AuctionNoticeBX

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
ticker_at	enum - AssetType		'None'	underlier ticker
ticker_ts	enum - TickerSrc		'None'	underlier ticker
ticker_tk	VARCHAR(12)		''	underlier ticker
tradeDate	DATE		'1900-01-01'
auctionType	enum - AuctionType		'None'
auctionEvent	enum - AuctionEvent		'None'
srcAuctionID	VARCHAR(20)		''	auction ID as known by the auction source empty for SRC
srcAuctionType	VARCHAR(4)		''
auctionSource	enum - AuctionSource		'None'	source of the auction notice eg SRC MIAX etc
isTestAuction	enum - YesNo		'None'	if yes auction is a test auction not a prodlive auction
shortCode	VARCHAR(8)		''	8 letter auction short code unique per day block auctions only can be used to find auctions on SR tools
industry	TINYTEXT		''	industry string
symbolType	enum - SymbolType		'None'
uAvgDailyVlm	FLOAT		0	underlier average daily trading volume
root_at	enum - AssetType		'None'	option root CLoPLoCHiPHi
root_ts	enum - TickerSrc		'None'	option root CLoPLoCHiPHi
root_tk	VARCHAR(12)		''	option root CLoPLoCHiPHi
expiry	DATE		'1900-01-01'
loStrike	DOUBLE		0	lo strike
hiStrike	DOUBLE		0	hi strike
custSide	enum - BuySell		'None'	if available
custQty	INT		0
custPrc	DOUBLE		0	public cust price
hasCustPrc	enum - YesNo		'None'
custFirmType	enum - FirmType		'None'	cust firm type if disclosed
custAgentMPID	VARCHAR(6)		''	cust agent exchange member initiating the auction if disclosed
custClientFirm	VARCHAR(16)		''	cust client firm if disclosed
commEnhancement	FLOAT		0	additional commission if any paid by responder
custCommPaying	enum - YesNo		'None'	client is commission paying to the responder
custQtyCond	enum - CustQtyCond		'None'	UpToQty AllOrNone QtyOrMore
auctionDuration	INT		0	expected auction duration in milliseconds
iDays	DOUBLE		0	iDays effective interest days SR supplied
iYears	DOUBLE		0	iYears iDays 3600
pointValue	DOUBLE		0	point value of the associated options expiry money hiStrike loStrike pointValue
pointCurrency	enum - Currency		'None'
strikePv	DOUBLE		0	strikePv strike 10 moneyRate iYears moneyRate supplied above
effMoneyRate	DOUBLE		0	effMoneyRate 10 custPrc hiStrike loStrike iYears
srcTimestamp	BIGINT		0
netTimestamp	BIGINT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	from ats exchange net timestamp if possible
includeSRNetwork	enum - InclExclDisclose		'None'
DirectedCounterPartyList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

JSON Block (DirectedCounterPartyList)

Field	Type	Comment
clientFirm	enum - clientFirm
inclExcl	enum - InclExclDisclose
isCommPaying	enum - YesNo

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgAuctionNoticeBX` (
    `noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `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 'underlier ticker',
    `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 'underlier ticker',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier ticker',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `auctionType` ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash') NOT NULL DEFAULT 'None',
    `auctionEvent` ENUM('None','Start','Update','End') NOT NULL DEFAULT 'None',
    `srcAuctionID` VARCHAR(20) NOT NULL DEFAULT '' COMMENT 'auction ID as known by the auction source (empty for SRC)',
    `srcAuctionType` VARCHAR(4) NOT NULL DEFAULT '',
    `auctionSource` ENUM('None','SRC','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','EDGO','MCRY','MPRL','EMLD','MEMX','CME','CBOT','NYMEX','COMEX','ICE','EUREX') NOT NULL DEFAULT 'None' COMMENT 'source of the auction notice (eg. SRC, MIAX, etc.)',
    `isTestAuction` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, auction is a test auction (not a prod/live auction)',
    `shortCode` VARCHAR(8) NOT NULL DEFAULT '' COMMENT '8 letter auction short code (unique per day) (block auctions only) (can be used to find auctions on SR tools)',
    `industry` TINYTEXT NOT NULL DEFAULT '' COMMENT 'industry string',
    `symbolType` ENUM('None','Equity','ADR','ETF','CashIndex','MutualFund','ShortETF','Future','Bond','DepReceipts','PreferredSec','PreferenceShare','StructuredProd','StapledSec','TradeableRights','Unit','Warrant','WhenIssued','ForeignIssue') NOT NULL DEFAULT 'None',
    `uAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier average daily trading volume',
    `root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'option root (+C.Lo/-P.Lo/-C.Hi/+P.Hi)',
    `root_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 'option root (+C.Lo/-P.Lo/-C.Hi/+P.Hi)',
    `root_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'option root (+C.Lo/-P.Lo/-C.Hi/+P.Hi)',
    `expiry` DATE NOT NULL DEFAULT '1900-01-01',
    `loStrike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'lo strike',
    `hiStrike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'hi strike',
    `custSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'if available',
    `custQty` INT NOT NULL DEFAULT 0,
    `custPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'public cust price',
    `hasCustPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `custFirmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'cust firm type (if disclosed)',
    `custAgentMPID` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'cust agent exchange member initiating the auction (if disclosed)',
    `custClientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'cust client firm (if disclosed)',
    `commEnhancement` FLOAT NOT NULL DEFAULT 0 COMMENT 'additional commission (if any) paid by responder',
    `custCommPaying` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'client is commission paying (to the responder)',
    `custQtyCond` ENUM('None','UpToQty','AllOrNone','QtyOrMore') NOT NULL DEFAULT 'None' COMMENT 'UpToQty, AllOrNone, QtyOrMore',
    `auctionDuration` INT NOT NULL DEFAULT 0 COMMENT '[expected] auction duration (in milliseconds)',
    `iDays` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iDays = effective interest days [SR supplied]',
    `iYears` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iYears = iDays / 360.0',
    `pointValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'point value of the associated options; expiry money = (hiStrike - loStrike) * pointValue;',
    `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',
    `strikePv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]',
    `effMoneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effMoneyRate = (1.0 - (custPrc / (hiStrike - loStrike)) / iYears',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0,
    `netTimestamp` BIGINT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'from ats / exchange net timestamp if possible',
    `includeSRNetwork` ENUM('None','Include','Exclude','Disclose') NOT NULL DEFAULT 'None',
    `DirectedCounterPartyList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(DirectedCounterPartyList)),
    CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
    PRIMARY KEY USING HASH (`noticeNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `noticeNumber`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tradeDate`,
    `auctionType`,
    `auctionEvent`,
    `srcAuctionID`,
    `srcAuctionType`,
    `auctionSource`,
    `isTestAuction`,
    `shortCode`,
    `industry`,
    `symbolType`,
    `uAvgDailyVlm`,
    `root_at`,
    `root_ts`,
    `root_tk`,
    `expiry`,
    `loStrike`,
    `hiStrike`,
    `custSide`,
    `custQty`,
    `custPrc`,
    `hasCustPrc`,
    `custFirmType`,
    `custAgentMPID`,
    `custClientFirm`,
    `commEnhancement`,
    `custCommPaying`,
    `custQtyCond`,
    `auctionDuration`,
    `iDays`,
    `iYears`,
    `pointValue`,
    `pointCurrency`,
    `strikePv`,
    `effMoneyRate`,
    `srcTimestamp`,
    `netTimestamp`,
    `timestamp`,
    `includeSRNetwork`,
    `DirectedCounterPartyList`
FROM `SRTrade`.`MsgAuctionNoticeBX`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AuctionNoticeBX' ORDER BY ordinal_position ASC;