US OPRA Options Contracts Security Master

US OPRA Options Contracts Security Master
Production
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Data Class

Options

Data Type

Reference

Delivery Method

CSV, SQL

Vendor

algoseek

Region

US

Documentation

Open Link

US OPRA Options Contracts Security Master dataset covers all the listed and delisted OPRA options, which include options on stocks, ETFs, ETNs, Indexes, etc., from 2007 to present. It includes key fields such as option root tickers, underlying tickers, contract tickers, option type, strike price, trade dates, and expiration. It also captures settlement details, including deliverable components, cash amounts, and settlement methods for non-standard options (currently, such information is available from 2018).

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Reference Data Security Master Contracts Option Contracts Expiration Data Strike Prices Option Types Settlement Details
Dataset Info
Dataset Name ID
opt_contr_sec_master
Algoseek Dataset ID
US5016
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
03/31/2023
Access Methods
SQL
Description
Three months of data (Jan. - March 2023) for the full universe of symbols
 Historical Info
Data Size
750 MB / year
Update Size
622 MB
Update Frequency
1 Day
Start Date
2007-01-01
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
Update Time
03:30 ET
Database Table
USOptionsReferenceData.ContractsSecMaster
Database Schema
USOptionsReferenceData
Object Type
Table
Primary Date Column
StartTradeDate
Timestamp Column
--
Internal ID Column
ASID
Identifier Column
--
Data Fields
Preview Data
# name data type description
1 ASID Integer algoseek unique security identifier
2 ContractTickers List(String) List of option contract tickers used
3 ContractTradeDates List(String) Start and end dates for each option root ticker for a specific option contract. End date = 29991231 when the contract is still active
4 StartTradeDate Date Start date of the option contract
5 Expiration Date The expiration date of the option contract
6 Type String Option type (Call or Put) displayed as C or P
7 Strike Decimal Fixed price for buying or selling an option contract
8 OptionRootTickers List(String) List of option root tickers used
9 UnderASID Integer algoseek unique security identifier for equity
10 UnderTickers List(String) List of underlying tickers used
11 UnderTradeDates List(String) Start and end dates for each underlying ticker. End date = 29991231 when the ticker is still being used
12 TotalDelivComponents List(String) The total number of components of delivery associated with the settlement of the traded non-standard option root ticker. If the non-standard root ticker changed, the field will have multiple number of components of delivery
13 DeliveryComponents List(String) Specific components of delivery for the traded non-standard option root ticker
14 SettlementMethod List(String) How exercise and assignment activity will be settled for the traded non-standard option root ticker
15 StrikePercent List(String) The percentage of the strike price allocated for each settlement in the delivery, separated by space
16 DeliverableUnits List(String) The per-contract number of deliverable units of cash, stocks, bonds, or currencies to be delivered or received upon settlement for the traded non-standard option root ticker, separated by space
17 CashAmount List(String) The per-contract cash amount is to be allocated upon settlement for the traded non-standard option root ticker, separated by space
18 IsStandard String Code to differentiate standard and non-standard options. Y - for standard options, N - for non-standard options
19 NonStandardTradeDates List(String) Start and end dates for each non-standard option root ticker

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-options-contracts-sec-master-file
Update Time
03:30 ET
S3 Bucket Path
opt_contr_sec_master.csv.gz
S3 Bucket Path Description
A single csv.gz file for all data
S3 Start Year
2007
S3 End Year
N/A
S3 Bucket Size
622 MB / year
Sample Data File
Sample data for options on underlying AAPL stock
Data Fields
Preview Data
# name data type description
1 ASID Integer algoseek unique security identifier
2 ContractTickers String List of option contract tickers used. If security had its ticker changed, the field would have multiple tickers separated by a semicolon ';'
3 ContractTradeDates String Start and end dates for each option root ticker for a specific option contract. End date = 29991231 when the contract is still active
4 StartTradeDate String Start date of the option contract
5 Expiration String The expiration date of the option contract
6 Type String Option type (Call or Put) displayed as 'C' or 'P'
7 Strike Decimal Fixed price for buying or selling an option contract
8 OptionRootTickers String List of option root tickers used. If security had its ticker changed, the field will have multiple tickers separated by a semicolon ';'
9 UnderASID Integer algoseek unique security identifier for equity
10 UnderTickers String List of underlying tickers used. If security had its ticker changed, the field will have multiple tickers separated by a semicolon ';'
11 UnderTradeDates String Start and end dates for each underlying ticker. End date = 29991231 when the ticker is still being used
12 TotalDelivComponents String The total number of components of delivery associated with the settlement of the traded non-standard option root ticker. If the non-standard root ticker changed, the field will have multiple number of components of delivery separated by a semicolon ';'
13 DeliveryComponents String Specific components of delivery for the traded non-standard option root ticker, separated by space ' '. If the non-standard root ticker changed, the field will have multiple deliveries separated by a semicolon ';'
14 SettlementMethod String How exercise and assignment activity will be settled for the traded non-standard option root ticker, separated by space ' '. If the non-standard root ticker changed, the field will have multiple groups of settlement methods separated by a semicolon ';'
15 StrikePercent String The percentage of the strike price allocated for each settlement in the delivery, separated by space ' '. If the non-standard root ticker changed, the field will have strike price allocations separated by a semicolon ';' for each delivery
16 DeliverableUnits String The per-contract number of deliverable units of cash, stocks, bonds, or currencies to be delivered or received upon settlement for the traded non-standard option root ticker, separated by space ' '. If the non-standard root ticker changed, the field will have multiple groups of deliverable units separated by a semicolon ';'
17 CashAmount String The per-contract cash amount is to be allocated upon settlement for the traded non-standard option root ticker, separated by space ' '. If the non-standard root ticker changed, the field will have multiple groups of cash amounts separated by a semicolon ';'
18 IsStandard String Code to differentiate standard and non-standard options. 'Y' - for standard options, 'N' - for non-standard options
19 NonStandardTradeDates String Start and end dates for each non-standard option root ticker