OCC Listed Options Daily

How to use it

Effective-dated contract reference data. Adjusted (non-standard) contracts carry a modified deliverable; use the OCC settlement details rather than the standard 100-share multiplier for them.

Typical use

Contract identity, lifecycle, and adjusted-deliverable handling for US-listed options.

Limitations

Vendor-curated reference data: rows can be restated when AlgoSeek learns of a late or corrected event, so land each delivery as a snapshot rather than overwriting history. Root-level directory, not contract-level: no strike, expiration or call/put. OptionTicker is the OCC option symbol (root); UnderTicker can differ for adjusted roots (e.g. AAL1 -> AALPH, ACGN1 -> ACGN in the sample). Daily snapshot: a root's presence on a TradeDate means it was listed in that day's OCC directory; effective dating is by file date, not by explicit start/end columns. Use the Options Security Master for ASID and trade-date ranges. Adjusted (non-standard) roots appear with a numeric suffix and a descriptive Name such as '(merger)', '(Cash Dist)' or '(1:20 Rev Split)' in the sample; the guide does not document these naming conventions. PositionLimit: all zeros means not available (guide: not available for most non-equity options, e.g. index DJX). Sample values look like contract limits with three implied decimals (000025000000 for a 25,000-contract limit) - an inference, not stated in the guide.

Coverage

All equity, index and currency options listed on US public exchanges per the OCC Directory of Listed Products; daily files from July 2023.

Usage constraints

• Licensed vendor data: never export raw rows to a tenant-local destination or include them verbatim in a public artifact; serve only through entitlement-checked platform reads.
• Do not treat the vendor's `Ticker` as a stable identity across time; join on an AlgoSeek security key (SecId or ASID, which are distinct) or the platform symbol mapping.

Known issues (6)

• Primary key is inferred; AlgoSeek's guide does not name one.
• Documentation discrepancyGuide Table 1 sample is dated 20230615 (AADI, XDB, DJX) while the published sample CSV is 20230712 (A, AA, AAC ...).
• Documentation discrepancyProduct page says daily data starts July 2023; the guide gives no start date.
• Documentation discrepancyGuide Table 2 gives no format for PositionLimit beyond the 12-zero default; sample values are 12-digit zero-padded strings (e.g. 000025000000, 000007500000, 000036325000), scale/units not stated.
• Documentation discrepancyExchange codes in the sample (AM, BO, CB, ME, EX, IG, IS, IM, MI, AR, NA, MP, NB, C2, NP, BA) are a subset of the 31 codes in Table 3.
• Documentation discrepancyGuide columns match the 7-column sample header exactly, in the same order.