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Version: 8.4.08.4

SyntheticExpiryQuote

V8 Message Definiton

Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources

METADATA

AttributeValue
Topic2675-market-data-index
MLink TokenSystemData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ekey_atenum - AssetTypePRI'None'root expiry
ekey_tsenum - TickerSrcPRI'None'root expiry
ekey_tkVARCHAR(12)PRI''root expiry
ekey_yrSMALLINT UNSIGNEDPRI0root expiry
ekey_mnTINYINT UNSIGNEDPRI0root expiry
ekey_dyTINYINT UNSIGNEDPRI0root expiry
fairPriceDOUBLE0
bidPriceDOUBLE0best implied bid price
askPriceDOUBLE0best implied ask price
bidSizeINT0best implied bid size
askSizeINT0best implied ask size
bidSourceenum - SyntheticSource'None'
askSourceenum - SyntheticSource'None'
marketStatusenum - MarketStatus'None'composite market status of all dependent markets
netTimestampBIGINT0most recent net timestamp of any market affecting this record

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ekey_tk1
ekey_yr2
ekey_mn3
ekey_dy4
ekey_at5
ekey_ts6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgSyntheticExpiryQuote` (
`ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'root + expiry',
`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' COMMENT 'root + expiry',
`ekey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'root + expiry',
`ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
`ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
`ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
`fairPrice` DOUBLE NOT NULL DEFAULT 0,
`bidPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best implied bid price',
`askPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best implied ask price',
`bidSize` INT NOT NULL DEFAULT 0 COMMENT 'best implied bid size',
`askSize` INT NOT NULL DEFAULT 0 COMMENT 'best implied ask size',
`bidSource` ENUM('None','Future','FutureRoll','Stock') NOT NULL DEFAULT 'None',
`askSource` ENUM('None','Future','FutureRoll','Stock') NOT NULL DEFAULT 'None',
`marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'composite market status of all dependent markets',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'most recent net timestamp of any market affecting this record',
PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources';

SELECT TABLE EXAMPLE QUERY

SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`fairPrice`,
`bidPrice`,
`askPrice`,
`bidSize`,
`askSize`,
`bidSource`,
`askSource`,
`marketStatus`,
`netTimestamp`
FROM `SRLive`.`MsgSyntheticExpiryQuote`
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='SyntheticExpiryQuote' ORDER BY ordinal_position ASC;