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Version: Staging

FutureSettlementMark

V8 Message Definiton

Future settlement marks from the listing exchange

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenFutMarkData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
fkey_atenum - AssetTypePRI'None'
fkey_tsenum - TickerSrcPRI'None'
fkey_tkVARCHAR(12)PRI''
fkey_yrSMALLINT UNSIGNEDPRI0
fkey_mnTINYINT UNSIGNEDPRI0
fkey_dyTINYINT UNSIGNEDPRI0
settleDateDATE'1900-01-01'
settlePxDOUBLE0Exchange settlement price
lowLmtPxDOUBLE0Exchange low limit price
highLmtPxDOUBLE0Exchange high limit price
openIntINT0Exchange open interest date prior to settle date
volumeINT0Exchange volume date prior to settle date
earlyenum - YesNo'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
fkey_tk1
fkey_yr2
fkey_mn3
fkey_dy4
fkey_at5
fkey_ts6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgFutureSettlementMark` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`settleDate` DATE NOT NULL DEFAULT '1900-01-01',
`settlePx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Exchange settlement price',
`lowLmtPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Exchange low limit price',
`highLmtPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Exchange high limit price',
`openInt` INT NOT NULL DEFAULT 0 COMMENT 'Exchange open interest (date prior to settle date)',
`volume` INT NOT NULL DEFAULT 0 COMMENT 'Exchange volume (date prior to settle date)',
`early` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Future settlement marks from the listing exchange';

SELECT TABLE EXAMPLE QUERY

SELECT
`fkey_at`,
`fkey_ts`,
`fkey_tk`,
`fkey_yr`,
`fkey_mn`,
`fkey_dy`,
`settleDate`,
`settlePx`,
`lowLmtPx`,
`highLmtPx`,
`openInt`,
`volume`,
`early`,
`timestamp`
FROM `SRLive`.`MsgFutureSettlementMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`fkey_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') */
`fkey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`fkey_tk` = 'Example_fkey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`fkey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureSettlementMark' ORDER BY ordinal_position ASC;