Hi Colin Harman !
We have noticed that you rated an answer as not helpful. We appreciate your feedback and are committed to improving your experience with the Q&A.
We confirm that O3 is not there for assistant yet as SriLakshmi C mentioned. Azure OpenAI's feature are brought in a different pace because of rigorous tests and synchronization in multiple regions and is different from how OpenAI operates.
You can request the feature in OpenAI feedback forum for PG's attention.
if you have any other questions, please let me know. Thank you again for your time and patience throughout this issue.
Please don’t forget to Accept Answer and Yes for "was this answer helpful" wherever the information provided helps you, this can be beneficial to other community members.
Thank You.