SyntheticExpiryQuote

V8 Message Definiton

Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources

METADATA

Attribute	Value
Topic	2675-market-data-index
MLink Token	SystemData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'	root expiry
ekey_ts	enum - TickerSrc	PRI	'None'	root expiry
ekey_tk	VARCHAR(12)	PRI	''	root expiry
ekey_yr	SMALLINT UNSIGNED	PRI	0	root expiry
ekey_mn	TINYINT UNSIGNED	PRI	0	root expiry
ekey_dy	TINYINT UNSIGNED	PRI	0	root expiry
fairPrice	DOUBLE		0
bidPrice	DOUBLE		0	best implied bid price
askPrice	DOUBLE		0	best implied ask price
bidSize	INT		0	best implied bid size
askSize	INT		0	best implied ask size
bidSource	enum - SyntheticSource		'None'
askSource	enum - SyntheticSource		'None'
marketStatus	enum - MarketStatus		'None'	composite market status of all dependent markets
netTimestamp	BIGINT		0	most recent net timestamp of any market affecting this record

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgSyntheticExpiryQuote` (
    `ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'root + expiry',
    `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' COMMENT 'root + expiry',
    `ekey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'root + expiry',
    `ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
    `ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
    `ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'root + expiry',
    `fairPrice` DOUBLE NOT NULL DEFAULT 0,
    `bidPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best implied bid price',
    `askPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best implied ask price',
    `bidSize` INT NOT NULL DEFAULT 0 COMMENT 'best implied bid size',
    `askSize` INT NOT NULL DEFAULT 0 COMMENT 'best implied ask size',
    `bidSource` ENUM('None','Future','FutureRoll','Stock') NOT NULL DEFAULT 'None',
    `askSource` ENUM('None','Future','FutureRoll','Stock') NOT NULL DEFAULT 'None',
    `marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'composite market status of all dependent markets',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'most recent net timestamp of any market affecting this record',
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes.  These can be from synthetic/implied futures quotes or other sources';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `fairPrice`,
    `bidPrice`,
    `askPrice`,
    `bidSize`,
    `askSize`,
    `bidSource`,
    `askSource`,
    `marketStatus`,
    `netTimestamp`
FROM `SRLive`.`MsgSyntheticExpiryQuote`
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 SRLive.doccolumns WHERE TABLE_NAME='SyntheticExpiryQuote' ORDER BY ordinal_position ASC;