OptionPrint

V8 Message Definiton

The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI	0
okey_mn	TINYINT UNSIGNED	PRI	0
okey_dy	TINYINT UNSIGNED	PRI	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
prtExch	enum - OptExch		'None'
prtSize	INT		0	print size contracts
prtPrice	FLOAT		0	print price
prtClusterNum	INT		0	incremental print cluster counter one counter per okey used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence sequence of prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtType	enum - PrtType		'None'	print type
printCodes	VARCHAR(18)		''	European trade condition codes
prtOrders	SMALLINT UNSIGNED		0	number of participating orders
prtVolume	INT		0	day print volume in contracts this exchange
cxlVolume	INT		0	day printcancel volume num of contracts printed and then cancelled
bidCount	SMALLINT UNSIGNED		0	number of bid prints
askCount	SMALLINT UNSIGNED		0	number of ask prints
bidVolume	INT		0	bid print volume in contracts
askVolume	INT		0	ask print volume in contracts
ebid	FLOAT		0	exchange bid print time
eask	FLOAT		0	exchange ask print time
ebsz	INT		0	exchange bid size
easz	INT		0	exchange ask size
eage	FLOAT		0	age of prevailing quote at time of print
bidPrice	FLOAT		0	nbbo bid price print time
askPrice	FLOAT		0	nbbo ask price print time
bidPrice2	FLOAT		0	2nd best bid price print time
askPrice2	FLOAT		0	2nd best ask price print time
bidSize	INT		0	bid size in contracts largest exch quote
askSize	INT		0	ask size in contracts largest exch quote
cumBidSize	INT		0	bid size in contracts total nbbo size
cumAskSize	INT		0	ask size in contracts total nbbo size
cumBidSize2	INT		0	cumulative size at 2nd price
cumAskSize2	INT		0	cumulative size at 2nd price
bidMask	INT UNSIGNED		0	exchange bid bit mask
askMask	INT UNSIGNED		0	exchange ask bit mask
prtSide	enum - PrtSide		'None'	implied print side based on ebideask and nbbo market
prtTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
oqNetTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionPrint` (
    `okey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `okey_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',
    `okey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `okey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_xx` DOUBLE NOT NULL DEFAULT 0,
    `okey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None',
    `prtSize` INT NOT NULL DEFAULT 0 COMMENT 'print size [contracts]',
    `prtPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'print price',
    `prtClusterNum` INT NOT NULL DEFAULT 0 COMMENT 'incremental print cluster counter (one counter per okey; used to group prints into clusters)',
    `prtClusterSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size of prints in this sequence (sequence of prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)',
    `prtType` ENUM('None','CANC','OSEQ','CNCL','LATE','CNCO','OPEN','CNOL','OPNL','AUTO','REOP','ISOI','SLAN','SLAI','SLCN','SCLI','SLFT','MLET','MLAT','MLCT','MLFT','MESL','TLAT','MASL','MFSL','TLET','TLCT','TLFT','TESL','TASL','TFSL','CBMO','MCTP','EXHT') NOT NULL DEFAULT 'None' COMMENT 'print type',
    `printCodes` VARCHAR(18) NOT NULL DEFAULT '' COMMENT 'European trade condition codes',
    `prtOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders',
    `prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'day print volume in contracts [this exchange]',
    `cxlVolume` INT NOT NULL DEFAULT 0 COMMENT 'day print/cancel volume (num of contracts printed and then cancelled)',
    `bidCount` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of bid prints',
    `askCount` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of ask prints',
    `bidVolume` INT NOT NULL DEFAULT 0 COMMENT 'bid print volume in contracts',
    `askVolume` INT NOT NULL DEFAULT 0 COMMENT 'ask print volume in contracts',
    `ebid` FLOAT NOT NULL DEFAULT 0 COMMENT 'exchange bid (@ print time)',
    `eask` FLOAT NOT NULL DEFAULT 0 COMMENT 'exchange ask (@ print time)',
    `ebsz` INT NOT NULL DEFAULT 0 COMMENT 'exchange bid size',
    `easz` INT NOT NULL DEFAULT 0 COMMENT 'exchange ask size',
    `eage` FLOAT NOT NULL DEFAULT 0 COMMENT 'age of prevailing quote at time of print',
    `bidPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'nbbo bid price (@ print time)',
    `askPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'nbbo ask price (@ print time)',
    `bidPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT '2nd best bid price (@ print time)',
    `askPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT '2nd best ask price (@ print time)',
    `bidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts (largest exch quote)',
    `askSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts (largest exch quote)',
    `cumBidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts (total nbbo size)',
    `cumAskSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts (total nbbo size)',
    `cumBidSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `cumAskSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `bidMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange bid bit mask',
    `askMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange ask bit mask',
    `prtSide` ENUM('None','Mid','Bid','Ask') NOT NULL DEFAULT 'None' COMMENT 'implied print side (based on ebid/eask and nbbo market)',
    `prtTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'exchange high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
    `oqNetTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) print record for each active equity and future option series.  Quote markup represents quote that existed just prior to the print on the reporting exchange.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `prtExch`,
    `prtSize`,
    `prtPrice`,
    `prtClusterNum`,
    `prtClusterSize`,
    `prtType`,
    `printCodes`,
    `prtOrders`,
    `prtVolume`,
    `cxlVolume`,
    `bidCount`,
    `askCount`,
    `bidVolume`,
    `askVolume`,
    `ebid`,
    `eask`,
    `ebsz`,
    `easz`,
    `eage`,
    `bidPrice`,
    `askPrice`,
    `bidPrice2`,
    `askPrice2`,
    `bidSize`,
    `askSize`,
    `cumBidSize`,
    `cumAskSize`,
    `cumBidSize2`,
    `cumAskSize2`,
    `bidMask`,
    `askMask`,
    `prtSide`,
    `prtTimestamp`,
    `netTimestamp`,
    `oqNetTimestamp`,
    `timestamp`
FROM `SRLive`.`MsgOptionPrint`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call';

Doc Columns Query

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