SRSE Product: SRSpread
| # | Message Name | Description |
|---|---|---|
| 2895 | SpreadBookMarkup | Live spread quotes with SpiderRock markup details for equity and future option spreads. |
| 2900 | SpreadBookQuote | This table contains live spread quote records from the individual equity option exchanges. Each record contains up to two price levels and represents a live snapshot of the book for a specific spread. |
| 3155 | SpreadCloseMark | SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads SpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final BaseObj:Spread |
| 2925 | SpreadMarketSummary | These records represent live market summary snapshots for each active spread market |
| 3160 | SpreadOpenMark | SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. BaseObj:Spread |
| 2930 | SpreadPrint |