securityID | BIGINT | PRI | 0 | exchange spread ID eg CME ProductID or ISE SecurityID |
exchSource | enum - ExchSource | PRI | 'None' | |
ticker_at | enum - AssetType | | 'None' | first ticker in leg list |
ticker_ts | enum - TickerSrc | | 'None' | first ticker in leg list |
ticker_tk | VARCHAR(12) | SEC | '' | first ticker in leg list |
securityDesc | TINYTEXT | | '' | SR constructedblank on broadcast filled by tool or SRSE proxy |
rfqSource | VARCHAR(255) | | 'Any' | |
rfqStrategy | enum - SpreadStrategy | | 'None' | |
isCoveredStrategy | enum - YesNo | | 'None' | |
isTradeable | enum - YesNo | | 'None' | |
rfqBidPrice | DOUBLE | | 0 | best bid buy price for this RFQSpread book |
rfqBidQuan | INT | | 0 | cumulative bid buy quantity |
rfqAskPrice | DOUBLE | | 0 | best ask sell price for this RFQSpread book |
rfqAskQuan | INT | | 0 | cumulative ask sell quantity |
rfqPrtPrice | DOUBLE | | 0 | last print price for this RFQSpread |
rfqPrtSize | INT | | 0 | last print size for this RFQSpread |
rfqPrtVolume | INT | | 0 | total print volume for session for this RFQSpread |
rfqPrtTime | BIGINT | | 0 | |
bidPrice | DOUBLE | | 0 | best bid buy price for this RFQSpread from individual legs |
bidQuan | INT | | 0 | minimum bid buy quantity from individual legs |
askPrice | DOUBLE | | 0 | best ask sell price for this RFQSpread from individual legs |
askQuan | INT | | 0 | minimum ask sell quantity from individual legs |
surfDelta | FLOAT | | 0 | delta of all legs |
surfVega | FLOAT | | 0 | vega of all legs |
surfPrice | FLOAT | | 0 | surfPrice SR midmarket of all legs |
theoPrice | FLOAT | | 0 | theoPrice if applicable of all legs |
theoPriceLo | FLOAT | | 0 | theoPrice if applicable of all legs best way |
theoPriceHi | FLOAT | | 0 | theoPrice if applicable of all legs worst way |
minUPrc | DOUBLE | | 0 | min uPrc of all option legs |
maxUPrc | DOUBLE | | 0 | max uPrc of all option legs |
minYears | FLOAT | | 0 | min years of all option legs |
maxYears | FLOAT | | 0 | max years of all option legs |
legSecTypes | VARCHAR(255) | | 'Any' | multi value |
exchange | VARCHAR(8) | | '' | comma separated list |
grpNum | INT | | 0 | industry group number equities only |
sector | VARCHAR(16) | | '' | user defined sector code if any |
riskClass | VARCHAR(8) | | '' | risk class letter code |
optStatus | enum - OptStatus | | 'Hold' | |
posVega | FLOAT | | 0 | |
posGamma | FLOAT | | 0 | |
posTheta | FLOAT | | 0 | |
posDelta | FLOAT | | 0 | |
netTimestamp | BIGINT | | 0 | PTP timestamp of most recent message update |
filterId | BIGINT | | 0 | used by tooltoolServer session to multiplex filters |
numLegs | INT | | 0 | |
QuoteLegsList | JSON | | 'JSON_OBJECT()' | |