FutSpreadDefinitionV3

V8 Message Definiton

One row per exchange-listed strategy whose legs are all futures: a calendar, butterfly, condor, pack, bundle, strip or inter-commodity spread, as the venue lists it. Keyed by the venue instrument, the ExpiryKey its FutureBookQuote (2580) carries, so a book joins to its definition with no index. LEGS ARE STATED AS THE VENUE STATES THEM: the venue's order, sides and ratios, never canonicalised. A buy of the instrument buys every Buy leg and sells every Sell leg at the stated ratios, and the quoted price is the signed sum of the legs in those sides, so the sign of a quote is readable from this row alone. CME quotes an equity-index calendar deferred minus nearby (the buyer buys the deferred) and most other calendars nearby minus deferred; both arrive here as the venue's legs. A leg set with an option or stock leg is a SpreadDefinitionV3 (9300) and never appears here.

METADATA

Attribute	Value
Topic	9300-product-def-spreads
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'	the venue instrument ccode the venue id on the listing source the strategys expiration
fkey_ts	enum - TickerSrc	PRI	'None'	the venue instrument ccode the venue id on the listing source the strategys expiration
fkey_tk	VARCHAR(12)	PRI	''	the venue instrument ccode the venue id on the listing source the strategys expiration
fkey_yr	SMALLINT UNSIGNED	PRI	0	the venue instrument ccode the venue id on the listing source the strategys expiration
fkey_mn	TINYINT UNSIGNED	PRI	0	the venue instrument ccode the venue id on the listing source the strategys expiration
fkey_dy	TINYINT UNSIGNED	PRI	0	the venue instrument ccode the venue id on the listing source the strategys expiration
ticker_at	enum - AssetType		'None'	the complex the legs share ES the first legs for an intercommodity spread
ticker_ts	enum - TickerSrc		'None'	the complex the legs share ES the first legs for an intercommodity spread
ticker_tk	VARCHAR(12)		''	the complex the legs share ES the first legs for an intercommodity spread
mic	VARCHAR(4)		''	ISO 10383 the listing venue
exchID	VARCHAR(30)	SEC	''	the venues own identifier for the instrument
exchSymbol	VARCHAR(30)		''	the venues text symbol for the instrument ESZ6ESH7
productType	enum - ProductType		'None'	the venues strategy type CalSpr EqCalSpr BFly Condor Pack Bndl InterCmd
userDefined	enum - YesNo		'None'	a userdefined strategy listed for the session that created it
scopeFlags	VARCHAR(255)		'None'	MultiTicker when the legs span more than one complex
nearKey_at	enum - AssetType		'None'	the earlierexpiring leg empty when not a calendar
nearKey_ts	enum - TickerSrc		'None'	the earlierexpiring leg empty when not a calendar
nearKey_tk	VARCHAR(12)		''	the earlierexpiring leg empty when not a calendar
nearKey_yr	SMALLINT UNSIGNED		0	the earlierexpiring leg empty when not a calendar
nearKey_mn	TINYINT UNSIGNED		0	the earlierexpiring leg empty when not a calendar
nearKey_dy	TINYINT UNSIGNED		0	the earlierexpiring leg empty when not a calendar
farKey_at	enum - AssetType		'None'	the laterexpiring leg empty when not a calendar
farKey_ts	enum - TickerSrc		'None'	the laterexpiring leg empty when not a calendar
farKey_tk	VARCHAR(12)		''	the laterexpiring leg empty when not a calendar
farKey_yr	SMALLINT UNSIGNED		0	the laterexpiring leg empty when not a calendar
farKey_mn	TINYINT UNSIGNED		0	the laterexpiring leg empty when not a calendar
farKey_dy	TINYINT UNSIGNED		0	the laterexpiring leg empty when not a calendar
nearRatio	INT		0	1 or 1 the near legs signed ratio for a buy 0 when not a calendar
priceFormat	enum - PriceFormat		'None'	how the strategy quotes
minTickSize	DOUBLE		0	the smallest price increment a listed strategy may tick finer than its legs
productGroup	VARCHAR(6)		''	the venues product group for the instrument CME Asset
securityGroup	VARCHAR(6)		''	the venues security group for the instrument
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	when this row was last written
v3Source	enum - V3Source		'None'	Bridge projected from a legacy record Loader written natively None reads as Loader
LegsList	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

SECONDARY INDEX (ExchIDIndex) (Not Unique)

Field	Sequence
exchID	1

JSON Block (LegsList)

Field	Type	Comment
legKey	enum - legKey	the futures contract this leg trades
legSide	enum - BuySell	the side of this leg in a buy of the strategy as the venue states it
legRatio	enum - legRatio	the venues ratio for this leg

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRReference`.`MsgFutSpreadDefinitionV3`
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='FutSpreadDefinitionV3' ORDER BY ordinal_position ASC;