SpreadOpenMark

V8 Message Definiton

SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.\nBaseObj:Spread

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	SpreadMktData
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
skey_at	enum - AssetType	PRI	'None'
skey_ts	enum - TickerSrc	PRI	'None'
skey_tk	VARCHAR(12)	PRI	''
srClsPrc	DOUBLE		0	SR close mark close 1min from previous day
closePrc	DOUBLE		0	official exchange closing mark from previous day
bidPrc	DOUBLE		0	bid price SR mark from previous day
askPrc	DOUBLE		0	ask price SR mark from previous day
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
skey_tk	1
skey_at	2
skey_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgSpreadOpenMark` (
    `skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `skey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `skey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR close mark (close - 1min) (from previous day)',
    `closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark  (from previous day)',
    `bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (SR mark from previous day)',
    `askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (SR mark from previous day)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.\nBaseObj:Spread';

SELECT TABLE EXAMPLE QUERY

SELECT
    `skey_at`,
    `skey_ts`,
    `skey_tk`,
    `srClsPrc`,
    `closePrc`,
    `bidPrc`,
    `askPrc`,
    `timestamp`
FROM `SRAnalytics`.`MsgSpreadOpenMark`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `skey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `skey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `skey_tk` = 'Example_skey_tk';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='SpreadOpenMark' ORDER BY ordinal_position ASC;