| 4335 | CCodeDefinition | Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions. |
| 3120 | FutureCloseMark | FutureCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
| 3125 | FutureOpenMark | FutureOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
| 2605 | FuturePrintMarkup | FuturePrintMarkup records are created for all future prints |
| 4255 | FuturePrintProbability | |
| 2610 | FuturePrintSet | FuturePrintSet records are created for all future prints (outrights and spreads) and published to the SpiderRock elastic cluster when markup detail is complete (F+10M) |
| 4260 | FutureQuoteProbability | |
| 3590 | GlobalDividends | GlobalDividend records contain projected future discrete dividend payment dates and amounts for dividend paying equities. These records are the dividend values that are incorporated into option pricing calculations. |
| 3595 | GlobalRates | |
| 3225 | HistoricalVolatilities | Values in this table are computed daily and are calculated from end-of-day marks from the previous period. Official exchange closing values are used where possible. |
| 4350 | IndustryDefinition | This table contains the definitions of ind (00), sub (0000), grp (000000), and nbr (00000000) numeric codes are used in the SpiderRock platform. |
| 1010 | LiveAtmVol | LiveAtmVol records are computed and publish continuously during trading hours |
| 1130 | LiveBasisCurve | var = vol^2 = skewMult * skewFN[ xMult * (xAxis - xShift) ] |
| 1134 | LiveExpiryAtm | LiveExpiryAtm (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit. |
| 1132 | LiveExpirySurface | LiveExpirySurface (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit. |
| 1025 | LiveIVarSwapFixedTerm | LiveVarSwapFixedTerm records contain a live implied variance term record at standardized days-to-expiration. |
| 1015 | LiveImpliedQuote | CalcSource=Tick records are computed and published each time an option NBBO price changes. CalcSource=Loop records are computed in a 2-3 minute background loop. |
| 1020 | LiveImpliedQuoteAdj | |
| 1125 | LiveRevConQuote | |
| 1030 | LiveSurfaceAtm | |
| 1035 | LiveSurfaceCurve | LiveSurfaceCurve (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit. |
| 1040 | LiveSurfaceFixedGrid | This table contains a live grided (interpolated) censored implied volatility surface. Each record contains standarized live and prior period implied volatilities at standarized skew points for a standardized days-to-expiration value. |
| 1045 | LiveSurfaceFixedTerm | LiveSurfaceFixedTerm (surfaceType = 'Live') records contain a live implied volatility term record at standardized days-to-expiration. SurfaceType = 'PriorDay' records contain the final record from the prior trading day. |
| 1055 | LiveSurfacePerf | LiveSurfacePerf records contain current and prior period implied ATM volatilities and greeks and as well as fixed-strike PnL values. The strike used for the fix-strike calculation is equal to the forward underlier price that prevailed on the open. Note that this strike price 'resets' each day. |
| 4355 | OptExpiryDefinition | This table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions. |
| 5030 | OptionCalculator | This table allows custom option pricing based on either user or SR supplied input values. |
| 3140 | OptionCloseMark | OptionCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
| 5035 | OptionImpliedPair | This table contains current live NBBO prices and implied volatilites as well as greeks and SpiderRock surface volatilities/prices for all call/put pairs in the market. |
| 5045 | OptionImpliedVol | This table contains option implied volatilities computed using fast/accurate calcuation methods while the SELECT is processing. Note that if you need even faster queries that cover a large number of strikes you may be better off using the OptionImpliedQuoteAdj table as it is pre-computed. |
| 1090 | OptionLookback | OptionLookback records are published by the SurfaceModelServer and represent a stable frame lookback window on the option market (typically about 10 minutes) |
| 3145 | OptionOpenMark | OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
| 3235 | OptionOpenVega | This table contains cumulative open interest, day trading volume in terms of both contracts and vega. |
| 4265 | OptionPrintProbability | |
| 2815 | OptionPrintSet | OptionPrintSet records contain every option print along with quote, surface, and SR probability details at print time. These records also contain T+1M and T+10M forward mark details. These records are created for every print at the time of print and are published to the SpiderRock elastic cluster 10 minutes later when T + 10M forward marks are available. |
| 2820 | OptionPrintSetSummary | OptionPrintSetSummary records are created at the end of each trading period and contain a summary of the activity for the period; Summary of OptionPrintSet records |
| 4270 | OptionQuoteProbability | |
| 1095 | OptionRiskFactor | This table contains the up/dn underlier price slides used in OCC risk calculations. Note that these values are computed by SpiderRock using similar methods but may not exactly match OCC values. |
| 4360 | ProductDefinitionV2 | SpiderRock normalized exchange product definitions. Includes future, option, and spread definitions from a number of exchanges. TickerDefinitions, RootDefinitions and CCodeDefinitions are consistent with these records. |
| 4365 | RootDefinition | RootDefinition records are sourced from the listing exchange for future options and from OCC for US equity options. Records are updated as SpiderRock receives changes. |
| 5060 | SpanRiskCalculator | This table allows custom span risk calculations based on either user or SR supplied input values. |
| 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 |
| 3160 | SpreadOpenMark | SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. |
| 3240 | StockBeta | Beta values are computed weekly for a few different ETFs. |
| 3245 | StockBetaExt | Beta values are computed nightly for a few different indexes and industries. |
| 1730 | StockBorrowRate | This data is sourced from various clearing firms and typically represents their public borrow rates. Data is typically loaded once at the start of each trading day. |
| 3165 | StockCloseMark | StockCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
| 3250 | StockDetail | This table contains a ticker level summary of some earnings related information. This information is also available in other records but is collected here for convenience. |
| 3620 | StockEarningsCalendar | StockEarningsCalendar records contain a historical (prior 12) earnings dates and future (next 12) projected dates. |
| 3170 | StockOpenMark | StockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. |
| 3055 | StockPrintMarkup | StockPrintMarkup records are created/published for all stock prints |
| 4275 | StockPrintProbability | |
| 3060 | StockPrintSet | StockPrintSet records are created for each print and published to the SpiderRock elastic cluster 10 minutes later, when T+10M markup detail is available. |
| 4280 | StockQuoteProbability | |
| 3175 | SyntheticExpiryCloseMark | |
| 3180 | SyntheticExpiryOpenMark | |
| 3255 | TickerAnalytics | |
| 4375 | TickerDefinition | TickerDefinition (internal only) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets. |
| 4380 | TickerDefinitionExt | TickerDefinitionExt (external) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets. |
| 5065 | VolTimeCalculator | This table allows custom span risk calculations based on either user or SR supplied input values. |