OCC Daily Listed Options Guide

version 1.0 (Jan 2024)

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TABLE OF CONTENTS

INTRODUCTION        3

DATA ORGANIZATION AND FILE FORMAT        4

INTRODUCTION

The OCC Daily Listed Options is a dataset aimed at tracking all the options listed on the US public exchanges on a daily basis. The dataset is based on the data provided by the Options Clearing Corporation (OCC) “Directory of Listed Products”. It includes basic information such as the option symbol, underlying symbol, name, underlying type, and position limit.

DATA ORGANIZATION AND FILE FORMAT

algoseek provides OCC Daily Listed Options in plain text CSV files. The first row of the CSV file is a fixed header, and then rows of data correspond to option root tickers. Data is organized into one file per trading day. For example, data for all listed options on Jan 4, 2024, is stored in one CSV file “20240104.csv”.

Table 1 demonstrates the full list of data fields in the OCC Daily Listed Options file with sample contents for a few tickers, in which rows and columns are inverted for the convenience of the document display.

Table 1: OCC Daily Listed Options Sample Data

Table 2 (below) provides the name, description, and data type for each data field (column) in the  OCC Daily Listed Options file.

Table 2: CSV File Fields Schema

Exchanges

The table below shows the list of exchange codes and matching exchange names.

Table 3: Exchange Codes