Skip to main content
Version: Staging

SyntheticExpiryOpenMark

V8 Message Definiton

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ekey_atenum - AssetTypePRI'None'
ekey_tsenum - TickerSrcPRI'None'
ekey_tkVARCHAR(12)PRI''
ekey_yrSMALLINT UNSIGNEDPRI0
ekey_mnTINYINT UNSIGNEDPRI0
ekey_dyTINYINT UNSIGNEDPRI0
tradeDateDATE'1900-01-01'
bidPrcDOUBLE0bid price SR bid price from previous day
askPrcDOUBLE0ask price SR ask price from previous day
srClsPrcDOUBLE0SR open mark SR close mark close 1min from previous day
closePrcDOUBLE0exchange open mark exchange close mark from previous day
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ekey_tk1
ekey_yr2
ekey_mn3
ekey_dy4
ekey_at5
ekey_ts6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgSyntheticExpiryOpenMark` (
`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,
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (SR bid price from previous day)',
`askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (SR ask price from previous day)',
`srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR open mark; [SR close mark (close - 1min) from previous day]',
`closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exchange open mark; [exchange close mark from previous day]',
`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`,
`tradeDate`,
`bidPrc`,
`askPrc`,
`srClsPrc`,
`closePrc`,
`timestamp`
FROM `SRAnalytics`.`MsgSyntheticExpiryOpenMark`
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='SyntheticExpiryOpenMark' ORDER BY ordinal_position ASC;