US Options Open Interest
US Options Open Interest
Production
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The US Equity Options Open Interest Data is based on the extraction of open interest events from the Options Pricing Authority (OPRA) feed, covering information from all the sixteen Equity Options exchanges. Files are structured first by date and then by ticker. If you have different requirements for file organization, please reach out to algoseek support.
Dataset Info
Dataset Name ID
opt_open_interest
Algoseek Dataset ID
US5005
Data Format
Reference
Data Class
Options
Data Type
EOD
Time Granularity
Daily
Region
US
Universe
All equity options contracts from US exchanges
Version
1.0
Update Frequency Options
End of day
Start Date
01/01/2023
End Date
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
Data Size
3.2 GB / year
Update Size
13 MB
Update Frequency
1 Day
Start Date
2012-01-01
End Date
Ongoing
SQL (ArdaDB)
Easily connect to your data using SQL with a database connection. No complex setup, just instant access to your data - run queries, retrieve insights, and manage data effortlessly. Secure, fast, and built for developers, analysts, and teams who need reliable access without the hassle.
Data Fields
Preview Data
| # | name | data type | description |
|---|
CSV (S3)
Easily connect to your data stored in S3 and access CSV files without hassle. Streamline data retrieval with fast, secure, and scalable access, whether for analytics, processing, or integration.
us-options-open-interest-yyyy
S3 Bucket Name
us-options-open-interest-yyyy
Update Time
01:30 ET
S3 Bucket Path
yyyymmdd.zip
S3 Bucket Path Description
one zip file per trading day where yyyymmdd is year, month and day
S3 Start Year
2012
S3 End Year
N/A
S3 Bucket Size
3.2 GB / year
Sample Data File
Data Fields
Preview Data
| # | name | data type | description |
|---|---|---|---|
| 1 | Date | String | Trading date in yyyymmdd format |
| 2 | Timestamp | String | Event timestamp in milliseconds |
| 3 | Ticker | String | Symbol name |
| 4 | CallPut | String | Option type (Call or Put) displayed as 'C' or 'P' |
| 5 | StrikePrice | Decimal | Fixed price for buying or selling an option contract |
| 6 | ExpirationDate | String | Expiration date of option contract in yyyymmdd format |
| 7 | EventType | String | Byte code. 34 - calls, 2 - puts |
| 8 | Action | String | Recorded as OI - open interest |
| 9 | Price | Decimal | Recorded as zero for open interest |
| 10 | Quantity | Integer | Underlying asset quantity |