We present the first search for gravitational waves from sub-solar mass compact-binary mergers which allows for non-negligible orbital eccentricity. Sub-solar mass black holes are a signature of primordial origin black holes, which may be a component of dark matter. To produce binary coalescences, primordial black holes may form close binaries either in the early universe or more recently through dynamical interactions. A signature of dynamical formation would be the observation of non-circularized orbits. We search for black hole mergers where the primary mass is
0.1−7M⊙ and the secondary mass is
0.1−1M⊙. We allow for eccentricity up to
∼0.3 at a dominant-mode gravitational-wave frequency of 10 Hz for binaries with at least one component with mass
>0.5M⊙. We find no convincing candidates in the public LIGO data. The two most promising candidates have a false alarm rate of 1 per 3 and 4 years, respectively, which combined is only a
∼2.4σ deviation from the expected Poisson rate. Given the marginal statistical significance, we place upper limits on the rate of sub-solar mass mergers under the assumption of a null observation and compare how these limits may inform the possible dark matter contribution.