Hello, I recorded SPX Option table for 30DEC2022, 5 Second resolution, from TOS OnDemand function, please feel free to try it , and leave comments about quality of the data, anything I can add to it to improve.? The Idea is to use it for backtesting Option related strategy. The file is 35MB in CSV format.
To read and Plot data in Python: import pandas as pd df=pd.read_csv('..../Downloads/SPX_Options_30DEC2022_5S') df['SPX'].plot() #to Plot SPX chart