SyntheticExpiryCloseMark

V8 Message Definiton

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	SRMLinkAnalytics
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
tradeDate	DATE		'1900-01-01'
clsMarkState	enum - ClsMarkState		'None'	Close mark state None LastPrt SRClose ExchClose Final
opnPrc	DOUBLE		0	Opening price
bidPrc	DOUBLE		0	bid price close 1min
askPrc	DOUBLE		0	ask price close 1min
srClsPrc	DOUBLE		0	sr close mark close 1min
closePrc	DOUBLE		0	official exchange closing mark
hasSRClsPrc	enum - YesNo		'None'
hasClosePrc	enum - YesNo		'None'
srCloseMarkDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	from MarketCloseQuotesrCloseMarkDttm
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgSyntheticExpiryCloseMark` (
    `ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ekey_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',
    `ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `clsMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Close mark state: None; LastPrt; SRClose; ExchClose; Final',
    `opnPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Opening price',
    `bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (close - 1min)',
    `askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (close - 1min)',
    `srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'sr close mark (close - 1min)',
    `closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark',
    `hasSRClsPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `hasClosePrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `srCloseMarkDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'from MarketCloseQuote.srCloseMarkDttm',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `tradeDate`,
    `clsMarkState`,
    `opnPrc`,
    `bidPrc`,
    `askPrc`,
    `srClsPrc`,
    `closePrc`,
    `hasSRClsPrc`,
    `hasClosePrc`,
    `srCloseMarkDttm`,
    `timestamp`
FROM `SRAnalytics`.`MsgSyntheticExpiryCloseMark`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1;

Doc Columns Query

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