StockPrint

V8 Message Definiton

The most recent (last) print record for CTS/UTDF markets as well as SpiderRock synthetic markets. Records also incorporate some summary detail and closing mark information as well.

METADATA

Attribute	Value
Topic	2990-market-data-stock
MLink Token	EqtMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
prtExch	enum - StkExch		'None'	print exch
prtSize	INT		0	print size
prtPrice	FLOAT		0	print price level
prtClusterNum	INT		0	incremental print cluster counter one counter per ticker used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtVolume	INT		0	cumulative print size today
mrkPrice	FLOAT		0	last regular market print price
clsPrice	FLOAT		0	official closing price if available
prtType	enum - StkPrintType		'None'
printCodes	VARCHAR(18)		''	European trade condition codes
prtCond1	TINYINT UNSIGNED		0	print condition from SIP feed
prtCond2	TINYINT UNSIGNED		0
prtCond3	TINYINT UNSIGNED		0
prtCond4	TINYINT UNSIGNED		0
ebid	FLOAT		0	exchange bid print time SIP feed
eask	FLOAT		0	exchange ask print time SIP feed
ebsz	INT		0	exchange bid size
easz	INT		0	exchange ask size
eage	FLOAT		0	age of prevailing quote at time of print
prtSide	enum - PrtSide		'None'
prtTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switch usually syncronized with facility grandfather clock
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgStockPrint` (
    `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 '',
    `prtExch` ENUM('None','AMEX','NQBX','NSX','FNRA','ISE','EDGA','EDGX','CHX','NYSE','ARCA','NSDQ','CBSX','PSX','BTSY','BATS','CBIDX','IEX','OTC','MPRL','LTSE','MEMX','MXIDX','DJIDX','BXE','CXE','DXE','XETRA','NXAM','NXBR','NXLS','NXML','NXOS','NXP') NOT NULL DEFAULT 'None' COMMENT 'print exch',
    `prtSize` INT NOT NULL DEFAULT 0 COMMENT 'print size',
    `prtPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'print price level',
    `prtClusterNum` INT NOT NULL DEFAULT 0 COMMENT 'incremental print cluster counter (one counter per ticker; used to group prints into clusters)',
    `prtClusterSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)',
    `prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'cumulative print size today',
    `mrkPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'last regular market print price',
    `clsPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official closing price (if available)',
    `prtType` ENUM('None','RegularSequence','OutOfSequence','VolumeOnly','ExtendedHours','OddLot','OddLotExtendedHours') NOT NULL DEFAULT 'None',
    `printCodes` VARCHAR(18) NOT NULL DEFAULT '' COMMENT 'European trade condition codes',
    `prtCond1` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'print condition (from SIP feed)',
    `prtCond2` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `prtCond3` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `prtCond4` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `ebid` FLOAT NOT NULL DEFAULT 0 COMMENT 'exchange bid (@ print time) [SIP feed]',
    `eask` FLOAT NOT NULL DEFAULT 0 COMMENT 'exchange ask (@ print time) [SIP feed]',
    `ebsz` INT NOT NULL DEFAULT 0 COMMENT 'exchange bid size',
    `easz` INT NOT NULL DEFAULT 0 COMMENT 'exchange ask size',
    `eage` FLOAT NOT NULL DEFAULT 0 COMMENT 'age of prevailing quote at time of print',
    `prtSide` ENUM('None','Mid','Bid','Ask') NOT NULL DEFAULT 'None',
    `prtTimestamp` 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 facility grandfather clock',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) print record for CTS/UTDF markets as well as SpiderRock synthetic markets.  Records also incorporate some summary detail and closing mark information as well.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `prtExch`,
    `prtSize`,
    `prtPrice`,
    `prtClusterNum`,
    `prtClusterSize`,
    `prtVolume`,
    `mrkPrice`,
    `clsPrice`,
    `prtType`,
    `printCodes`,
    `prtCond1`,
    `prtCond2`,
    `prtCond3`,
    `prtCond4`,
    `ebid`,
    `eask`,
    `ebsz`,
    `easz`,
    `eage`,
    `prtSide`,
    `prtTimestamp`,
    `netTimestamp`,
    `timestamp`
FROM `SRLive`.`MsgStockPrint`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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