US Options Security Master

US Options Security Master
Production
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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
Dataset Name ID
opt_sec_master
Algoseek Dataset ID
US5006
Data Format
Reference
Data Class
Options
Data Type
Reference
Time Granularity
Event
Region
US
Universe
All equity options contracts from US exchanges
Version
1.0
Update Frequency Options
End of day
 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.
 Historical Info
Data Size
1.4 MB / year
Update Size
100 bytes
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.
Delivery Info
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.
Delivery Info
S3 Bucket Name
us-equity-options-sec-master-file
Update Time
02:30 ET
S3 Bucket Path
eq_opt_sec_master.csv
S3 Bucket Path Description
One csv master file and a folder with daily backups
S3 Start Year
N/A
S3 End Year
N/A
S3 Bucket Size
1.4 MB / year
Sample Data File
Subset of data
Data Fields
Preview Data
# name data type description
1 ASID String algoseek unique option security identifier
2 OptionTicker String Option root ticker
3 UnderTicker String Ticker name for the underlying security
4 UnderType String Indicate underlying type: option on a stock, option on an index, etc
5 OptionType String Indicate option type: vanilla options, binary options, etc
6 OptionStyle String Option style. A = American. E = European
7 IsWeekly String Indicate if the root option ticker covers only weekly options. Y = Yes, N = No
8 MarketClose String Market close time for this root symbol
9 SettlType String Settlement type of option
10 SettlTicker String Ticker that provides price value for calculating the exercise-settlement amount
11 OptionTradeDates String Start and end dates for the option ASID. End date = 29991231 when the ticker is still being used
12 OptionListStatus String Current option root ticker list status. D = Delisted. L = Listed
13 UnderSecId Integer algoseek unique equity security identifier for the underlying security
14 UnderTradeDates String Start and end dates for the underlying SecId. End date = 29991231 when the ticker is still being used
15 GreeksCoverage String Indicate if algoseek provides analytics for a specific option ticker. Y = Yes, N = No