CCodeDefinitionV3

V8 Message Definiton

Commodity code (product code) definitions for all futures, and the ccode -> SpiderRock ticker map. Sourced from listing exchange product definitions. Also covers exchange and user-defined spreads, including spreads used as option underliers; SpiderRock uses a compact form of the exchange spread product ID as the ccode where no human-readable exchange ticker exists. A family head begins with '@'; no product key or uplink does. Two links. Field 103 ticker is the LINE the product derives from: a single-name product names its equity line (the EquityDefinitionV3 9106 row with the ISIN), an index product its index line (IndexDefinitionV3 9109), a dividend product its parent's dividend line; a commodity, rate, FX or futures-on-futures product, and any product its region cannot resolve, names itself. Never a @ head. Nothing hangs on an obligor. Field 250 familyHead is the FAMILY: one venue's products on one underlier, @[underlier]-[venue]-FUT, a head a loader names after its outright (@ES), or a declared family (the common US families: ES and MES under @ES, VXM and its TAS under @VIXMIN), whose Primary is declared with it. Every product is its own complex; a head answers through the family's Primary. DOMAIN TERMS ARE ATTACHED RECORDS on the same ccode pkey, not fields here: RepoTermsDefinitionV3 9245, TbaTermsDefinitionV3 9248, SwapTermsDefinitionV3 9251, ReceiptBasketDefinitionV3 9254. READ symbolType TO CLASSIFY THE CCODE (CCode | RepoProduct | TbaContract | SwapProduct | CommodityProduct), never the presence of a terms record.

METADATA

Attribute	Value
Topic	9100-product-def-core
MLink Token	FutureDefinition
Product	SRReference
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ccode_at	enum - AssetType	PRI	'None'	the futures product code AT and TS identify the universe it belongs to
ccode_ts	enum - TickerSrc	PRI	'None'	the futures product code AT and TS identify the universe it belongs to
ccode_tk	VARCHAR(12)	PRI	''	the futures product code AT and TS identify the universe it belongs to
mic	VARCHAR(4)		''	ISO 10383 listing venue
ticker_at	enum - AssetType		'None'	the line the product derives from and settles into else the product itself never a head
ticker_ts	enum - TickerSrc		'None'	the line the product derives from and settles into else the product itself never a head
ticker_tk	VARCHAR(12)	SEC	''	the line the product derives from and settles into else the product itself never a head
settleTime	enum - SettleTime		'None'	Settlement time None PM AM
positionLimit	INT		0	max contract limit
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	VARCHAR(3)		''	ISO 4217 currency pointValue is denominated in
priceScaling	FLOAT		0	underlying price scale factor products where the underlying quotes in cents will have 001
underliersPerCn	INT		0	the products standard contract size shares index units or currency units per contract
underlierType	enum - UnderlierType		'None'	what the product derives from Equity Index Rate Commodity FX Other unclassified
contractUnit	enum - ContractUnit		'None'	BBL MMBTU LBS CTRCT
tradeCurr	VARCHAR(3)		''	unit the contract is quoted in ISO 4217 or GBX where the venue quotes pence money is pointCurrency
settleCurr	VARCHAR(3)		''	ISO 4217 currency the contract settles in
strikeCurr	VARCHAR(3)		''	unit strikes are quoted in ISO 4217 or GBX for pence strikes
priceFormat	enum - PriceFormat		'None'	the quote convention for this product
clearingCode	VARCHAR(6)		''	GMIClearing code
displayPriceScaling	FLOAT		0	internal display price scale factor override
strikeScaling	FLOAT		0	internal strike price scale factor override
description	VARCHAR(48)		''	product description
marketCenter	VARCHAR(48)		''	market center eg ICE Market Type CME MarketGroup
tradingPeriod	enum - TradingPeriod		'None'	the rotation rule that sets this products trade date TradingPeriodDefinitionV3 9015
isHftTaxLiable	enum - YesNo		'None'	if Yes futures in this ccode grouping are liable for high frequency taxation and require hft throttling for maker algos
hftTaxTriggerTime	DOUBLE		0	value in seconds that any order activity new cancel update needs witheld for to prevent triggering hft default 5 seconds per Italian tax
clearVenue	VARCHAR(8)		''	ClearVenueDefinitionV3 where contracts in this ccode clear
v3Source	enum - V3Source		'None'	Bridge projected from a legacy record Loader written natively None reads as Loader
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	when this row was last written
scheduleGroup	VARCHAR(6)		''	ScheduleDefinitionV3 9057 empty
marketSegmentId	VARCHAR(24)		''	venue market segment id
productGroup	VARCHAR(6)		''	venue product group CME Asset
securityGroup	VARCHAR(6)		''	venue security group CME SecurityGroup
settlementDays	TINYINT UNSIGNED		0	Tn of the current regime 0 means T0 never unknown
flexTypeFlag	VARCHAR(255)		'None'	FLEX series types that may be MINTED on this underlier None no FLEX A FLEX order mints a root before any root exists
bbgYrCode	enum - BbgYrCode		'None'	Bloomberg yearcode convention for this product history and the FIX symbol builders read it
hasOptions	enum - YesNo		'None'	HINT options list on this product subscription filter only never a pricing or risk branch
liveRateKey_at	enum - AssetType		'None'	empty MRGNpointCurrencyRATE
liveRateKey_ts	enum - TickerSrc		'None'	empty MRGNpointCurrencyRATE
liveRateKey_tk	VARCHAR(12)		''	empty MRGNpointCurrencyRATE
minTickSize	DOUBLE		0	the products tick the smallest its contracts state
role	enum - FamilyRole		'None'
defaultRoot_at	enum - AssetType		'None'
defaultRoot_ts	enum - TickerSrc		'None'
defaultRoot_tk	VARCHAR(12)		''
productKind	enum - FuturesProductKind		'None'	Outright Physical DividendAdjusted TotalReturn Dividend Variance Volatility TradeAtSettlement TradeAtMarker BasisTradeAtClose a BTIC quotes a basis to the index close none of the last three is ever a Primary
familyHead_at	enum - AssetType		'None'
familyHead_ts	enum - TickerSrc		'None'
familyHead_tk	VARCHAR(12)		''

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ccode_tk	1
ccode_at	2
ccode_ts	3

SECONDARY INDEX (TickerIndex) (Not Unique)

Field	Sequence
ticker_tk	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRReference`.`MsgCCodeDefinitionV3`
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') */ 
    `ccode_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') */ 
    `ccode_ts` = 'NONE'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ccode_tk` = 'Example_ccode_tk';

Doc Columns Query

SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='CCodeDefinitionV3' ORDER BY ordinal_position ASC;