever do it again.
Thanks, I will explore that further. For free options EOD data, one can get it at eoddata.com, just have to register and setup free account.
If you have an IB account you can get data on expired option contracts which expired within the last two years.
bln - Have you had any success finding anything close? From what you're asking I suspect the level of detail you are looking for is only going to provide NBBO. Market Maker quoting on the fifteen exchanges - is an enormous dataset and I doubt the Options Price Reporting Authority can distinguish a MM quote from a resting customer limit. The exchange can, but I doubt they transmit that to OPRA. Either way, I think we'd all be curious what success you've had. Maybe Hanwick has something close, but I fear it's going to be a fortune
EODData stopped providing option data over a year ago, on 20160912. You can still get options data prior to that date from EODData, but it isn't very good. It does not include closing bid/ask, only the last trade, which is often quite stale.