OptionOpenMark
OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day.
METADATA
Attribute | Value |
---|---|
Topic | 3120-market-marks |
MLink Token | OptMarkData |
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' | |
tradeDate | DATE | '1900-01-01' | ||
opnMarkState | enum - OpnMarkState | 'None' | Preview or Final note preview is not corp action adjusted | |
uSrCls | DOUBLE | 0 | SR open uMark SR close uMark C 5m overnight adjusted | |
uClose | DOUBLE | 0 | exchange open uMark exchange close uMark overnight adjusted | |
srClsPrc | DOUBLE | 0 | SR open mark SR close mark close 5m overnight adjusted | |
closePrc | DOUBLE | 0 | exchange open mark exchange close mark overnight adjusted if available | |
srPrc | FLOAT | 0 | SR open surface price SR close surface price overnight adjusted | |
srVol | FLOAT | 0 | SR surface volatility | |
srSrc | enum - MarkSource | 'None' | ||
de | FLOAT | 0 | greeks from SR surface volatility | |
ga | FLOAT | 0 | ||
th | FLOAT | 0 | ||
ve | FLOAT | 0 | ||
vo | FLOAT | 0 | volga SR surface | |
va | FLOAT | 0 | vanna SR surface | |
rh | FLOAT | 0 | ||
ph | FLOAT | 0 | ||
srSlope | FLOAT | 0 | surface slope SR surface | |
deDecay | FLOAT | 0 | ||
sdiv | FLOAT | 0 | term sdiv stock dividend rate | |
ddiv | FLOAT | 0 | sum of discrete dividends | |
ddivPv | FLOAT | 0 | sum of present value of discrete dividends | |
rate | FLOAT | 0 | term discount rate | |
years | FLOAT | 0 | years to expiration | |
error | TINYINT UNSIGNED | 0 | pricing calc error 0 none | |
corpAction | TINYTEXT | '' | ||
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`.`MsgOptionOpenMark` (
`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',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`opnMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Preview or Final (note: preview is not corp action adjusted)',
`uSrCls` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR open uMark; [SR close uMark (C - 5m) overnight adjusted]',
`uClose` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exchange open uMark; [exchange close uMark overnight adjusted]',
`srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR open mark; [SR close mark (close - 5m) overnight adjusted]',
`closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exchange open mark; [exchange close mark overnight adjusted] [if available]',
`srPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR open surface price; [SR close surface price overnight adjusted]',
`srVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface volatility',
`srSrc` ENUM('None','NbboMid','SRVol','LoBound','HiBound','Other') NOT NULL DEFAULT 'None',
`de` FLOAT NOT NULL DEFAULT 0 COMMENT 'greeks from SR surface volatility',
`ga` FLOAT NOT NULL DEFAULT 0,
`th` FLOAT NOT NULL DEFAULT 0,
`ve` FLOAT NOT NULL DEFAULT 0,
`vo` FLOAT NOT NULL DEFAULT 0 COMMENT 'volga (SR surface)',
`va` FLOAT NOT NULL DEFAULT 0 COMMENT 'vanna (SR surface)',
`rh` FLOAT NOT NULL DEFAULT 0,
`ph` FLOAT NOT NULL DEFAULT 0,
`srSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface slope (SR surface)',
`deDecay` FLOAT NOT NULL DEFAULT 0,
`sdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'term sdiv (stock dividend) rate',
`ddiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of discrete dividends',
`ddivPv` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of present value of discrete dividends',
`rate` FLOAT NOT NULL DEFAULT 0 COMMENT 'term discount rate',
`years` FLOAT NOT NULL DEFAULT 0 COMMENT 'years to expiration',
`error` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'pricing calc error (0 = none)',
`corpAction` TINYTEXT NOT NULL DEFAULT '',
`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='OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day.';
SELECT TABLE EXAMPLE QUERY
SELECT
`okey_at`,
`okey_ts`,
`okey_tk`,
`okey_yr`,
`okey_mn`,
`okey_dy`,
`okey_xx`,
`okey_cp`,
`tradeDate`,
`opnMarkState`,
`uSrCls`,
`uClose`,
`srClsPrc`,
`closePrc`,
`srPrc`,
`srVol`,
`srSrc`,
`de`,
`ga`,
`th`,
`ve`,
`vo`,
`va`,
`rh`,
`ph`,
`srSlope`,
`deDecay`,
`sdiv`,
`ddiv`,
`ddivPv`,
`rate`,
`years`,
`error`,
`corpAction`,
`timestamp`
FROM `SRLive`.`MsgOptionOpenMark`
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='OptionOpenMark' ORDER BY ordinal_position ASC;