OptionFlexEvent

V8 Message Definiton

The most recent (last) record for each active FLEX option.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
sequenceNumber	INT	PRI	0	sequence of the flex event message counting from the start of day or last restart of the feed handler
eventId	INT		0	unique id of the event assigned by SpiderRock subsequent messages on the event will use the same id
prtExch	enum - OptExch		'None'	exchange code that produced this flex event
prtRoot	VARCHAR(6)		''	security symbol of the FLEX option
requestId	INT		0	request identifier associated with this trade assigned by the exchange these appear to not be 100 reliable particularly for PHLX
eventType	enum - FlexEventType		'None'	type of event this message represents eg RFQ QTE LST
totalQuantity	INT		0	total quantity of the flex trade
packagePrice	DOUBLE		0	total price of the flex trade inclusive of all legs
netTimestamp	BIGINT		0	timestamp of when this message was received
srcTimestamp	BIGINT		0	timestamp from the exchange of when this message was sent
LegsList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
sequenceNumber	1

JSON Block (LegsList)

Field	Type	Comment
okey	OptionKey	OptionKey of the instrument if available
flexType	enum - flexType	European or American exercise AM or PM exercise time
quantity	int	quantity of contracts in this leg of the event
price	double	price of this leg of the event could be quoted in percentage of closing price
priceType	enum - priceType	price type of the event
delta	double	delta supplied with the event for delta adjusted at close events
refPrice	double	reference price of the event for use in delta ajusting the final price
closePrice	double	close price used for both percentage adjusted and delta adjusted events
priceAdj	double	final adjusted price made available after the event is marked as PctAdjApplied or DeltaAdjApplied
strikeAdj	double	final adjusted strike made available after the event is marked PctAdjApplied
bidPrice	double	bid price from QTE messages
bidSize	double	bid size from QTE messages
askPrice	double	ask price from QTE messages
askSize	double	ask size from QTE messages
rawText	string	raw text of the flex event

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionFlexEvent` (
    `sequenceNumber` INT NOT NULL DEFAULT 0 COMMENT 'sequence of the flex event message counting from the start of day or last restart of the feed handler',
    `eventId` INT NOT NULL DEFAULT 0 COMMENT 'unique id of the event assigned by SpiderRock, subsequent messages on the event will use the same id',
    `prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'exchange code that produced this flex event',
    `prtRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'security symbol of the FLEX option',
    `requestId` INT NOT NULL DEFAULT 0 COMMENT 'request identifier associated with this trade assigned by the exchange (these appear to not be 100% reliable, particularly for PHLX)',
    `eventType` ENUM('None','RFQ','QTE','LST','CXL','ADM','IND') NOT NULL DEFAULT 'None' COMMENT 'type of event this message represents, e.g., RFQ, QTE, LST',
    `totalQuantity` INT NOT NULL DEFAULT 0 COMMENT 'total quantity of the flex trade',
    `packagePrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'total price of the flex trade inclusive of all legs',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'timestamp of when this message was received',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'timestamp from the exchange of when this message was sent',
    `LegsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(LegsList)),
    PRIMARY KEY USING HASH (`sequenceNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) record for each active FLEX option.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `sequenceNumber`,
    `eventId`,
    `prtExch`,
    `prtRoot`,
    `requestId`,
    `eventType`,
    `totalQuantity`,
    `packagePrice`,
    `netTimestamp`,
    `srcTimestamp`,
    `LegsList`
FROM `SRLive`.`MsgOptionFlexEvent`
WHERE 
    /* Replace with a INT */ 
    `sequenceNumber` = 5;

Doc Columns Query

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