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. |
2540 | CurrencyConversion | |
2580 | FutureBookQuote | This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future. |
3120 | FutureCloseMark | FutureCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
2590 | FutureMarketSummary | These records represent live market summary snapshots for each active futures markets. |
3125 | FutureOpenMark | FutureOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
2595 | FuturePrint | The most recent (last) print record for each active futures market. |
4255 | FuturePrintProbability | |
4260 | FutureQuoteProbability | |
3130 | FutureSettlementMark | Future settlement marks from the listing exchange |
2675 | IndexQuote | Live index levels and quotes including SpiderRock synthetic index levels and quotes. |
4485 | MarketHoursConfig | Expected trading day market schedule for each TradingPeriod and SecType. Including schedules for equity, futures, and options markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange. |
4450 | NMSCircuitBreaker | This table contains circuit breaker information for market centers with circuit breakers. Note that circuit breaker records may not always exist for a market center. |
2750 | OpraPrintType | |
4355 | OptExpiryDefinition | This table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions. |
3140 | OptionCloseMark | OptionCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
2760 | OptionEOP | The expected opening price and opening size for an option. Based on the exchange open auction feed. |
2845 | OptionFlexEvent | The most recent (last) record for each active FLEX option. |
1090 | OptionLookback | OptionLookback records are published by the SurfaceModelServer and represent a stable frame lookback window on the option market (typically about 10 minutes) |
2780 | OptionMarketSummary | These records represent live market summary snapshots for each active option |
2785 | OptionNbboQuote | This table contains live option quote records from OPRA (equities) or the listing exchange (futures). Each record contains up to two price levels and represents a live snapshot of the book for a specific option series. There are typically 1mm+ records in this table if all ticker sources are enabled. |
2790 | OptionOpenAuction | |
2795 | OptionOpenAuctionSummary | |
3230 | OptionOpenInterest | Open interest for each option series. Records are from the live OPRA feed. |
3145 | OptionOpenMark | OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day. |
2800 | OptionPrint | The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange. |
2805 | OptionPrint2 | The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange. |
4265 | OptionPrintProbability | |
2825 | OptionPrintSummary | Root/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur. |
4270 | OptionQuoteProbability | |
3150 | OptionSettlementMark | Option settlement marks from the listing exchange. |
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. |
4460 | ProductPriceBand | This table contains live trading bands, as advertised by the listing exchange, for futures markets with bands. |
4465 | ProductTradingStatus | This table contains live trading status records for entire product groups (futures and options) and asset groups and individual instruments |
4470 | ProductTradingStatusV2 | This table contains live trading status records for entire product groups (futures and options) and asset groups and individual instruments |
6225 | RFQQuoteBroadcast | Live spread quotes with SpiderRock markup details for equity and future option spreads. Legs details are included in a packed field. This table contains the most recent market for each spread. |
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. |
2830 | SOQConstituentSymbolMap | |
2835 | SOQStrikeRangeUpdate | |
2995 | StockAuctionSummary | These records represent current and recent trailing market open/close auction results |
3000 | StockBookQuote | This table contains live equity quote records for all CQS/UQDF securities as well as US OTC equity securities, SpiderRock synthetic markets, and a number of major indexes. Each record contains up to two price levels and represents a live snapshot of the book for a specific market. |
3165 | StockCloseMark | StockCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. |
3015 | StockExchImbalance | StockExchImbalance records contain live exchange closing auction imbalance details. Imbalance information can be available from more than one exchange for each ticker. |
3020 | StockExchImbalanceV2 | StockExchImbalanceV2 records contain live exchange closing auction imbalance details. Imbalance information can be available from more than one exchange for each ticker. |
3035 | StockImbalance | StockImbalance records contain live exchange closing auction imbalance details. Imbalance information in aggregated across exchanges with imbalance feeds. |
3040 | StockMarketSummary | These records represent live market summary snapshots for equity, index, and synthetic markets. |
3170 | StockOpenMark | StockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. |
3045 | StockPrint | The most recent (last) print record for CTS/UTDF markets as well as SpiderRock synthetic markets. Records also incorporate some summary detail and closing mark information as well. |
4275 | StockPrintProbability | |
4280 | StockQuoteProbability | |
4475 | StockRegSHOStatus | |
3175 | SyntheticExpiryCloseMark | |
3180 | SyntheticExpiryOpenMark | |
2700 | SyntheticExpiryQuote | Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources |
2695 | SyntheticFutureQuote | Live synthetic future quotes are SpiderRock implied futures quotes derived from roll prices. |
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. |