Data catalog
Know what a dataset contains before you wire it in.
Every dataset of the sources listed here has a machine-readable data contract in the Open Data Contract Standard (ODCS): columns and types, keys, quality rules, time zones and delivery channels, built from the vendor's own documentation and sample files.
1contracted source
67dataset contracts
1,678documented columns
v3.2.0ODCS version
AlgoSeek
Draft contractsLicensed sourceUS equities, OPRA options and CME Group futures: tick, bar, daily and reference data, delivered as S3 flat files and through the AlgoSeek REST API.
67 datasets · 1,678 columns · 5 groups
AlgoSeek datasets
| Dataset | One row is | Columns | Key |
|---|---|---|---|
| US Equities Adjusted Trade Only US equities · market data | one trade or trade-cancellation event for one security (ASID) with its adjustment factors | 11 | TradeDate, ASID, EventDateTime, EventType, Exchange inferred · best-effort |
| US Equities Buy/Sell Pressure and Retail Indicators Minute Bar US equities · market data | one ticker x one trading minute (continuous: a row for every minute from 04:00 ET until the last exchange closes) | 37 | Date, Ticker, TimeBarStart inferred |
| US Equities Daily OHLC Adjusted US equities · market data | one security (SecId/Ticker) x one trading day | 23 | TradeDate, SecId inferred |
| US Equities Daily OHLC US equities · market data | one security (ASID/Ticker) x one trading day | 13 | TradeDate, ASID inferred |
| US Equities Industry Standard Daily OHLC Adjusted US equities · market data | one security (SecId/Ticker) x one trading day | 23 | TradeDate, SecId inferred |
| US Equities Industry Standard Daily OHLC US equities · market data | one security (ASID/Ticker) x one trading day | 13 | TradeDate, ASID inferred |
| US Equities Industry Standard Trade Only Minute Bar Adjusted US equities · market data | one SecId (ticker) x one trading day x one minute that had at least one qualifying trade | 17 | SecId, Date, TimeBarStart inferred |
| US Equities Industry Standard Trade Only Minute Bar US equities · market data | one ticker x one trading day x one minute that had at least one qualifying trade | 11 | Date, Ticker, TimeBarStart inferred |
| US Equities OTC Quote US equities · market data | one quote event (add/update/delete/start-of-day/open-close) by one market participant, or one derived inside-market quote, for one OTC ticker on one trading date | 17 | TradeDate, Ticker, QuoteId inferred · best-effort |
| US Equities Trade and Quote Daily Bar US equities · market data | one security (SecId/Ticker) x one trading day | 65 | TradeDate, SecId inferred |
| US Equities Trade and Quote Extended Minute Bar US equities · market data | one ticker x one trading minute (continuous: a row for every minute from 04:00 ET until the last exchange closes, even with no events) | 89 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade and Quote Extended Second Bar Excluding FINRA/TRF Trades US equities · market data | one ticker x one second that contained at least one qualifying bid, ask or trade event (event-based: seconds with no events have no row) | 89 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade and Quote Extended Second Bar US equities · market data | one ticker x one second that contained at least one bid, ask or trade event (event-based: seconds with no events have no row) | 89 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade and Quote Minute Bar Excluding FINRA/TRF Trades US equities · market data | one ticker x one trading minute (continuous: a row for every minute from 04:00 ET until the last exchange closes, even with no events) | 61 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade and Quote Minute Bar US equities · market data | one ticker x one trading minute (continuous: a row for every minute from 04:00 ET until the last exchange closes, even with no events) | 61 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade and Quote US equities · market data | one trade, trade cancellation, or top-of-book quote (bid or ask, venue-level or NBBO-creating) event for one ticker, in receive-time order | 8 | Date, Ticker, Timestamp, EventType, Exchange inferred · best-effort |
| US Equities Trade Only Adjusted Minute Bar Excluding FINRA/TRF Trades US equities · market data | one ASID (ticker) x one minute (BarDateTime) that had at least one qualifying on-exchange trade | 13 | ASID, BarDateTime inferred |
| US Equities Trade Only Adjusted Minute Bar US equities · market data | one SecId (ticker) x one trading day x one minute that had at least one qualifying trade | 17 | SecId, Date, TimeBarStart inferred |
| US Equities Trade Only Minute Bar Excluding FINRA/TRF Trades US equities · market data | one ticker x one trading day x one minute that had at least one qualifying on-exchange trade | 10 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade Only Minute Bar US equities · market data | one ticker x one trading day x one minute that had at least one qualifying trade | 10 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade Only Second Bar Excluding FINRA/TRF Trades US equities · market data | one ticker x one trading day x one second that had at least one qualifying on-exchange trade | 10 | Date, Ticker, TimeBarStart inferred |
| US Equities Trade Only US equities · market data | one trade or trade-cancellation event for one ticker, in receive-time order | 8 | Date, Ticker, Timestamp, EventType, Exchange inferred · best-effort |
| US Equities Announcements US equities · reference | one announced listing event (TickerChange or Delisting) for one security | 8 | AnnounceDate, SecId, EventType inferred |
| US Equities ASID Lookup US equities · reference | one ASID (one security across its whole life; SecIds and tickers are packed into semicolon-delimited lists) | 6 | ASID inferred |
| US Equities Basic Adjustment Factors US equities · reference | one corporate event (AdjustmentReason + EventId) for one SecId on its EffectiveDate | 6 | AdjustmentReason, EventId |
| US Equities Basic Shares Outstanding US equities · reference | one shares-outstanding change event for one SecId (one new SharesOutstanding figure effective on EffectiveDate) | 6 | SecId, EffectiveDate inferred |
| US Equities Cumulative Adjustment Factors US equities · reference | one SecId x corporate-event effective date (plus one START row per SecId); several rows may share a date | 9 | SecId, EffectiveDate, AdjustmentReason inferred |
| US Equities Daily Cumulative Adjustment Factors US equities · reference | one SecId x trading day (every trade date from the SecId's START date on) | 8 | SecId, TradeDate inferred |
| US Equities Daily SSR Circuit Breakers US equities · reference | one security whose SSR circuit breaker was triggered on a trading date | 6 | TradeDate, SecId inferred |
| US Equities Detailed Adjustment Factors US equities · reference | one corporate event (AdjustmentReason + EventId) for one SecId on its EffectiveDate | 11 | AdjustmentReason, EventId |
| US Equities Detailed Shares Outstanding US equities · reference | one shares-outstanding change event (EventId) for one SecId | 11 | EventId |
| US Equities Index Components US equities · reference | one component (ticker) of one index on one trading day, in a daily membership file where the index and date are carried by the file, not by a column | 2 | ConstituentTicker inferred |
| US Equities IPO Detailed US equities · reference | one IPO record per security (SecId), updated in place as the IPO progresses | 21 | SecId inferred |
| US Equities IPO US equities · reference | one IPO record per security (SecId), updated in place as the IPO progresses | 10 | SecId inferred |
| US Equities Lookup File US equities · reference | one ticker x SecId x validity period (one row per contiguous StartDate-EndDate window in which the ticker mapped to that SecId) | 5 | Ticker, SecId, StartDate inferred |
| US Equities Market Holidays US equities · reference | one full-day market closure (one trading date) per row | 1 | TradeDate inferred |
| US Equities OTC Corporate Actions US equities · reference | one corporate action record (security event or dividend/distribution event) announced on the FINRA OTC Daily List | 62 | CorporateActionId |
| US Equities OTC Market Compliance Data US equities · reference | one OTC security (SecId) per snapshot file; two snapshots (AM, PM) per trading day | 79 | TradeDate, SecId inferred |
| US Equities OTC Security Master US equities · reference | one security (ASID) with all historical values of every attribute in delimited lists | 25 | ASID inferred |
| US Equities Security Master File US equities · reference | one SecId (one row per security record; historical attribute values packed into semicolon-delimited lists with parallel date-range lists) | 18 | SecId inferred |
| US Equities Trading Halts US equities · reference | one halt case (halt episode) per symbol, listed in the file for each processing Date on which it is active or resumed | 21 | Date, Symbol, HaltDate, HaltCaseSeq inferred |
| US Options Continuous Trade and Quote Minute Bar Options · market data | one option contract (Ticker x CallPut x Strike x ExpirationDate) x one 1-minute bar (TimeBarStart) on one trading Date; during market hours (up to 16:15 ET) a bar is always emitted even with no events | 60 | Date, TimeBarStart, Ticker, CallPut, Strike, ExpirationDate inferred |
| US Options Daily Analytics Options · market data | one option contract (Ticker x CallPut x Strike x Expiration) x one TradeDate | 23 | TradeDate, Ticker, CallPut, Strike, Expiration inferred |
| US Options GTH Trade Only Options · market data | one executed trade in one index-option contract during GTH, with the last NBBO bid/ask snapshot | 21 | Date, Timestamp, CallPut, StrikePrice, ExpirationDate, EventType, Exchange, Price, Quantity inferred · best-effort |
| US Options Open Interest Options · market data | one open interest record (OPRA open interest event) per option contract (Ticker x CallPut x StrikePrice x ExpirationDate) per TradeDate | 7 | TradeDate, Ticker, CallPut, StrikePrice, ExpirationDate inferred |
| US Options Trade and NBBO Quote Options · market data | one trade, NBBO quote update or other OPRA event (rotation in sample) for one option contract, with underlying bid/ask | 14 | Date, Timestamp, CallPut, StrikePrice, ExpirationDate, EventType, Exchange inferred · best-effort |
| US Options Trade and Quote Daily Bar Options · market data | one option contract (Ticker x CallPut x Strike x ExpirationDate) x one TradeDate | 53 | TradeDate, Ticker, CallPut, Strike, ExpirationDate inferred |
| US Options Trade and Quote GTH Options · market data | one trade or quote event for one index-option contract during the GTH session (sample rows are NBBO-flagged firm quotes, Action 'FQ NB') | 13 | Date, Timestamp, CallPut, StrikePrice, ExpirationDate, EventType, Exchange inferred · best-effort |
| US Options Trade and Quote Minute Bar Options · market data | one option contract (Ticker x CallPut x Strike x ExpirationDate) x one 1-minute bar (TimeBarStart) on one trading Date; a row exists only if the contract had at least one bid, ask or trade event in that minute | 60 | Date, TimeBarStart, Ticker, CallPut, Strike, ExpirationDate inferred |
| US Options Trade and Top of Book Quote Options · market data | one executed option trade with the last NBBO, per-exchange top-of-book quotes and underlying snapshot | 51 | Date, Timestamp, Ticker, CallPut, StrikePrice, ExpirationDate, EventType, Exchange, Price, Quantity inferred · best-effort |
| US Options Trade Only Minute Bar Options · market data | one option contract (Ticker x CallPut x Strike x ExpirationDate) x one 1-minute bar (TimeBarStart) on one trading Date; a row exists only if there was at least one trade in that minute | 17 | Date, TimeBarStart, Ticker, CallPut, Strike, ExpirationDate inferred |
| US Options Trade Only Options · market data | one executed option trade (plus halt events in the sample) with the last NBBO and underlying snapshot | 25 | Date, Timestamp, CallPut, StrikePrice, ExpirationDate, EventType, Exchange, Price, Quantity inferred · best-effort |
| OCC Equities Special Settlements Options · reference | one delivery component (DeliveryComponents) of one adjusted option symbol (OptionTicker) in a daily OCC file (ProcessDate) | 12 | ProcessDate, OptionTicker, DeliveryComponents inferred |
| OCC Information Memos Options · reference | one OCC information memo (MemoId) with symbol-change, strike-adjustment and deliverable details; multi-symbol memos are packed into one row with ';'-separated lists | 14 | MemoId inferred |
| OCC Listed Options Daily Options · reference | one option root ticker per trading day (TradeDate) | 7 | TradeDate, OptionTicker inferred |
| US OPRA Options Contracts Security Master Options · reference | one option contract (ASID), i.e. one underlying x call/put x strike x expiration, tracked across root/underlying ticker changes | 19 | ASID |
| US Options Security Master Options · reference | one option root ticker security (ASID); a ticker reused by another company or after a long gap gets a separate ASID row | 15 | ASID |
| US Future Options Trade and Quote Minute Bar Futures & options on futures | One contract x one UTC minute that had at least one regular quote or trade. | 57 | Ticker, UTCDate, UTCTimeBarStart inferred |
| US Future Options Trade and Quote Futures & options on futures | One exchange event (quote update, trade, or statistic such as opening/settlement price, trade volume, open interest, empty book) for one contract. | 16 | UTCDate, UTCTime, Ticker, TypeMask, Price, Quantity, Orders, Flags inferred · best-effort |
| US Future Options Trade Only Minute Bar Futures & options on futures | One contract x one UTC minute that had at least one trade. | 20 | Ticker, UTCDate, UTCTimeBarStart inferred |
| US Future Options Trade Only Futures & options on futures | One trade event (or trade-adjacent statistic: opening price, settlement, trade volume, open interest, empty book, session high/low marker) for one contract. | 16 | UTCDate, UTCTime, Ticker, TypeMask, Price, Quantity, Orders, Flags inferred · best-effort |
| US Futures Multiple Depth Futures & options on futures | One snapshot of one book side (B or S) of one contract at one update time, up to 10 levels. | 39 | UTCDate, UTCTime, Ticker, Side, Flags inferred · best-effort |
| US Futures Trade and Quote Minute Bar Futures & options on futures | One contract x one UTC minute that had at least one regular quote or trade. | 53 | Ticker, UTCDate, UTCTimeBarStart inferred |
| US Futures Trade and Quote Futures & options on futures | One exchange event (quote update, trade, or statistic such as opening/settlement price, trade volume, open interest, empty book) for one contract. | 12 | UTCDate, UTCTime, Ticker, TypeMask, Price, Quantity, Orders, Flags inferred · best-effort |
| US Futures Trade Only Minute Bar Futures & options on futures | One contract x one UTC minute that had at least one trade. | 16 | Ticker, UTCDate, UTCTimeBarStart inferred |
| US Futures Trade Only Second Bar Futures & options on futures | One contract x one UTC second that had at least one trade. | 16 | Ticker, UTCDate, UTCTimeBarStart inferred |
| US Futures Trade Only Futures & options on futures | One trade event (or trade-adjacent statistic: opening price, settlement, trade volume, open interest, empty book, session high/low marker) for one contract. | 12 | UTCDate, UTCTime, Ticker, TypeMask, Price, Quantity, Orders, Flags inferred · best-effort |
Showing 67 of 67 datasets.
How these contracts are built
- Each contract is generated from the vendor's published product pages, data guides and sample files, and validated against the official ODCS v3.2.0 JSON schema.
- Column names, order, types, units and null behaviour follow the vendor guide. Where the guide and the sample file disagree, the contract lists the difference as a known issue.
- Where the vendor does not name a primary key, the key is marked as inferred. Event streams carry a best-effort key: duplicate keys are reported, not rejected.
- Where the documentation leaves a detail open, such as history start or publication time, the contract says so instead of guessing.
- Every contract is a draft. Download the YAML, or open it in the Data Contract Editor from its page.
Contracts follow the Open Data Contract Standard (Bitol, LF AI & Data).
Vendor names are trademarks of their owners.