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Version: 8.4.12.1

OptionOpenAuction

V8 Message Definiton

METADATA

AttributeValue
Topic2750-market-data-options
MLink TokenClientLive
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
okey_atenum - AssetTypePRI'None'
okey_tsenum - TickerSrcPRI'None'
okey_tkVARCHAR(12)PRI''
okey_yrSMALLINT UNSIGNEDPRI0
okey_mnTINYINT UNSIGNEDPRI0
okey_dyTINYINT UNSIGNEDPRI0
okey_xxDOUBLEPRI0
okey_cpenum - CallPutPRI'Call'
auctionTypeenum - OpenAuctionType'None'Opening auction type
refPrcFLOAT0Current collared VMIM Volume MaximizingImbalance Minimizing price
buyContractsINT0Cumulative buy contracts at and above the reference price
sellContractsINT0Cumulative sell contracts at or below the reference price
indicativePrcFLOAT0Current collared VMIM price on the queueing book and continuous book equal to reference price for options without GTH sessions
auctionOnlyPrcFLOAT0Uncollared VMIM price on the queueing book only
openingCondenum - OptAuctionOpenCondition'None'Current opening condition based on the auction
compMktBidPrcFLOAT0Current bid price of prevailing composite market
compMktAskPrcFLOAT0Current ask price of prevailing composite market
srcTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switchusually syncronized with f
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
okey_tk1
okey_yr2
okey_mn3
okey_dy4
okey_xx5
okey_cp6
okey_at7
okey_ts8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionOpenAuction` (
`okey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`okey_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',
`okey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`okey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`okey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`okey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`okey_xx` DOUBLE NOT NULL DEFAULT 0,
`okey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`auctionType` ENUM('None','GTHOpen','RTHOpen','HaltReopen','VolOpen') NOT NULL DEFAULT 'None' COMMENT 'Opening auction type',
`refPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current collared VMIM (Volume Maximizing/Imbalance Minimizing) price',
`buyContracts` INT NOT NULL DEFAULT 0 COMMENT 'Cumulative buy contracts at and above the reference price',
`sellContracts` INT NOT NULL DEFAULT 0 COMMENT 'Cumulative sell contracts at or below the reference price',
`indicativePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current collared VMIM price on the queueing book and continuous book, equal to reference price for options without GTH sessions',
`auctionOnlyPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Uncollared VMIM price on the queueing book only',
`openingCond` ENUM('None','WouldOpen','NeedQteToOpn','NeedBuyers','NeedSellers','CrossCmpstMrkt') NOT NULL DEFAULT 'None' COMMENT 'Current opening condition based on the auction',
`compMktBidPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current bid price of prevailing composite market',
`compMktAskPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Current ask price of prevailing composite market',
`srcTimestamp` 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 f',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`okey_at`,
`okey_ts`,
`okey_tk`,
`okey_yr`,
`okey_mn`,
`okey_dy`,
`okey_xx`,
`okey_cp`,
`auctionType`,
`refPrc`,
`buyContracts`,
`sellContracts`,
`indicativePrc`,
`auctionOnlyPrc`,
`openingCond`,
`compMktBidPrc`,
`compMktAskPrc`,
`srcTimestamp`,
`netTimestamp`,
`timestamp`
FROM `SRLive`.`MsgOptionOpenAuction`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`okey_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') */
`okey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`okey_tk` = 'Example_okey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`okey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`okey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`okey_dy` = 1
AND
/* Replace with a DOUBLE */
`okey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`okey_cp` = 'Call';

Doc Columns Query

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