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Version: 8.4.08.4

LiveSurfaceCurve

V8 Message Definiton

LiveSurfaceCurve (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = 'PriorDay' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).

METADATA

AttributeValue
Topic1000-analytics
MLink TokenOptSurface
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ekey_atenum - AssetTypePRI'None'
ekey_tsenum - TickerSrcPRI'None'
ekey_tkVARCHAR(12)PRI''
ekey_yrSMALLINT UNSIGNEDPRI0
ekey_mnTINYINT UNSIGNEDPRI0
ekey_dyTINYINT UNSIGNEDPRI0
surfaceTypeenum - SurfaceCurveTypePRI'None'
ticker_atenum - AssetType'None'underlying stock key that this option expiration attaches to
ticker_tsenum - TickerSrc'None'underlying stock key that this option expiration attaches to
ticker_tkVARCHAR(12)''underlying stock key that this option expiration attaches to
fkey_atenum - AssetType'None'underlying future key if any
fkey_tsenum - TickerSrc'None'underlying future key if any
fkey_tkVARCHAR(12)''underlying future key if any
fkey_yrSMALLINT UNSIGNED0underlying future key if any
fkey_mnTINYINT UNSIGNED0underlying future key if any
fkey_dyTINYINT UNSIGNED0underlying future key if any
uPrcDriverKey_atenum - AssetType'None'underlier driver key
uPrcDriverKey_tsenum - TickerSrc'None'underlier driver key
uPrcDriverKey_tkVARCHAR(12)''underlier driver key
uPrcDriverKey_yrSMALLINT UNSIGNED0underlier driver key
uPrcDriverKey_mnTINYINT UNSIGNED0underlier driver key
uPrcDriverKey_dyTINYINT UNSIGNED0underlier driver key
uPrcDriverTypeenum - SpdrKeyType'None'underlier driver key type stock or future
uPrcDriverDOUBLE0underlier driver midmarket
uPrcDOUBLE0effective uPrc used for surface fitting
uBidDOUBLE0effective uBid
uAskDOUBLE0effective uAsk
yearsFLOAT0time to expiration in years
rateFLOAT0average interest rate to expiration SR global rate curve
sdivFLOAT0stock dividend borrow rate
ddivFLOAT0expected cumulative discrete dividend amounts prior to expiration
ddivPvFLOAT0expected cumulative npv of discrete dividend amounts prior to expiration SR global rate curve
ddivSourceenum - DDivSource'None'Forecast if any of the dividends prior to expiry are forecast rather than announced
symbolRatioFLOAT0underlier price ratio usually 10 or a multihedge option price ratio if one exists
exTypeenum - ExerciseType'None'exercise type American or European
modelTypeenum - CalcModelType'None'option pricing model used for price calcs Normal LogNormal etc
priceTypeenum - CalcPriceType'None'Equity has independent sdiv and rate Future has sdiv rate
earnCntFLOAT0number of qualifying earnings events prior to expiration can be fractional from StockEarningsCalendar
earnCntAdjFLOAT0number of qualifying earnings events prior to expiration adjusted from StockEarningsCalendar LiveSurfaceTerm
axisVolRTFLOAT0axis volatility x sqrtyears used to compute xAxis usually 4m atm vol
axisFUPrcFLOAT0axis FwdUPrc fwd underlying price used to compute xAxis
synSpotDOUBLE0Synthetic spot price marketderived spot when the underlying is not a traded instrument
synCarryDOUBLE0Synthetic carry rate corresponds to the relationship between uPrc and synSpot set when the underlying is not a traded instrument
atmStrikeFLOAT0synthetic strike with cPrice pPrice
moneynessTypeenum - MoneynessType'None'moneyness xAxis convention
underlierModeenum - UnderlierMode'None'underlier pricing mode Noneuse spotstock market FrontMonthuse front month future market uPrcRatio Actual use actual underlier future market
cpAdjTypeenum - CPAdjType'None'adjustment used to align callsputs if any
priceQuoteTypeenum - PriceQuoteType'None'Price or Vol
atmVolFLOAT0atm vol xAxis 0
atmCenFLOAT0atm vol xAxis 0 eMoveearnCntAdj censored
atmVolHistFLOAT0historical realized volatility includes eMoveHist x earnCntAdj adjustment Note that this is the default atmVol if no implied markets existed previous day
atmCenHistFLOAT0censored earnings events removed historical realized volatility Trailing periods is 2x forward time to expiration From HistoricalVolatilitywindowTypehlCenmvnnn
eMoveFLOAT0implied earnings move from LiveSurfaceTerm
eMoveHistFLOAT0historical earnings move avg of trailing 8 moves From StockEarningsCalendareMoveHist
uPrcRatioDOUBLE0uPrcAdj uPrc uPrcRatioFit
minAtmVolFLOAT0minimum estimated atm vol
maxAtmVolFLOAT0maximum estimated atm vol
minCPAdjValDOUBLE0minimum cpAdjVal sdiv or uPrcRatio
maxCPAdjValDOUBLE0minimum cpAdjVal sdiv or uPrcRatio
atmFixedMoveFLOAT0fixed strike atm move from prior period
atmPhiFLOAT0surface phi xAxis 0
atmRhoFLOAT0surface rho xAxis 0
atmVegaFLOAT0surface vega xAxis 0
slopeFLOAT0volatility surface slope dVol dXAxis ATM xAxis0
varSwapFVFLOAT0variance swap fair value estimated by numerical integration over OTM price surface
gridTypeenum - GridType'None'gridType defines skew curve coeff points spline type
knotShiftFLOAT0constant that should be added to each base knot location 30 30
fitPowerCFLOAT0fit power of the vol fit call wing
fitPowerPFLOAT0fit power of the vol fit put wing
minXAxisFLOAT0minimum xAxis value xAxis values to the left extrapolate horizontally
maxXAxisFLOAT0maximum xAxis value xAxis values to the right extrapolate horizontally
asymptoticVolCFLOAT0asymptotic volatility call wing
asymptoticVolPFLOAT0asymptotic volatility put wing
minCurvValueFLOAT0minimum curvature 2nd derivative of skew curve can be negative if curve is not strictly convex
minCurvXAxisFLOAT0xAxis of minimum curvature point
maxCurvValueFLOAT0maximum curvature 2nd derivative of skew curve
maxCurvXAxisFLOAT0xAxis of maximum curvature point
skewMinXFLOAT0xAxis effStrike effAxisFUPrc 10 axisVolRT effStrike strike strikeRatio effAxisFUPrc axisFUPrc symbolRatio
skewMinYFLOAT0skewMinX skewMinY are the skew curve minimum point usually a positive x value and a negative y value
surfaceFitenum - SurfaceFit'None'
skewC00FLOAT0curve coeff0
skewC01FLOAT0curve coeff1
skewC02FLOAT0
skewC03FLOAT0
skewC04FLOAT0
skewC05FLOAT0
skewC06FLOAT0
skewC07FLOAT0
skewC08FLOAT0
skewC09FLOAT0
skewC10FLOAT0
skewC11FLOAT0
skewC12FLOAT0
skewC13FLOAT0
skewC14FLOAT0
skewC15FLOAT0
skewC16FLOAT0
skewC17FLOAT0
skewC18FLOAT0
skewC19FLOAT0
skewC20FLOAT0
skewC21FLOAT0
skewC22FLOAT0
skewC23FLOAT0
skewC24FLOAT0
skewC25FLOAT0
skewC26FLOAT0
skewC27FLOAT0
skewC28FLOAT0
ivAdjD07FLOAT0xAxis 50
ivAdjD06FLOAT0xAxis 40
ivAdjD05FLOAT0xAxis 30
ivAdjD04FLOAT0xAxis 20
ivAdjD03FLOAT0xAxis 15
ivAdjD02FLOAT0xAxis 10
ivAdjD01FLOAT0xAxis 05
ivAdjU01FLOAT0xAxis 05
ivAdjU02FLOAT0xAxis 10
ivAdjU03FLOAT0xAxis 15
ivAdjU04FLOAT0xAxis 20
ivAdjU05FLOAT0xAxis 30
ivAdjU06FLOAT0xAxis 40
ivAdjU07FLOAT0xAxis 50
cpAdjD04FLOAT0xAxis 40
cpAdjD03FLOAT0xAxis 30
cpAdjD02FLOAT0xAxis 20
cpAdjD01FLOAT0xAxis 10
cpAdjU01FLOAT0xAxis 10
cpAdjU02FLOAT0xAxis 20
cpAdjU03FLOAT0xAxis 30
cpAdjU04FLOAT0xAxis 40
pwidthFLOAT0minimum mkt premium width
vwidthFLOAT0minimum mkt volatility width
cCntTINYINT UNSIGNED0num call strikes in base fit
pCntTINYINT UNSIGNED0num put strikes in base fit
cBidMissTINYINT UNSIGNED0number of call bid violations surface outside the market
cAskMissTINYINT UNSIGNED0number of call ask violations surface outside the market
pBidMissTINYINT UNSIGNED0number of put bid violations
pAskMissTINYINT UNSIGNED0number of put ask violations
fitAvgErrFLOAT0average error sPrc midPrc
fitAvgAbsErrFLOAT0average absolute error sPrc midPrc
fitMaxPrcErrFLOAT0worst case surface premium violation
fitErrXXFLOAT0okeyxx of the option with the largest fit error in this expiration
fitErrCPenum - CallPut'Call'okeycp of the option with the largest fit error in this expiration
fitErrDeFLOAT0delta of fixErrXX
fitErrBidFLOAT0bid of the option with the largest fit error
fitErrAskFLOAT0ask of the option with the largest fit error
fitErrPrcFLOAT0surface prc of the option with the largest fit error
fitErrVolFLOAT0surface vol of the option with the largest fit error
numSaddlePtsTINYINT UNSIGNED0number of saddle points
minSaddleSpanFLOAT0smallest distance between saddle points
maxSaddleCurvatureFLOAT0maximum saddle point curvature
skewCounterINT0skew surface fit counter
sdivCounterINT0sdiv surface fit counter
marketSessionenum - MarketSession'None'market session this surface is from
tradeableStatusenum - TradeableStatus'None'indicates whether the surface is currently tradeable or not all server surface integrity checks pass
surfaceResultenum - SurfaceResult'None'
sTimestampDATETIME(6)'1900-01-01 00:00:00.000000'last surface curve fit timestamp
timeTIME(6)'00:00:00.000000'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ekey_tk1
ekey_yr2
ekey_mn3
ekey_dy4
ekey_at5
ekey_ts6
surfaceType7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgLiveSurfaceCurve` (
`ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ekey_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',
`ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`surfaceType` ENUM('None','Live','PrevDay','Interp','Close','Test') NOT NULL DEFAULT 'None',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlying stock key that this option expiration attaches to',
`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' COMMENT 'underlying stock key that this option expiration attaches to',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying stock key that this option expiration attaches to',
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlying future key (if any)',
`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' COMMENT 'underlying future key (if any)',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying future key (if any)',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
`uPrcDriverKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key',
`uPrcDriverKey_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' COMMENT 'underlier driver key',
`uPrcDriverKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier driver key',
`uPrcDriverKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
`uPrcDriverKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
`uPrcDriverKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
`uPrcDriverType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key type (stock or future)',
`uPrcDriver` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier driver (mid-market)',
`uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uPrc used for surface fitting',
`uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uBid',
`uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uAsk',
`years` FLOAT NOT NULL DEFAULT 0 COMMENT 'time to expiration (in years)',
`rate` FLOAT NOT NULL DEFAULT 0 COMMENT 'average interest rate to expiration (SR global rate curve)',
`sdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'stock dividend (borrow rate)',
`ddiv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative discrete dividend $ amounts prior to expiration',
`ddivPv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve)',
`ddivSource` ENUM('None','Announced','Forecast') NOT NULL DEFAULT 'None' COMMENT 'Forecast if any of the dividends prior to expiry are forecast rather than announced',
`symbolRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier price ratio (usually 1.0 or a multi-hedge option price ratio; if one exists)',
`exType` ENUM('None','American','European','Asian','Cliquet') NOT NULL DEFAULT 'None' COMMENT 'exercise type (American or European)',
`modelType` ENUM('None','LogNormalExact','NormalExact','LogNormalApprox','NormalApprox') NOT NULL DEFAULT 'None' COMMENT 'option pricing model used for price calcs (Normal, LogNormal, etc.)',
`priceType` ENUM('None','Equity','Future') NOT NULL DEFAULT 'None' COMMENT 'Equity has independent sdiv and rate, Future has sdiv = rate',
`earnCnt` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)',
`earnCntAdj` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)',
`axisVolRT` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis volatility x sqrt(years) (used to compute xAxis) [usually 4m atm vol]',
`axisFUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis FwdUPrc (fwd underlying price used to compute xAxis)',
`synSpot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Synthetic spot price (market-derived spot when the underlying is not a traded instrument)',
`synCarry` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Synthetic carry rate; corresponds to the relationship between uPrc and synSpot (set when the underlying is not a traded instrument)',
`atmStrike` FLOAT NOT NULL DEFAULT 0 COMMENT 'synthetic strike with cPrice = pPrice',
`moneynessType` ENUM('None','PctStd','LogStd','NormStd') NOT NULL DEFAULT 'None' COMMENT 'moneyness (xAxis) convention',
`underlierMode` ENUM('None','Actual','FrontMonth','UPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'underlier pricing mode (None=use spot/stock market; FrontMonth=use front month future market * uPrcRatio; Actual = use actual underlier future market)',
`cpAdjType` ENUM('None','SDiv','UPrcRatio') NOT NULL DEFAULT 'None' COMMENT 'adjustment used to align calls/puts (if any)',
`priceQuoteType` ENUM('None','Price','Vol') NOT NULL DEFAULT 'None' COMMENT 'Price or Vol',
`atmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0)',
`atmCen` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0) (eMove/earnCntAdj censored)',
`atmVolHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical realized volatility (includes eMoveHist x earnCntAdj adjustment). Note that this is the default atmVol if no implied markets existed previous day.',
`atmCenHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'censored (earnings events removed) historical realized volatility. Trailing periods is 2x forward time to expiration. From HistoricalVolatility(windowType=hlCen).mv_nnn',
`eMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'implied earnings move (from LiveSurfaceTerm)',
`eMoveHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist',
`uPrcRatio` DOUBLE NOT NULL DEFAULT 0 COMMENT 'uPrcAdj = uPrc * uPrcRatioFit',
`minAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum estimated atm vol',
`maxAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum estimated atm vol',
`minCPAdjVal` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum cpAdjVal (sdiv or uPrcRatio)',
`maxCPAdjVal` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum cpAdjVal (sdiv or uPrcRatio)',
`atmFixedMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'fixed strike atm move from prior period',
`atmPhi` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface phi @ xAxis = 0',
`atmRho` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface rho @ xAxis = 0',
`atmVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vega @ xAxis = 0',
`slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'volatility surface slope (dVol / dXAxis) @ ATM (xAxis=0)',
`varSwapFV` FLOAT NOT NULL DEFAULT 0 COMMENT 'variance swap fair value (estimated by numerical integration over OTM price surface)',
`gridType` ENUM('None','Unused','SRCubic','SRCubic2','BSpline','BSpline2') NOT NULL DEFAULT 'None' COMMENT 'gridType defines skew curve coeff points + spline type',
`knotShift` FLOAT NOT NULL DEFAULT 0 COMMENT 'constant that should be added to each base knot location [-3.0 - +3.0]',
`fitPowerC` FLOAT NOT NULL DEFAULT 0 COMMENT 'fit power of the vol fit (call wing)',
`fitPowerP` FLOAT NOT NULL DEFAULT 0 COMMENT 'fit power of the vol fit (put wing)',
`minXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum xAxis value; xAxis values to the left extrapolate horizontally',
`maxXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum xAxis value; xAxis values to the right extrapolate horizontally',
`asymptoticVolC` FLOAT NOT NULL DEFAULT 0 COMMENT 'asymptotic volatility (call wing)',
`asymptoticVolP` FLOAT NOT NULL DEFAULT 0 COMMENT 'asymptotic volatility (put wing)',
`minCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum curvature (2nd derivative) of skew curve (can be negative if curve is not strictly convex)',
`minCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of minimum curvature point',
`maxCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum curvature (2nd derivative) of skew curve',
`maxCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of maximum curvature point',
`skewMinX` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = (effStrike / effAxisFUPrc - 1.0) / axisVolRT; effStrike = strike * strikeRatio; effAxisFUPrc = axisFUPrc * symbolRatio',
`skewMinY` FLOAT NOT NULL DEFAULT 0 COMMENT 'skewMinX / skewMinY are the skew curve minimum point (usually a positive x value and a negative y value)',
`surfaceFit` ENUM('None','Flat','Linear','Quadratic','ConvexSpline','SplitSpline','Interp','Recent','PCA','Median','Default') NOT NULL DEFAULT 'None',
`skewC00` FLOAT NOT NULL DEFAULT 0 COMMENT 'curve coeff[0]',
`skewC01` FLOAT NOT NULL DEFAULT 0 COMMENT 'curve coeff[1]',
`skewC02` FLOAT NOT NULL DEFAULT 0,
`skewC03` FLOAT NOT NULL DEFAULT 0,
`skewC04` FLOAT NOT NULL DEFAULT 0,
`skewC05` FLOAT NOT NULL DEFAULT 0,
`skewC06` FLOAT NOT NULL DEFAULT 0,
`skewC07` FLOAT NOT NULL DEFAULT 0,
`skewC08` FLOAT NOT NULL DEFAULT 0,
`skewC09` FLOAT NOT NULL DEFAULT 0,
`skewC10` FLOAT NOT NULL DEFAULT 0,
`skewC11` FLOAT NOT NULL DEFAULT 0,
`skewC12` FLOAT NOT NULL DEFAULT 0,
`skewC13` FLOAT NOT NULL DEFAULT 0,
`skewC14` FLOAT NOT NULL DEFAULT 0,
`skewC15` FLOAT NOT NULL DEFAULT 0,
`skewC16` FLOAT NOT NULL DEFAULT 0,
`skewC17` FLOAT NOT NULL DEFAULT 0,
`skewC18` FLOAT NOT NULL DEFAULT 0,
`skewC19` FLOAT NOT NULL DEFAULT 0,
`skewC20` FLOAT NOT NULL DEFAULT 0,
`skewC21` FLOAT NOT NULL DEFAULT 0,
`skewC22` FLOAT NOT NULL DEFAULT 0,
`skewC23` FLOAT NOT NULL DEFAULT 0,
`skewC24` FLOAT NOT NULL DEFAULT 0,
`skewC25` FLOAT NOT NULL DEFAULT 0,
`skewC26` FLOAT NOT NULL DEFAULT 0,
`skewC27` FLOAT NOT NULL DEFAULT 0,
`skewC28` FLOAT NOT NULL DEFAULT 0,
`ivAdjD07` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -5.0',
`ivAdjD06` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -4.0',
`ivAdjD05` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -3.0',
`ivAdjD04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -2.0',
`ivAdjD03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.5',
`ivAdjD02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.0',
`ivAdjD01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -0.5',
`ivAdjU01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +0.5',
`ivAdjU02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.0',
`ivAdjU03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.5',
`ivAdjU04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +2.0',
`ivAdjU05` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +3.0',
`ivAdjU06` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +4.0',
`ivAdjU07` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +5.0',
`cpAdjD04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -4.0',
`cpAdjD03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -3.0',
`cpAdjD02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -2.0',
`cpAdjD01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.0',
`cpAdjU01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.0',
`cpAdjU02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +2.0',
`cpAdjU03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +3.0',
`cpAdjU04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +4.0',
`pwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt premium width',
`vwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt volatility width',
`cCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num call strikes in base fit',
`pCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num put strikes in base fit',
`cBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call bid violations (surface outside the market)',
`cAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call ask violations (surface outside the market)',
`pBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put bid violations',
`pAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put ask violations',
`fitAvgErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'average error (sPrc - midPrc)',
`fitAvgAbsErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'average absolute error (sPrc - midPrc)',
`fitMaxPrcErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'worst case surface premium violation',
`fitErrXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'okey_xx of the option with the largest fit error in this expiration',
`fitErrCP` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'okey_cp of the option with the largest fit error in this expiration',
`fitErrDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta of fixErrXX',
`fitErrBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid of the option with the largest fit error',
`fitErrAsk` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask of the option with the largest fit error',
`fitErrPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc of the option with the largest fit error',
`fitErrVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vol of the option with the largest fit error',
`numSaddlePts` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of saddle points',
`minSaddleSpan` FLOAT NOT NULL DEFAULT 0 COMMENT 'smallest distance between saddle points',
`maxSaddleCurvature` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum saddle point curvature',
`skewCounter` INT NOT NULL DEFAULT 0 COMMENT 'skew surface fit counter',
`sdivCounter` INT NOT NULL DEFAULT 0 COMMENT 'sdiv surface fit counter',
`marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session this surface is from',
`tradeableStatus` ENUM('None','OK','SurfaceErr','LowCCnt','LowPCnt','FitPrcErr','BidAskMiss','LowCounter','DefaultSkew','SessionMiss','BaseErr','SwitchDelay','WideMktV','WideMktP','WideUMkt','UWidthEma','CCntEma','PCntEma','VWidthEma','PWidthEma','Closed') NOT NULL DEFAULT 'None' COMMENT 'indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)',
`surfaceResult` ENUM('None','OK','EOD','Init','Cache','PrevDay','NullExpIdx','NoStrikes','NoBaseCurve','BadBootAtm','NoGoodStrikes','BadAtmVol','Bootstrap','NoUPrc','NoIVols','NoModelPts','ZeroYears','NoSimpleVol','OptMktNotOpn','NoBaseSurface','UPrcOffCnt','SkewKnotCnt','Exception','AxisError','CAskFit1Err','CAskFit2Err','PAskFit1Err','PAskFit2Err','CBidFit1Err','CBidFit2Err','PBidFit1Err','PBidFit2Err','CobsSampleErr','NoPrcFit','NumStrikes','CMidFitErr','PMidFitErr','StrikeCount','VolKnotCnt','InterpError','NoAtmStrike','CobsConvexFitErr','CobsMidFitErr','ProxyError','NoOptExp','Expired','NoUnderlier','NoBaseUnderlier','InvalidUPrc','ZeroUPrc','WideUMkt','StalePrcFit','NoPrcCurves','PriceError','ConvergeFail','NoUPrcRatio','NoSDivValue') NOT NULL DEFAULT 'None',
`sTimestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last surface curve fit timestamp',
`time` TIME(6) NOT NULL DEFAULT '00:00:00.000000',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`surfaceType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='LiveSurfaceCurve (surfaceType = \'Live\') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = \'PriorDay\' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).';

SELECT TABLE EXAMPLE QUERY

SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`surfaceType`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`fkey_at`,
`fkey_ts`,
`fkey_tk`,
`fkey_yr`,
`fkey_mn`,
`fkey_dy`,
`uPrcDriverKey_at`,
`uPrcDriverKey_ts`,
`uPrcDriverKey_tk`,
`uPrcDriverKey_yr`,
`uPrcDriverKey_mn`,
`uPrcDriverKey_dy`,
`uPrcDriverType`,
`uPrcDriver`,
`uPrc`,
`uBid`,
`uAsk`,
`years`,
`rate`,
`sdiv`,
`ddiv`,
`ddivPv`,
`ddivSource`,
`symbolRatio`,
`exType`,
`modelType`,
`priceType`,
`earnCnt`,
`earnCntAdj`,
`axisVolRT`,
`axisFUPrc`,
`synSpot`,
`synCarry`,
`atmStrike`,
`moneynessType`,
`underlierMode`,
`cpAdjType`,
`priceQuoteType`,
`atmVol`,
`atmCen`,
`atmVolHist`,
`atmCenHist`,
`eMove`,
`eMoveHist`,
`uPrcRatio`,
`minAtmVol`,
`maxAtmVol`,
`minCPAdjVal`,
`maxCPAdjVal`,
`atmFixedMove`,
`atmPhi`,
`atmRho`,
`atmVega`,
`slope`,
`varSwapFV`,
`gridType`,
`knotShift`,
`fitPowerC`,
`fitPowerP`,
`minXAxis`,
`maxXAxis`,
`asymptoticVolC`,
`asymptoticVolP`,
`minCurvValue`,
`minCurvXAxis`,
`maxCurvValue`,
`maxCurvXAxis`,
`skewMinX`,
`skewMinY`,
`surfaceFit`,
`skewC00`,
`skewC01`,
`skewC02`,
`skewC03`,
`skewC04`,
`skewC05`,
`skewC06`,
`skewC07`,
`skewC08`,
`skewC09`,
`skewC10`,
`skewC11`,
`skewC12`,
`skewC13`,
`skewC14`,
`skewC15`,
`skewC16`,
`skewC17`,
`skewC18`,
`skewC19`,
`skewC20`,
`skewC21`,
`skewC22`,
`skewC23`,
`skewC24`,
`skewC25`,
`skewC26`,
`skewC27`,
`skewC28`,
`ivAdjD07`,
`ivAdjD06`,
`ivAdjD05`,
`ivAdjD04`,
`ivAdjD03`,
`ivAdjD02`,
`ivAdjD01`,
`ivAdjU01`,
`ivAdjU02`,
`ivAdjU03`,
`ivAdjU04`,
`ivAdjU05`,
`ivAdjU06`,
`ivAdjU07`,
`cpAdjD04`,
`cpAdjD03`,
`cpAdjD02`,
`cpAdjD01`,
`cpAdjU01`,
`cpAdjU02`,
`cpAdjU03`,
`cpAdjU04`,
`pwidth`,
`vwidth`,
`cCnt`,
`pCnt`,
`cBidMiss`,
`cAskMiss`,
`pBidMiss`,
`pAskMiss`,
`fitAvgErr`,
`fitAvgAbsErr`,
`fitMaxPrcErr`,
`fitErrXX`,
`fitErrCP`,
`fitErrDe`,
`fitErrBid`,
`fitErrAsk`,
`fitErrPrc`,
`fitErrVol`,
`numSaddlePts`,
`minSaddleSpan`,
`maxSaddleCurvature`,
`skewCounter`,
`sdivCounter`,
`marketSession`,
`tradeableStatus`,
`surfaceResult`,
`sTimestamp`,
`time`,
`timestamp`
FROM `SRAnalytics`.`MsgLiveSurfaceCurve`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ekey_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') */
`ekey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ekey_tk` = 'Example_ekey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`ekey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`ekey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`ekey_dy` = 1
AND
/* Replace with a ENUM('None','Live','PrevDay','Interp','Close','Test') */
`surfaceType` = 'None';

Doc Columns Query

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