SpreadDefinition

V8 Message Definiton

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	SpreadDefinition
Product	SRSpread
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
SRspreadID	BIGINT	PRI	0	SR legs list hash
ticker_at	enum - AssetType		'None'	underlier or product group tickerKey
ticker_ts	enum - TickerSrc		'None'	underlier or product group tickerKey
ticker_tk	VARCHAR(12)		''	underlier or product group tickerKey
spreadClass	enum - SpreadClass		'None'	option spread type
securityDesc	TINYTEXT		''
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
ExchSprIDsList	JSON		'JSON_ARRAY()'
LegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
SRspreadID	1

JSON Block (ExchSprIDsList)

Field	Type	Comment
exchSprID	enum - exchSprID	unique exchange spread id

JSON Block (LegsList)

Field	Type	Comment
legSecKey	enum - legSecKey
legSecType	enum - SpdrKeyType
legSide	enum - BuySell
legRatio	enum - legRatio	leg ratio 1 2 etc
refDelta	enum - refDelta
refPrc	enum - refPrc

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadDefinition` (
    `SRspreadID` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR legs list hash',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier (or product group) tickerKey',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlier (or product group) tickerKey',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier (or product group) tickerKey',
    `spreadClass` ENUM('None','Stk','Fut','Call','Put','Synth','RevCon','Box','JRoll','Roll','Straddle','Strangle','CSpread','PSpread','VStrip','VSpread','HStrip','HSpread','BFly','RiskRev','Mixed','VarSwap','Pair','ExpPair','VolPair') NOT NULL DEFAULT 'None' COMMENT 'option spread type',
    `securityDesc` TINYTEXT NOT NULL DEFAULT '',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `ExchSprIDsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(ExchSprIDsList)),
    `LegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(LegsList)),
    PRIMARY KEY USING HASH (`SRspreadID`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `SRspreadID`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `spreadClass`,
    `securityDesc`,
    `timestamp`,
    `ExchSprIDsList`,
    `LegsList`
FROM `SRSpread`.`MsgSpreadDefinition`
WHERE 
    /* Replace with a BIGINT */ 
    `SRspreadID` = 1234567890;

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadDefinition' ORDER BY ordinal_position ASC;