LiveExpirySurface

V8 Message Definiton

LiveExpirySurface (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = 'PriorDay' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	SRMLinkAnalytics
Product	SRAnalytics
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
surfaceType	enum - SurfaceCurveType	PRI	'None'
uPrc	DOUBLE		0	effective uPrc used for surface fitting
uPrcDriver	DOUBLE		0	underlier driver midmarket
iDays	INT		0	interest days to expiry
years	FLOAT		0	volatility time to expiration in years
rate	FLOAT		0	term interest rate to expiry discount rate
atmVol	FLOAT		0	atm surface volatility xAxis 0
atmCen	FLOAT		0	censored atm surface volatility xAxis 0
atmSlope	FLOAT		0	volatility surface slope dVol dXAxis xAxis0
atmSkewYY	FLOAT		0	skewFn xAxis 0 sticky surface static point
atmVResidual	FLOAT		0	vResidual xAxis 0 sticky surface static point
atmSDiv	FLOAT		0	atm continous stock dividend borrow rate xAxis 0
basisEKey_at	enum - AssetType		'None'	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisEKey_ts	enum - TickerSrc		'None'	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisEKey_tk	VARCHAR(12)		''	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisEKey_yr	SMALLINT UNSIGNED		0	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisEKey_mn	TINYINT UNSIGNED		0	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisEKey_dy	TINYINT UNSIGNED		0	LiveBasisCurvepkeyekey record that defines BasisSkewFn below
basisTimestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	LiveBasisCurvetimestamp
axisFUPrc	FLOAT		0	axis FwdUPrc fwd underlying price used to compute xAxis
axisVolRT	FLOAT		0	axis VolRT value used to compute xAxis usually equal to skewMult value at curve min point
xMult	FLOAT		0
xShift	FLOAT		0
skewMult	FLOAT		0	sVol skewMult BasisSkewFnxMult xAxis xShift
maxResidualErr	FLOAT		0	largest remain residual error in premium points
cpAdjA	FLOAT		0	cpAdj cpAdjA cpXDe cpAdjB cpXDe cpXDe cpAdjC cpAdj is either sdiv or uPrcRatio
cpAdjB	FLOAT		0
cpAdjC	FLOAT		0
cpAdjRefVol	FLOAT		0	cpXDe 05 BScDeuPrc strike cpAdjRefVol years rate sdiv0
ticker_at	enum - AssetType		'None'	underlying stock key that this option expiration attaches to
ticker_ts	enum - TickerSrc		'None'	underlying stock key that this option expiration attaches to
ticker_tk	VARCHAR(12)		''	underlying stock key that this option expiration attaches to
fkey_at	enum - AssetType		'None'	underlying future key if any
fkey_ts	enum - TickerSrc		'None'	underlying future key if any
fkey_tk	VARCHAR(12)		''	underlying future key if any
fkey_yr	SMALLINT UNSIGNED		0	underlying future key if any
fkey_mn	TINYINT UNSIGNED		0	underlying future key if any
fkey_dy	TINYINT UNSIGNED		0	underlying future key if any
uPrcDriverKey_at	enum - AssetType		'None'	underlier driver key
uPrcDriverKey_ts	enum - TickerSrc		'None'	underlier driver key
uPrcDriverKey_tk	VARCHAR(12)		''	underlier driver key
uPrcDriverKey_yr	SMALLINT UNSIGNED		0	underlier driver key
uPrcDriverKey_mn	TINYINT UNSIGNED		0	underlier driver key
uPrcDriverKey_dy	TINYINT UNSIGNED		0	underlier driver key
uPrcDriverType	enum - SpdrKeyType		'None'	underlier driver key type stock or future
ddiv	FLOAT		0	expected cumulative discrete dividend amounts prior to expiration
ddivPv	FLOAT		0	expected cumulative npv of discrete dividend amounts prior to expiration SR global rate curve
ddivSource	enum - DDivSource		'None'	Forecast if any of the dividends prior to expiry are forecast rather than announced
symbolRatio	FLOAT		0	underlier price ratio usually 10 or a multihedge option price ratio if one exists
exType	enum - ExerciseType		'None'	exercise type American or European
modelType	enum - CalcModelType		'None'	option pricing model used for price calcs Normal LogNormal etc
priceType	enum - CalcPriceType		'None'	Equity has independent sdiv and rate Future has sdiv rate
earnCnt	FLOAT		0	number of qualifying earnings events prior to expiration can be fractional from StockEarningsCalendar
earnCntAdj	FLOAT		0	number of qualifying earnings events prior to expiration adjusted from StockEarningsCalendar LiveSurfaceTerm
moneynessType	enum - MoneynessType		'None'	moneyness xAxis convention
priceQuoteType	enum - PriceQuoteType		'None'	Price or Vol
atmVolHist	FLOAT		0	historical realized volatility includes eMoveHist x earnCntAdj adjustment Note that this is the default atmVol if no implied markets existed previous day
atmCenHist	FLOAT		0	censored earnings events removed historical realized volatility Trailing periods is 2x forward time to expiration From HistoricalVolatilitywindowTypehlCenmvnnn
uBetaHist	FLOAT		0	beta this underlier vs basis underlier T 1 week
eMove	FLOAT		0	implied earnings move from LiveSurfaceTerm
eMoveHist	FLOAT		0	historical earnings move avg of trailing 8 moves From StockEarningsCalendareMoveHist
minXAxis	FLOAT		0	minimum xAxis value left most point with a valid supporting strike
maxXAxis	FLOAT		0	maximum xAxis value right most point with a valid supporting strike
synSpot	FLOAT		0	synthetic spot price future style pricing
synCarry	FLOAT		0	synthetic carry rate future style pricing
uPrcRatio	DOUBLE		0	uPrcAdj uPrc uPrcRatioFit
pWidth	FLOAT		0	minimum mkt premium width
vWidth	FLOAT		0	minimum mkt volatility width
cCnt	SMALLINT UNSIGNED		0	num call strikes in base fit
pCnt	SMALLINT UNSIGNED		0	num put strikes in base fit
hasBracketMin	enum - YesNo		'None'
hasMinPoint	enum - YesNo		'None'
hasXMultABFit	enum - YesNo		'None'
xMultABFitError	DOUBLE		0
hasSkewMultFit	enum - YesNo		'None'
skewMultFitError	DOUBLE		0
cBidMiss	TINYINT UNSIGNED		0	number of call bid violations surface outside the market
cAskMiss	TINYINT UNSIGNED		0	number of call ask violations surface outside the market
pBidMiss	TINYINT UNSIGNED		0	number of put bid violations
pAskMiss	TINYINT UNSIGNED		0	number of put ask violations
fitScore	FLOAT		0
cumFitScore	FLOAT		0
fitCounter	INT		0	number of fitcount passes current trade date market open
tradeableStatus	enum - TradeableStatus		'None'	indicates whether the surface is currently tradeable or not all server surface integrity checks pass
marketSession	enum - MarketSession		'None'	market session this surface is from
surfaceFitResult	enum - SurfaceFitResult		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
ResidualList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6
surfaceType	7

JSON Block (ResidualList)

Field	Type	Comment
x	float	x axis
y	float	y value

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgLiveExpirySurface` (
    `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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','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,
    `surfaceType` ENUM('None','Live','PrevDay','Interp','Close','Test') NOT NULL DEFAULT 'None',
    `uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uPrc used for surface fitting',
    `uPrcDriver` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier driver (mid-market)',
    `iDays` INT NOT NULL DEFAULT 0 COMMENT 'interest days to expiry',
    `years` FLOAT NOT NULL DEFAULT 0 COMMENT 'volatility time to expiration (in years)',
    `rate` FLOAT NOT NULL DEFAULT 0 COMMENT 'term interest rate to expiry (discount rate)',
    `atmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm surface volatility (xAxis = 0)',
    `atmCen` FLOAT NOT NULL DEFAULT 0 COMMENT 'censored atm surface volatility (xAxis = 0)',
    `atmSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'volatility surface slope (dVol / dXAxis) (xAxis=0)',
    `atmSkewYY` FLOAT NOT NULL DEFAULT 0 COMMENT 'skewFn @ xAxis = 0 (sticky surface static point)',
    `atmVResidual` FLOAT NOT NULL DEFAULT 0 COMMENT 'vResidual @ xAxis = 0 (sticky surface static point)',
    `atmSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm continous stock dividend (borrow rate) (xAxis = 0)',
    `basisEKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisEKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisEKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisEKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisEKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisEKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'LiveBasisCurve.pkey.ekey record that defines BasisSkewFn below.',
    `basisTimestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'LiveBasisCurve.timestamp',
    `axisFUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis FwdUPrc (fwd underlying price used to compute xAxis)',
    `axisVolRT` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis VolRT value used to compute xAxis (usually equal to skewMult) (value at curve min point)',
    `xMult` FLOAT NOT NULL DEFAULT 0,
    `xShift` FLOAT NOT NULL DEFAULT 0,
    `skewMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'sVol = skewMult * BasisSkewFn(xMult * (xAxis - xShift))',
    `maxResidualErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'largest remain residual error (in premium points)',
    `cpAdjA` FLOAT NOT NULL DEFAULT 0 COMMENT 'cpAdj = cpAdjA + cpXDe * cpAdjB + cpXDe * cpXDe * cpAdjC [cpAdj is either sdiv or uPrcRatio]',
    `cpAdjB` FLOAT NOT NULL DEFAULT 0,
    `cpAdjC` FLOAT NOT NULL DEFAULT 0,
    `cpAdjRefVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'cpXDe = 0.5 - BS_cDe(uPrc, strike, cpAdjRefVol, years, rate, sdiv=0)',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlying stock key that this option expiration attaches to',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlying stock key that this option expiration attaches to',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying stock key that this option expiration attaches to',
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlying future key (if any)',
    `fkey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlying future key (if any)',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying future key (if any)',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `uPrcDriverKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key',
    `uPrcDriverKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key',
    `uPrcDriverKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier driver key',
    `uPrcDriverKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key type (stock or future)',
    `ddiv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative discrete dividend $ amounts prior to expiration',
    `ddivPv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve)',
    `ddivSource` ENUM('None','Announced','Forecast') NOT NULL DEFAULT 'None' COMMENT 'Forecast if any of the dividends prior to expiry are forecast rather than announced',
    `symbolRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier price ratio (usually 1.0 or a multi-hedge option price ratio; if one exists)',
    `exType` ENUM('None','American','European','Asian','Cliquet') NOT NULL DEFAULT 'None' COMMENT 'exercise type (American or European)',
    `modelType` ENUM('None','LogNormalExact','NormalExact','LogNormalApprox','NormalApprox') NOT NULL DEFAULT 'None' COMMENT 'option pricing model used for price calcs (Normal, LogNormal, etc.)',
    `priceType` ENUM('None','Equity','Future') NOT NULL DEFAULT 'None' COMMENT 'Equity has independent sdiv and rate, Future has sdiv = rate',
    `earnCnt` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)',
    `earnCntAdj` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)',
    `moneynessType` ENUM('None','PctStd','LogStd','NormStd') NOT NULL DEFAULT 'None' COMMENT 'moneyness (xAxis) convention',
    `priceQuoteType` ENUM('None','Price','Vol') NOT NULL DEFAULT 'None' COMMENT 'Price or Vol',
    `atmVolHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical realized volatility (includes eMoveHist x earnCntAdj adjustment).  Note that this is the default atmVol if no implied markets existed previous day.',
    `atmCenHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'censored (earnings events removed) historical realized volatility.  Trailing periods is 2x forward time to expiration.  From HistoricalVolatility(windowType=hlCen).mv_nnn',
    `uBetaHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'beta (this underlier vs basis underlier; T + 1 week)',
    `eMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'implied earnings move (from LiveSurfaceTerm)',
    `eMoveHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist',
    `minXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum xAxis value; left most point with a valid supporting strike',
    `maxXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum xAxis value; right most point with a valid supporting strike',
    `synSpot` FLOAT NOT NULL DEFAULT 0 COMMENT 'synthetic spot price (future style pricing)',
    `synCarry` FLOAT NOT NULL DEFAULT 0 COMMENT 'synthetic carry rate (future style pricing)',
    `uPrcRatio` DOUBLE NOT NULL DEFAULT 0 COMMENT 'uPrcAdj = uPrc * uPrcRatioFit',
    `pWidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt premium width',
    `vWidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt volatility width',
    `cCnt` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num call strikes in base fit',
    `pCnt` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num put strikes in base fit',
    `hasBracketMin` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `hasMinPoint` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `hasXMultABFit` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `xMultABFitError` DOUBLE NOT NULL DEFAULT 0,
    `hasSkewMultFit` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `skewMultFitError` DOUBLE NOT NULL DEFAULT 0,
    `cBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call bid violations (surface outside the market)',
    `cAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call ask violations (surface outside the market)',
    `pBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put bid violations',
    `pAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put ask violations',
    `fitScore` FLOAT NOT NULL DEFAULT 0,
    `cumFitScore` FLOAT NOT NULL DEFAULT 0,
    `fitCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of fit/count passes (current trade date / market open)',
    `tradeableStatus` ENUM('None','OK','SurfaceErr','LowCCnt','LowPCnt','FitPrcErr','BidAskMiss','LowCounter','DefaultSkew','SessionMiss','BaseErr','SwitchDelay','WideMktV','WideMktP','WideUMkt','UWidthEma','CCntEma','PCntEma','VWidthEma','PWidthEma','Closed') NOT NULL DEFAULT 'None' COMMENT 'indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session this surface is from',
    `surfaceFitResult` ENUM('None','OK','OptMktClosed','NoBasisFn','NoCPItems') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `ResidualList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ResidualList)),
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`surfaceType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='LiveExpirySurface (surfaceType = \'Live\') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = \'PriorDay\' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `surfaceType`,
    `uPrc`,
    `uPrcDriver`,
    `iDays`,
    `years`,
    `rate`,
    `atmVol`,
    `atmCen`,
    `atmSlope`,
    `atmSkewYY`,
    `atmVResidual`,
    `atmSDiv`,
    `basisEKey_at`,
    `basisEKey_ts`,
    `basisEKey_tk`,
    `basisEKey_yr`,
    `basisEKey_mn`,
    `basisEKey_dy`,
    `basisTimestamp`,
    `axisFUPrc`,
    `axisVolRT`,
    `xMult`,
    `xShift`,
    `skewMult`,
    `maxResidualErr`,
    `cpAdjA`,
    `cpAdjB`,
    `cpAdjC`,
    `cpAdjRefVol`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `uPrcDriverKey_at`,
    `uPrcDriverKey_ts`,
    `uPrcDriverKey_tk`,
    `uPrcDriverKey_yr`,
    `uPrcDriverKey_mn`,
    `uPrcDriverKey_dy`,
    `uPrcDriverType`,
    `ddiv`,
    `ddivPv`,
    `ddivSource`,
    `symbolRatio`,
    `exType`,
    `modelType`,
    `priceType`,
    `earnCnt`,
    `earnCntAdj`,
    `moneynessType`,
    `priceQuoteType`,
    `atmVolHist`,
    `atmCenHist`,
    `uBetaHist`,
    `eMove`,
    `eMoveHist`,
    `minXAxis`,
    `maxXAxis`,
    `synSpot`,
    `synCarry`,
    `uPrcRatio`,
    `pWidth`,
    `vWidth`,
    `cCnt`,
    `pCnt`,
    `hasBracketMin`,
    `hasMinPoint`,
    `hasXMultABFit`,
    `xMultABFitError`,
    `hasSkewMultFit`,
    `skewMultFitError`,
    `cBidMiss`,
    `cAskMiss`,
    `pBidMiss`,
    `pAskMiss`,
    `fitScore`,
    `cumFitScore`,
    `fitCounter`,
    `tradeableStatus`,
    `marketSession`,
    `surfaceFitResult`,
    `timestamp`,
    `ResidualList`
FROM `SRAnalytics`.`MsgLiveExpirySurface`
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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','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
  AND
    /* Replace with a ENUM('None','Live','PrevDay','Interp','Close','Test') */ 
    `surfaceType` = 'None';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='LiveExpirySurface' ORDER BY ordinal_position ASC;