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Version: 8.4.08.4

SpreadCloseMark

V8 Message Definiton

SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads\nSpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final\nBaseObj:Spread

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenSystemData
ProductSRSpread
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
skey_atenum - AssetTypePRI'None'
skey_tsenum - TickerSrcPRI'None'
skey_tkVARCHAR(12)PRI''
clsMarkStateenum - ClsMarkState'None'Close mark state None LastPrt SRClose ExchClose Final
opnPrcDOUBLE0Open price
minPrcDOUBLE0Low price
maxPrcDOUBLE0High price
prtCountINT0Print count
prtVolumeINT0Print volume
avgMktSizeDOUBLE0Average market size
avgMktWidthDOUBLE0Average market width
bidPrcDOUBLE0bid price close 1min
askPrcDOUBLE0ask price close 1min
srClsPrcDOUBLE0SR close mark close 1min
closePrcDOUBLE0official exchange closing mark last printthen official close
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
skey_tk1
skey_at2
skey_ts3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadCloseMark` (
`skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`skey_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',
`skey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`clsMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Close mark state. None; LastPrt; SRClose; ExchClose; Final',
`opnPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Open price',
`minPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Low price',
`maxPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'High price',
`prtCount` INT NOT NULL DEFAULT 0 COMMENT 'Print count',
`prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'Print volume',
`avgMktSize` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Average market size',
`avgMktWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Average market width',
`bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (close - 1min)',
`askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (close - 1min)',
`srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR close mark (close - 1min)',
`closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark (last print;then official close)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads\nSpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final\nBaseObj:Spread';

SELECT TABLE EXAMPLE QUERY

SELECT
`skey_at`,
`skey_ts`,
`skey_tk`,
`clsMarkState`,
`opnPrc`,
`minPrc`,
`maxPrc`,
`prtCount`,
`prtVolume`,
`avgMktSize`,
`avgMktWidth`,
`bidPrc`,
`askPrc`,
`srClsPrc`,
`closePrc`,
`timestamp`
FROM `SRSpread`.`MsgSpreadCloseMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`skey_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') */
`skey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`skey_tk` = 'Example_skey_tk';

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadCloseMark' ORDER BY ordinal_position ASC;