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Version: 8.5.11.3

SR Live

Overview​

  • U.S. equity, option, and future live quotes and prints
  • Product definition tables (OCC, CME, ICE, & Equity NMS)
  • Complex order book quotes and exchange imbalances
  • High throughout bulk access to full market data universe

The SR Live database contains first and second level market quotes for options, stock, and futures. It also delivers print data for each asset class, as well as opening and closing stock imbalances. While SR Live offers comprehensive market data, it does not include analytic metrics such as implied volatilities or option Greeks. Each asset type has its own table containing the different levels of quotes.

SR Live Tables​

SR Live Tables SR Live Tables

Query Examples​

OptionNbboQuote Table​

The OptionNbboQuote table contains the top two levels of the bid and ask sizes and prices for options.

Sample Query 1: To check this table:

SELECT * FROM srlive.msgoptionnbboquote WHERE okey_at = 'EQT';

Option NBBO Quote

Sample Query 2: Check NBBO quotes for December 19, 2025 AAPL Calls with strikes under 175.

SELECT * FROM srlive.msgoptionnbboquote  where okey_tk='AAPL' AND okey_yr=2025 AND okey_mn=12 and okey_dy=19 and okey_cp='Call' and okey_xx < 175;

Option NBBO Quote

StockBookQuote Table​

The StockBookQuote table contains the top two levels of the bid and ask sizes and prices for stocks.

Sample Query 3: To check this table:

SELECT * FROM srlive.msgstockbookquote WHERE ticker_at = 'EQT';

Stock Book Quote

FutureBookQuote Table​

The FutureBookQuote table contains both futures on options and future spreads (i.e. one future versus another future in the same asset). It also contains the top two levels of the bid and ask sizes and prices for futures.

Sample Query 4: To check this table:

SELECT * FROM srlive.msgfuturebookquote;

Future Book Quote

To see the leg definition for spreads, the user can join the FutureBookQuote with the ProductDefinitionV2 and look at the leg list. (A note: The leg list is in JSON format). See below for an example:

SELECT b.legslist,a.* FROM srlive.msgfuturebookquote a
JOIN srlive.msgproductdefinitionv2 b
ON a.fkey_at = b.seckey_at AND a.fkey_ts = b.seckey_ts AND a.fkey_tk = b.seckey_tk AND a.fkey_yr = b.seckey_yr AND a.fkey_mn = b.seckey_mn AND a.fkey_dy = b.seckey_dy;

Future Book Quote

StockImbalance Table​

Sample Query 5: To check the stock imbalance before the market open or close, refer to the StockExchImbalance table:

SELECT * FROM srlive.msgstockexchimbalance;

Stock Imbalance

Option, Stock, and Future Print Tables​

Sample Query 6: To check all AAPL option prints with a size greater than 100, refer to the OptionPrint table:

SELECT * FROM srlive.msgoptionprint  WHERE okey_tk='AAPL' AND prtSize > 100;

Option Print

Sample Query 7: To check stock prints, refer to the StockPrint table:

SELECT * FROM srlive.msgstockprint;

Stock Print

Sample Query 8: To check future prints, refer to the FuturePrint table:

SELECT * FROM srlive.msgfutureprint;

Future Print

To see the prints of future spreads, the user can join future prints with ProductDefinitionV2. See below for an example:

SELECT b.legslist,a.* FROM srlive.msgfutureprint a
JOIN srlive.msgproductdefinitionv2 b
ON a.fkey_at = b.seckey_at AND a.fkey_ts = b.seckey_ts AND a.fkey_tk = b.seckey_tk AND a.fkey_yr = b.seckey_yr AND a.fkey_mn = b.seckey_mn AND a.fkey_dy = b.seckey_dy;

Future Print

Ticker Definition Table​

Sample Query 9: To check the name of any ticker or future, refer to the TickerDefinitionExt table:

SELECT * FROM srlive.msgtickerdefinitionext;

Ticker Definition

Option Open Interest Table​

Sample Query 10: To check the pre-market open interest for options, refer to the OptionOpenInterest table:

SELECT * FROM srlive.msgoptionopeninterest;

Option Open Interest