# 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-trade-and-quote-daily-bar
name: AlgoSeek US Options Trade and Quote Daily Bar
version: 0.1.0
status: draft
domain: market-data
tags:
- algoseek
- licensed-data
- options
- opra
- us
- daily_bar
description:
  purpose: One row per option contract per trading day with the time, price and size of the daily open,
    high, low and close for NBBO bid, NBBO ask and trades, plus day volume and open interest. Includes
    Curb-session closing quotes for a few index options and Cboe/MIAX 16:00 indicative marking values.
  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 + Strike + ExpirationDate (no OSI/OCC symbol column). Strike is
    USD per share (4 decimals in sample); ExpirationDate is yyyymmdd (sample column holds yyyymmdd despite
    the guide''s typed format). Open/High/Low/Close are session aggregates of NBBO bid, NBBO ask and trades,
    each with its own time, price and size. Close quotes are the last NBBO of the regular session (sample
    shows 15:59:58-15:59:59, not exactly 16:00). Quotes are NBBO from Firm Quote and Customer Trade Interest;
    Open Interest, Rotation and Trade Interest events are excluded. Trades with condition codes A, B,
    C, F, G, N, O, T are excluded. Volume = contracts traded ''during market hours''; whether Curb-session
    trades are included is not stated. No Curb trade or OHLC fields exist, only Curb closing bid/ask.'
  authoritativeDefinitions:
  - type: businessDefinition
    url: https://algoseek.com/dataset/us-options-trade-and-quote-daily-bar/
  - type: implementation
    url: https://algoseek.com/data-docs/options-market-data/algoseek.US.Options.Daily.TAQ.pdf
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_TAQ_DAILY}/
  format: csv
  encoding: UTF-8
  customProperties:
  - property: layout
    value: Plain-text CSV with fixed header. One file per underlying ticker per trading day containing
      all option contracts of that underlying (all expirations, strikes, calls and puts). Compression
      and bucket/path naming not stated in this guide.
  - property: compression
    value: gzip
  - property: header
    value: true
  - property: entitlement
    value: Bucket access is granted per subscription; bucket names arrive with license provisioning.
schema:
- name: us_options_trade_and_quote_daily_bar
  physicalName: opt_taq_daily
  physicalType: file
  logicalType: object
  businessName: US Options Trade and Quote Daily Bar
  description: One row per option contract per trading day with the time, price and size of the daily
    open, high, low and close for NBBO bid, NBBO ask and trades, plus day volume and open interest. Includes
    Curb-session closing quotes for a few index options and Cboe/MIAX 16:00 indicative marking values.
  dataGranularityDescription: one option contract (Ticker x CallPut x Strike x ExpirationDate) x one TradeDate
  properties:
  - name: TradeDate
    logicalType: date
    logicalTypeOptions:
      format: yyyymmdd
    physicalType: string (yyyymmdd) (csv text)
    description: Trading date
    primaryKey: true
    primaryKeyPosition: 1
    required: true
    partitioned: true
    partitionKeyPosition: 1
    customProperties:
    - property: nullMeaning
      value: Never
    - property: evidence
      value: guide+sample
  - name: Ticker
    logicalType: string
    physicalType: string (csv text)
    description: Symbol name; sample shows the underlying/root (AAPL). Root vs underlying for index or
      adjusted roots is not stated
    primaryKey: true
    primaryKeyPosition: 2
    required: true
    partitioned: true
    partitionKeyPosition: 2
    customProperties:
    - property: nullMeaning
      value: Never
    - 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: nullMeaning
      value: Never
    - property: evidence
      value: guide+sample
  - name: Strike
    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: nullMeaning
      value: Never
    - property: evidence
      value: guide+sample
  - name: ExpirationDate
    logicalType: date
    logicalTypeOptions:
      format: yyyymmdd
    physicalType: string (HH:MM:SS.mmm) (csv text)
    description: Expiration date of the option contract (guide doc type is a typo; sample and text say
      yyyymmdd)
    primaryKey: true
    primaryKeyPosition: 5
    required: true
    customProperties:
    - property: nullMeaning
      value: Never
    - property: evidence
      value: guide+sample
  - name: OpenBidTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the first NBBO bid of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenBidPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the first bid of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenBidSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with OpenBidPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenAskTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the first NBBO ask of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenAskPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the first ask of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenAskSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with OpenAskPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenTradeTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the first trade of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenTradePrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Price of the first trade of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: OpenTradeSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Contracts in the first trade
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighBidTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the highest NBBO bid of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighBidPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Highest NBBO bid price of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighBidSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size of the highest bid price
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighAskTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the highest NBBO ask of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighAskPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Highest NBBO ask price of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighAskSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size of the highest ask price
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighTradeTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the highest-priced trade
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighTradePrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Price of the highest trade of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: HighTradeSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Contracts in the highest-priced trade
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowBidTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the lowest NBBO bid of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowBidPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Lowest NBBO bid price of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowBidSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size of the lowest bid price
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowAskTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the lowest NBBO ask of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowAskPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Lowest NBBO ask price of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowAskSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size of the lowest ask price
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowTradeTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the lowest-priced trade
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowTradePrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Price of the lowest trade of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: LowTradeSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Contracts in the lowest-priced trade
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseBidTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the last NBBO bid of the regular session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseBidPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the last bid of the regular session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseBidSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with CloseBidPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseAskTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the last NBBO ask of the regular session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseAskPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the last ask of the regular session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseAskSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with CloseAskPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseTradeTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (timestamp) (csv text)
    description: Time of the last trade of the session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseTradePrice
    logicalType: number
    physicalType: decimal (csv text)
    description: Price of the last trade of the session
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CloseTradeSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with CloseTradePrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: Volume
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Total contracts traded during market hours
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: '0'
    - property: evidence
      value: guide+sample
  - name: OpenInterest
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Open interest for the contract; as-of date semantics are not stated
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: '0'
    - property: evidence
      value: guide+sample
  - name: CurbCloseBidTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (HH:MM:SS.mmm) (csv text)
    description: Time of the last NBBO bid of the Curb session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CurbCloseBidPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the last bid of the Curb session (17:00 ET)
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CurbCloseBidSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with CurbCloseBidPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CurbCloseAskTime
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (HH:MM:SS.mmm) (csv text)
    description: Time of the last NBBO ask of the Curb session
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CurbCloseAskPrice
    logicalType: number
    physicalType: decimal (csv text)
    description: NBBO price of the last ask of the Curb session (17:00 ET)
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: CurbCloseAskSize
    logicalType: integer
    logicalTypeOptions:
      format: i64
    physicalType: integer (csv text)
    description: Size with CurbCloseAskPrice
    customProperties:
    - property: unit
      value: contracts
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: IndicatBidTime1600
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (HH:MM:SS.mmm) (csv text)
    description: Time of the bid indicative value (Cboe proprietary index options; MIAX SPIKE)
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: IndicatBidPrice1600
    logicalType: number
    physicalType: decimal (csv text)
    description: Indicative bid value calculated as of 16:00 ET
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: IndicatAskTime1600
    logicalType: time
    logicalTypeOptions:
      format: HH:MM:SS.mmm
    physicalType: string (HH:MM:SS.mmm) (csv text)
    description: Time of the ask indicative value (Cboe proprietary index options; MIAX SPIKE)
    customProperties:
    - property: nullMeaning
      value: Blank
    - property: evidence
      value: guide+sample
  - name: IndicatAskPrice1600
    logicalType: number
    physicalType: decimal (csv text)
    description: Indicative ask value calculated as of 16:00 ET
    customProperties:
    - property: unit
      value: USD
    - property: nullMeaning
      value: Blank
    - 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
      - Strike
      - ExpirationDate
    dimension: uniqueness
    severity: error
    description: The declared primary key is unique within each delivered partition (one file or table
      snapshot).
  - id: trade_high_ge_low
    type: sql
    description: HighTradePrice is never below LowTradePrice in the same row.
    query: SELECT COUNT(*) FROM {object} WHERE HighTradePrice IS NOT NULL AND LowTradePrice IS NOT NULL
      AND HighTradePrice < LowTradePrice
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: bid_high_ge_low
    type: sql
    description: HighBidPrice is never below LowBidPrice in the same row.
    query: SELECT COUNT(*) FROM {object} WHERE HighBidPrice IS NOT NULL AND LowBidPrice IS NOT NULL AND
      HighBidPrice < LowBidPrice
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: ask_high_ge_low
    type: sql
    description: HighAskPrice is never below LowAskPrice in the same row.
    query: SELECT COUNT(*) FROM {object} WHERE HighAskPrice IS NOT NULL AND LowAskPrice IS NOT NULL AND
      HighAskPrice < LowAskPrice
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: CloseAskSize_non_negative
    type: sql
    description: CloseAskSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE CloseAskSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: CloseBidSize_non_negative
    type: sql
    description: CloseBidSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE CloseBidSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: CloseTradeSize_non_negative
    type: sql
    description: CloseTradeSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE CloseTradeSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: CurbCloseAskSize_non_negative
    type: sql
    description: CurbCloseAskSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE CurbCloseAskSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: CurbCloseBidSize_non_negative
    type: sql
    description: CurbCloseBidSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE CurbCloseBidSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: HighAskSize_non_negative
    type: sql
    description: HighAskSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE HighAskSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: HighBidSize_non_negative
    type: sql
    description: HighBidSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE HighBidSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: HighTradeSize_non_negative
    type: sql
    description: HighTradeSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE HighTradeSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: LowAskSize_non_negative
    type: sql
    description: LowAskSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE LowAskSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: LowBidSize_non_negative
    type: sql
    description: LowBidSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE LowBidSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: LowTradeSize_non_negative
    type: sql
    description: LowTradeSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE LowTradeSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: OpenAskSize_non_negative
    type: sql
    description: OpenAskSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE OpenAskSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: OpenBidSize_non_negative
    type: sql
    description: OpenBidSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE OpenBidSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - 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
  - id: OpenTradeSize_non_negative
    type: sql
    description: OpenTradeSize is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE OpenTradeSize < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: Volume_non_negative
    type: sql
    description: Volume is never negative.
    query: SELECT COUNT(*) FROM {object} WHERE Volume < 0
    mustBe: 0
    dimension: accuracy
    severity: error
  - id: close_quote_not_crossed
    type: sql
    description: Closing NBBO is rarely crossed; AlgoSeek ships crossed quotes as-is, so this only warns.
    query: SELECT COUNT(*) FROM {object} WHERE CloseBidPrice > 0 AND CloseAskPrice > 0 AND CloseBidPrice
      > CloseAskPrice
    mustBe: 0
    dimension: accuracy
    severity: warning
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_taq_daily
- property: vendorSampleUrl
  value: https://as-metadata-services-assets.s3.amazonaws.com/sample_data/cloud_storage/opt_taq_daily.csv
- property: assetClass
  value: option
- property: venues
  value:
  - OPRA consolidated feed (16 options exchanges; individual venues not named)
- property: coverage
  value: US listed options from the OPRA consolidated feed (all 16 options exchanges); guide intro names
    options on equities, ETFs, ETNs and ADRs, page also covers Cboe proprietary index options. History
    start date is not stated; Curb data from 2022-04-25, Cboe indicative values from 2020-10-26, MIAX
    SPIKE indicative values from 2021-04-16.
- property: timezone
  value: America/New_York
- property: timestampFormat
  value: Event times HH:MM:SS.mmm (millisecond, no date part); TradeDate yyyymmdd
- property: sessionHours
  value: Regular session 09:30:00-16:00:00 ET (16:15:00 ET for some index and ETF options). Curb session
    16:15-17:00 ET (only SPX, XSP, VIX, and RUT from 2026-02-09), introduced 2022-04-25; closed on holidays
    and early-close days. Indicative values as of 16:00 ET.
- property: priceAdjustment
  value: unadjusted
- 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: Bundle/page header: the ''page_name'' captured for this dataset is actually the
    page''s subtitle sentence; the product is titled ''US Options Trade and Quote Daily Bar''.'
  - 'Doc discrepancy: ExpirationDate doc type in guide Table 3 is ''(HH:MM:SS.mmm)'' (typo); the description
    and sample are yyyymmdd.'
  - 'Doc discrepancy: Guide Table 3 intro says it describes the ''Options TAQ Minute Bar CSV file'' (copy-paste
    from the minute guide).'
  - 'Doc discrepancy: Product page says Curb close data is available for SPX, VIX and XSP; guide says
    SPX, XSP, VIX and, from 2026-02-09, RUT.'
  - 'Doc discrepancy: Guide describes CurbCloseBidSize as ''Size with CurbCloseBidkPrice'' (typo for CurbCloseBidPrice).'
  - 'Doc discrepancy: Guide TOC lists Appendix A (FAQ) on page 8, but the text on page 8 is the Curb/Indicative
    sections and no FAQ content exists in the PDF text.'
  - 'Doc discrepancy: Date column is named TradeDate here but Date in the minute-bar datasets; no TimeBarStart.'
  - 'Doc discrepancy: Excluded quote events differ from the minute guides: this guide lists Open Interest,
    Rotation Bid, Rotation Ask and Trade Interest (minute guides list Non-Firm Quote instead of Trade
    Interest).'
  - 'Doc discrepancy: Guide columns match the 53-column sample header exactly, in the same order.'
contractCreatedTs: '2026-11-02T00:00:00Z'