US OPRA Options Contracts Security Master

GET https://api.devalgoseek.com/api/v1/data/us-equity-opt-ref/opt-contr-sec-master#

The U.S. OPRA Options Contracts Security Master dataset provides a comprehensive reference record of all listed and delisted U.S. options contracts disseminated via OPRA, covering options on equities, ETFs, ETNs, indexes, and currencies from 2007 to the present. The dataset includes core contract specification fields such as option root symbol, underlying symbol, full contract ticker, option type (call/put), strike price, expiration date, and trading dates, enabling precise identification and historical tracking of individual option contracts across their full lifecycle. In addition, the dataset captures settlement and deliverable information for non-standard (adjusted) options, including deliverable components, cash settlement amounts, and settlement methods. Settlement detail coverage is available beginning in 2018, supporting accurate interpretation of contracts affected by corporate actions such as splits, mergers, spin-offs, or special dividends. This security master is designed to support options data normalization, contract resolution, lifecycle analysis, and downstream pricing and analytics workflows where authoritative contract metadata is required.

For more details, please refer to the dataset documentation: US OPRA Options Contracts Security Master Guide.

Advanced Filtering

You can provide one or multiple filter expressions based on the dataset's columns to narrow down the results. For example, StartDate.gt=2023-01-01&StartDate.lt=2023-12-31, Ticker=AAPL.

Please refer to the Advanced Filtering Guide for the extensive reference.

Request#

Query Parameters#

sort Sort

Sorting criteria for the results. Provide a column name with optional prefix '+' for ascending order, or prefix with '-' for descending order. Multiple sorting fields may be supported depending on the dataset. If sort prefix is not provided, the ascending order is applied.

columns Columns

A comma-separated list of columns to include in the response. Use this parameter to select only specific fields from the dataset. If not provided, all available columns will be returned.

offset Offset

Possible values: >= 0

Number of records to skip before returning results. To be used with the limit parameter for pagination. If not provided, defaults to 0.

Default value: 0

Example: 100

limit Limit

Possible values: >= 0 and <= 100000

Maximum number of records to return. Used to control response size and pagination. If not provided, a default limit is applied by the server.

Default value: 10000

Example: 100

response_format ResponseFormat

Possible values: [json, csv, csv_gzip]

The type of the data to return

Default value: json

Examples:

JSON
CSV Gzip

JSON format (default)

Example: json

Compressed CSV format

Example: csv_gzip

Responses#

JSON, CSV file, or gzip-compressed CSV file, depending on the value of response_format query parameter

application/json
text/csv
application/gzip

Schema
Example (auto)

Schema

data object[]required

Array [

ASIDinteger

algoseek unique security identifier

Example: 1310000014128080

ContractTickersstring[]

List of option contract tickers used

Example: ["AAPL7140118C00485000"]

ContractTradeDatesstring[]

Start and end dates for each option root ticker for a specific option contract. End date = 29991231 when the contract is still active

Example: ["20130318:20140117"]

StartTradeDatedate

Start date of the option contract

Example: 2013-03-18

Expirationdate

The expiration date of the option contract

Example: 2014-01-18

Typestring

Option type (Call or Put) displayed as C or P

Example: C

Strikenumber

Fixed price for buying or selling an option contract

Example: 485

OptionRootTickersstring[]

List of option root tickers used

Example: ["AAPL7"]

UnderASIDinteger

algoseek unique security identifier for equity

Example: 1010000000001033

UnderTickersstring[]

List of underlying tickers used

Example: ["AAPL"]

UnderTradeDatesstring[]

Start and end dates for each underlying ticker. End date = 29991231 when the ticker is still being used

Example: ["20070103:29991231"]

TotalDelivComponentsstring[]

The total number of components of delivery associated with the settlement of the traded non-standard option root ticker. If the non-standard root ticker changed, the field will have multiple number of components of delivery

Example: [""]

DeliveryComponentsstring[]

Specific components of delivery for the traded non-standard option root ticker

Example: [""]

SettlementMethodstring[]

How exercise and assignment activity will be settled for the traded non-standard option root ticker

Example: [""]

StrikePercentstring[]

The percentage of the strike price allocated for each settlement in the delivery, separated by space

Example: [""]

DeliverableUnitsstring[]

The per-contract number of deliverable units of cash, stocks, bonds, or currencies to be delivered or received upon settlement for the traded non-standard option root ticker, separated by space

Example: [""]

CashAmountstring[]

The per-contract cash amount is to be allocated upon settlement for the traded non-standard option root ticker, separated by space

Example: [""]

IsStandardstring

Code to differentiate standard and non-standard options. Y - for standard options, N - for non-standard options

Example: N

NonStandardTradeDatesstring[]

Start and end dates for each non-standard option root ticker

Example: ["20130318:20140117"]

]

pagination objectrequired

offsetinteger

The number of records skipped to fetch the current page

Default value: 0

limitintegerrequired

The maximum number of records in the current page

next_offsetinteger

The number of records to skip to fetch the next page

{
  "data": [
    {
      "ASID": 1310000014128080,
      "ContractTickers": [
        "AAPL7140118C00485000"
      ],
      "ContractTradeDates": [
        "20130318:20140117"
      ],
      "StartTradeDate": "2013-03-18",
      "Expiration": "2014-01-18",
      "Type": "C",
      "Strike": 485,
      "OptionRootTickers": [
        "AAPL7"
      ],
      "UnderASID": 1010000000001033,
      "UnderTickers": [
        "AAPL"
      ],
      "UnderTradeDates": [
        "20070103:29991231"
      ],
      "TotalDelivComponents": [
        ""
      ],
      "DeliveryComponents": [
        ""
      ],
      "SettlementMethod": [
        ""
      ],
      "StrikePercent": [
        ""
      ],
      "DeliverableUnits": [
        ""
      ],
      "CashAmount": [
        ""
      ],
      "IsStandard": "N",
      "NonStandardTradeDates": [
        "20130318:20140117"
      ]
    }
  ],
  "pagination": {
    "limit": 1000,
    "next_offset": 2000,
    "offset": 1000
  }
}

Schema
Example (auto)

Schema

stringbinary

"string"

Schema
Example (auto)

Schema

stringbinary

"string"

Validation Error

application/json

Schema
Example (auto)

Schema

detail object[]

Array [

loc object[]required

Array [

anyOf

string
integer

string

]

msgstringrequired

typestringrequired

inputInput

ctxobject

]

{
  "detail": [
    {
      "loc": [
        "string",
        0
      ],
      "msg": "string",
      "type": "string",
      "ctx": {}
    }
  ]
}

Authorization: X-API-KEY#

name: X-API-KEYtype: apiKeyin: header

HTTPCLIENT
RESTSHARP

var client = new HttpClient();
var request = new HttpRequestMessage(HttpMethod.Get, "https://api.devalgoseek.com/api/v1/data/us-equity-opt-ref/opt-contr-sec-master");
request.Headers.Add("Accept", "application/json");
request.Headers.Add("X-API-KEY", "<X-API-KEY>");
var response = await client.SendAsync(request);
response.EnsureSuccessStatusCode();
Console.WriteLine(await response.Content.ReadAsStringAsync());

Response

Click the Send API Request button above and see the response here!

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