SkewBasisCurveV4
METADATA
Attribute | Value |
---|---|
Topic | 1000-analytics |
MLink Token | SystemData |
Product | SRAnalytics |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
ticker_at | enum - AssetType | PRI | 'None' | |
ticker_ts | enum - TickerSrc | PRI | 'None' | |
ticker_tk | VARCHAR(12) | PRI | '' | |
minX | DOUBLE | 0 | typically 30 | |
maxX | DOUBLE | 0 | typically 30 | |
numPoints | INT | 0 | typically 601 skew points are 010 xAxis pts apart | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
PointList | JSON | 'JSON_OBJECT()' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
JSON Block (PointList)
Field | Type | Comment |
---|---|---|
yy | double | skew fn value at grid point usually yy 10 x 00 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRAnalytics`.`MsgSkewBasisCurveV4` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ticker_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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`minX` DOUBLE NOT NULL DEFAULT 0 COMMENT 'typically: -30',
`maxX` DOUBLE NOT NULL DEFAULT 0 COMMENT 'typically: +30',
`numPoints` INT NOT NULL DEFAULT 0 COMMENT 'typically: 601 (skew points are 0.10 xAxis pts apart)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`PointList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(PointList)),
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`minX`,
`maxX`,
`numPoints`,
`timestamp`,
`PointList`
FROM `SRAnalytics`.`MsgSkewBasisCurveV4`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_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') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='SkewBasisCurveV4' ORDER BY ordinal_position ASC;