LiveSurfaceCurve

V8 Message Definiton

LiveSurfaceCurve (surfaceType = 'Live') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = 'PriorDay' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	OptSurface
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
surfaceType	enum - SurfaceCurveType	PRI	'None'
ticker_at	enum - AssetType		'None'	underlying stock key that this option expiration attaches to
ticker_ts	enum - TickerSrc		'None'	underlying stock key that this option expiration attaches to
ticker_tk	VARCHAR(12)		''	underlying stock key that this option expiration attaches to
fkey_at	enum - AssetType		'None'	underlying future key if any
fkey_ts	enum - TickerSrc		'None'	underlying future key if any
fkey_tk	VARCHAR(12)		''	underlying future key if any
fkey_yr	SMALLINT UNSIGNED		0	underlying future key if any
fkey_mn	TINYINT UNSIGNED		0	underlying future key if any
fkey_dy	TINYINT UNSIGNED		0	underlying future key if any
uPrcDriverKey_at	enum - AssetType		'None'	underlier driver key
uPrcDriverKey_ts	enum - TickerSrc		'None'	underlier driver key
uPrcDriverKey_tk	VARCHAR(12)		''	underlier driver key
uPrcDriverKey_yr	SMALLINT UNSIGNED		0	underlier driver key
uPrcDriverKey_mn	TINYINT UNSIGNED		0	underlier driver key
uPrcDriverKey_dy	TINYINT UNSIGNED		0	underlier driver key
uPrcDriverType	enum - SpdrKeyType		'None'	underlier driver key type stock or future
uPrcDriver	DOUBLE		0	underlier driver midmarket
uPrc	DOUBLE		0	effective uPrc used for surface fitting
uBid	DOUBLE		0	effective uBid
uAsk	DOUBLE		0	effective uAsk
years	FLOAT		0	time to expiration in years
rate	FLOAT		0	average interest rate to expiration SR global rate curve
sdiv	FLOAT		0	stock dividend borrow rate
ddiv	FLOAT		0	expected cumulative discrete dividend amounts prior to expiration
ddivPv	FLOAT		0	expected cumulative npv of discrete dividend amounts prior to expiration SR global rate curve
ddivSource	enum - DDivSource		'None'	Forecast if any of the dividends prior to expiry are forecast rather than announced
symbolRatio	FLOAT		0	underlier price ratio usually 10 or a multihedge option price ratio if one exists
exType	enum - ExerciseType		'None'	exercise type American or European
modelType	enum - CalcModelType		'None'	option pricing model used for price calcs Normal LogNormal etc
priceType	enum - CalcPriceType		'None'	Equity has independent sdiv and rate Future has sdiv rate
earnCnt	FLOAT		0	number of qualifying earnings events prior to expiration can be fractional from StockEarningsCalendar
earnCntAdj	FLOAT		0	number of qualifying earnings events prior to expiration adjusted from StockEarningsCalendar LiveSurfaceTerm
axisVolRT	FLOAT		0	axis volatility x sqrtyears used to compute xAxis usually 4m atm vol
axisFUPrc	FLOAT		0	axis FwdUPrc fwd underlying price used to compute xAxis
synSpot	DOUBLE		0	Synthetic spot price marketderived spot when the underlying is not a traded instrument
synCarry	DOUBLE		0	Synthetic carry rate corresponds to the relationship between uPrc and synSpot set when the underlying is not a traded instrument
atmStrike	FLOAT		0	synthetic strike with cPrice pPrice
moneynessType	enum - MoneynessType		'None'	moneyness xAxis convention
underlierMode	enum - UnderlierMode		'None'	underlier pricing mode Noneuse spotstock market FrontMonthuse front month future market uPrcRatio Actual use actual underlier future market
cpAdjType	enum - CPAdjType		'None'	adjustment used to align callsputs if any
priceQuoteType	enum - PriceQuoteType		'None'	Price or Vol
atmVol	FLOAT		0	atm vol xAxis 0
atmCen	FLOAT		0	atm vol xAxis 0 eMoveearnCntAdj censored
atmVolHist	FLOAT		0	historical realized volatility includes eMoveHist x earnCntAdj adjustment Note that this is the default atmVol if no implied markets existed previous day
atmCenHist	FLOAT		0	censored earnings events removed historical realized volatility Trailing periods is 2x forward time to expiration From HistoricalVolatilitywindowTypehlCenmvnnn
eMove	FLOAT		0	implied earnings move from LiveSurfaceTerm
eMoveHist	FLOAT		0	historical earnings move avg of trailing 8 moves From StockEarningsCalendareMoveHist
uPrcRatio	DOUBLE		0	uPrcAdj uPrc uPrcRatioFit
minAtmVol	FLOAT		0	minimum estimated atm vol
maxAtmVol	FLOAT		0	maximum estimated atm vol
minCPAdjVal	DOUBLE		0	minimum cpAdjVal sdiv or uPrcRatio
maxCPAdjVal	DOUBLE		0	minimum cpAdjVal sdiv or uPrcRatio
atmFixedMove	FLOAT		0	fixed strike atm move from prior period
atmPhi	FLOAT		0	surface phi xAxis 0
atmRho	FLOAT		0	surface rho xAxis 0
atmVega	FLOAT		0	surface vega xAxis 0
slope	FLOAT		0	volatility surface slope dVol dXAxis ATM xAxis0
varSwapFV	FLOAT		0	variance swap fair value estimated by numerical integration over OTM price surface
gridType	enum - GridType		'None'	gridType defines skew curve coeff points spline type
knotShift	FLOAT		0	constant that should be added to each base knot location 30 30
fitPowerC	FLOAT		0	fit power of the vol fit call wing
fitPowerP	FLOAT		0	fit power of the vol fit put wing
minXAxis	FLOAT		0	minimum xAxis value xAxis values to the left extrapolate horizontally
maxXAxis	FLOAT		0	maximum xAxis value xAxis values to the right extrapolate horizontally
asymptoticVolC	FLOAT		0	asymptotic volatility call wing
asymptoticVolP	FLOAT		0	asymptotic volatility put wing
minCurvValue	FLOAT		0	minimum curvature 2nd derivative of skew curve can be negative if curve is not strictly convex
minCurvXAxis	FLOAT		0	xAxis of minimum curvature point
maxCurvValue	FLOAT		0	maximum curvature 2nd derivative of skew curve
maxCurvXAxis	FLOAT		0	xAxis of maximum curvature point
skewMinX	FLOAT		0	xAxis effStrike effAxisFUPrc 10 axisVolRT effStrike strike strikeRatio effAxisFUPrc axisFUPrc symbolRatio
skewMinY	FLOAT		0	skewMinX skewMinY are the skew curve minimum point usually a positive x value and a negative y value
surfaceFit	enum - SurfaceFit		'None'
skewC00	FLOAT		0	curve coeff0
skewC01	FLOAT		0	curve coeff1
skewC02	FLOAT		0
skewC03	FLOAT		0
skewC04	FLOAT		0
skewC05	FLOAT		0
skewC06	FLOAT		0
skewC07	FLOAT		0
skewC08	FLOAT		0
skewC09	FLOAT		0
skewC10	FLOAT		0
skewC11	FLOAT		0
skewC12	FLOAT		0
skewC13	FLOAT		0
skewC14	FLOAT		0
skewC15	FLOAT		0
skewC16	FLOAT		0
skewC17	FLOAT		0
skewC18	FLOAT		0
skewC19	FLOAT		0
skewC20	FLOAT		0
skewC21	FLOAT		0
skewC22	FLOAT		0
skewC23	FLOAT		0
skewC24	FLOAT		0
skewC25	FLOAT		0
skewC26	FLOAT		0
skewC27	FLOAT		0
skewC28	FLOAT		0
ivAdjD07	FLOAT		0	xAxis 50
ivAdjD06	FLOAT		0	xAxis 40
ivAdjD05	FLOAT		0	xAxis 30
ivAdjD04	FLOAT		0	xAxis 20
ivAdjD03	FLOAT		0	xAxis 15
ivAdjD02	FLOAT		0	xAxis 10
ivAdjD01	FLOAT		0	xAxis 05
ivAdjU01	FLOAT		0	xAxis 05
ivAdjU02	FLOAT		0	xAxis 10
ivAdjU03	FLOAT		0	xAxis 15
ivAdjU04	FLOAT		0	xAxis 20
ivAdjU05	FLOAT		0	xAxis 30
ivAdjU06	FLOAT		0	xAxis 40
ivAdjU07	FLOAT		0	xAxis 50
cpAdjD04	FLOAT		0	xAxis 40
cpAdjD03	FLOAT		0	xAxis 30
cpAdjD02	FLOAT		0	xAxis 20
cpAdjD01	FLOAT		0	xAxis 10
cpAdjU01	FLOAT		0	xAxis 10
cpAdjU02	FLOAT		0	xAxis 20
cpAdjU03	FLOAT		0	xAxis 30
cpAdjU04	FLOAT		0	xAxis 40
pwidth	FLOAT		0	minimum mkt premium width
vwidth	FLOAT		0	minimum mkt volatility width
cCnt	TINYINT UNSIGNED		0	num call strikes in base fit
pCnt	TINYINT UNSIGNED		0	num put strikes in base fit
cBidMiss	TINYINT UNSIGNED		0	number of call bid violations surface outside the market
cAskMiss	TINYINT UNSIGNED		0	number of call ask violations surface outside the market
pBidMiss	TINYINT UNSIGNED		0	number of put bid violations
pAskMiss	TINYINT UNSIGNED		0	number of put ask violations
fitAvgErr	FLOAT		0	average error sPrc midPrc
fitAvgAbsErr	FLOAT		0	average absolute error sPrc midPrc
fitMaxPrcErr	FLOAT		0	worst case surface premium violation
fitErrXX	FLOAT		0	okeyxx of the option with the largest fit error in this expiration
fitErrCP	enum - CallPut		'Call'	okeycp of the option with the largest fit error in this expiration
fitErrDe	FLOAT		0	delta of fixErrXX
fitErrBid	FLOAT		0	bid of the option with the largest fit error
fitErrAsk	FLOAT		0	ask of the option with the largest fit error
fitErrPrc	FLOAT		0	surface prc of the option with the largest fit error
fitErrVol	FLOAT		0	surface vol of the option with the largest fit error
numSaddlePts	TINYINT UNSIGNED		0	number of saddle points
minSaddleSpan	FLOAT		0	smallest distance between saddle points
maxSaddleCurvature	FLOAT		0	maximum saddle point curvature
skewCounter	INT		0	skew surface fit counter
sdivCounter	INT		0	sdiv surface fit counter
tradingSession	enum - TradingSession		'None'	trading session this surface is from
tradeableStatus	enum - TradeableStatus		'None'	indicates whether the surface is currently tradeable or not all server surface integrity checks pass
surfaceResult	enum - SurfaceResult		'None'
sTimestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	last surface curve fit timestamp
time	TIME(6)		'00:00:00.000000'
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
surfaceType	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgLiveSurfaceCurve` (
    `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,
    `surfaceType` ENUM('None','Live','PrevDay','Interp','Close','Test') NOT NULL DEFAULT 'None',
    `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 'underlying stock key that this option expiration attaches to',
    `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 'underlying stock key that this option expiration attaches to',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying stock key that this option expiration attaches to',
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlying future key (if any)',
    `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' COMMENT 'underlying future key (if any)',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying future key (if any)',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlying future key (if any)',
    `uPrcDriverKey_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 driver key',
    `uPrcDriverKey_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 driver key',
    `uPrcDriverKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier driver key',
    `uPrcDriverKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'underlier driver key',
    `uPrcDriverType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'underlier driver key type (stock or future)',
    `uPrcDriver` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier driver (mid-market)',
    `uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uPrc used for surface fitting',
    `uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uBid',
    `uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective uAsk',
    `years` FLOAT NOT NULL DEFAULT 0 COMMENT 'time to expiration (in years)',
    `rate` FLOAT NOT NULL DEFAULT 0 COMMENT 'average interest rate to expiration (SR global rate curve)',
    `sdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'stock dividend (borrow rate)',
    `ddiv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative discrete dividend $ amounts prior to expiration',
    `ddivPv` FLOAT NOT NULL DEFAULT 0 COMMENT '(expected) cumulative npv of discrete dividend $ amounts prior to expiration (SR global rate curve)',
    `ddivSource` ENUM('None','Announced','Forecast') NOT NULL DEFAULT 'None' COMMENT 'Forecast if any of the dividends prior to expiry are forecast rather than announced',
    `symbolRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier price ratio (usually 1.0 or a multi-hedge option price ratio; if one exists)',
    `exType` ENUM('None','American','European','Asian','Cliquet') NOT NULL DEFAULT 'None' COMMENT 'exercise type (American or European)',
    `modelType` ENUM('None','LogNormalExact','NormalExact','LogNormalApprox','NormalApprox') NOT NULL DEFAULT 'None' COMMENT 'option pricing model used for price calcs (Normal, LogNormal, etc.)',
    `priceType` ENUM('None','Equity','Future') NOT NULL DEFAULT 'None' COMMENT 'Equity has independent sdiv and rate, Future has sdiv = rate',
    `earnCnt` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)',
    `earnCntAdj` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)',
    `axisVolRT` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis volatility x sqrt(years) (used to compute xAxis) [usually 4m atm vol]',
    `axisFUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis FwdUPrc (fwd underlying price used to compute xAxis)',
    `synSpot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Synthetic spot price (market-derived spot when the underlying is not a traded instrument)',
    `synCarry` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Synthetic carry rate; corresponds to the relationship between uPrc and synSpot (set when the underlying is not a traded instrument)',
    `atmStrike` FLOAT NOT NULL DEFAULT 0 COMMENT 'synthetic strike with cPrice = pPrice',
    `moneynessType` ENUM('None','PctStd','LogStd','NormStd') NOT NULL DEFAULT 'None' COMMENT 'moneyness (xAxis) convention',
    `underlierMode` ENUM('None','Actual','FrontMonth','UPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'underlier pricing mode (None=use spot/stock market; FrontMonth=use front month future market * uPrcRatio; Actual = use actual underlier future market)',
    `cpAdjType` ENUM('None','SDiv','UPrcRatio') NOT NULL DEFAULT 'None' COMMENT 'adjustment used to align calls/puts (if any)',
    `priceQuoteType` ENUM('None','Price','Vol') NOT NULL DEFAULT 'None' COMMENT 'Price or Vol',
    `atmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0)',
    `atmCen` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0) (eMove/earnCntAdj censored)',
    `atmVolHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical realized volatility (includes eMoveHist x earnCntAdj adjustment).  Note that this is the default atmVol if no implied markets existed previous day.',
    `atmCenHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'censored (earnings events removed) historical realized volatility.  Trailing periods is 2x forward time to expiration.  From HistoricalVolatility(windowType=hlCen).mv_nnn',
    `eMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'implied earnings move (from LiveSurfaceTerm)',
    `eMoveHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist',
    `uPrcRatio` DOUBLE NOT NULL DEFAULT 0 COMMENT 'uPrcAdj = uPrc * uPrcRatioFit',
    `minAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum estimated atm vol',
    `maxAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum estimated atm vol',
    `minCPAdjVal` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum cpAdjVal (sdiv or uPrcRatio)',
    `maxCPAdjVal` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum cpAdjVal (sdiv or uPrcRatio)',
    `atmFixedMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'fixed strike atm move from prior period',
    `atmPhi` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface phi @ xAxis = 0',
    `atmRho` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface rho @ xAxis = 0',
    `atmVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vega @ xAxis = 0',
    `slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'volatility surface slope (dVol / dXAxis) @ ATM (xAxis=0)',
    `varSwapFV` FLOAT NOT NULL DEFAULT 0 COMMENT 'variance swap fair value (estimated by numerical integration over OTM price surface)',
    `gridType` ENUM('None','Unused','SRCubic','SRCubic2','BSpline','BSpline2') NOT NULL DEFAULT 'None' COMMENT 'gridType defines skew curve coeff points + spline type',
    `knotShift` FLOAT NOT NULL DEFAULT 0 COMMENT 'constant that should be added to each base knot location [-3.0 - +3.0]',
    `fitPowerC` FLOAT NOT NULL DEFAULT 0 COMMENT 'fit power of the vol fit (call wing)',
    `fitPowerP` FLOAT NOT NULL DEFAULT 0 COMMENT 'fit power of the vol fit (put wing)',
    `minXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum xAxis value; xAxis values to the left extrapolate horizontally',
    `maxXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum xAxis value; xAxis values to the right extrapolate horizontally',
    `asymptoticVolC` FLOAT NOT NULL DEFAULT 0 COMMENT 'asymptotic volatility (call wing)',
    `asymptoticVolP` FLOAT NOT NULL DEFAULT 0 COMMENT 'asymptotic volatility (put wing)',
    `minCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum curvature (2nd derivative) of skew curve (can be negative if curve is not strictly convex)',
    `minCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of minimum curvature point',
    `maxCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum curvature (2nd derivative) of skew curve',
    `maxCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of maximum curvature point',
    `skewMinX` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = (effStrike / effAxisFUPrc - 1.0) / axisVolRT; effStrike = strike * strikeRatio; effAxisFUPrc = axisFUPrc * symbolRatio',
    `skewMinY` FLOAT NOT NULL DEFAULT 0 COMMENT 'skewMinX / skewMinY are the skew curve minimum point (usually a positive x value and a negative y value)',
    `surfaceFit` ENUM('None','Flat','Linear','Quadratic','ConvexSpline','SplitSpline','Interp','Recent','PCA','Median','Default') NOT NULL DEFAULT 'None',
    `skewC00` FLOAT NOT NULL DEFAULT 0 COMMENT 'curve coeff[0]',
    `skewC01` FLOAT NOT NULL DEFAULT 0 COMMENT 'curve coeff[1]',
    `skewC02` FLOAT NOT NULL DEFAULT 0,
    `skewC03` FLOAT NOT NULL DEFAULT 0,
    `skewC04` FLOAT NOT NULL DEFAULT 0,
    `skewC05` FLOAT NOT NULL DEFAULT 0,
    `skewC06` FLOAT NOT NULL DEFAULT 0,
    `skewC07` FLOAT NOT NULL DEFAULT 0,
    `skewC08` FLOAT NOT NULL DEFAULT 0,
    `skewC09` FLOAT NOT NULL DEFAULT 0,
    `skewC10` FLOAT NOT NULL DEFAULT 0,
    `skewC11` FLOAT NOT NULL DEFAULT 0,
    `skewC12` FLOAT NOT NULL DEFAULT 0,
    `skewC13` FLOAT NOT NULL DEFAULT 0,
    `skewC14` FLOAT NOT NULL DEFAULT 0,
    `skewC15` FLOAT NOT NULL DEFAULT 0,
    `skewC16` FLOAT NOT NULL DEFAULT 0,
    `skewC17` FLOAT NOT NULL DEFAULT 0,
    `skewC18` FLOAT NOT NULL DEFAULT 0,
    `skewC19` FLOAT NOT NULL DEFAULT 0,
    `skewC20` FLOAT NOT NULL DEFAULT 0,
    `skewC21` FLOAT NOT NULL DEFAULT 0,
    `skewC22` FLOAT NOT NULL DEFAULT 0,
    `skewC23` FLOAT NOT NULL DEFAULT 0,
    `skewC24` FLOAT NOT NULL DEFAULT 0,
    `skewC25` FLOAT NOT NULL DEFAULT 0,
    `skewC26` FLOAT NOT NULL DEFAULT 0,
    `skewC27` FLOAT NOT NULL DEFAULT 0,
    `skewC28` FLOAT NOT NULL DEFAULT 0,
    `ivAdjD07` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -5.0',
    `ivAdjD06` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -4.0',
    `ivAdjD05` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -3.0',
    `ivAdjD04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -2.0',
    `ivAdjD03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.5',
    `ivAdjD02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.0',
    `ivAdjD01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -0.5',
    `ivAdjU01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +0.5',
    `ivAdjU02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.0',
    `ivAdjU03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.5',
    `ivAdjU04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +2.0',
    `ivAdjU05` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +3.0',
    `ivAdjU06` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +4.0',
    `ivAdjU07` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +5.0',
    `cpAdjD04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -4.0',
    `cpAdjD03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -3.0',
    `cpAdjD02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -2.0',
    `cpAdjD01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = -1.0',
    `cpAdjU01` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +1.0',
    `cpAdjU02` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +2.0',
    `cpAdjU03` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +3.0',
    `cpAdjU04` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = +4.0',
    `pwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt premium width',
    `vwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt volatility width',
    `cCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num call strikes in base fit',
    `pCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num put strikes in base fit',
    `cBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call bid violations (surface outside the market)',
    `cAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call ask violations (surface outside the market)',
    `pBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put bid violations',
    `pAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put ask violations',
    `fitAvgErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'average error (sPrc - midPrc)',
    `fitAvgAbsErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'average absolute error (sPrc - midPrc)',
    `fitMaxPrcErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'worst case surface premium violation',
    `fitErrXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'okey_xx of the option with the largest fit error in this expiration',
    `fitErrCP` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'okey_cp of the option with the largest fit error in this expiration',
    `fitErrDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta of fixErrXX',
    `fitErrBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid of the option with the largest fit error',
    `fitErrAsk` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask of the option with the largest fit error',
    `fitErrPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc of the option with the largest fit error',
    `fitErrVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vol of the option with the largest fit error',
    `numSaddlePts` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of saddle points',
    `minSaddleSpan` FLOAT NOT NULL DEFAULT 0 COMMENT 'smallest distance between saddle points',
    `maxSaddleCurvature` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum saddle point curvature',
    `skewCounter` INT NOT NULL DEFAULT 0 COMMENT 'skew surface fit counter',
    `sdivCounter` INT NOT NULL DEFAULT 0 COMMENT 'sdiv surface fit counter',
    `tradingSession` ENUM('None','RegularMkt','PreMkt','PostMkt','PostMktETF','NextDay','MktClosed','Rotation') NOT NULL DEFAULT 'None' COMMENT 'trading session this surface is from',
    `tradeableStatus` ENUM('None','OK','SurfaceErr','LowCCnt','LowPCnt','FitPrcErr','BidAskMiss','LowCounter','DefaultSkew','SessionMiss','BaseErr','SwitchDelay','WideMktV','WideMktP','WideUMkt','UWidthEma','CCntEma','PCntEma','VWidthEma','PWidthEma','Closed') NOT NULL DEFAULT 'None' COMMENT 'indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)',
    `surfaceResult` ENUM('None','OK','EOD','Init','Cache','PrevDay','NullExpIdx','NoStrikes','NoBaseCurve','BadBootAtm','NoGoodStrikes','BadAtmVol','Bootstrap','NoUPrc','NoIVols','NoModelPts','ZeroYears','NoSimpleVol','OptMktNotOpn','NoBaseSurface','UPrcOffCnt','SkewKnotCnt','Exception','AxisError','CAskFit1Err','CAskFit2Err','PAskFit1Err','PAskFit2Err','CBidFit1Err','CBidFit2Err','PBidFit1Err','PBidFit2Err','CobsSampleErr','NoPrcFit','NumStrikes','CMidFitErr','PMidFitErr','StrikeCount','VolKnotCnt','InterpError','NoAtmStrike','CobsConvexFitErr','CobsMidFitErr','ProxyError','NoOptExp','Expired','NoUnderlier','NoBaseUnderlier','InvalidUPrc','ZeroUPrc','WideUMkt','StalePrcFit','NoPrcCurves','PriceError','ConvergeFail','NoUPrcRatio','NoSDivValue') NOT NULL DEFAULT 'None',
    `sTimestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last surface curve fit timestamp',
    `time` TIME(6) NOT NULL DEFAULT '00:00:00.000000',
    `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`,`surfaceType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='LiveSurfaceCurve (surfaceType = \'Live\') records are computed and publish continuously during trading hours and represent a current best implied volatility market fit.\nSurfaceType = \'PriorDay\' records contain the `closing surface record from the prior trading period (usually from just before the last main session close).';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `surfaceType`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `uPrcDriverKey_at`,
    `uPrcDriverKey_ts`,
    `uPrcDriverKey_tk`,
    `uPrcDriverKey_yr`,
    `uPrcDriverKey_mn`,
    `uPrcDriverKey_dy`,
    `uPrcDriverType`,
    `uPrcDriver`,
    `uPrc`,
    `uBid`,
    `uAsk`,
    `years`,
    `rate`,
    `sdiv`,
    `ddiv`,
    `ddivPv`,
    `ddivSource`,
    `symbolRatio`,
    `exType`,
    `modelType`,
    `priceType`,
    `earnCnt`,
    `earnCntAdj`,
    `axisVolRT`,
    `axisFUPrc`,
    `synSpot`,
    `synCarry`,
    `atmStrike`,
    `moneynessType`,
    `underlierMode`,
    `cpAdjType`,
    `priceQuoteType`,
    `atmVol`,
    `atmCen`,
    `atmVolHist`,
    `atmCenHist`,
    `eMove`,
    `eMoveHist`,
    `uPrcRatio`,
    `minAtmVol`,
    `maxAtmVol`,
    `minCPAdjVal`,
    `maxCPAdjVal`,
    `atmFixedMove`,
    `atmPhi`,
    `atmRho`,
    `atmVega`,
    `slope`,
    `varSwapFV`,
    `gridType`,
    `knotShift`,
    `fitPowerC`,
    `fitPowerP`,
    `minXAxis`,
    `maxXAxis`,
    `asymptoticVolC`,
    `asymptoticVolP`,
    `minCurvValue`,
    `minCurvXAxis`,
    `maxCurvValue`,
    `maxCurvXAxis`,
    `skewMinX`,
    `skewMinY`,
    `surfaceFit`,
    `skewC00`,
    `skewC01`,
    `skewC02`,
    `skewC03`,
    `skewC04`,
    `skewC05`,
    `skewC06`,
    `skewC07`,
    `skewC08`,
    `skewC09`,
    `skewC10`,
    `skewC11`,
    `skewC12`,
    `skewC13`,
    `skewC14`,
    `skewC15`,
    `skewC16`,
    `skewC17`,
    `skewC18`,
    `skewC19`,
    `skewC20`,
    `skewC21`,
    `skewC22`,
    `skewC23`,
    `skewC24`,
    `skewC25`,
    `skewC26`,
    `skewC27`,
    `skewC28`,
    `ivAdjD07`,
    `ivAdjD06`,
    `ivAdjD05`,
    `ivAdjD04`,
    `ivAdjD03`,
    `ivAdjD02`,
    `ivAdjD01`,
    `ivAdjU01`,
    `ivAdjU02`,
    `ivAdjU03`,
    `ivAdjU04`,
    `ivAdjU05`,
    `ivAdjU06`,
    `ivAdjU07`,
    `cpAdjD04`,
    `cpAdjD03`,
    `cpAdjD02`,
    `cpAdjD01`,
    `cpAdjU01`,
    `cpAdjU02`,
    `cpAdjU03`,
    `cpAdjU04`,
    `pwidth`,
    `vwidth`,
    `cCnt`,
    `pCnt`,
    `cBidMiss`,
    `cAskMiss`,
    `pBidMiss`,
    `pAskMiss`,
    `fitAvgErr`,
    `fitAvgAbsErr`,
    `fitMaxPrcErr`,
    `fitErrXX`,
    `fitErrCP`,
    `fitErrDe`,
    `fitErrBid`,
    `fitErrAsk`,
    `fitErrPrc`,
    `fitErrVol`,
    `numSaddlePts`,
    `minSaddleSpan`,
    `maxSaddleCurvature`,
    `skewCounter`,
    `sdivCounter`,
    `tradingSession`,
    `tradeableStatus`,
    `surfaceResult`,
    `sTimestamp`,
    `time`,
    `timestamp`
FROM `SRAnalytics`.`MsgLiveSurfaceCurve`
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
  AND
    /* Replace with a ENUM('None','Live','PrevDay','Interp','Close','Test') */ 
    `surfaceType` = 'None';

Doc Columns Query

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