US Options Security Master

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US Options Security Master
Production
·

Data Class

Options

Data Type

Reference

Delivery Method

CSV

Vendor

algoseek

Region

US

Documentation

Open Link

The US Options Security Master file is a single data file cataloging all the listed and delisted OPRA options which include stocks, ETFs, ETNs, Indexes, etc from 2012 to the present. Each entry in the file provides summary information such as option type, settlement type, underlying ticker and type.

This Master File is organized based on algoseek's unique security identifier called algoseek ID (ASID), which remains consistent during specific option root symbol life.

This Master File is updated daily. A lookup file is available for converting an ASID to the option ticker and to the underlying ticker.

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Reference Data Security Master Identifiers Option Types Option Roots Settlement Types Underlying Securities
Dataset Info
Algoseek Dataset ID
US5006
Data Class
Options
Dataset Name ID
opt_sec_master
Data Format
Reference
Version
1.0
Time Granularity
Event
Region
US
Data Type
Reference
Universe
All equity options contracts from US exchanges
Update Frequencies
End of day
Historical Info
Start Date
2012-01-01
End Date
Ongoing
Update Frequency
1 Day
Total Size
1.4 MB
Annual Size
1.4 MB / year
Update Size
100 bytes
Introductory Demo Info
Start Date
01/01/2023
End Date
12/31/2023
Access Methods
SQL
Universe Identifiers
AAPL, ABNB, ADBE + 98 more
Description
One year of data (2023) for Nasdaq-100 index.

Included in Data Research Packages:

Options Historical Research Package

$3,000 /month

No Exchange Fees