FutExpiryDefinitionV3

V8 Message Definiton

One row per futures contract - the expiry-rung counterpart of OptExpiryDefinitionV3. A PRODUCT CARRIES A RULE, A CONTRACT CARRIES DATES AND TERMS. The listing rule (listingCycle, undExpiryRule) is on CCodeDefinitionV3; the resolved dates for one contract are here. Margin is not here - SpanRiskParameters (4370) keeps it.

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
fkey_at	enum - AssetType	PRI	'None'	ccode contract month
fkey_ts	enum - TickerSrc	PRI	'None'	ccode contract month
fkey_tk	VARCHAR(12)	PRI	''	ccode contract month
fkey_yr	SMALLINT UNSIGNED	PRI	0	ccode contract month
fkey_mn	TINYINT UNSIGNED	PRI	0	ccode contract month
fkey_dy	TINYINT UNSIGNED	PRI	0	ccode contract month
ccode_at	enum - AssetType		'None'	the product CCodeDefinitionV3 also fkeyTickerKey stored for the reverse index
ccode_ts	enum - TickerSrc		'None'	the product CCodeDefinitionV3 also fkeyTickerKey stored for the reverse index
ccode_tk	VARCHAR(12)		''	the product CCodeDefinitionV3 also fkeyTickerKey stored for the reverse index
lastTradeDate	DATE		'1900-01-01'	final trading day for this contract
firstNoticeDate	DATE		'1900-01-01'	first notice day empty not supplied Cash settlement is settleMethod never an absent date
firstDeliveryDate	DATE		'1900-01-01'	first day delivery may occur empty not supplied
lastDeliveryDate	DATE		'1900-01-01'	last day delivery may occur empty not supplied
finalSettleDate	DATE		'1900-01-01'	when the final settlement price is struck
contractMonth	DATE		'1900-01-01'	the delivery month itself NOT derivable from fkey where the code and month differ
underliersPerCn	DOUBLE		0	overrides CCodeDefinitionV3 double because CME sizes can be fractional
tickValue	FLOAT		0	cash value of one minTickSize move in the contract currency
minTickSize	DOUBLE		0	smallest price increment for this contract
settleMethod	enum - SettleMethod		'None'	a midlife change to cash settlement leaves old contracts physical
decayQty	INT		0	daily decay quantity 0 does not decay
decayStartDate	DATE		'1900-01-01'	date decayQty starts reducing the contract size empty when it does not decay
contractSize	FLOAT		0	deliverable quantity in CCodeDefinitionV3contractUnit
minLotSize	SMALLINT		0	minimum tradeable lot
contMultiplier	FLOAT		0	deliverable multiplier
parValue	FLOAT		0	percontract par value
productTerm	enum - ProductTerm		'None'	Month Week BalanceOfMonth Quarter Season
spotMonthLimit	INT		0	applies while this contract is the spot month 1 unrestricted 0 not supplied
singleMonthLimit	INT		0	1 unrestricted 0 not supplied a venue never publishes a limit of zero
statusFlag	enum - TkStatusFlag		'None'	Active or Delisted A delisted row stays resolvable and is never deleted
pendingDelete	enum - YesNo		'None'	Yes queued for removal stop resolving against this row
exchSymbol	VARCHAR(30)		''	the venues full text symbol for this contract empty when the venue assigns none
priceRatio	DOUBLE		0	price ratio for interestrate intercommodity spreads
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
displayFactor	DOUBLE		0	venue display multiplier for quoted prices CME tag 9787 0 not supplied
productType	enum - ProductType		'None'	the venues contract type Outright TAS TAA BIC an execution engine completes a TAS fill as TAS
lastTradeDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	the venues lasttrade timestamp time of day included lastTradeDate is its date
dividendPeriodStart	DATE		'1900-01-01'	first exdate the contract counts
dividendPeriodEnd	DATE		'1900-01-01'	last exdate the contract counts
DeliverableList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6

JSON Block (DeliverableList)

Field	Type	Comment
bondKey	enum - bondKey	the deliverable issue
conversionFactor	enum - conversionFactor	scaled per CCodeDefinitionV3conversionFactorScale
isDeliverable	enum - YesNo	rows are RETAINED when eligibility lapses so a delivered basket stays reconstructable

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRReference`.`MsgFutExpiryDefinitionV3`
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') */ 
    `fkey_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') */ 
    `fkey_ts` = 'NONE'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='FutExpiryDefinitionV3' ORDER BY ordinal_position ASC;