US Options Security Master

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 only: no strike, expiration or call/put. A bar/OI/analytics row is tied to a root via its Ticker (assumed to equal OptionTicker; the guide does not say so) and a trade date inside OptionTradeDates. Effective dating: OptionTradeDates holds one or more 'start:end' periods separated by ';' (example 20120103:20130318;20130415:29991231); end 29991231 means still active/no end date. A new range is created when the gap between consecutive dates exceeds 7 days. Because tickers are reused (guide example: S for Sprint Nextel, Sprint, then SentinelOne), resolving ticker -> ASID needs a trade date via the lookup file opt_ticker_to_asid.csv (columns ASID, OptionTicker, UnderTicker, UnderSecId, OptionTradeDates). ASID assignment: test tickers keep one ASID for all history. Non-standard (adjusted) tickers get a new ASID if the underlying ticker changes, the underlying SecId changes, or there is no underlying SecId / it stopped trading, for each new date range. Standard tickers get a new ASID if the underlying ticker or SecId changes or two date ranges are 30 or more days apart.

Coverage

All listed and delisted OPRA options on stocks, ETFs, ETNs, indexes and currencies (UnderType S, I, F). Guide says 2012 to present; product page says 2015 to present; sample OptionTradeDates start 20120103.

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 (8)

• Documentation discrepancyHistory start: page says 2015 to present, guide says 2012 to present, and sample OptionTradeDates begin 20120103.
• Documentation discrepancyPage says the ASID stays stable throughout the lifecycle of an option root; guide intro says it 'remains unchanged during specific contract expiration' (wording copied from contract master) and Appendix A shows ASIDs change when the underlying ticker/SecId changes or after gaps.
• Documentation discrepancyGuide names the file eq_opt_sec_master.csv; the published sample is opt_sec_master.csv.
• Documentation discrepancyGuide text says 'Table 4 below' before the settlement-type table, which is numbered Table 5.
• Documentation discrepancyGuide UnderTradeDates doc type shows a single 'yyyymmdd:yyyymmdd' range while OptionTradeDates allows ';'-separated multiple ranges.
• Documentation discrepancySample has two rows (ABAT, ABKFQ, both delisted) with blank UnderTicker, UnderType, OptionType, OptionStyle, IsWeekly, MarketClose, SettlType, UnderSecId, UnderTradeDates and GreeksCoverage = N; all 98 other rows are stock/vanilla/American/16:00/PM. Sample SettlTicker is blank in all 100 rows.
• Documentation discrepancyASID doc type is string here but integer in the OPRA Contracts Security Master guide.
• Documentation discrepancyGuide columns match the 15-column sample header exactly, in the same order.