SRTheoExpSurface
SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration). These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve. Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities.\nSurface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available.\nSee the technical note on client supplied theoretical surfaces for more details.
METADATA
Attribute | Value |
---|---|
Topic | 1945-client-theos |
MLink Token | ClientTheo |
Product | SRTheo |
accessType | SELECT,UPDATE,INSERT,DELETE |
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 | |
theoModel | VARCHAR(16) | PRI | '' | |
clientFirm | VARCHAR(16) | PRI | '' | client firm this theo model is associated with controls visibility |
ticker_at | enum - AssetType | 'None' | ||
ticker_ts | enum - TickerSrc | 'None' | ||
ticker_tk | VARCHAR(12) | '' | ||
skewFunc | enum - SkewFunc | 'None' | ||
volTimeUnits | enum - VolTimeUnits | 'Default' | default uses the SR native time metric trading minutes V6 is a prior SR metric trading days | |
uPrcRefRule | enum - uPrcRefRule | 'NbboMid' | ||
refUPrc | FLOAT | -1 | 1 use SR uPrc record insert | |
refUPrcWeight | FLOAT | 0 | w 01adjRefUPrc w refUPrc 1 w uPrcnote w1 implies sticky strike behaviorw0 implies sticky delta behavior | |
refSRAtm | FLOAT | -1 | 1 use SR surface atm record insert | |
refSRAtmWeight | FLOAT | 0 | w 01theoVolAdj theoVol tvSlope uPrc refUPrc w liveSRAtm refSRAtm | |
paramA | FLOAT | 0 | param A J are inputs to the skewFunc model selected above | |
paramB | FLOAT | 0 | ||
paramC | FLOAT | 0 | ||
paramD | FLOAT | 0 | ||
paramE | FLOAT | 0 | ||
paramF | FLOAT | 0 | ||
paramG | FLOAT | 0 | ||
paramH | FLOAT | 0 | ||
paramI | FLOAT | 0 | ||
paramJ | FLOAT | 0 | ||
theoVol | FLOAT | 0 | theo volatility hypothetical atm strike note hypothetical atm strike depends on the definition of xAxis implied by the skewFunc modelusually the strike where xAxis 0 | |
bOpnVol | FLOAT | 0 | buy open vol | |
bClsVol | FLOAT | 0 | buy close vol | |
sOpnVol | FLOAT | 0 | sell open vol | |
sClsVol | FLOAT | 0 | sell close vol | |
bOpnEdge | FLOAT | 0 | edge spread to open when buying | |
bClsEdge | FLOAT | 0 | edge spread to close when buying | |
sOpnEdge | FLOAT | 0 | edge spread to open when selling | |
sClsEdge | FLOAT | 0 | edge spread to close when selling | |
buySellConvention | enum - BuySellConvention | 'None' | ||
lnDDiv | FLOAT | -99 | depricated | |
shDDiv | FLOAT | -99 | depricated | |
lnSDiv | FLOAT | -99 | long sdiv | |
shSDiv | FLOAT | -99 | short sdiv | |
tvSlope | FLOAT | 0 | tvSlope dTheoVol dUPrctheoVolAdj theoVol tvSlope uPrc refUPrc Note tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when accounthedgeType TvS | |
divRule | enum - DivRule | 'UseSRImplied' | specifies how DDiv and SDiv values will be incorporated | |
userRateOverride | enum - YesNo | 'No' | use rate from the UserRateOverride table instead of SR Rate curve | |
userSDivOverride | enum - YesNo | 'No' | use sdiv from the UserSDivOverride table instead of SR SDiv | |
userDDivOverride | enum - YesNo | 'No' | use dividends from the UserDividendOverride table instead of SR Dividends | |
minUBid | FLOAT | 0 | any nonhold status will revert to markup if live uMid is outside of minUBid maxUAsk | |
maxUAsk | FLOAT | 0 | ||
theoStatus | enum - TheoStatus | 'Hold' | ||
comment | VARCHAR(16) | '' | ||
updated | DATETIME(6) | '1900-01-01 00:00:00.000000' | datetime of last record update will default to current datetime on record load of not supplied | |
modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
modifiedIn | enum - SysEnvironment | 'None' | ||
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ekey_tk | 1 |
ekey_yr | 2 |
ekey_mn | 3 |
ekey_dy | 4 |
ekey_at | 5 |
ekey_ts | 6 |
theoModel | 7 |
clientFirm | 8 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTheo`.`MsgSRTheoExpSurface` (
`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,
`theoModel` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm this theo model is associated with (controls visibility)',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`skewFunc` ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') NOT NULL DEFAULT 'None',
`volTimeUnits` ENUM('Default','V6') NOT NULL DEFAULT 'Default' COMMENT 'default uses the SR native time metric (trading minutes); V6 is a prior SR metric (trading days)',
`uPrcRefRule` ENUM('NbboMid','NbboCross') NOT NULL DEFAULT 'NbboMid',
`refUPrc` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR uPrc @ record insert',
`refUPrcWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];adjRefUPrc = w * refUPrc + (1 - w) * uPrc;note: w=1 implies sticky strike behavior;w=0 implies sticky delta behavior',
`refSRAtm` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR surface atm @ record insert',
`refSRAtmWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc) + w * (liveSRAtm - refSRAtm)',
`paramA` FLOAT NOT NULL DEFAULT 0 COMMENT 'param A - J are inputs to the skewFunc model selected above',
`paramB` FLOAT NOT NULL DEFAULT 0,
`paramC` FLOAT NOT NULL DEFAULT 0,
`paramD` FLOAT NOT NULL DEFAULT 0,
`paramE` FLOAT NOT NULL DEFAULT 0,
`paramF` FLOAT NOT NULL DEFAULT 0,
`paramG` FLOAT NOT NULL DEFAULT 0,
`paramH` FLOAT NOT NULL DEFAULT 0,
`paramI` FLOAT NOT NULL DEFAULT 0,
`paramJ` FLOAT NOT NULL DEFAULT 0,
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo volatility @ hypothetical atm strike (note: hypothetical atm strike depends on the definition of xAxis implied by the skewFunc model;usually the strike where xAxis = 0)',
`bOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy open vol',
`bClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy close vol',
`sOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell open vol',
`sClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell close vol',
`bOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when buying',
`bClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when buying',
`sOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when selling',
`sClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when selling',
`buySellConvention` ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') NOT NULL DEFAULT 'None',
`lnDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
`shDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
`lnSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'long sdiv',
`shSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'short sdiv',
`tvSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'tvSlope = dTheoVol / dUPrc;theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc). Note: tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when account.hedgeType = ''TvS''',
`divRule` ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') NOT NULL DEFAULT 'UseSRImplied' COMMENT 'specifies how DDiv and SDiv values will be incorporated',
`userRateOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use rate from the UserRateOverride table instead of SR Rate curve',
`userSDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use sdiv from the UserSDivOverride table instead of SR SDiv',
`userDDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use dividends from the UserDividendOverride table instead of SR Dividends',
`minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'any non-hold status will revert to markup if live uMid is outside of [minUBid, maxUAsk]',
`maxUAsk` FLOAT NOT NULL DEFAULT 0,
`theoStatus` ENUM('Hold','Auto','Scanner','Markup','CloseOnly') NOT NULL DEFAULT 'Hold',
`comment` VARCHAR(16) NOT NULL DEFAULT '',
`updated` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'datetime of last record update. will default to current datetime on record load of not supplied',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`theoModel`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration). These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve. Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities.\nSurface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available.\nSee the technical note on client supplied theoretical surfaces for more details.';
SELECT TABLE EXAMPLE QUERY
SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`theoModel`,
`clientFirm`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`skewFunc`,
`volTimeUnits`,
`uPrcRefRule`,
`refUPrc`,
`refUPrcWeight`,
`refSRAtm`,
`refSRAtmWeight`,
`paramA`,
`paramB`,
`paramC`,
`paramD`,
`paramE`,
`paramF`,
`paramG`,
`paramH`,
`paramI`,
`paramJ`,
`theoVol`,
`bOpnVol`,
`bClsVol`,
`sOpnVol`,
`sClsVol`,
`bOpnEdge`,
`bClsEdge`,
`sOpnEdge`,
`sClsEdge`,
`buySellConvention`,
`lnDDiv`,
`shDDiv`,
`lnSDiv`,
`shSDiv`,
`tvSlope`,
`divRule`,
`userRateOverride`,
`userSDivOverride`,
`userDDivOverride`,
`minUBid`,
`maxUAsk`,
`theoStatus`,
`comment`,
`updated`,
`timestamp`
FROM `SRTheo`.`MsgSRTheoExpSurface`
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 VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTheo`.`MsgSRTheoExpSurface`
SET
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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') */
`ticker_ts` = 'None',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */
`skewFunc` = 'None',
/* Replace with a ENUM('Default','V6') */
`volTimeUnits` = 'Default',
/* Replace with a ENUM('NbboMid','NbboCross') */
`uPrcRefRule` = 'NbboMid',
/* Replace with a FLOAT */
`refUPrc` = 1.23,
/* Replace with a FLOAT */
`refUPrcWeight` = 1.23,
/* Replace with a FLOAT */
`refSRAtm` = 1.23,
/* Replace with a FLOAT */
`refSRAtmWeight` = 1.23,
/* Replace with a FLOAT */
`paramA` = 1.23,
/* Replace with a FLOAT */
`paramB` = 1.23,
/* Replace with a FLOAT */
`paramC` = 1.23,
/* Replace with a FLOAT */
`paramD` = 1.23,
/* Replace with a FLOAT */
`paramE` = 1.23,
/* Replace with a FLOAT */
`paramF` = 1.23,
/* Replace with a FLOAT */
`paramG` = 1.23,
/* Replace with a FLOAT */
`paramH` = 1.23,
/* Replace with a FLOAT */
`paramI` = 1.23,
/* Replace with a FLOAT */
`paramJ` = 1.23,
/* Replace with a FLOAT */
`theoVol` = 1.23,
/* Replace with a FLOAT */
`bOpnVol` = 1.23,
/* Replace with a FLOAT */
`bClsVol` = 1.23,
/* Replace with a FLOAT */
`sOpnVol` = 1.23,
/* Replace with a FLOAT */
`sClsVol` = 1.23,
/* Replace with a FLOAT */
`bOpnEdge` = 1.23,
/* Replace with a FLOAT */
`bClsEdge` = 1.23,
/* Replace with a FLOAT */
`sOpnEdge` = 1.23,
/* Replace with a FLOAT */
`sClsEdge` = 1.23,
/* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
`buySellConvention` = 'None',
/* Replace with a FLOAT */
`lnDDiv` = 1.23,
/* Replace with a FLOAT */
`shDDiv` = 1.23,
/* Replace with a FLOAT */
`lnSDiv` = 1.23,
/* Replace with a FLOAT */
`shSDiv` = 1.23,
/* Replace with a FLOAT */
`tvSlope` = 1.23,
/* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
`divRule` = 'UseSRImplied',
/* Replace with a ENUM('None','Yes','No') */
`userRateOverride` = 'No',
/* Replace with a ENUM('None','Yes','No') */
`userSDivOverride` = 'No',
/* Replace with a ENUM('None','Yes','No') */
`userDDivOverride` = 'No',
/* Replace with a FLOAT */
`minUBid` = 1.23,
/* Replace with a FLOAT */
`maxUAsk` = 1.23,
/* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
`theoStatus` = 'Hold',
/* Replace with a VARCHAR(16) */
`comment` = 'Example_comment',
/* Replace with a DATETIME(6) */
`updated` = '2022-01-01 12:34:56.000000',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
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 VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTheo`.`MsgSRTheoExpSurface`(
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ekey_at`,
/* 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`,
/* Replace with a VARCHAR(12) */
`ekey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`ekey_yr`,
/* Replace with a TINYINT UNSIGNED */
`ekey_mn`,
/* Replace with a TINYINT UNSIGNED */
`ekey_dy`,
/* Replace with a VARCHAR(16) */
`theoModel`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at`,
/* 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') */
`ticker_ts`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */
`skewFunc`,
/* Replace with a ENUM('Default','V6') */
`volTimeUnits`,
/* Replace with a ENUM('NbboMid','NbboCross') */
`uPrcRefRule`,
/* Replace with a FLOAT */
`refUPrc`,
/* Replace with a FLOAT */
`refUPrcWeight`,
/* Replace with a FLOAT */
`refSRAtm`,
/* Replace with a FLOAT */
`refSRAtmWeight`,
/* Replace with a FLOAT */
`paramA`,
/* Replace with a FLOAT */
`paramB`,
/* Replace with a FLOAT */
`paramC`,
/* Replace with a FLOAT */
`paramD`,
/* Replace with a FLOAT */
`paramE`,
/* Replace with a FLOAT */
`paramF`,
/* Replace with a FLOAT */
`paramG`,
/* Replace with a FLOAT */
`paramH`,
/* Replace with a FLOAT */
`paramI`,
/* Replace with a FLOAT */
`paramJ`,
/* Replace with a FLOAT */
`theoVol`,
/* Replace with a FLOAT */
`bOpnVol`,
/* Replace with a FLOAT */
`bClsVol`,
/* Replace with a FLOAT */
`sOpnVol`,
/* Replace with a FLOAT */
`sClsVol`,
/* Replace with a FLOAT */
`bOpnEdge`,
/* Replace with a FLOAT */
`bClsEdge`,
/* Replace with a FLOAT */
`sOpnEdge`,
/* Replace with a FLOAT */
`sClsEdge`,
/* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
`buySellConvention`,
/* Replace with a FLOAT */
`lnDDiv`,
/* Replace with a FLOAT */
`shDDiv`,
/* Replace with a FLOAT */
`lnSDiv`,
/* Replace with a FLOAT */
`shSDiv`,
/* Replace with a FLOAT */
`tvSlope`,
/* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
`divRule`,
/* Replace with a ENUM('None','Yes','No') */
`userRateOverride`,
/* Replace with a ENUM('None','Yes','No') */
`userSDivOverride`,
/* Replace with a ENUM('None','Yes','No') */
`userDDivOverride`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
`theoStatus`,
/* Replace with a VARCHAR(16) */
`comment`,
/* Replace with a DATETIME(6) */
`updated`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'None',
'None',
'Example_ekey_tk',
123,
1,
1,
'Example_theoModel',
'Example_clientFirm',
'None',
'None',
'Example_ticker_tk',
'None',
'Default',
'NbboMid',
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'None',
1.23,
1.23,
1.23,
1.23,
1.23,
'UseSRImplied',
'No',
'No',
'No',
1.23,
1.23,
'Hold',
'Example_comment',
'2022-01-01 12:34:56.000000',
'2022-01-01 12:34:56.000000'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTheo`.`MsgSRTheoExpSurface`
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 VARCHAR(16) */
`theoModel` = 'Example_theoModel'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
Doc Columns Query
SELECT * FROM SRTheo.doccolumns WHERE TABLE_NAME='SRTheoExpSurface' ORDER BY ordinal_position ASC;