I am trying to set up my program so that I get following slice data for a security and a few of it’s options  for every tick. I need this from Jan 1, 2019 until now

1.       SPY ETF

2.       SPY Option 3 year option     "SPY 211217P00260"

3.       SPY Option 2 year option     “SPY 200919P00260”

4.       SPY Option 3 month option “SPY 200919P00260”

I tried using filter as shown in option template program but my problems are:

1.       Though I need specific option, I have to specify large spread (means too many options)

2.       To get all three options I have specify time frame too large (too large)

3.       I can live with hourly or daily data. Option data is provided every second and I don’t know how to specify coarse granularity.

This is making program extremely slow and simulation becoming almost unusable.

Any suggestion or sample program which shows how I can accomplish this efficiently? (I am using python)

Thank you