SpdrTheoExp2PtCurve

V8 Message Definiton

SpdrTheoExp2PtCurve records are used along side SpdrTheoExpSurface records to provide a complete x/y specification of a theoretical skew curve. Spline interpolation is used for values between x/y points

METADATA

Attribute	Value
Topic	1945-client-theos
MLink Token	SystemData
Product	SRTheo
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
theoModel	VARCHAR(16)	PRI	''	theo model
clientFirm	VARCHAR(16)	PRI	''	client firm this theo model is associated with controls visibility
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)		''
xAxisType	enum - XAxisType		'None'
axisVol	FLOAT		0
x00	FLOAT		0
x01	FLOAT		0
x02	FLOAT		0
x03	FLOAT		0
x04	FLOAT		0
x05	FLOAT		0
x06	FLOAT		0
x07	FLOAT		0
x08	FLOAT		0
x09	FLOAT		0
x10	FLOAT		0
x11	FLOAT		0
x12	FLOAT		0
x13	FLOAT		0
x14	FLOAT		0
y00	FLOAT		0
y01	FLOAT		0
y02	FLOAT		0
y03	FLOAT		0
y04	FLOAT		0
y05	FLOAT		0
y06	FLOAT		0
y07	FLOAT		0
y08	FLOAT		0
y09	FLOAT		0
y10	FLOAT		0
y11	FLOAT		0
y12	FLOAT		0
y13	FLOAT		0
y14	FLOAT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	last update dttm from loader

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6
theoModel	7
clientFirm	8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTheo`.`MsgSRTheoExp2PtCurve` (
    `ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ekey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `theoModel` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'theo model',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm this theo model is associated with (controls visibility)',
    `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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `xAxisType` ENUM('None','Strike','SimpleMoney','RTMoney','VolRTMoney','TVolRTMoney','LogStdMoney','TLogStdMoney') NOT NULL DEFAULT 'None',
    `axisVol` FLOAT NOT NULL DEFAULT 0,
    `x00` FLOAT NOT NULL DEFAULT 0,
    `x01` FLOAT NOT NULL DEFAULT 0,
    `x02` FLOAT NOT NULL DEFAULT 0,
    `x03` FLOAT NOT NULL DEFAULT 0,
    `x04` FLOAT NOT NULL DEFAULT 0,
    `x05` FLOAT NOT NULL DEFAULT 0,
    `x06` FLOAT NOT NULL DEFAULT 0,
    `x07` FLOAT NOT NULL DEFAULT 0,
    `x08` FLOAT NOT NULL DEFAULT 0,
    `x09` FLOAT NOT NULL DEFAULT 0,
    `x10` FLOAT NOT NULL DEFAULT 0,
    `x11` FLOAT NOT NULL DEFAULT 0,
    `x12` FLOAT NOT NULL DEFAULT 0,
    `x13` FLOAT NOT NULL DEFAULT 0,
    `x14` FLOAT NOT NULL DEFAULT 0,
    `y00` FLOAT NOT NULL DEFAULT 0,
    `y01` FLOAT NOT NULL DEFAULT 0,
    `y02` FLOAT NOT NULL DEFAULT 0,
    `y03` FLOAT NOT NULL DEFAULT 0,
    `y04` FLOAT NOT NULL DEFAULT 0,
    `y05` FLOAT NOT NULL DEFAULT 0,
    `y06` FLOAT NOT NULL DEFAULT 0,
    `y07` FLOAT NOT NULL DEFAULT 0,
    `y08` FLOAT NOT NULL DEFAULT 0,
    `y09` FLOAT NOT NULL DEFAULT 0,
    `y10` FLOAT NOT NULL DEFAULT 0,
    `y11` FLOAT NOT NULL DEFAULT 0,
    `y12` FLOAT NOT NULL DEFAULT 0,
    `y13` FLOAT NOT NULL DEFAULT 0,
    `y14` FLOAT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last update dttm (from loader)',
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`theoModel`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrTheoExp2PtCurve records are used along side SpdrTheoExpSurface records to provide a complete x/y specification of a theoretical skew curve. Spline interpolation is used for values between x/y points';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `theoModel`,
    `clientFirm`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `xAxisType`,
    `axisVol`,
    `x00`,
    `x01`,
    `x02`,
    `x03`,
    `x04`,
    `x05`,
    `x06`,
    `x07`,
    `x08`,
    `x09`,
    `x10`,
    `x11`,
    `x12`,
    `x13`,
    `x14`,
    `y00`,
    `y01`,
    `y02`,
    `y03`,
    `y04`,
    `y05`,
    `y06`,
    `y07`,
    `y08`,
    `y09`,
    `y10`,
    `y11`,
    `y12`,
    `y13`,
    `y14`,
    `timestamp`
FROM `SRTheo`.`MsgSRTheoExp2PtCurve`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTheo`.`MsgSRTheoExp2PtCurve` 
SET
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None',
    /* 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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk',
    /* Replace with a ENUM('None','Strike','SimpleMoney','RTMoney','VolRTMoney','TVolRTMoney','LogStdMoney','TLogStdMoney') */ 
    `xAxisType` = 'None',
    /* Replace with a FLOAT */ 
    `axisVol` = 1.23,
    /* Replace with a FLOAT */ 
    `x00` = 1.23,
    /* Replace with a FLOAT */ 
    `x01` = 1.23,
    /* Replace with a FLOAT */ 
    `x02` = 1.23,
    /* Replace with a FLOAT */ 
    `x03` = 1.23,
    /* Replace with a FLOAT */ 
    `x04` = 1.23,
    /* Replace with a FLOAT */ 
    `x05` = 1.23,
    /* Replace with a FLOAT */ 
    `x06` = 1.23,
    /* Replace with a FLOAT */ 
    `x07` = 1.23,
    /* Replace with a FLOAT */ 
    `x08` = 1.23,
    /* Replace with a FLOAT */ 
    `x09` = 1.23,
    /* Replace with a FLOAT */ 
    `x10` = 1.23,
    /* Replace with a FLOAT */ 
    `x11` = 1.23,
    /* Replace with a FLOAT */ 
    `x12` = 1.23,
    /* Replace with a FLOAT */ 
    `x13` = 1.23,
    /* Replace with a FLOAT */ 
    `x14` = 1.23,
    /* Replace with a FLOAT */ 
    `y00` = 1.23,
    /* Replace with a FLOAT */ 
    `y01` = 1.23,
    /* Replace with a FLOAT */ 
    `y02` = 1.23,
    /* Replace with a FLOAT */ 
    `y03` = 1.23,
    /* Replace with a FLOAT */ 
    `y04` = 1.23,
    /* Replace with a FLOAT */ 
    `y05` = 1.23,
    /* Replace with a FLOAT */ 
    `y06` = 1.23,
    /* Replace with a FLOAT */ 
    `y07` = 1.23,
    /* Replace with a FLOAT */ 
    `y08` = 1.23,
    /* Replace with a FLOAT */ 
    `y09` = 1.23,
    /* Replace with a FLOAT */ 
    `y10` = 1.23,
    /* Replace with a FLOAT */ 
    `y11` = 1.23,
    /* Replace with a FLOAT */ 
    `y12` = 1.23,
    /* Replace with a FLOAT */ 
    `y13` = 1.23,
    /* Replace with a FLOAT */ 
    `y14` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTheo`.`MsgSRTheoExp2PtCurve`(
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_at`,
    /* 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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy`,
    /* Replace with a VARCHAR(16) */ 
    `theoModel`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at`,
    /* 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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a ENUM('None','Strike','SimpleMoney','RTMoney','VolRTMoney','TVolRTMoney','LogStdMoney','TLogStdMoney') */ 
    `xAxisType`,
    /* Replace with a FLOAT */ 
    `axisVol`,
    /* Replace with a FLOAT */ 
    `x00`,
    /* Replace with a FLOAT */ 
    `x01`,
    /* Replace with a FLOAT */ 
    `x02`,
    /* Replace with a FLOAT */ 
    `x03`,
    /* Replace with a FLOAT */ 
    `x04`,
    /* Replace with a FLOAT */ 
    `x05`,
    /* Replace with a FLOAT */ 
    `x06`,
    /* Replace with a FLOAT */ 
    `x07`,
    /* Replace with a FLOAT */ 
    `x08`,
    /* Replace with a FLOAT */ 
    `x09`,
    /* Replace with a FLOAT */ 
    `x10`,
    /* Replace with a FLOAT */ 
    `x11`,
    /* Replace with a FLOAT */ 
    `x12`,
    /* Replace with a FLOAT */ 
    `x13`,
    /* Replace with a FLOAT */ 
    `x14`,
    /* Replace with a FLOAT */ 
    `y00`,
    /* Replace with a FLOAT */ 
    `y01`,
    /* Replace with a FLOAT */ 
    `y02`,
    /* Replace with a FLOAT */ 
    `y03`,
    /* Replace with a FLOAT */ 
    `y04`,
    /* Replace with a FLOAT */ 
    `y05`,
    /* Replace with a FLOAT */ 
    `y06`,
    /* Replace with a FLOAT */ 
    `y07`,
    /* Replace with a FLOAT */ 
    `y08`,
    /* Replace with a FLOAT */ 
    `y09`,
    /* Replace with a FLOAT */ 
    `y10`,
    /* Replace with a FLOAT */ 
    `y11`,
    /* Replace with a FLOAT */ 
    `y12`,
    /* Replace with a FLOAT */ 
    `y13`,
    /* Replace with a FLOAT */ 
    `y14`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'None',
    'None',
    'Example_ekey_tk',
    123,
    1,
    1,
    'Example_theoModel',
    'Example_clientFirm',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTheo`.`MsgSRTheoExp2PtCurve` 
WHERE
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRTheo.doccolumns WHERE TABLE_NAME='SpdrTheoExp2PtCurve' ORDER BY ordinal_position ASC;