OptionOpenAuction

V8 Message Definiton

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	ClientLive
Product	SRLive
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'
auctionType	enum - OpenAuctionType		'None'	Opening auction type
refPrc	FLOAT		0	Current collared VMIM Volume MaximizingImbalance Minimizing price
buyContracts	INT		0	Cumulative buy contracts at and above the reference price
sellContracts	INT		0	Cumulative sell contracts at or below the reference price
indicativePrc	FLOAT		0	Current collared VMIM price on the queueing book and continuous book equal to reference price for options without GTH sessions
auctionOnlyPrc	FLOAT		0	Uncollared VMIM price on the queueing book only
openingCond	enum - OptAuctionOpenCondition		'None'	Current opening condition based on the auction
compMktBidPrc	FLOAT		0	Current bid price of prevailing composite market
compMktAskPrc	FLOAT		0	Current ask price of prevailing composite market
srcTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with f
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

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

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionOpenAuction` (
    `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',
    `auctionType` ENUM('None','GTHOpen','RTHOpen','HaltReopen','VolOpen') NOT NULL DEFAULT 'None' COMMENT 'Opening auction type',
    `refPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current collared VMIM (Volume Maximizing/Imbalance Minimizing) price',
    `buyContracts` INT NOT NULL DEFAULT 0 COMMENT 'Cumulative buy contracts at and above the reference price',
    `sellContracts` INT NOT NULL DEFAULT 0 COMMENT 'Cumulative sell contracts at or below the reference price',
    `indicativePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current collared VMIM price on the queueing book and continuous book, equal to reference price for options without GTH sessions',
    `auctionOnlyPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Uncollared VMIM price on the queueing book only',
    `openingCond` ENUM('None','WouldOpen','NeedQteToOpn','NeedBuyers','NeedSellers','CrossCmpstMrkt') NOT NULL DEFAULT 'None' COMMENT 'Current opening condition based on the auction',
    `compMktBidPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current bid price of prevailing composite market',
    `compMktAskPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current ask price of prevailing composite market',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'exchange high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with f',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `auctionType`,
    `refPrc`,
    `buyContracts`,
    `sellContracts`,
    `indicativePrc`,
    `auctionOnlyPrc`,
    `openingCond`,
    `compMktBidPrc`,
    `compMktAskPrc`,
    `srcTimestamp`,
    `netTimestamp`,
    `timestamp`
FROM `SRLive`.`MsgOptionOpenAuction`
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';

Doc Columns Query

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