SpreadMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for each active spread market

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'
skey_ts	enum - TickerSrc	PRI	'None'
skey_tk	VARCHAR(12)	PRI	''
ticker_at	enum - AssetType		'None'	underlier or product group tickerKey
ticker_ts	enum - TickerSrc		'None'	underlier or product group tickerKey
ticker_tk	VARCHAR(12)		''	underlier or product group tickerKey
iniPrice	DOUBLE		0	first print price of the day during regular market hours
mrkPrice	DOUBLE		0	last print handling during regular market hours
clsPrice	DOUBLE		0	official exchange closing price
minPrice	DOUBLE		0	minimum print price within market hours
maxPrice	DOUBLE		0	maximum print price within market hours
openInt	INT		0	open interest
bidCount	INT		0	num prints quotebid
bidVolume	INT		0	volume when prtPrice quotebid
askCount	INT		0	num prints quoteask
askVolume	INT		0	volume when prtPrice quoteask
midCount	INT		0	num prints inside quotebid quoteask
midVolume	INT		0	volume inside quotebid quoteask
prtCount	INT		0	number of distinct print reports
prtPrice	DOUBLE		0	last print price
expCount	INT		0	number of updates included in exponential average
expWidth	DOUBLE		0	exponential average market width 10 minute 12 life
expBidSize	FLOAT		0	exponential average bid size 10 minute 12 life
expAskSize	FLOAT		0	exponential average ask size 10 minute 12 life
lastPrint	DATETIME(6)		'1900-01-01 00:00:00.000000'
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`.`MsgSpreadMarketSummary` (
    `skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `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',
    `skey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `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 'underlier (or product group) tickerKey',
    `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 'underlier (or product group) tickerKey',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier (or product group) tickerKey',
    `iniPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'first print price of the day during regular market hours',
    `mrkPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print handling during regular market hours',
    `clsPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing price',
    `minPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum print price within market hours',
    `maxPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum print price within market hours',
    `openInt` INT NOT NULL DEFAULT 0 COMMENT 'open interest',
    `bidCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints <= quote.bid',
    `bidVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice <= quote.bid',
    `askCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints >= quote.ask',
    `askVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice >= quote.ask',
    `midCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints inside quote.bid / quote.ask',
    `midVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume inside quote.bid / quote.ask',
    `prtCount` INT NOT NULL DEFAULT 0 COMMENT 'number of distinct print reports',
    `prtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print price',
    `expCount` INT NOT NULL DEFAULT 0 COMMENT 'number of updates included in exponential average',
    `expWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exponential average market width (10 minute 1/2 life)',
    `expBidSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average bid size (10 minute 1/2 life)',
    `expAskSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average ask size (10 minute 1/2 life)',
    `lastPrint` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `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='These records represent live market summary snapshots for each active spread market';

SELECT TABLE EXAMPLE QUERY

SELECT
    `skey_at`,
    `skey_ts`,
    `skey_tk`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `iniPrice`,
    `mrkPrice`,
    `clsPrice`,
    `minPrice`,
    `maxPrice`,
    `openInt`,
    `bidCount`,
    `bidVolume`,
    `askCount`,
    `askVolume`,
    `midCount`,
    `midVolume`,
    `prtCount`,
    `prtPrice`,
    `expCount`,
    `expWidth`,
    `expBidSize`,
    `expAskSize`,
    `lastPrint`,
    `timestamp`
FROM `SRSpread`.`MsgSpreadMarketSummary`
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='SpreadMarketSummary' ORDER BY ordinal_position ASC;