OptionFlexPrint

V8 Message Definiton

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

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
eventId	CHAR(19)	PRI	'0000-0000-0000-0000'	unique FLEX event ID guid
optExch	enum - OptExch		'None'
exchangeId	VARCHAR(16)		''	identifier associated with this trade assigned by the exchange may not be 100 reliable
flexRoot	VARCHAR(6)		''	security symbol of the FLEX option
closureType	enum - FlexClosureType		'None'
printClosure	enum - FlexPrintClosure		'None'
pkgQty	INT		0	package quantity
pkgPrice	DOUBLE		0	total price inclusive of all legs
recordIdSet	TEXT		''	OPRA FLEX text lines contributing to this event pipe delimited if more than one
createTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	creation time of this event
modifyTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	last modification time for this event
numLegs	INT		0	expected number of legs in complete package
legsComplete	enum - YesNo		'None'
LegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
eventId	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

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionFlexPrint` (
    `eventId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique FLEX event ID (guid)',
    `optExch` 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','SRC') NOT NULL DEFAULT 'None',
    `exchangeId` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'identifier associated with this trade assigned by the exchange (may not be 100% reliable)',
    `flexRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'security symbol of the FLEX option',
    `closureType` ENUM('None','DeltaAdjAtClose','PctAdjAtClose') NOT NULL DEFAULT 'None',
    `printClosure` ENUM('None','PendingClose','Closed','Cancelled') NOT NULL DEFAULT 'None',
    `pkgQty` INT NOT NULL DEFAULT 0 COMMENT 'package quantity',
    `pkgPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'total price inclusive of all legs',
    `recordIdSet` TEXT NOT NULL DEFAULT '' COMMENT 'OPRA FLEX text line(s) contributing to this event [pipe delimited if more than one]' CHECK(LENGTH(recordIdSet) <= 10000),
    `createTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'creation time of this event',
    `modifyTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last modification time for this event',
    `numLegs` INT NOT NULL DEFAULT 0 COMMENT 'expected number of legs in complete package',
    `legsComplete` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `LegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(LegsList)),
    CONSTRAINT nonnegative_eventId CHECK(ASCII(eventId) < 56),
    PRIMARY KEY USING HASH (`eventId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) record for each active FLEX option.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `eventId`,
    `optExch`,
    `exchangeId`,
    `flexRoot`,
    `closureType`,
    `printClosure`,
    `pkgQty`,
    `pkgPrice`,
    `recordIdSet`,
    `createTime`,
    `modifyTime`,
    `numLegs`,
    `legsComplete`,
    `LegsList`
FROM `SRLive`.`MsgOptionFlexPrint`
WHERE 
    /* Replace with a CHAR(19) */
    `eventId` = 'Example_eventId';

Doc Columns Query

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