OptionFlexEvent

V8 Message Definiton

The most recent (last) record for each active FLEX option.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
sequenceNumber	INT	PRI	0	sequence of the flex event message counting from the start of day or last restart of the feed handler
eventId	INT		0	unique id of the event assigned by SpiderRock subsequent messages on the event will use the same id
prtExch	enum - OptExch		'None'	exchange code that produced this flex event
prtRoot	VARCHAR(6)		''	security symbol of the FLEX option
requestId	INT		0	request identifier associated with this trade assigned by the exchange these appear to not be 100 reliable particularly for PHLX
eventType	enum - FlexEventType		'None'	type of event this message represents eg RFQ QTE LST
totalQuantity	INT		0	total quantity of the flex trade
packagePrice	DOUBLE		0	total price of the flex trade inclusive of all legs
netTimestamp	BIGINT		0	timestamp of when this message was received
srcTimestamp	BIGINT		0	timestamp from the exchange of when this message was sent
LegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
sequenceNumber	1

JSON Block (LegsList)

Field	Type	Comment
okey	enum - okey	OptionKey of the instrument if available
flexType	enum - FlexType	European or American exercise AM or PM exercise time
quantity	enum - quantity	quantity of contracts in this leg of the event
price	enum - price	price of this leg of the event could be quoted in percentage of closing price
priceType	enum - FlexPriceType	price type of the event
delta	enum - delta	delta supplied with the event for delta adjusted at close events
refPrice	enum - refPrice	reference price of the event for use in delta ajusting the final price
closePrice	enum - closePrice	close price used for both percentage adjusted and delta adjusted events
priceAdj	enum - priceAdj	final adjusted price made available after the event is marked as PctAdjApplied or DeltaAdjApplied
strikeAdj	enum - strikeAdj	final adjusted strike made available after the event is marked PctAdjApplied
bidPrice	enum - bidPrice	bid price from QTE messages
bidSize	enum - bidSize	bid size from QTE messages
askPrice	enum - askPrice	ask price from QTE messages
askSize	enum - askSize	ask size from QTE messages
rawText	enum - rawText	raw text of the flex event

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionFlexEvent` (
    `sequenceNumber` INT NOT NULL DEFAULT 0 COMMENT 'sequence of the flex event message counting from the start of day or last restart of the feed handler',
    `eventId` INT NOT NULL DEFAULT 0 COMMENT 'unique id of the event assigned by SpiderRock, subsequent messages on the event will use the same id',
    `prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'exchange code that produced this flex event',
    `prtRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'security symbol of the FLEX option',
    `requestId` INT NOT NULL DEFAULT 0 COMMENT 'request identifier associated with this trade assigned by the exchange (these appear to not be 100% reliable, particularly for PHLX)',
    `eventType` ENUM('None','RFQ','QTE','LST','CXL','ADM','IND') NOT NULL DEFAULT 'None' COMMENT 'type of event this message represents, e.g., RFQ, QTE, LST',
    `totalQuantity` INT NOT NULL DEFAULT 0 COMMENT 'total quantity of the flex trade',
    `packagePrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'total price of the flex trade inclusive of all legs',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'timestamp of when this message was received',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'timestamp from the exchange of when this message was sent',
    `LegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(LegsList)),
    PRIMARY KEY USING HASH (`sequenceNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) record for each active FLEX option.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `sequenceNumber`,
    `eventId`,
    `prtExch`,
    `prtRoot`,
    `requestId`,
    `eventType`,
    `totalQuantity`,
    `packagePrice`,
    `netTimestamp`,
    `srcTimestamp`,
    `LegsList`
FROM `SRLive`.`MsgOptionFlexEvent`
WHERE 
    /* Replace with a INT */ 
    `sequenceNumber` = 5;

Doc Columns Query

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