AuctionState

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
ticker_at	enum - AssetType		'None'	underlier ticker
ticker_ts	enum - TickerSrc		'None'	underlier ticker
ticker_tk	VARCHAR(12)		''	underlier ticker
tradeDate	DATE		'1900-01-01'
isTestAuction	enum - YesNo		'None'	if yes auction is a test auction not a prodlive auction
auctionType	enum - AuctionType		'None'
blockAuctionCounter	INT		0
blockAuctionStatus	enum - BlockAuctionStatus		'None'	ActiveFinalTrialCrossingCrossedCrossFailedClosed
custSide	enum - BuySell		'None'	if available
custQty	INT		0
custPrc	DOUBLE		0	public cust price
hasCustPrc	enum - YesNo		'None'
uBid	FLOAT		0	underlier bid price used to resolve limits during the last auction trial
uAsk	FLOAT		0	underlier ask price used to resolve limits during the last auction trial
nbboBid	FLOAT		0	current option nbbo bid at time of record publish
nbboAsk	FLOAT		0	current option nbbo ask at time of record publish
nbboBidSz	INT		0	current option nbbo cum bid size at time of record publish
nbboAskSz	INT		0	current option nbbo cum ask size at time of record publish
surfacePrc	FLOAT		0	SR surface price record publish uMid
surfaceVol	FLOAT		0	SR surface volatility record publish
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	SR system timestamp record publish
AskSolutionList	JSON		'JSON_ARRAY()'
BidSolutionList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

JSON Block (AskSolutionList)

Field	Type	Comment
numResponders	enum - numResponders
matchPrice	enum - matchPrice	current auction cross price in exchange price increments
matchSize	enum - matchSize	current auction size available match price

JSON Block (BidSolutionList)

Field	Type	Comment
numResponders	enum - numResponders
matchPrice	enum - matchPrice	current auction cross price in exchange price increments
matchSize	enum - matchSize	current auction size available match price

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgAuctionState` (
    `noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `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 'underlier ticker',
    `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 'underlier ticker',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier ticker',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `isTestAuction` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, auction is a test auction (not a prod/live auction)',
    `auctionType` ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash') NOT NULL DEFAULT 'None',
    `blockAuctionCounter` INT NOT NULL DEFAULT 0,
    `blockAuctionStatus` ENUM('None','Active','FinalTrial','Crossing','Crossed','CrossFailed','Closed') NOT NULL DEFAULT 'None' COMMENT 'Active,FinalTrial,Crossing,Crossed,CrossFailed,Closed',
    `custSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'if available',
    `custQty` INT NOT NULL DEFAULT 0,
    `custPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'public cust price',
    `hasCustPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `uBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier bid price (used to resolve limits during the last auction trial)',
    `uAsk` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier ask price (used to resolve limits during the last auction trial)',
    `nbboBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'current option nbbo bid (at time of record publish)',
    `nbboAsk` FLOAT NOT NULL DEFAULT 0 COMMENT 'current option nbbo ask (at time of record publish)',
    `nbboBidSz` INT NOT NULL DEFAULT 0 COMMENT 'current option nbbo cum bid size (at time of record publish)',
    `nbboAskSz` INT NOT NULL DEFAULT 0 COMMENT 'current option nbbo cum ask size (at time of record publish)',
    `surfacePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface price @ record publish (uMid)',
    `surfaceVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface volatility @ record publish',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp (record publish)',
    `AskSolutionList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(AskSolutionList)),
    `BidSolutionList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(BidSolutionList)),
    CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
    PRIMARY KEY USING HASH (`noticeNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `noticeNumber`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tradeDate`,
    `isTestAuction`,
    `auctionType`,
    `blockAuctionCounter`,
    `blockAuctionStatus`,
    `custSide`,
    `custQty`,
    `custPrc`,
    `hasCustPrc`,
    `uBid`,
    `uAsk`,
    `nbboBid`,
    `nbboAsk`,
    `nbboBidSz`,
    `nbboAskSz`,
    `surfacePrc`,
    `surfaceVol`,
    `timestamp`,
    `AskSolutionList`,
    `BidSolutionList`
FROM `SRTrade`.`MsgAuctionState`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AuctionState' ORDER BY ordinal_position ASC;