I'm looking to collect "indicative value" quotes for several ETFs for a strategy (these are the intraday NAV estimates that get updated every 15 seconds or so). I've found that Yahoo Finance has these symbols (the IVV intraday value would be ^IVV-IV, I've also seen them referred to in the IVV.IV format), but AFAIK, Fidelity doesn't make them available in any format. That has me looking for different options.

One is Yahoo for Intraday. I would gladly pay the $10 a month for the Yahoo Finance Premium if that got me intraday historicals for these, but I don't think this is the case. Anyone confirm?

Another would be any other free/reasonable data provider that offers IV symbols. I've started to look around, but can't find any thus far that match Yahoo.

Third would be a way to capture intraday data from YF on a go-forward basis (ie not backfill historical intraday, but "record" upcoming days)

Any advice is appreciated

QUOTE:
One is Yahoo for Intraday. I would gladly pay the $10 a month for the Yahoo Finance Premium if that got me intraday historicals for these, but I don't think this is the case. Anyone confirm?

Yahoo does not provide intraday historical prices for backfill. Current day RT quotes only.

While I can't say much re #2, your third seems like the cheapest DIY option: just request partial values through the day from Yahoo's servers by HTTP, and dump them somewhere (SQLite, CSV, XML, ...). If the 15-second updates matter, then Strategy Monitor is out of option - but you could write a simple console app just for that. Otherwise, the SM could have been set up to execute a Strategy on 1-minute basis that would request these values from download.finance.yahoo.com, slowly building a local historical database:

Stock quote and chart from Yahoo in C#

Thanks Eugene. I've just learned that IB (my broker) does provide quotes for just about all of these IV symbols, so I'm going to try to get QuoteTracker working to capture these on a backfill basis and build my DB that way. I suppose IBCollector could also do the trick but in the past I found that difficult to work with. No doubt user error, as many are very pleased with it.

Related, what is the status of QuoteTracker with WLP5.x? I saw some threads referring to Q2-09 support, but nothing after that.

QUOTE:
Related, what is the status of QuoteTracker with WLP5.x?

Unfortunately, from what I'm told by the provider developer, there are some unsolved issues. This is why the final result is being delayed. :(