TickerAnalytics

V8 Message Definiton

METADATA

Attribute	Value
Topic	3225-market-statistics
MLink Token	SystemData
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	''
tradingdate	DATE	PRI	'1900-01-01'	trading period
securityID	INT		0	security ID is used to track a ticker over time It is a best effort attempt to track a ticker through name changes and other corporate actions
altID	INT		0	SR security ID is used to track a ticker over time It is a best effort attempt to track a ticker through name changes and other corporate actions
dayNumber	INT		0	cardinal day number increments by 1 each trading period
openprice	FLOAT		0	open print
highprice	FLOAT		0	highest regular hours print price
lowprice	FLOAT		0	lowest regular hours print price
closeprice	FLOAT		0	official exchange close as reported by primary exchange
prClose	FLOAT		0	adjusted prior period close closePr prior Close X returnFactor
prCloseUnadj	FLOAT		0	unadjusted prior period close
week52High	DOUBLE		0	52 week high
week52HighDate	DATE		'1900-01-01'	52 week high date
week52Low	DOUBLE		0	52 week low
week52LowDate	DATE		'1900-01-01'	52 week low date
avgVolume	FLOAT		0	trailing average 20D daily stock volume
ccvar	DOUBLE		0	closeclose log return daily variance using the adjusted yesterday closeLn CloseClosePr 2
hlvar	DOUBLE		0	highlow daily variance
dayreturn	FLOAT		0	daily return adjusted for CorpAction
returnfactor	FLOAT		0	adjustment factor
cumreturnfactor	FLOAT		0	cumulative adjustment factor
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
tradingdate	4

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgTickerAnalytics` (
    `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 '',
    `tradingdate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT 'trading period',
    `securityID` INT NOT NULL DEFAULT 0 COMMENT 'security ID is used to track a ticker over time.  It is a best effort attempt to track a ticker through name changes and other corporate actions',
    `altID` INT NOT NULL DEFAULT 0 COMMENT 'SR security ID is used to track a ticker over time.  It is a best effort attempt to track a ticker through name changes and other corporate actions',
    `dayNumber` INT NOT NULL DEFAULT 0 COMMENT 'cardinal day number (increments by 1 each trading period)',
    `openprice` FLOAT NOT NULL DEFAULT 0 COMMENT 'open print',
    `highprice` FLOAT NOT NULL DEFAULT 0 COMMENT 'highest regular hours print price',
    `lowprice` FLOAT NOT NULL DEFAULT 0 COMMENT 'lowest regular hours print price',
    `closeprice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official exchange close (as reported by primary exchange)',
    `prClose` FLOAT NOT NULL DEFAULT 0 COMMENT 'adjusted prior period close; closePr = prior Close X returnFactor',
    `prCloseUnadj` FLOAT NOT NULL DEFAULT 0 COMMENT 'unadjusted prior period close',
    `week52High` DOUBLE NOT NULL DEFAULT 0 COMMENT '52 week high',
    `week52HighDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT '52 week high date',
    `week52Low` DOUBLE NOT NULL DEFAULT 0 COMMENT '52 week low',
    `week52LowDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT '52 week low date',
    `avgVolume` FLOAT NOT NULL DEFAULT 0 COMMENT 'trailing average 20D daily stock volume',
    `ccvar` DOUBLE NOT NULL DEFAULT 0 COMMENT 'close-close log return daily variance (using the adjusted yesterday close:Ln (Close/ClosePr) ^ 2',
    `hlvar` DOUBLE NOT NULL DEFAULT 0 COMMENT 'high-low daily variance',
    `dayreturn` FLOAT NOT NULL DEFAULT 0 COMMENT 'daily return (adjusted for CorpAction)',
    `returnfactor` FLOAT NOT NULL DEFAULT 0 COMMENT 'adjustment factor',
    `cumreturnfactor` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative adjustment factor',
    `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`,`tradingdate`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tradingdate`,
    `securityID`,
    `altID`,
    `dayNumber`,
    `openprice`,
    `highprice`,
    `lowprice`,
    `closeprice`,
    `prClose`,
    `prCloseUnadj`,
    `week52High`,
    `week52HighDate`,
    `week52Low`,
    `week52LowDate`,
    `avgVolume`,
    `ccvar`,
    `hlvar`,
    `dayreturn`,
    `returnfactor`,
    `cumreturnfactor`,
    `timestamp`
FROM `SRAnalytics`.`MsgTickerAnalytics`
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 DATE */
    `tradingdate` = '2022-01-01';

Doc Columns Query

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