---
title: "US Options Security Master"
method: GET
path: "/v1/data/us-equity-opt-ref/sec-master"
tags: ["us-equity-opt-ref-sec-master-lookups"]
---

# US Options Security Master

`GET /v1/data/us-equity-opt-ref/sec-master`

The U.S. Options Security Master dataset provides a root-level reference catalog of all listed and delisted U.S. options disseminated via OPRA, covering options on equities, ETFs, ETNs, indexes, and currencies from 2012 to the present. Each record represents an option root security and includes summary attributes such as option type, settlement type, underlying symbol, and underlying security type. This dataset is designed to define the structural identity of an option root, rather than individual expirations or strikes. The security master is organized using algoseek’s persistent algoseek Security Identifier (ASID). The ASID remains stable throughout the lifecycle of an option root, even as individual contracts (strikes and expirations) are listed and expire. This enables consistent root-level mapping and simplifies integration across downstream options datasets. The dataset is delivered as a single, consolidated file and is updated daily. Companion lookup files are available to map ASID to option root symbols and underlying symbols, supporting efficient identifier resolution and cross-dataset joins.

 For more details, please refer to the dataset documentation: [US Options Security Master Guide](https://us-options-reference-docs.s3.us-east-1.amazonaws.com/algoseek.US.Options.Security.Master.pdf).

<details>
<summary>**Advanced Filtering**</summary>

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 <a href="https://algoseek.com/docs/rest-api/tutorial/advanced-filtering">Advanced Filtering Guide</a> for the extensive reference.
</details>

## Query parameters

- `sort` string, nullable — 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` string, nullable — 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` integer — Number of records to skip before returning results. To be used with the `limit` parameter for pagination. If not provided, defaults to 0.
- `limit` integer — Maximum number of records to return. Default and maximum values depend on the response format; see `format_limits` in the schema for details.
- `response_format` 'json' | 'csv' | 'csv_gzip' — Note the lowercase which is used for the consistency with other projects and tools

## Response `200`

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

- USOptionsSecurityMasterDataOut
  - `data` USOptionsSecurityMasterDataDetailsOut[], required
    - `ASID` integer, nullable — algoseek unique option security identifier
    - `OptionTicker` string, nullable — Option root ticker
    - `UnderTicker` string, nullable — Ticker name for the underlying security
    - `UnderType` string, nullable — Indicate underlying type: option on a stock, option on an index, etc
    - `OptionType` string, nullable — Indicate option type: vanilla options, binary options, etc
    - `OptionStyle` string, nullable — Option style. A = American. E = European
    - `IsWeekly` string, nullable — Indicate if the root option ticker covers only weekly options. Y = Yes, N = No
    - `MarketClose` string, nullable — Market close time for this root symbol
    - `SettlType` string, nullable — Settlement type of option
    - `SettlTicker` string, nullable — Ticker that provides price value for calculating the exercise-settlement amount
    - `OptionTradeDates` string[], nullable — Start and end dates for the option ASID. Enddate = 29991231 when the ticker is still being used
    - `OptionListStatus` string, nullable — Current option root ticker list status. D = Delisted. L = Listed
    - `UnderSecId` integer, nullable — algoseek unique equity security identifier for the underlying security
    - `UnderTradeDates` string[], nullable — Start and end dates for the underlying SecId. End date = 29991231 when the ticker is still being used
    - `GreeksCoverage` string, nullable — Indicate if algoseek provides analytics for a specific option ticker. Y = Yes, N = No
  - `pagination` PaginationDetailsOut, required
    - `offset` integer — The number of records skipped to fetch the current page
    - `limit` integer, required — The maximum number of records in the current page
    - `next_offset` integer, nullable — The number of records to skip to fetch the next page

## Other responses

- `403` — Forbidden
- `422` — Validation Error
- `429` — Request rejected because the identity or team exceeded a configured monthly or per-minute usage quota. When available, the response includes rate-limit headers describing the current quota.

---

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