US Options Open Interest
US Options Open Interest
Production
·
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
CSV (S3)
Algoseek Dataset ID
US5005
Data Class
Options
Dataset Name ID
opt_open_interest
Data Format
Reference
Version
1.0
Time Granularity
Daily
Region
US
Data Type
EOD
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
32 GB
Annual Size
3.2 GB / year
Update Size
13 MB
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
Included in Data Research Packages: