LiveSurfaceAtm

V8 Message Definiton

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	SystemData
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
ticker_at	enum - AssetType		'None'	underlying stock key that this option expiration attaches to
ticker_ts	enum - TickerSrc		'None'	underlying stock key that this option expiration attaches to
ticker_tk	VARCHAR(12)		''	underlying stock key that this option expiration attaches to
fkey_at	enum - AssetType		'None'	future that this option expiration month written on if any
fkey_ts	enum - TickerSrc		'None'	future that this option expiration month written on if any
fkey_tk	VARCHAR(12)		''	future that this option expiration month written on if any
fkey_yr	SMALLINT UNSIGNED		0	future that this option expiration month written on if any
fkey_mn	TINYINT UNSIGNED		0	future that this option expiration month written on if any
fkey_dy	TINYINT UNSIGNED		0	future that this option expiration month written on if any
uBid	DOUBLE		0	underlier bid price
uAsk	DOUBLE		0	underlier ask price
years	FLOAT		0	time to expiration in years
rate	FLOAT		0	interest rate
sdiv	FLOAT		0	stock dividend borrow rate
ddiv	FLOAT		0	present value of discrete dividend stream
exType	TINYINT UNSIGNED		0	exercise type of the options used to compute this surface
modelType	TINYINT UNSIGNED		0	option pricing model used for price calcs
earnCnt	FLOAT		0	number of qualifying earnings events prior to expiration can be fractional from StockEarningsCalendar
earnCntAdj	FLOAT		0	number of qualifying earnings events prior to expiration adjusted from StockEarningsCalendar LiveSurfaceTerm
axisVolRT	FLOAT		0	axis volatility x sqrtyears used to compute xAxis usually 4m atm vol
axisFUPrc	FLOAT		0	axis FwdUPrc fwd underlying price used to compute xAxis
moneynessType	enum - MoneynessType		'None'	moneyness xAxis convention
underlierMode	enum - UnderlierMode		'None'	underlier pricing mode Noneuse spotstock market FrontMonthuse front month future market uPrcRatio Actual use actual underlier future market
priceQuoteType	enum - PriceQuoteType		'None'	Price or Vol
atmVol	FLOAT		0	atm vol xAxis 0
atmCen	FLOAT		0	atm vol xAxis 0 eMoveearnCntAdj censored
atmVolHist	FLOAT		0	historical realized volatility includes eMoveHist x earnCntAdj adjustment Note that this is the default atmVol if no implied markets existed previous day
atmCenHist	FLOAT		0	censored earnings events removed historical realized volatility Trailing periods is 2x forward time to expiration From HistoricalVolatilitywindowTypehlCenmvnnn
minAtmVol	FLOAT		0	minimum estimated atm vol
maxAtmVol	FLOAT		0	maximum estimated atm vol
eMove	FLOAT		0	implied earnings move from LiveSurfaceTerm
eMoveHist	FLOAT		0	historical earnings move avg of trailing 8 moves From StockEarningsCalendareMoveHist
atmMove	FLOAT		0	fixed strike atm move from prior period
atmCenMove	FLOAT		0	fixed strike atm censored move from prior period
atmPhi	FLOAT		0	surface phi xAxis 0
atmVega	FLOAT		0	surface vega xAxis 0
slope	FLOAT		0	volatility surface slope dVol dXAxis ATM xAxis0
varSwapFV	FLOAT		0	variance swap fair value estimated by numerical integration over OTM price surface
gridType	enum - GridType		'None'	gridType defines D11 U12 xAxis points spline type
minXAxis	FLOAT		0	minimum xAxis value xAxis values to the left extrapolate horizontally
maxXAxis	FLOAT		0	maximum xAxis value xAxis values to the right extrapolate horizontally
minCurvValue	FLOAT		0	minimum curvature 2nd derivative of skew curve can be negative if curve is not strictly convex
minCurvXAxis	FLOAT		0	xAxis of minimum curvature point
maxCurvValue	FLOAT		0	maximum curvature 2nd derivative of skew curve
maxCurvXAxis	FLOAT		0	xAxis of maximum curvature point
skewMinX	FLOAT		0	xAxis effStrike effAxisFUPrc 10 axisVolRT effStrike strike strikeRatio effAxisFUPrc axisFUPrc symbolRatio
skewMinY	FLOAT		0	skewMinX skewMinY are the skew curve minimum point usually a positive x value and a negative y value
skewD11	FLOAT		0	skew D11 point volatility skew curve
skewD10	FLOAT		0	skew D10 point
skewD9	FLOAT		0	skew D9 point
skewD8	FLOAT		0	skew D8 point
skewD7	FLOAT		0	skew D7 point
skewD6	FLOAT		0	skew D6 point
skewD5	FLOAT		0	skew D5 point
skewD4	FLOAT		0	skew D4 point
skewD3	FLOAT		0	skew D3 point
skewD2	FLOAT		0	skew D2 point
skewD1	FLOAT		0	skew D1 point
skewC0	FLOAT		0	central value xAxis 0 usually zero
skewU1	FLOAT		0	skew U1 point
skewU2	FLOAT		0	skew U2 point
skewU3	FLOAT		0	skew U3 point
skewU4	FLOAT		0	skew U4 point
skewU5	FLOAT		0	skew U5 point
skewU6	FLOAT		0	skew U6 point
skewU7	FLOAT		0	skew U7 point
skewU8	FLOAT		0	skew U8 point
skewU9	FLOAT		0	skew U9 point
skewU10	FLOAT		0	skew U10 point
skewU11	FLOAT		0	skew U11 point
sdivD3	FLOAT		0	sdiv D3 point
sdivD2	FLOAT		0	sdiv D2 point
sdivD1	FLOAT		0	sdiv D1 point
sdivU1	FLOAT		0	sdiv U1 point
sdivU2	FLOAT		0	sdiv U2 point
sdivU3	FLOAT		0	sdiv U3 point
pwidth	FLOAT		0	minimum mkt premium width
vwidth	FLOAT		0	minimum mkt volatility width
cCnt	TINYINT UNSIGNED		0	num call strikes
pCnt	TINYINT UNSIGNED		0	num put strikes
cBidMiss	TINYINT UNSIGNED		0	number of call bid violations surface outside the market
cAskMiss	TINYINT UNSIGNED		0	number of call ask violations surface outside the market
pBidMiss	TINYINT UNSIGNED		0	number of put bid violations
pAskMiss	TINYINT UNSIGNED		0	number of put ask violations
fitAvgErr	FLOAT		0	surface fit R2 midmarket values
fitAvgAbsErr	FLOAT		0	mean square error midmarket values
fitMaxPrcErr	FLOAT		0	worst case surface premium violation
fitErrXX	FLOAT		0	okeyxx of the option with the largest fit error in this expiration
fitErrCP	enum - CallPut		'Call'	okeycp of the option with the largest fit error in this expiration
fitErrDe	FLOAT		0	delta of fixErrXX
fitErrBid	FLOAT		0	bid of the option with the largest fit error
fitErrAsk	FLOAT		0	ask of the option with the largest fit error
fitErrPrc	FLOAT		0	surface prc of the option with the largest fit error
fitErrVol	FLOAT		0	surface vol of the option with the largest fit error
counter	INT		0	message counter number of surface fits today
skewCounter	INT		0	skew surface fit counter
sdivCounter	INT		0	sdiv surface fit counter
marketSession	enum - MarketSession		'None'	market session this surface is from
tradeableStatus	enum - TradeableStatus		'None'	indicates whether the surface is currently tradeable or not all server surface integrity checks pass
surfaceResult	enum - SurfaceResult		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgLiveSurfaceAtm` (
    `ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ekey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `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 'underlying stock key that this option expiration attaches to',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlying stock key that this option expiration attaches to',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying stock key that this option expiration attaches to',
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'future that this option expiration month written on (if any)',
    `fkey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'future that this option expiration month written on (if any)',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'future that this option expiration month written on (if any)',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'future that this option expiration month written on (if any)',
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'future that this option expiration month written on (if any)',
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'future that this option expiration month written on (if any)',
    `uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier bid price',
    `uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier ask price',
    `years` FLOAT NOT NULL DEFAULT 0 COMMENT 'time to expiration (in years)',
    `rate` FLOAT NOT NULL DEFAULT 0 COMMENT 'interest rate',
    `sdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'stock dividend (borrow rate)',
    `ddiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'present value of discrete dividend stream',
    `exType` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exercise type of the options used to compute this surface',
    `modelType` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'option pricing model used for price calcs',
    `earnCnt` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [can be fractional] (from StockEarningsCalendar)',
    `earnCntAdj` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of qualifying earnings events prior to expiration [adjusted] (from StockEarningsCalendar + LiveSurfaceTerm)',
    `axisVolRT` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis volatility x sqrt(years) (used to compute xAxis) [usually 4m atm vol]',
    `axisFUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'axis FwdUPrc (fwd underlying price used to compute xAxis)',
    `moneynessType` ENUM('None','PctStd','LogStd','NormStd') NOT NULL DEFAULT 'None' COMMENT 'moneyness (xAxis) convention',
    `underlierMode` ENUM('None','Actual','FrontMonth','UPrcAdj') NOT NULL DEFAULT 'None' COMMENT 'underlier pricing mode (None=use spot/stock market; FrontMonth=use front month future market * uPrcRatio; Actual = use actual underlier future market)',
    `priceQuoteType` ENUM('None','Price','Vol') NOT NULL DEFAULT 'None' COMMENT 'Price or Vol',
    `atmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0)',
    `atmCen` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm vol (xAxis = 0) (eMove/earnCntAdj censored)',
    `atmVolHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical realized volatility (includes eMoveHist x earnCntAdj adjustment).  Note that this is the default atmVol if no implied markets existed previous day.',
    `atmCenHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'censored (earnings events removed) historical realized volatility.  Trailing periods is 2x forward time to expiration.  From HistoricalVolatility(windowType=hlCen).mv_nnn',
    `minAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum estimated atm vol',
    `maxAtmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum estimated atm vol',
    `eMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'implied earnings move (from LiveSurfaceTerm)',
    `eMoveHist` FLOAT NOT NULL DEFAULT 0 COMMENT 'historical earnings move (avg of trailing 8 moves). From StockEarningsCalendar.eMoveHist',
    `atmMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'fixed strike atm move from prior period',
    `atmCenMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'fixed strike atm (censored) move from prior period',
    `atmPhi` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface phi @ xAxis = 0',
    `atmVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vega @ xAxis = 0',
    `slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'volatility surface slope (dVol / dXAxis) @ ATM (xAxis=0)',
    `varSwapFV` FLOAT NOT NULL DEFAULT 0 COMMENT 'variance swap fair value (estimated by numerical integration over OTM price surface)',
    `gridType` ENUM('None','Unused','SRCubic','SRCubic2','BSpline','BSpline2') NOT NULL DEFAULT 'None' COMMENT 'gridType defines D11 - U12 xAxis points + spline type',
    `minXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum xAxis value; xAxis values to the left extrapolate horizontally',
    `maxXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum xAxis value; xAxis values to the right extrapolate horizontally',
    `minCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum curvature (2nd derivative) of skew curve (can be negative if curve is not strictly convex)',
    `minCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of minimum curvature point',
    `maxCurvValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum curvature (2nd derivative) of skew curve',
    `maxCurvXAxis` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis of maximum curvature point',
    `skewMinX` FLOAT NOT NULL DEFAULT 0 COMMENT 'xAxis = (effStrike / effAxisFUPrc - 1.0) / axisVolRT; effStrike = strike * strikeRatio; effAxisFUPrc = axisFUPrc * symbolRatio',
    `skewMinY` FLOAT NOT NULL DEFAULT 0 COMMENT 'skewMinX / skewMinY are the skew curve minimum point (usually a positive x value and a negative y value)',
    `skewD11` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D11 point (volatility skew curve)',
    `skewD10` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D10 point',
    `skewD9` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D9 point',
    `skewD8` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D8 point',
    `skewD7` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D7 point',
    `skewD6` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D6 point',
    `skewD5` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D5 point',
    `skewD4` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D4 point',
    `skewD3` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D3 point',
    `skewD2` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D2 point',
    `skewD1` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ D1 point',
    `skewC0` FLOAT NOT NULL DEFAULT 0 COMMENT 'central value (@xAxis = 0) [usually zero]',
    `skewU1` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U1 point',
    `skewU2` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U2 point',
    `skewU3` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U3 point',
    `skewU4` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U4 point',
    `skewU5` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U5 point',
    `skewU6` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U6 point',
    `skewU7` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U7 point',
    `skewU8` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U8 point',
    `skewU9` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U9 point',
    `skewU10` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U10 point',
    `skewU11` FLOAT NOT NULL DEFAULT 0 COMMENT 'skew @ U11 point',
    `sdivD3` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ D3 point',
    `sdivD2` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ D2 point',
    `sdivD1` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ D1 point',
    `sdivU1` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ U1 point',
    `sdivU2` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ U2 point',
    `sdivU3` FLOAT NOT NULL DEFAULT 0 COMMENT 'sdiv @ U3 point',
    `pwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt premium width',
    `vwidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum mkt volatility width',
    `cCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num call strikes',
    `pCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num put strikes',
    `cBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call bid violations (surface outside the market)',
    `cAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of call ask violations (surface outside the market)',
    `pBidMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put bid violations',
    `pAskMiss` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of put ask violations',
    `fitAvgErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface fit R2 (mid-market values)',
    `fitAvgAbsErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'mean square error (mid-market values)',
    `fitMaxPrcErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'worst case surface premium violation',
    `fitErrXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'okey_xx of the option with the largest fit error in this expiration',
    `fitErrCP` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'okey_cp of the option with the largest fit error in this expiration',
    `fitErrDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta of fixErrXX',
    `fitErrBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid of the option with the largest fit error',
    `fitErrAsk` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask of the option with the largest fit error',
    `fitErrPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc of the option with the largest fit error',
    `fitErrVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vol of the option with the largest fit error',
    `counter` INT NOT NULL DEFAULT 0 COMMENT 'message counter - number of surface fits today',
    `skewCounter` INT NOT NULL DEFAULT 0 COMMENT 'skew surface fit counter',
    `sdivCounter` INT NOT NULL DEFAULT 0 COMMENT 'sdiv surface fit counter',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session this surface is from',
    `tradeableStatus` ENUM('None','OK','SurfaceErr','LowCCnt','LowPCnt','FitPrcErr','BidAskMiss','LowCounter','DefaultSkew','SessionMiss','BaseErr','SwitchDelay','WideMktV','WideMktP','WideUMkt','UWidthEma','CCntEma','PCntEma','VWidthEma','PWidthEma','Closed') NOT NULL DEFAULT 'None' COMMENT 'indicates whether the surface is currently tradeable or not (all server surface integrity checks pass)',
    `surfaceResult` ENUM('None','OK','EOD','Init','Cache','PrevDay','NullExpIdx','NoStrikes','NoBaseCurve','BadBootAtm','NoGoodStrikes','BadAtmVol','Bootstrap','NoUPrc','NoIVols','NoModelPts','ZeroYears','NoSimpleVol','OptMktNotOpn','NoBaseSurface','UPrcOffCnt','SkewKnotCnt','Exception','AxisError','CAskFit1Err','CAskFit2Err','PAskFit1Err','PAskFit2Err','CBidFit1Err','CBidFit2Err','PBidFit1Err','PBidFit2Err','CobsSampleErr','NoPrcFit','NumStrikes','CMidFitErr','PMidFitErr','StrikeCount','VolKnotCnt','InterpError','NoAtmStrike','CobsConvexFitErr','CobsMidFitErr','ProxyError','NoOptExp','Expired','NoUnderlier','NoBaseUnderlier','InvalidUPrc','ZeroUPrc','WideUMkt','StalePrcFit','NoPrcCurves','PriceError','ConvergeFail','NoUPrcRatio','NoSDivValue') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `uBid`,
    `uAsk`,
    `years`,
    `rate`,
    `sdiv`,
    `ddiv`,
    `exType`,
    `modelType`,
    `earnCnt`,
    `earnCntAdj`,
    `axisVolRT`,
    `axisFUPrc`,
    `moneynessType`,
    `underlierMode`,
    `priceQuoteType`,
    `atmVol`,
    `atmCen`,
    `atmVolHist`,
    `atmCenHist`,
    `minAtmVol`,
    `maxAtmVol`,
    `eMove`,
    `eMoveHist`,
    `atmMove`,
    `atmCenMove`,
    `atmPhi`,
    `atmVega`,
    `slope`,
    `varSwapFV`,
    `gridType`,
    `minXAxis`,
    `maxXAxis`,
    `minCurvValue`,
    `minCurvXAxis`,
    `maxCurvValue`,
    `maxCurvXAxis`,
    `skewMinX`,
    `skewMinY`,
    `skewD11`,
    `skewD10`,
    `skewD9`,
    `skewD8`,
    `skewD7`,
    `skewD6`,
    `skewD5`,
    `skewD4`,
    `skewD3`,
    `skewD2`,
    `skewD1`,
    `skewC0`,
    `skewU1`,
    `skewU2`,
    `skewU3`,
    `skewU4`,
    `skewU5`,
    `skewU6`,
    `skewU7`,
    `skewU8`,
    `skewU9`,
    `skewU10`,
    `skewU11`,
    `sdivD3`,
    `sdivD2`,
    `sdivD1`,
    `sdivU1`,
    `sdivU2`,
    `sdivU3`,
    `pwidth`,
    `vwidth`,
    `cCnt`,
    `pCnt`,
    `cBidMiss`,
    `cAskMiss`,
    `pBidMiss`,
    `pAskMiss`,
    `fitAvgErr`,
    `fitAvgAbsErr`,
    `fitMaxPrcErr`,
    `fitErrXX`,
    `fitErrCP`,
    `fitErrDe`,
    `fitErrBid`,
    `fitErrAsk`,
    `fitErrPrc`,
    `fitErrVol`,
    `counter`,
    `skewCounter`,
    `sdivCounter`,
    `marketSession`,
    `tradeableStatus`,
    `surfaceResult`,
    `timestamp`
FROM `SRAnalytics`.`MsgLiveSurfaceAtm`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1;

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='LiveSurfaceAtm' ORDER BY ordinal_position ASC;