FutureBookQuote

V8 Message Definiton

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.

METADATA

Attribute	Value
Topic	2580-market-data-futures
MLink Token	FutMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
updateType	enum - UpdateType		'None'
marketStatus	enum - MarketStatus		'None'	market status open halted etc
bidPrice1	DOUBLE		0	bid price
askPrice1	DOUBLE		0	ask price
bidSize1	INT		0	bid size in contracts
askSize1	INT		0	ask size in contracts
bidOrders1	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders1	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice2	DOUBLE		0	bid price
askPrice2	DOUBLE		0	ask price
bidSize2	INT		0	bid size in contracts
askSize2	INT		0	ask size in contracts
bidOrders2	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders2	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice3	DOUBLE		0	bid price
askPrice3	DOUBLE		0	ask price
bidSize3	INT		0	bid size in contracts
askSize3	INT		0	ask size in contracts
bidOrders3	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders3	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice4	DOUBLE		0	bid price
askPrice4	DOUBLE		0	ask price
bidSize4	INT		0	bid size in contracts
askSize4	INT		0	ask size in contracts
bidOrders4	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders4	SMALLINT UNSIGNED		0	number of participating orders at the ask price
srcTimestamp	BIGINT		0	source high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgFutureBookQuote` (
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `fkey_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',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
    `marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'market status (open, halted, etc)',
    `bidPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
    `askPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
    `bidSize1` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
    `askSize1` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
    `bidOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
    `askOrders1` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
    `bidPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
    `askPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
    `bidSize2` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
    `askSize2` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
    `bidOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
    `askOrders2` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
    `bidPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
    `askPrice3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
    `bidSize3` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
    `askSize3` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
    `bidOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
    `askOrders3` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
    `bidPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
    `askPrice4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
    `bidSize4` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts',
    `askSize4` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts',
    `bidOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the bid price',
    `askOrders4` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of participating orders at the ask price',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
    PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='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.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `updateType`,
    `marketStatus`,
    `bidPrice1`,
    `askPrice1`,
    `bidSize1`,
    `askSize1`,
    `bidOrders1`,
    `askOrders1`,
    `bidPrice2`,
    `askPrice2`,
    `bidSize2`,
    `askSize2`,
    `bidOrders2`,
    `askOrders2`,
    `bidPrice3`,
    `askPrice3`,
    `bidSize3`,
    `askSize3`,
    `bidOrders3`,
    `askOrders3`,
    `bidPrice4`,
    `askPrice4`,
    `bidSize4`,
    `askSize4`,
    `bidOrders4`,
    `askOrders4`,
    `srcTimestamp`,
    `netTimestamp`
FROM `SRLive`.`MsgFutureBookQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `fkey_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') */ 
    `fkey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureBookQuote' ORDER BY ordinal_position ASC;