Data Set Downloads

Avy Sample Files
S&P 500 Index Options
End of Day Data Set Groups
Each Quarterly Group contains Data Sets for the End of Each Trading Day.
Approximately Sixty Six Daily Files per Quarter.
Each Daily Data Set contains all the options available on the SPX.
The Option data is symbol,last,delta,bid,ask,volume, and openinterest.
All Quarterly Groups are compressed into self-extracting .exe's
Click on the file groups below to begin the download.
Move the file which you have downloaded to a directory of your choice.
Click on the file to begin the extracting process.
All files after extraction are text files grouped in year month directories.


Use the following notes to calculate download times.
Dial-Up (28.8 Kbits/s),Dial-Up (53.3 Kbits/s), DSL/Cable (384 Kbits/s), DSL/Cable(768 Kbits/s), T1(1.5Mbits/s)

Download Sample Files Here
All files you will be downloading are SelfExtracting (.Exe) in order to reduce size.
Year Q1
Jan,Feb,Mar
Q2
Apr,May,Jun
Q3
Jul,Aug,Sep
Q4
Oct,Nov,Dec
2004 2004/Q1
691KB
2004/Q2
691KB
2004/Q3
742KB
2004/Q4
698KB
2005 2005/Q1
663KB
2005/Q2
712KB
2005/Q3
721KB
2005/Q4
757KB
2006 2006/Q1
760KB
2006/Q2
810KB
2006/Q3
788KB
2006/Q4
843KB
2007 2007/Q1
874KB
2007/Q2
953KB
2007/Q3
1029KB
2007/Q4
1145KB
2008 2008/Q1
1160KB
2008/Q2
1233KB
2008/Q3
1337KB
2008/Q4
1721KB
2009 2009/Q1
1597KB
2009/Q2
1703KB
2009/Q3
1744KB
N/A

Please download only what you need.....
At some point bandwidth could effect the relationship we have with our wonderful site provider.

Free data sets are usually free for a reason . These are not without problems , there are a few that are partial, and a lot with some minor glitches. Since these are all text files you can take the text editor approach, then after some time, you will be in business.
As an example of an automated approach, the scanning cleaner in OptionBT takes eight passes and works well , however this approach is non-trivial ...but you can do it.
..Avy

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