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Version: 8.4.10.2

SpdrTheoExpSurface

V8 Message Definiton

SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration). These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve. Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities.\nSurface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available.\nSee the technical note on client supplied theoretical surfaces for more details.

METADATA

AttributeValue
Topic1945-client-theos
MLink TokenSystemData
ProductSRTheo
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
ekey_atenum - AssetTypePRI'None'
ekey_tsenum - TickerSrcPRI'None'
ekey_tkVARCHAR(12)PRI''
ekey_yrSMALLINT UNSIGNEDPRI0
ekey_mnTINYINT UNSIGNEDPRI0
ekey_dyTINYINT UNSIGNEDPRI0
theoModelVARCHAR(16)PRI''
clientFirmVARCHAR(16)PRI''client firm this theo model is associated with controls visibility
ticker_atenum - AssetType'None'
ticker_tsenum - TickerSrc'None'
ticker_tkVARCHAR(12)''
skewFuncenum - SkewFunc'None'
volTimeUnitsenum - VolTimeUnits'Default'default uses the SR native time metric trading minutes V6 is a prior SR metric trading days
uPrcRefRuleenum - uPrcRefRule'NbboMid'
refUPrcFLOAT-11 use SR uPrc record insert
refUPrcWeightFLOAT0w 01adjRefUPrc w refUPrc 1 w uPrcnote w1 implies sticky strike behaviorw0 implies sticky delta behavior
refSRAtmFLOAT-11 use SR surface atm record insert
refSRAtmWeightFLOAT0w 01theoVolAdj theoVol tvSlope uPrc refUPrc w liveSRAtm refSRAtm
paramAFLOAT0param A J are inputs to the skewFunc model selected above
paramBFLOAT0
paramCFLOAT0
paramDFLOAT0
paramEFLOAT0
paramFFLOAT0
paramGFLOAT0
paramHFLOAT0
paramIFLOAT0
paramJFLOAT0
theoVolFLOAT0theo volatility hypothetical atm strike note hypothetical atm strike depends on the definition of xAxis implied by the skewFunc modelusually the strike where xAxis 0
bOpnVolFLOAT0buy open vol
bClsVolFLOAT0buy close vol
sOpnVolFLOAT0sell open vol
sClsVolFLOAT0sell close vol
bOpnEdgeFLOAT0edge spread to open when buying
bClsEdgeFLOAT0edge spread to close when buying
sOpnEdgeFLOAT0edge spread to open when selling
sClsEdgeFLOAT0edge spread to close when selling
buySellConventionenum - BuySellConvention'None'
lnDDivFLOAT-99depricated
shDDivFLOAT-99depricated
lnSDivFLOAT-99long sdiv
shSDivFLOAT-99short sdiv
tvSlopeFLOAT0tvSlope dTheoVol dUPrctheoVolAdj theoVol tvSlope uPrc refUPrc Note tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when accounthedgeType TvS
divRuleenum - DivRule'UseSRImplied'specifies how DDiv and SDiv values will be incorporated
userRateOverrideenum - YesNo'No'use rate from the UserRateOverride table instead of SR Rate curve
userSDivOverrideenum - YesNo'No'use sdiv from the UserSDivOverride table instead of SR SDiv
userDDivOverrideenum - YesNo'No'use dividends from the UserDividendOverride table instead of SR Dividends
minUBidFLOAT0any nonhold status will revert to markup if live uMid is outside of minUBid maxUAsk
maxUAskFLOAT0
theoStatusenum - TheoStatus'Hold'
commentVARCHAR(16)''
updatedDATETIME(6)'1900-01-01 00:00:00.000000'datetime of last record update will default to current datetime on record load of not supplied
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ekey_tk1
ekey_yr2
ekey_mn3
ekey_dy4
ekey_at5
ekey_ts6
theoModel7
clientFirm8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTheo`.`MsgSRTheoExpSurface` (
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','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,
`theoModel` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm this theo model is associated with (controls visibility)',
`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 '',
`skewFunc` ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') NOT NULL DEFAULT 'None',
`volTimeUnits` ENUM('Default','V6') NOT NULL DEFAULT 'Default' COMMENT 'default uses the SR native time metric (trading minutes); V6 is a prior SR metric (trading days)',
`uPrcRefRule` ENUM('NbboMid','NbboCross') NOT NULL DEFAULT 'NbboMid',
`refUPrc` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR uPrc @ record insert',
`refUPrcWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];adjRefUPrc = w * refUPrc + (1 - w) * uPrc;note: w=1 implies sticky strike behavior;w=0 implies sticky delta behavior',
`refSRAtm` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR surface atm @ record insert',
`refSRAtmWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc) + w * (liveSRAtm - refSRAtm)',
`paramA` FLOAT NOT NULL DEFAULT 0 COMMENT 'param A - J are inputs to the skewFunc model selected above',
`paramB` FLOAT NOT NULL DEFAULT 0,
`paramC` FLOAT NOT NULL DEFAULT 0,
`paramD` FLOAT NOT NULL DEFAULT 0,
`paramE` FLOAT NOT NULL DEFAULT 0,
`paramF` FLOAT NOT NULL DEFAULT 0,
`paramG` FLOAT NOT NULL DEFAULT 0,
`paramH` FLOAT NOT NULL DEFAULT 0,
`paramI` FLOAT NOT NULL DEFAULT 0,
`paramJ` FLOAT NOT NULL DEFAULT 0,
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo volatility @ hypothetical atm strike (note: hypothetical atm strike depends on the definition of xAxis implied by the skewFunc model;usually the strike where xAxis = 0)',
`bOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy open vol',
`bClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy close vol',
`sOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell open vol',
`sClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell close vol',
`bOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when buying',
`bClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when buying',
`sOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when selling',
`sClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when selling',
`buySellConvention` ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') NOT NULL DEFAULT 'None',
`lnDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
`shDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
`lnSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'long sdiv',
`shSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'short sdiv',
`tvSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'tvSlope = dTheoVol / dUPrc;theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc). Note: tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when account.hedgeType = ''TvS''',
`divRule` ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') NOT NULL DEFAULT 'UseSRImplied' COMMENT 'specifies how DDiv and SDiv values will be incorporated',
`userRateOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use rate from the UserRateOverride table instead of SR Rate curve',
`userSDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use sdiv from the UserSDivOverride table instead of SR SDiv',
`userDDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use dividends from the UserDividendOverride table instead of SR Dividends',
`minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'any non-hold status will revert to markup if live uMid is outside of [minUBid, maxUAsk]',
`maxUAsk` FLOAT NOT NULL DEFAULT 0,
`theoStatus` ENUM('Hold','Auto','Scanner','Markup','CloseOnly') NOT NULL DEFAULT 'Hold',
`comment` VARCHAR(16) NOT NULL DEFAULT '',
`updated` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'datetime of last record update. will default to current datetime on record load of not supplied',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`theoModel`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration). These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve. Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities.\nSurface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available.\nSee the technical note on client supplied theoretical surfaces for more details.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`theoModel`,
`clientFirm`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`skewFunc`,
`volTimeUnits`,
`uPrcRefRule`,
`refUPrc`,
`refUPrcWeight`,
`refSRAtm`,
`refSRAtmWeight`,
`paramA`,
`paramB`,
`paramC`,
`paramD`,
`paramE`,
`paramF`,
`paramG`,
`paramH`,
`paramI`,
`paramJ`,
`theoVol`,
`bOpnVol`,
`bClsVol`,
`sOpnVol`,
`sClsVol`,
`bOpnEdge`,
`bClsEdge`,
`sOpnEdge`,
`sClsEdge`,
`buySellConvention`,
`lnDDiv`,
`shDDiv`,
`lnSDiv`,
`shSDiv`,
`tvSlope`,
`divRule`,
`userRateOverride`,
`userSDivOverride`,
`userDDivOverride`,
`minUBid`,
`maxUAsk`,
`theoStatus`,
`comment`,
`updated`,
`timestamp`
FROM `SRTheo`.`MsgSRTheoExpSurface`
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
AND
/* Replace with a VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTheo`.`MsgSRTheoExpSurface` 
SET
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */
`skewFunc` = 'None',
/* Replace with a ENUM('Default','V6') */
`volTimeUnits` = 'Default',
/* Replace with a ENUM('NbboMid','NbboCross') */
`uPrcRefRule` = 'NbboMid',
/* Replace with a FLOAT */
`refUPrc` = 1.23,
/* Replace with a FLOAT */
`refUPrcWeight` = 1.23,
/* Replace with a FLOAT */
`refSRAtm` = 1.23,
/* Replace with a FLOAT */
`refSRAtmWeight` = 1.23,
/* Replace with a FLOAT */
`paramA` = 1.23,
/* Replace with a FLOAT */
`paramB` = 1.23,
/* Replace with a FLOAT */
`paramC` = 1.23,
/* Replace with a FLOAT */
`paramD` = 1.23,
/* Replace with a FLOAT */
`paramE` = 1.23,
/* Replace with a FLOAT */
`paramF` = 1.23,
/* Replace with a FLOAT */
`paramG` = 1.23,
/* Replace with a FLOAT */
`paramH` = 1.23,
/* Replace with a FLOAT */
`paramI` = 1.23,
/* Replace with a FLOAT */
`paramJ` = 1.23,
/* Replace with a FLOAT */
`theoVol` = 1.23,
/* Replace with a FLOAT */
`bOpnVol` = 1.23,
/* Replace with a FLOAT */
`bClsVol` = 1.23,
/* Replace with a FLOAT */
`sOpnVol` = 1.23,
/* Replace with a FLOAT */
`sClsVol` = 1.23,
/* Replace with a FLOAT */
`bOpnEdge` = 1.23,
/* Replace with a FLOAT */
`bClsEdge` = 1.23,
/* Replace with a FLOAT */
`sOpnEdge` = 1.23,
/* Replace with a FLOAT */
`sClsEdge` = 1.23,
/* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
`buySellConvention` = 'None',
/* Replace with a FLOAT */
`lnDDiv` = 1.23,
/* Replace with a FLOAT */
`shDDiv` = 1.23,
/* Replace with a FLOAT */
`lnSDiv` = 1.23,
/* Replace with a FLOAT */
`shSDiv` = 1.23,
/* Replace with a FLOAT */
`tvSlope` = 1.23,
/* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
`divRule` = 'UseSRImplied',
/* Replace with a ENUM('None','Yes','No') */
`userRateOverride` = 'No',
/* Replace with a ENUM('None','Yes','No') */
`userSDivOverride` = 'No',
/* Replace with a ENUM('None','Yes','No') */
`userDDivOverride` = 'No',
/* Replace with a FLOAT */
`minUBid` = 1.23,
/* Replace with a FLOAT */
`maxUAsk` = 1.23,
/* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
`theoStatus` = 'Hold',
/* Replace with a VARCHAR(16) */
`comment` = 'Example_comment',
/* Replace with a DATETIME(6) */
`updated` = '2022-01-01 12:34:56.000000',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
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
AND
/* Replace with a VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTheo`.`MsgSRTheoExpSurface`(
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ekey_at`,
/* 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`,
/* Replace with a VARCHAR(12) */
`ekey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`ekey_yr`,
/* Replace with a TINYINT UNSIGNED */
`ekey_mn`,
/* Replace with a TINYINT UNSIGNED */
`ekey_dy`,
/* Replace with a VARCHAR(16) */
`theoModel`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at`,
/* 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`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */
`skewFunc`,
/* Replace with a ENUM('Default','V6') */
`volTimeUnits`,
/* Replace with a ENUM('NbboMid','NbboCross') */
`uPrcRefRule`,
/* Replace with a FLOAT */
`refUPrc`,
/* Replace with a FLOAT */
`refUPrcWeight`,
/* Replace with a FLOAT */
`refSRAtm`,
/* Replace with a FLOAT */
`refSRAtmWeight`,
/* Replace with a FLOAT */
`paramA`,
/* Replace with a FLOAT */
`paramB`,
/* Replace with a FLOAT */
`paramC`,
/* Replace with a FLOAT */
`paramD`,
/* Replace with a FLOAT */
`paramE`,
/* Replace with a FLOAT */
`paramF`,
/* Replace with a FLOAT */
`paramG`,
/* Replace with a FLOAT */
`paramH`,
/* Replace with a FLOAT */
`paramI`,
/* Replace with a FLOAT */
`paramJ`,
/* Replace with a FLOAT */
`theoVol`,
/* Replace with a FLOAT */
`bOpnVol`,
/* Replace with a FLOAT */
`bClsVol`,
/* Replace with a FLOAT */
`sOpnVol`,
/* Replace with a FLOAT */
`sClsVol`,
/* Replace with a FLOAT */
`bOpnEdge`,
/* Replace with a FLOAT */
`bClsEdge`,
/* Replace with a FLOAT */
`sOpnEdge`,
/* Replace with a FLOAT */
`sClsEdge`,
/* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
`buySellConvention`,
/* Replace with a FLOAT */
`lnDDiv`,
/* Replace with a FLOAT */
`shDDiv`,
/* Replace with a FLOAT */
`lnSDiv`,
/* Replace with a FLOAT */
`shSDiv`,
/* Replace with a FLOAT */
`tvSlope`,
/* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
`divRule`,
/* Replace with a ENUM('None','Yes','No') */
`userRateOverride`,
/* Replace with a ENUM('None','Yes','No') */
`userSDivOverride`,
/* Replace with a ENUM('None','Yes','No') */
`userDDivOverride`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
`theoStatus`,
/* Replace with a VARCHAR(16) */
`comment`,
/* Replace with a DATETIME(6) */
`updated`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'None',
'None',
'Example_ekey_tk',
123,
1,
1,
'Example_theoModel',
'Example_clientFirm',
'None',
'None',
'Example_ticker_tk',
'None',
'Default',
'NbboMid',
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'None',
1.23,
1.23,
1.23,
1.23,
1.23,
'UseSRImplied',
'No',
'No',
'No',
1.23,
1.23,
'Hold',
'Example_comment',
'2022-01-01 12:34:56.000000',
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTheo`.`MsgSRTheoExpSurface` 
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
AND
/* Replace with a VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRTheo.doccolumns WHERE TABLE_NAME='SpdrTheoExpSurface' ORDER BY ordinal_position ASC;