OCC Equity Special Settlements Guide

Version 1.0.0 (Mar 2024)

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TABLE OF CONTENTS

REVISION SUMMARY        4

INTRODUCTION        5

DATA ORGANIZATION AND FILE FORMAT        5

REVISION SUMMARY

INTRODUCTION

The OCC Equity Special Settlements dataset provides information about non-standard (adjusted) equity option contracts listed on US public exchanges. Non-standard option contracts appear after certain corporate events for underlying securities. The dataset includes the basic information for option contracts such as the options symbol, underlying symbol, etc, along with specific information related to how exercise and assignment activity was settled, the total number of components of delivery associated with the settlement of the traded option symbol, etc.

The algoseek OCC Equity Special Settlements dataset is a good source of information on non-standard equity options that can clarify its specifications and behavior. It can be a matter of interest for some sophisticated traders, researchers, or others who see such contracts as their use case.

The data is available from Nov 1, 2017.

DATA ORGANIZATION AND FILE FORMAT

algoseek provides OCC Equity Special Settlements data in plain text CSV files per trading day. The first row of the CSV file is a fixed header, and then rows of data correspond to specific records (see Table 2). Also, there is a possibility to get all historical data in one file.

Table 1 demonstrates the full list of data fields in the OCC Equity Special Settlements file with sample content, in which rows and columns are inverted for the convenience of the document display.

Table 1: OCC Equity Special Settlements Sample Data

Table 2 (below) provides the name, brief description, and data type for each data field (column) in the OCC Equity Special Settlements CSV file.

Table 2: OCC Equity Special Settlements CSV File Fields Schema