IndexQuote
Live index levels and quotes including SpiderRock synthetic index levels and quotes.
METADATA
Attribute | Value |
---|---|
Topic | 2675-market-data-index |
MLink Token | SystemData |
Product | SRLive |
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 | '' | |
priceSource | enum - IdxSrc | 'Unknown' | price source of the quote indication print or quote message | |
dataSource | enum - IdxDataSource | 'None' | source feed for this index quote | |
idxBid | DOUBLE | 0 | index bid value if from quote otherwise idxPrice | |
idxAsk | DOUBLE | 0 | index ask value if from quote otherwise idxPrice | |
idxPrice | DOUBLE | 0 | index price | |
netTimestamp | BIGINT | 0 | index price timestamp | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgIndexQuote` (
`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 '',
`priceSource` ENUM('Unknown','Indication','Quote') NOT NULL DEFAULT 'Unknown' COMMENT 'price source of the quote (indication print or quote message)',
`dataSource` ENUM('None','SpiderRock','OPRA','SIP','CBOE','CME','MIAX') NOT NULL DEFAULT 'None' COMMENT 'source feed for this index quote',
`idxBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index bid value (if from quote, otherwise idxPrice)',
`idxAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index ask value (if from quote, otherwise idxPrice)',
`idxPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index price',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'index price timestamp',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Live index levels and quotes including SpiderRock synthetic index levels and quotes.';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`priceSource`,
`dataSource`,
`idxBid`,
`idxAsk`,
`idxPrice`,
`netTimestamp`,
`timestamp`
FROM `SRLive`.`MsgIndexQuote`
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';
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='IndexQuote' ORDER BY ordinal_position ASC;