US Options Reference Data

Coverage

North America

Frequency

Daily

EOD Pricing

Daily

Received through direct exchange notification and OCC announcements – processed and validated.

The primary offering focuses on the Options Strikes and Series that are available, maintained, and expired for all available Issues and Series in the open market.

Users can identify all traded Issues that are included in the Standardized Options universe. Once all Root Issues are known, we provide EOD Pricing Details based on Official Closing Values for both Root and Options Symbol population.

Issue Extended Files


The Issue Extended file shows details on the underlying symbol including company names and primary exchanges. The Issue Extended version of this file includes a field to identify if an issue is an ETF.

Series Extended Files

The Series Extended files are the full options series master. The Series Extended files contain every strike that is listed including next day adds for every options exchange. There are multiple versions of this file based on the detail level of reference data on subscribing client’s security master data attributes and their specific requirements.

Issue Deliverable

The Issue Deliverable files show the current deliverable values for all option symbols. There are multiple versions of this file based on the detail level of reference data on subscribing client’s security master data attributes and their specific requirements.

Position Limit

Position limits are preset underlying levels of ownership established by exchanges or regulators. These limits restrict the number of shares that a trader or any affiliated group of traders and investors can own. This information is used by financial industry firms to substantiate their Risk Level Trading thresholds. Includes revert limit and revert date.

Near Term Position Limit

The Near-Term Position Limit files show which symbols have near term limits either by shares or contracts and their values. Near-term position limits refer to preset levels of ownership established by exchanges or regulatory bodies. These limits restrict the number of shares or derivative contracts that a trader or any affiliated group of traders and investors can own. This information is used by financial industry firms to substantiate their Risk Level Trading thresholds.

Option Style

The Option Style file shows the contract style (American/European) and the settlement style (AM/PM) of each option.

Intraday

This is an Intraday update service that allows consumers to ensure they capture intraday Strike additions

The Intraday files supplement the nightly series master files (SeriesExt) with intraday strike additions. They are created every hour from 9am to 4pm Eastern. There are multiple versions of the Intraday files, and this is a value-added service to ensure what is being traded in the market is actually reflected in the source security master and OMS/EMS Trading Platform. Beginning in September 2023 Intraday additions are also available for FLEX options (see FLEX section for more details)

Data Delivery

Delivery options

SFTP

Delivery format

TXT