IndexSettlementMark

V8 Message Definiton

THE OFFICIAL VALUES OF AN INDEX FOR ONE SESSION: the special opening quotation (SOQ) that settles AM-expiring options and the official close that settles PM-expiring ones, keyed by the index's own key and the trade date. A fact of the INDEX, never of the calculator that published it: another calculator's live level is a QuotePath on IndexDefinitionV3 (9109); the settlement value is one per index per session, whatever published it. constituentsPriced says how much of the basket had opened when the SOQ was struck; status says whether the publisher may still revise the values. Readers: Complex.OfficialSettlement(tradeDate) on the index line. Options that settle on this index read the SOQ or the close here, never a quote path.

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	EqtMarkData
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	the index key AT EQT the spine rows symbolType CashIndex
ticker_ts	enum - TickerSrc	PRI	'None'	the index key AT EQT the spine rows symbolType CashIndex
ticker_tk	VARCHAR(12)	PRI	''	the index key AT EQT the spine rows symbolType CashIndex
tradeDate	DATE	PRI	'1900-01-01'
soq	DOUBLE		0	special opening quotation 0 not struck this session
soqTimestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
close	DOUBLE		0	official closing level 0 not published yet
closeTimestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
source	enum - IndexMarkSource		'None'	Exchange as published by the indexs exchange or calculator SR computed from constituent prints
constituentsPriced	INT		0	constituents that had traded when the SOQ was struck
status	enum - IndexMarkState		'None'	Provisional may be revised
v3Source	enum - V3Source		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
tradeDate	4

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgIndexSettlementMark`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE','CRDT','GCR','SWAP','ENT','MBS','SET','LOAN') */ 
    `ticker_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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX','CRCY','CMDY','DTI','SOVN','SR_US','SR_EU','SR_AP','SR_UK','USD','EUR','GBP','CHF','JPY','CAD','AUD','HKD','KRW','INR','SGD','TWD','CNY','CNH','BRL','MXN','ZAR','SEK','NOK','DKK','PLN','ILS','TRY','NZD','THB','MYR','IDR','PHP','CZK','HUF','SAR','AED','CLP','COP') */ 
    `ticker_ts` = 'NONE'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01';

Doc Columns Query

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