ClientLive
| # | Message Name | Description |
|---|---|---|
| 2675 | IndexQuote | Live index levels and quotes including SpiderRock synthetic index levels and quotes. |
| 4485 | MarketHoursConfig | Expected trading day market schedule for each TradingPeriod and SecType. Including schedules for equity, futures, and options markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange. Typically includes records for the current week, previous week and next week |
| 4450 | NMSCircuitBreaker | This table contains circuit breaker information for market centers with circuit breakers. Note that circuit breaker records may not always exist for a market center. |
| 2750 | OpraPrintType | |
| 2760 | OptionEOP | The expected opening price and opening size for an option. Based on the exchange open auction feed. |
| 2790 | OptionOpenAuction | |
| 2795 | OptionOpenAuctionSummary | |
| 2805 | OptionPrint2 | The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange. |
| 2825 | OptionPrintSummary | Root/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur. |
| 3150 | OptionSettlementMark | Option settlement marks from the listing exchange. |
| 4460 | ProductPriceBand | This table contains live trading bands, as advertised by the listing exchange, for futures markets with bands. |
| 4465 | ProductTradingStatus | This table contains live trading status records for entire product groups (futures and options) and asset groups and individual instruments |
| 4470 | ProductTradingStatusV2 | This table contains live trading status records for entire product groups (futures and options) and asset groups and individual instruments |
| 6225 | RFQQuoteBroadcast | Live spread quotes with SpiderRock markup details for equity and future option spreads. Legs details are included in a packed field. This table contains the most recent market for each spread. |
| 2830 | SOQConstituentSymbolMap | |
| 2835 | SOQStrikeRangeUpdate | |
| 2995 | StockAuctionSummary | These records represent current and recent trailing market open/close auction results |
| 3015 | StockExchImbalance | StockExchImbalance records contain live exchange closing auction imbalance details. Imbalance information can be available from more than one exchange for each ticker. Final StockExchImbalance records are published to the SpiderRock elastic cluster nightly after the auction close. |
| 3035 | StockImbalance | StockImbalance records contain live exchange closing auction imbalance details. Imbalance information in aggregated across exchanges with imbalance feeds. Final StockImbalance records are published to the SpiderRock elastic cluster nightly after the auction close. |
| 4475 | StockRegSHOStatus | |
| 2700 | SyntheticExpiryQuote | Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources |
| 2695 | SyntheticFutureQuote | Live synthetic future quotes are SpiderRock implied futures quotes derived from roll prices. |