OptionPrintSetSummary

V8 Message Definiton

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

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	SRMLinkAnalytics
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI	0
okey_mn	TINYINT UNSIGNED	PRI	0
okey_dy	TINYINT UNSIGNED	PRI	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
prtExch	enum - OptExch	PRI	'None'
prtSide	enum - BuySell	PRI	'None'
prtType	enum - PrtType	PRI	'None'
tradingPeriod	DATE	PRI	'1900-01-01'
numPrints	INT		0
sumPrintSize	INT		0
sumExchQuoteSize	INT		0	exch quote size at the time of print
sumPrintM1PnL	FLOAT		0
sumPrintM10PnL	FLOAT		0
avgVol	FLOAT		0
avgVega	FLOAT		0
avgDelta	FLOAT		0
avgPrintProb	FLOAT		0
sumSurfaceEdge	FLOAT		0

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8
prtExch	9
prtSide	10
prtType	11
tradingPeriod	12

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgOptionPrintSetSummary` (
    `okey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `okey_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',
    `okey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `okey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_xx` DOUBLE NOT NULL DEFAULT 0,
    `okey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None',
    `prtSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `prtType` ENUM('None','CANC','OSEQ','CNCL','LATE','CNCO','OPEN','CNOL','OPNL','AUTO','REOP','ISOI','SLAN','SLAI','SLCN','SCLI','SLFT','MLET','MLAT','MLCT','MLFT','MESL','TLAT','MASL','MFSL','TLET','TLCT','TLFT','TESL','TASL','TFSL','CBMO','MCTP','EXHT') NOT NULL DEFAULT 'None',
    `tradingPeriod` DATE NOT NULL DEFAULT '1900-01-01',
    `numPrints` INT NOT NULL DEFAULT 0,
    `sumPrintSize` INT NOT NULL DEFAULT 0,
    `sumExchQuoteSize` INT NOT NULL DEFAULT 0 COMMENT 'exch quote size at the time of print',
    `sumPrintM1PnL` FLOAT NOT NULL DEFAULT 0,
    `sumPrintM10PnL` FLOAT NOT NULL DEFAULT 0,
    `avgVol` FLOAT NOT NULL DEFAULT 0,
    `avgVega` FLOAT NOT NULL DEFAULT 0,
    `avgDelta` FLOAT NOT NULL DEFAULT 0,
    `avgPrintProb` FLOAT NOT NULL DEFAULT 0,
    `sumSurfaceEdge` FLOAT NOT NULL DEFAULT 0,
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`,`prtExch`,`prtSide`,`prtType`,`tradingPeriod`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='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';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `prtExch`,
    `prtSide`,
    `prtType`,
    `tradingPeriod`,
    `numPrints`,
    `sumPrintSize`,
    `sumExchQuoteSize`,
    `sumPrintM1PnL`,
    `sumPrintM10PnL`,
    `avgVol`,
    `avgVega`,
    `avgDelta`,
    `avgPrintProb`,
    `sumSurfaceEdge`
FROM `SRAnalytics`.`MsgOptionPrintSetSummary`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') */ 
    `prtExch` = 'None'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `prtSide` = 'None'
  AND
    /* Replace with a ENUM('None','CANC','OSEQ','CNCL','LATE','CNCO','OPEN','CNOL','OPNL','AUTO','REOP','ISOI','SLAN','SLAI','SLCN','SCLI','SLFT','MLET','MLAT','MLCT','MLFT','MESL','TLAT','MASL','MFSL','TLET','TLCT','TLFT','TESL','TASL','TFSL','CBMO','MCTP','EXHT') */ 
    `prtType` = 'None'
  AND
    /* Replace with a DATE */
    `tradingPeriod` = '2022-01-01';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='OptionPrintSetSummary' ORDER BY ordinal_position ASC;