2990-market-data-stock
| # | Message Name | Description |
|---|---|---|
| 2995 | StockAuctionSummary | These records represent current and recent trailing market open/close auction results |
| 3000 | StockBookQuote | This table contains live equity quote records for all CQS/UQDF securities as well as US OTC equity securities, SpiderRock synthetic markets, and a number of major indexes. Each record contains up to two price levels and represents a live snapshot of the book for a specific market. |
| 3015 | StockExchImbalance | StockExchImbalance records contain live exchange closing auction imbalance details. Imbalance information can be available from more than one exchange for each ticker. Final StockExchImbalance records are published to the SpiderRock elastic cluster nightly after the auction close. |
| 3020 | StockExchImbalanceV2 | StockExchImbalanceV2 records contain live exchange closing auction imbalance details. Imbalance information can be available from more than one exchange for each ticker. Final StockExchImbalanceV2 records are published to the SpiderRock elastic cluster nightly after the auction close. |
| 3035 | StockImbalance | StockImbalance records contain live exchange closing auction imbalance details. Imbalance information in aggregated across exchanges with imbalance feeds. Final StockImbalance records are published to the SpiderRock elastic cluster nightly after the auction close. |
| 3040 | StockMarketSummary | These records represent live market summary snapshots for equity, index, and synthetic markets. |
| 3045 | StockPrint | 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. |
| 3055 | StockPrintMarkup | StockPrintMarkup records are created/published for all stock prints |
| 3060 | StockPrintSet | StockPrintSet records are created for each print and published to the SpiderRock elastic cluster 10 minutes later, when T+10M markup detail is available. |
| 3065 | StockThreshold | StockThreshold records contain information about whether and how long a stock has been on the REG SRO threshold list. |