SR Live

The SR Live database contains first and second level market quotes for options, stocks, 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. Key features include:

• 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 throughput bulk access to full market data universe

SR Live Tables

The following images show the available tables in SR Live:

OptionNbboQuote Table

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

Query Examples

1. Retrieve all equity option NBBO quotes:

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

2. Retrieve 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;
   

StockBookQuote Table

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

Query Example

1. Retrieve all equity stock book quotes:

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

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.

Query Examples

1. Retrieve all future book quotes:

   SELECT * FROM srlive.msgfuturebookquote;
   

2. Retrieve leg definitions for spreads by joining FutureBookQuote with ProductDefinitionV2. The leg list is in JSON format.

   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;
   

StockExchImbalance Table

The StockExchImbalance table contains stock imbalance data before market open or close.

Query Example

1. Retrieve all stock exchange imbalances:

   SELECT * FROM srlive.msgstockexchimbalance;
   

Option, Stock, and Future Print Tables

Print tables contain trade execution data for each asset class.

Query Examples

1. Retrieve all AAPL option prints with a size greater than 80 from the OptionPrint table:

   SELECT * FROM srlive.msgoptionprint WHERE okey_tk='AAPL' AND prtSize > 80;
   

2. Retrieve all stock prints from the StockPrint table:

   SELECT * FROM srlive.msgstockprint;
   

3. Retrieve all future prints from the FuturePrint table:

   SELECT * FROM srlive.msgfutureprint;
   

4. Retrieve future spread prints by joining with ProductDefinitionV2:

   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;
   

Ticker Definition Table

The TickerDefinitionExt table contains the names for all tickers and futures.

Query Example

1. Retrieve all ticker definitions:

   SELECT * FROM srlive.msgtickerdefinitionext;
   

Option Open Interest Table

The OptionOpenInterest table contains pre-market open interest data for options.

Query Example

1. Retrieve all option open interest data:

   SELECT * FROM srlive.msgoptionopeninterest;