CCodeDefinition

V8 Message Definiton

Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions.\nThis table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below.\nNote that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a '@' character.

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	FutureDefinition
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ccode_at	enum - AssetType	PRI	'None'
ccode_ts	enum - TickerSrc	PRI	'None'
ccode_tk	VARCHAR(12)	PRI	''
futexch	enum - FutExch		'None'	listing exchange
ticker_at	enum - AssetType		'None'	master underlying
ticker_ts	enum - TickerSrc		'None'	master underlying
ticker_tk	VARCHAR(12)	SEC	''	master underlying
settleTime	enum - SettleTime		'None'	Settlement time None PM AM
positionLimit	INT		0	max contract limit
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
priceScaling	FLOAT		0	underlying price scale factor products where the underlying quotes in cents will have 001
underliersPerCn	INT		0	shares bond or index units underlying the future contract size
underlierType	enum - UnderlierType		'None'	Underlying type None Equity Other FX
clearingCode	VARCHAR(6)		''	GMIClearing code
ricRoot	VARCHAR(6)		''	RIC Root
bbgRoot	VARCHAR(6)		''	Bloomberg root
bbgGroup	enum - YellowKey		'None'	Bloomberg Yellow Key
gmiExchange	VARCHAR(3)		''	GMI Sungard exchange code
gmiProduct	VARCHAR(3)		''	GMI Sungard product code
gmiSubType	VARCHAR(3)		''	GMI Sungard subtype code
displayPriceScaling	FLOAT		0	internal display price scale factor override
strikeScaling	FLOAT		0	internal strike price scale factor override
description	VARCHAR(48)		''	product description
marketCenter	VARCHAR(48)		''	market center eg ICE Market Type CME MarketGroup
tradingPeriod	enum - TradingPeriod		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ccode_tk	1
ccode_at	2
ccode_ts	3

SECONDARY INDEX (TickerIndex) (Not Unique)

Field	Sequence
ticker_tk	1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgCCodeDefinition` (
    `ccode_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ccode_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',
    `ccode_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `futexch` ENUM('None','CFE','CME','CBOT','COMEX','NYMEX','ICE','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'listing exchange',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'master underlying',
    `ticker_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' COMMENT 'master underlying',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'master underlying',
    `settleTime` ENUM('None','PM','AM') NOT NULL DEFAULT 'None' COMMENT 'Settlement time: None; PM; AM',
    `positionLimit` INT NOT NULL DEFAULT 0 COMMENT 'max contract limit',
    `tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium	(pointValue = tickValue / tickSize)',
    `pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
    `pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
    `priceScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlying price scale factor - products where the underlying quotes in cents will have 0.01',
    `underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'shares, bond, or index units underlying the future (contract size)',
    `underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'Underlying type; None; Equity; Other; FX',
    `clearingCode` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'GMI/Clearing code',
    `ricRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'RIC Root',
    `bbgRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'Bloomberg root',
    `bbgGroup` ENUM('None','Govt','Corp','Mtge','MMkt','Muni','Pfd','Equity','Comdty','Index','Curncy') NOT NULL DEFAULT 'None' COMMENT 'Bloomberg Yellow Key',
    `gmiExchange` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) exchange code',
    `gmiProduct` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) product code',
    `gmiSubType` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) subtype code',
    `displayPriceScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'internal display price scale factor override',
    `strikeScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'internal strike price scale factor override',
    `description` VARCHAR(48) NOT NULL DEFAULT '' COMMENT 'product description',
    `marketCenter` VARCHAR(48) NOT NULL DEFAULT '' COMMENT 'market center, eg "ICE Market Type", "CME MarketGroup"',
    `tradingPeriod` ENUM('None','NMS','NMS_EXT','NMS_GTH','CME_ES','CME_ZC','CME_ZN','CME_CL','CME_GC','CFE','ICE_US','ICE_EU','EUX','EU_ERX','EU_CBOE','EU_NXAM','EU_NXBR','EU_NXLS','EU_NXML','EU_NXOS','EU_NXP') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ccode_tk`,`ccode_at`,`ccode_ts`),
    KEY `TickerIndex` (`ticker_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Commodity code (product code) definitions for all futures.  Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions.\nThis table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread.  Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below.\nNote that SpiderRock tickers below are synthetic and are created for organizational purposes only.  SpiderRock synthetic tickers typically begin with a \'@\' character.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ccode_at`,
    `ccode_ts`,
    `ccode_tk`,
    `futexch`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `settleTime`,
    `positionLimit`,
    `tickValue`,
    `pointValue`,
    `pointCurrency`,
    `priceScaling`,
    `underliersPerCn`,
    `underlierType`,
    `clearingCode`,
    `ricRoot`,
    `bbgRoot`,
    `bbgGroup`,
    `gmiExchange`,
    `gmiProduct`,
    `gmiSubType`,
    `displayPriceScaling`,
    `strikeScaling`,
    `description`,
    `marketCenter`,
    `tradingPeriod`,
    `timestamp`
FROM `SRLive`.`MsgCCodeDefinition`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ccode_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') */ 
    `ccode_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ccode_tk` = 'Example_ccode_tk';

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='CCodeDefinition' ORDER BY ordinal_position ASC;