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Version: 8.4.08.4

StockBorrowRate

V8 Message Definiton

This data is sourced from various clearing firms and typically represents their public borrow rates. Data is typically loaded once at the start of each trading day.\nStockBorrowRate records are published to the SpiderRock elastic cluster at the end of each trading period.

METADATA

AttributeValue
Topic1725-client-borrow
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
clientFirmVARCHAR(16)PRI''clientFirm if clientFirm specific rates default SR system default rates
gcFlagenum - YesNo'None'General collateral flag Yes No
gcRateFLOAT0General collateral rate
borrowRateFLOAT0StockBorrow rate
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3
clientFirm4

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgStockBorrowRate` (
`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 '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'clientFirm (if clientFirm specific rates); <default> = SR system default rates',
`gcFlag` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'General collateral flag: Yes; No',
`gcRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'General collateral rate',
`borrowRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'StockBorrow rate',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This data is sourced from various clearing firms and typically represents their public borrow rates. Data is typically loaded once at the start of each trading day.\nStockBorrowRate records are published to the SpiderRock elastic cluster at the end of each trading period.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`clientFirm`,
`gcFlag`,
`gcRate`,
`borrowRate`,
`timestamp`
FROM `SRAnalytics`.`MsgStockBorrowRate`
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'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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