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Version: Staging

StockOpenMark

V8 Message Definiton

StockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenEqtMarkData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
tradeDateDATE'1900-01-01'
opnMarkStateenum - OpnMarkState'None'Preview or Final note preview is not corp action adjusted
srClsPrcFLOAT0SR open mark SR close market close 5 min from previous day overnight adjusted
closePrcFLOAT0exchange open mark exchange close mark from previous day overnight adjusted
corpActionTINYTEXT''
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgStockOpenMark` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`opnMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Preview or Final (note: preview is not corp action adjusted)',
`srClsPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR open mark; [SR close market (close - 5 min) from previous day; overnight adjusted]',
`closePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'exchange open mark; [exchange close mark from previous day; overnight adjusted]',
`corpAction` TINYTEXT NOT NULL DEFAULT '',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='StockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`tradeDate`,
`opnMarkState`,
`srClsPrc`,
`closePrc`,
`corpAction`,
`timestamp`
FROM `SRLive`.`MsgStockOpenMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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