SyntheticExpiryCloseMark
METADATA
Attribute | Value |
---|---|
Topic | 3120-market-marks |
MLink Token | SystemData |
Product | SRLive |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
ekey_at | enum - AssetType | PRI | 'None' | |
ekey_ts | enum - TickerSrc | PRI | 'None' | |
ekey_tk | VARCHAR(12) | PRI | '' | |
ekey_yr | SMALLINT UNSIGNED | PRI | 0 | |
ekey_mn | TINYINT UNSIGNED | PRI | 0 | |
ekey_dy | TINYINT UNSIGNED | PRI | 0 | |
tradeDate | DATE | '1900-01-01' | ||
clsMarkState | enum - ClsMarkState | 'None' | Close mark state None LastPrt SRClose ExchClose Final | |
opnPrc | DOUBLE | 0 | Opening price | |
bidPrc | DOUBLE | 0 | bid price close 1min | |
askPrc | DOUBLE | 0 | ask price close 1min | |
srClsPrc | DOUBLE | 0 | sr close mark close 1min | |
closePrc | DOUBLE | 0 | official exchange closing mark | |
hasSRClsPrc | enum - YesNo | 'None' | ||
hasClosePrc | enum - YesNo | 'None' | ||
srCloseMarkDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | from MarketCloseQuotesrCloseMarkDttm | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ekey_tk | 1 |
ekey_yr | 2 |
ekey_mn | 3 |
ekey_dy | 4 |
ekey_at | 5 |
ekey_ts | 6 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgSyntheticExpiryCloseMark` (
`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,
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`clsMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Close mark state: None; LastPrt; SRClose; ExchClose; Final',
`opnPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Opening price',
`bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (close - 1min)',
`askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (close - 1min)',
`srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'sr close mark (close - 1min)',
`closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark',
`hasSRClsPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`hasClosePrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`srCloseMarkDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'from MarketCloseQuote.srCloseMarkDttm',
`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`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`tradeDate`,
`clsMarkState`,
`opnPrc`,
`bidPrc`,
`askPrc`,
`srClsPrc`,
`closePrc`,
`hasSRClsPrc`,
`hasClosePrc`,
`srCloseMarkDttm`,
`timestamp`
FROM `SRLive`.`MsgSyntheticExpiryCloseMark`
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;
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='SyntheticExpiryCloseMark' ORDER BY ordinal_position ASC;