CREATE TABLE `SRAnalytics`.`MsgFutureQuoteProbability` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`fkey_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',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
`bidPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best bid price',
`askPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best ask price',
`bidSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size @ bid price',
`askSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size @ ask price',
`bidTakeProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid take probability of current nbbo market (zero exchange fee) [average size print]',
`askTakeProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask take probability of current nbbo market (zero exchange fee) [average size print]',
`bidTakeRv` ENUM('None','OK','Skip','CalcErr','LowVol','NoSurfVol','WideOptMkt','Exception','NoOptObj','NoStkObj','NoOptNbbo','NoStkNbbo','NoGbmObj','NoOptMkt','NoOptSummary','NoOptQuoteModel','NoSymExpModel','QuoteModelNotInit','SymExpNotInit','RiskHold','ExchCheck','BrokerCheck','NoBrokers','NoDataChange','PostFlowCheck','SendHold','SendFail','SurfHold','ReduceSize','PendCxl','NoSize','NoExchQte','NoBroker','NoSurface','NoExchDef','NewOrder','NbboHold','PostPxRng','LimitPx','IWait','IHold','FailHold','FadeQuote','ExchRte','ExchHold','TwapState','CreateErr','ChangePx','BrkrNotVld','BadLimit','OffMkt','BhndMkt','NoAuction','Join','Imprv','PredMiss','WithMkt','LockFail','NoGrpModel','NoSpyModel','NoStkModel','NoStkPrt','NoFutNbbo','BadUPrc','BrkrEvent','Done','NoActSize','NoBorrow','NoChange','NoExch','NoFirmPos','NoOrdSize','NotActive','NoTakeLvl','OrderSent','OutLoudHold','PostClear','PredPass','ProbNotVld','RFQ','SpdrOptState','SpdrStkState','SpdrFutState','ExchCnt','ImprMkt','NoPostSz','NoInputs','PendNew','NoFutObj','NoImprRm','NoBid','NoAsk','CThreadErr','CModelNotInit','CDevNotInit','CXCopyErr','CRvMemSet','CCalcErr','CRvCopyErr','CDevFail','CError','NoFutModel','NoOptExpMap','NoImplQte','UPrcRng','BadUPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'model result code',
`askTakeRv` ENUM('None','OK','Skip','CalcErr','LowVol','NoSurfVol','WideOptMkt','Exception','NoOptObj','NoStkObj','NoOptNbbo','NoStkNbbo','NoGbmObj','NoOptMkt','NoOptSummary','NoOptQuoteModel','NoSymExpModel','QuoteModelNotInit','SymExpNotInit','RiskHold','ExchCheck','BrokerCheck','NoBrokers','NoDataChange','PostFlowCheck','SendHold','SendFail','SurfHold','ReduceSize','PendCxl','NoSize','NoExchQte','NoBroker','NoSurface','NoExchDef','NewOrder','NbboHold','PostPxRng','LimitPx','IWait','IHold','FailHold','FadeQuote','ExchRte','ExchHold','TwapState','CreateErr','ChangePx','BrkrNotVld','BadLimit','OffMkt','BhndMkt','NoAuction','Join','Imprv','PredMiss','WithMkt','LockFail','NoGrpModel','NoSpyModel','NoStkModel','NoStkPrt','NoFutNbbo','BadUPrc','BrkrEvent','Done','NoActSize','NoBorrow','NoChange','NoExch','NoFirmPos','NoOrdSize','NotActive','NoTakeLvl','OrderSent','OutLoudHold','PostClear','PredPass','ProbNotVld','RFQ','SpdrOptState','SpdrStkState','SpdrFutState','ExchCnt','ImprMkt','NoPostSz','NoInputs','PendNew','NoFutObj','NoImprRm','NoBid','NoAsk','CThreadErr','CModelNotInit','CDevNotInit','CXCopyErr','CRvMemSet','CCalcErr','CRvCopyErr','CDevFail','CError','NoFutModel','NoOptExpMap','NoImplQte','UPrcRng','BadUPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'model result code',
`bidImprPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'trial improvement price (usually 1 tick or 1/2 spread inside bidPrice)',
`askImprPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'trial improvement price (usually 1 tick or 1/2 spread inside askPrice)',
`bidTkImProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid take imprv probability of current nbbo market (zero exchange fee) [prob to sell (take) @ bid + imprIncrement]',
`askTkImProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask take imprv probability of current nbbo market (zero exchange fee) [prob to buy (take) @ ask - imprIncrement]',
`bidTkImRv` ENUM('None','OK','Skip','CalcErr','LowVol','NoSurfVol','WideOptMkt','Exception','NoOptObj','NoStkObj','NoOptNbbo','NoStkNbbo','NoGbmObj','NoOptMkt','NoOptSummary','NoOptQuoteModel','NoSymExpModel','QuoteModelNotInit','SymExpNotInit','RiskHold','ExchCheck','BrokerCheck','NoBrokers','NoDataChange','PostFlowCheck','SendHold','SendFail','SurfHold','ReduceSize','PendCxl','NoSize','NoExchQte','NoBroker','NoSurface','NoExchDef','NewOrder','NbboHold','PostPxRng','LimitPx','IWait','IHold','FailHold','FadeQuote','ExchRte','ExchHold','TwapState','CreateErr','ChangePx','BrkrNotVld','BadLimit','OffMkt','BhndMkt','NoAuction','Join','Imprv','PredMiss','WithMkt','LockFail','NoGrpModel','NoSpyModel','NoStkModel','NoStkPrt','NoFutNbbo','BadUPrc','BrkrEvent','Done','NoActSize','NoBorrow','NoChange','NoExch','NoFirmPos','NoOrdSize','NotActive','NoTakeLvl','OrderSent','OutLoudHold','PostClear','PredPass','ProbNotVld','RFQ','SpdrOptState','SpdrStkState','SpdrFutState','ExchCnt','ImprMkt','NoPostSz','NoInputs','PendNew','NoFutObj','NoImprRm','NoBid','NoAsk','CThreadErr','CModelNotInit','CDevNotInit','CXCopyErr','CRvMemSet','CCalcErr','CRvCopyErr','CDevFail','CError','NoFutModel','NoOptExpMap','NoImplQte','UPrcRng','BadUPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'model result code',
`askTkImRv` ENUM('None','OK','Skip','CalcErr','LowVol','NoSurfVol','WideOptMkt','Exception','NoOptObj','NoStkObj','NoOptNbbo','NoStkNbbo','NoGbmObj','NoOptMkt','NoOptSummary','NoOptQuoteModel','NoSymExpModel','QuoteModelNotInit','SymExpNotInit','RiskHold','ExchCheck','BrokerCheck','NoBrokers','NoDataChange','PostFlowCheck','SendHold','SendFail','SurfHold','ReduceSize','PendCxl','NoSize','NoExchQte','NoBroker','NoSurface','NoExchDef','NewOrder','NbboHold','PostPxRng','LimitPx','IWait','IHold','FailHold','FadeQuote','ExchRte','ExchHold','TwapState','CreateErr','ChangePx','BrkrNotVld','BadLimit','OffMkt','BhndMkt','NoAuction','Join','Imprv','PredMiss','WithMkt','LockFail','NoGrpModel','NoSpyModel','NoStkModel','NoStkPrt','NoFutNbbo','BadUPrc','BrkrEvent','Done','NoActSize','NoBorrow','NoChange','NoExch','NoFirmPos','NoOrdSize','NotActive','NoTakeLvl','OrderSent','OutLoudHold','PostClear','PredPass','ProbNotVld','RFQ','SpdrOptState','SpdrStkState','SpdrFutState','ExchCnt','ImprMkt','NoPostSz','NoInputs','PendNew','NoFutObj','NoImprRm','NoBid','NoAsk','CThreadErr','CModelNotInit','CDevNotInit','CXCopyErr','CRvMemSet','CCalcErr','CRvCopyErr','CDevFail','CError','NoFutModel','NoOptExpMap','NoImplQte','UPrcRng','BadUPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'model result code',
`midPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'price corresponding to 0.50 probability',
`avgBidLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average bid link value (~1 min)',
`maeBidLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid link value mean abs err (~10 min)',
`avgAskLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average ask link value (~1 min)',
`maeAskLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask link value mean abs err (~1 min)',
`avgBidLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average bid link value (~10 min)',
`maeBidLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid link value mean abs err (~10 min)',
`avgAskLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average ask link value (~10 min)',
`maeAskLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask link value mean abs err (~10 min)',
`avgMktWidth1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'askPrice - bidPrice (~1 min)',
`avgMktWidth10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'askPrice - bidPrice (~10 min)',
`counter` INT NOT NULL DEFAULT 0 COMMENT 'record update counter (zero @ start of period;per fkey)',
`qpSource` ENUM('None','Loop','QteChg') NOT NULL DEFAULT 'None',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'feed timestamp from the packet',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch (from FutureBookQuote);zero = size only change',
`smsTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'state model server timestamp (just before publish)',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`,`stateModel`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';