SpreadPrint

V8 Message Definiton

METADATA

Attribute	Value
Topic	2895-market-data-spreads
MLink Token	SpreadMktData
Product	SRSpread
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
skey_at	enum - AssetType	PRI	'None'	SR assigned Spread TickerKey can be found in ProductDefinition
skey_ts	enum - TickerSrc	PRI	'None'	SR assigned Spread TickerKey can be found in ProductDefinition
skey_tk	VARCHAR(12)	PRI	''	SR assigned Spread TickerKey can be found in ProductDefinition
ticker_at	enum - AssetType		'None'	common spread underlier
ticker_ts	enum - TickerSrc		'None'	common spread underlier
ticker_tk	VARCHAR(12)		''	common spread underlier
side	enum - BuySell		'None'
prtSize	INT		0
prtPrice	DOUBLE		0
prtExch	enum - OptExch		'None'
srcTimestamp	BIGINT		0	source high precision timestamp if available
netTimestamp	BIGINT		0	PTP timestamp
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
skey_tk	1
skey_at	2
skey_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadPrint` (
    `skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
    `skey_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 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
    `skey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
    `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 'common spread underlier',
    `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 'common spread underlier',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'common spread underlier',
    `side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `prtSize` INT NOT NULL DEFAULT 0,
    `prtPrice` DOUBLE NOT NULL DEFAULT 0,
    `prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'PTP timestamp',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `skey_at`,
    `skey_ts`,
    `skey_tk`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `side`,
    `prtSize`,
    `prtPrice`,
    `prtExch`,
    `srcTimestamp`,
    `netTimestamp`,
    `timestamp`
FROM `SRSpread`.`MsgSpreadPrint`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `skey_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') */ 
    `skey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `skey_tk` = 'Example_skey_tk';

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadPrint' ORDER BY ordinal_position ASC;