# Generated by tools/build_contracts.py from tools/algoseek_catalog.py -- do not edit by hand. # Open Data Contract Standard v3.2.0 (https://bitol-io.github.io/open-data-contract-standard/). apiVersion: v3.2.0 kind: DataContract id: urn:alphaswarm:datacontract:algoseek:us-options-open-interest name: AlgoSeek US Options Open Interest version: 0.1.0 status: draft domain: market-data tags: - algoseek - licensed-data - options - opra - us - event description: purpose: One row per option contract per trading day carrying the open interest figure published through OPRA (time-stamped pre-open), i.e. the contract's outstanding positions as of the previous trading day. usage: Options pricing, volatility, and flow research on US-listed equity and index options. limitations: 'Delivered as recorded from the source feed: AlgoSeek does not remove crossed or locked quotes, bad prints, or out-of-sequence packets unless contracted to. Consumers own cleaning. Contract identity per row = Ticker + CallPut + StrikePrice + ExpirationDate; no OSI/OCC symbol column. StrikePrice is a decimal in USD per share written without padding (190, 227.5); Ticker is the ''OPRA symbol name''. OpenInterest on TradeDate T is the prior trading day''s (T-1) outstanding contracts, published pre-open on T (timestamps about 06:30 ET). For point-in-time use, treat a row as known from its Timestamp on TradeDate, describing T-1 close. Schema versioning: v1.x files (initial release 2023-07-23) carried EventType, Action, Price, Date and Quantity; v2.0.0 (2026-04-06) delivers only the 7 columns listed here. Expect different headers in older history. Timestamp is an event time (ET, ms) with no date part; it may be the OPRA publication time for the OI message, but the guide only calls it ''open interest event timestamp''.' authoritativeDefinitions: - type: businessDefinition url: https://algoseek.com/dataset/us-options-open-interest/ - type: implementation url: https://algoseek.com/data-docs/options-market-data/algoseek.US.OPRA.Options.Open.Interest.pdf - type: implementation url: https://algoseek.com/docs/rest-api/reference context: instructions: 'Identify a contract by underlying, expiration, strike and call/put. Most options tick files carry no underlying/root column: the underlying comes from the file path or API identifier, so keep it alongside every row you land. Strikes and prices are plain decimals (not scaled). EventType is a bit field: low 4 bits message type, 16 cancel, 32 call, 64 NBBO, 128 buy/bid side. Check OCC special settlements before comparing prices across a corporate action.' constraints: - id: c1 constraint: '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.' - id: c3 constraint: 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. servers: - server: algoseek-s3 type: s3 environment: vendor description: AlgoSeek flat-file delivery (the layout the schema below describes). location: s3://${ALGOSEEK_S3_BUCKET_OPT_OPEN_INTEREST}/ format: csv encoding: UTF-8 customProperties: - property: layout value: Plain-text CSV with fixed header row, gzip-compressed (about 8:1), one file per trading day named yyyymmdd.csv.gz. Bucket/path naming not stated. - property: compression value: gzip - property: header value: true - property: entitlement value: Bucket access is granted per subscription; bucket names arrive with license provisioning. - server: algoseek-rest-api type: api environment: vendor description: AlgoSeek Datasets REST API (X-API-KEY header; JSON, CSV or gzipped CSV). Returns AlgoSeek's normalized API layout, which differs from the flat-file columns in this contract's schema. location: https://api.algoseek.com/v1/data/us-equity-opt/open-interest/:identifier customProperties: - property: auth value: X-API-KEY header issued by AlgoSeek - property: columnsEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/columns - property: statusEndpoint value: https://api.algoseek.com/v1/meta/datasets/{dataset_id}/status - property: responseFormats value: - json - csv - csv_gzip - property: pagination value: offset + limit; tick endpoints take trade_date and identifier (Ticker or ASID) in the path schema: - name: us_options_open_interest physicalName: opt_open_interest physicalType: file logicalType: object businessName: US Options Open Interest description: One row per option contract per trading day carrying the open interest figure published through OPRA (time-stamped pre-open), i.e. the contract's outstanding positions as of the previous trading day. dataGranularityDescription: one open interest record (OPRA open interest event) per option contract (Ticker x CallPut x StrikePrice x ExpirationDate) per TradeDate properties: - name: TradeDate logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Trading date of the open interest record primaryKey: true primaryKeyPosition: 1 required: true customProperties: - property: evidence value: guide+sample - name: Timestamp logicalType: time logicalTypeOptions: format: HHMMSSmmm (e.g. 063020553 = 06:30:20.553 ET) physicalType: string (HHMMSSmmm) (csv text) description: Time of the open interest event in milliseconds, ET; import as text because Excel mangles it customProperties: - property: evidence value: guide+sample - name: Ticker logicalType: string physicalType: string (csv text) description: OPRA symbol name; sample shows the underlying/root (AAPL) primaryKey: true primaryKeyPosition: 2 required: true customProperties: - property: evidence value: guide+sample - name: CallPut logicalType: string physicalType: string (csv text) description: Option type, C = Call or P = Put primaryKey: true primaryKeyPosition: 3 required: true enum: - value: C label: Call - value: P label: Put customProperties: - property: evidence value: guide+sample - name: StrikePrice logicalType: number physicalType: decimal (csv text) description: Fixed price at which the option can be exercised, quoted per share of underlying primaryKey: true primaryKeyPosition: 4 required: true customProperties: - property: unit value: USD - property: evidence value: guide+sample - name: ExpirationDate logicalType: date logicalTypeOptions: format: yyyymmdd physicalType: string (yyyymmdd) (csv text) description: Expiration date of the option contract primaryKey: true primaryKeyPosition: 5 required: true customProperties: - property: evidence value: guide+sample - name: OpenInterest logicalType: integer logicalTypeOptions: format: i64 physicalType: integer (csv text) description: Total contracts held by market participants as of the previous trading day customProperties: - property: unit value: contracts - property: evidence value: guide+sample quality: - id: row_count_positive metric: rowCount mustBeGreaterThan: 0 dimension: completeness severity: error description: Every delivered partition (trade date, or snapshot) carries at least one row. - id: primary_key_unique metric: duplicateValues mustBe: 0 arguments: properties: - TradeDate - Ticker - CallPut - StrikePrice - ExpirationDate dimension: uniqueness severity: error description: The declared primary key is unique within each delivered partition (one file or table snapshot). - id: OpenInterest_non_negative type: sql description: OpenInterest is never negative. query: SELECT COUNT(*) FROM {object} WHERE OpenInterest < 0 mustBe: 0 dimension: accuracy severity: error support: - channel: algoseek-support tool: email url: mailto:support@algoseek.com scope: issues description: Vendor support for data defects, missing days, and entitlement problems. team: name: AlphaSwarm data engineering slaProperties: - id: retention property: retention value: license-term description: Retention of landed copies is bounded by the AlgoSeek license; purge on termination. driver: regulatory customProperties: - property: vendor value: AlgoSeek - property: vendorDataGroup value: us-equity-opt - property: vendorDatasetTextId value: opt_open_interest - property: vendorSampleUrl value: https://as-metadata-services-assets.s3.amazonaws.com/sample_data/cloud_storage/opt_open_interest_v2.csv - property: assetClass value: option - property: venues value: - OPRA consolidated feed (16 options exchanges; individual venues not named) - property: coverage value: US options from the OPRA feed (16 options exchanges); guide intro names options on equities, ETFs, ETNs and ADRs, page says equity and index options. Open interest is consolidated across exchanges. History start is not stated (guide cites an initial release on 2023-07-23; guide sample content dates from 2012). - property: timezone value: America/New_York - property: timestampFormat value: HHMMSSmmm (millisecond, no separators), e.g. 063007975 - property: sessionHours value: n/a (pre-open publication; sample timestamps fall around 06:30-06:31 ET) - property: priceAdjustment value: n/a - property: licensedData value: true - property: evidenceGrade value: vendor-doc - property: knownIssues value: - Primary key is inferred; AlgoSeek's guide does not name one. - Update cadence and publication latency are not stated in the guide; confirm with AlgoSeek (or GET /v1/meta/datasets/{id}/status). - 'Doc discrepancy: Guide TOC lists Calculation Details, Important Notes, Resources and Dataset Location Details (pages 9-10) but the PDF text ends on page 6, so those sections are unavailable.' - 'Doc discrepancy: Guide Table 2 has no Missing column (other guides do), so null behaviour is unstated.' - 'Doc discrepancy: Guide Table 1 sample content is from 2012-01-30 (ticker A) while the published sample CSV is 2020-01-28 (ticker AAPL, expiry 20200131); both use the same 7 columns.' - 'Doc discrepancy: Guide intro says options on equities, ETFs, ETNs and ADRs; product page says equity and index options.' - 'Doc discrepancy: Page text says open interest is ''at the end of each trading day'' while the guide defines OpenInterest as positions held for the previous trading day.' - 'Doc discrepancy: Strike column is named StrikePrice here but Strike in the bar datasets; expiry/date naming also differs (TradeDate, ExpirationDate).' - 'Doc discrepancy: Guide columns match the 7-column sample header exactly. The guide''s revision summary says v1.x had EventType, Action, Price, Date and Quantity columns; v2.0.0 (2026-04-06) removed the first three and renamed Date->TradeDate and Quantity->OpenInterest.' contractCreatedTs: '2026-11-02T00:00:00Z'