StockBeta

V8 Message Definiton

Beta values are computed weekly for a few different ETFs.

METADATA

Attribute	Value
Topic	3225-market-statistics
MLink Token	OptAnalytics
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
status	enum - BetaStatus		'None'
beta	FLOAT		0	depricate
betaInd	FLOAT		0	SR beta to IND
betaSub	FLOAT		0	SR beta to SUB
betaGrp	FLOAT		0	SR beta to GRP
betaQQQ	FLOAT		0	SR beta to QQQ 2 year weekly fri fri
betaSPY	FLOAT		0	SR beta to SPY 2 year weekly fri fri
betaIWM	FLOAT		0	SR beta to IWM 2 year weekly fri fri
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	record update timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgStockBeta` (
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `status` ENUM('None','InsuffPrcPts','Ok') NOT NULL DEFAULT 'None',
    `beta` FLOAT NOT NULL DEFAULT 0 COMMENT '(depricate)',
    `betaInd` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to IND',
    `betaSub` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to SUB',
    `betaGrp` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to GRP',
    `betaQQQ` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to QQQ [2 year; weekly (fri - fri)]',
    `betaSPY` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to SPY [2 year; weekly (fri - fri)]',
    `betaIWM` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR beta to IWM [2 year; weekly (fri - fri)]',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'record update timestamp',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Beta values are computed weekly for a few different ETFs.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `status`,
    `beta`,
    `betaInd`,
    `betaSub`,
    `betaGrp`,
    `betaQQQ`,
    `betaSPY`,
    `betaIWM`,
    `timestamp`
FROM `SRAnalytics`.`MsgStockBeta`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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