OptExpiryDefinitionV3
This table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions. PRECEDENCE FOR uPrcDriverKey RUNS ROOT OVER EXPIRY: RootDefinitionV3's value overrides this record's. A zero or empty field here is NOT POPULATED, never an override to zero. EXPIRY RUNG - NO SPINE ROW. pkey is ekey:ExpiryKey, so by the pkey-shape test this is a satellite at a deeper rung than TickerKeyDefinition and needs no symbolType value. The rung ladder in one record: root (TickerKey) -> this (ExpiryKey) -> Option (OptionKey). The record attaches to rootObject; there is no business object at the expiry rung yet.
METADATA
| Attribute | Value |
|---|---|
| Topic | 9100-product-def-core |
| MLink Token | OptionDefinition |
| Product | SRReference |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ekey_at | enum - AssetType | PRI | 'None' | option rootexpiration |
| ekey_ts | enum - TickerSrc | PRI | 'None' | option rootexpiration |
| ekey_tk | VARCHAR(12) | PRI | '' | option rootexpiration |
| ekey_yr | SMALLINT UNSIGNED | PRI | 0 | option rootexpiration |
| ekey_mn | TINYINT UNSIGNED | PRI | 0 | option rootexpiration |
| ekey_dy | TINYINT UNSIGNED | PRI | 0 | option rootexpiration |
| ticker_at | enum - AssetType | 'None' | master ticker | |
| ticker_ts | enum - TickerSrc | 'None' | master ticker | |
| ticker_tk | VARCHAR(12) | '' | master ticker | |
| fkey_at | enum - AssetType | 'None' | settlement future if any | |
| fkey_ts | enum - TickerSrc | 'None' | settlement future if any | |
| fkey_tk | VARCHAR(12) | '' | settlement future if any | |
| fkey_yr | SMALLINT UNSIGNED | 0 | settlement future if any | |
| fkey_mn | TINYINT UNSIGNED | 0 | settlement future if any | |
| fkey_dy | TINYINT UNSIGNED | 0 | settlement future if any | |
| uPrcDriverKey_at | enum - AssetType | 'None' | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKey_ts | enum - TickerSrc | 'None' | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKey_tk | VARCHAR(12) | '' | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKey_yr | SMALLINT UNSIGNED | 0 | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKey_mn | TINYINT UNSIGNED | 0 | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKey_dy | TINYINT UNSIGNED | 0 | underlier price driver for this option expiry default is fkey if it exists | |
| uPrcDriverKeyType | enum - SpdrKeyType | 'None' | Stock or Future | |
| uPrcBoundFKey_at | enum - AssetType | 'None' | underlier price bounding future if any for this option expiry | |
| uPrcBoundFKey_ts | enum - TickerSrc | 'None' | underlier price bounding future if any for this option expiry | |
| uPrcBoundFKey_tk | VARCHAR(12) | '' | underlier price bounding future if any for this option expiry | |
| uPrcBoundFKey_yr | SMALLINT UNSIGNED | 0 | underlier price bounding future if any for this option expiry | |
| uPrcBoundFKey_mn | TINYINT UNSIGNED | 0 | underlier price bounding future if any for this option expiry | |
| uPrcBoundFKey_dy | TINYINT UNSIGNED | 0 | underlier price bounding future if any for this option expiry | |
| expiration | DATETIME(6) | '1900-01-01 00:00:00.000000' | option expiration date and time | |
| maturityDate | DATETIME(6) | '1900-01-01 00:00:00.000000' | maturity of the deliverable which is not the option expiration where they differ | |
| displayFactor | DOUBLE | 0 | multiplier from wire premium to displayed premium | |
| cabPrice | DOUBLE | 0 | cabinettrade price for closing worthless series 0 where the venue has no cabinet convention | |
| priceFormat | enum - PriceFormat | 'None' | the premium quote convention for series in this expiry | |
| minTickSize | DOUBLE | 0 | smallest premium increment for series in this expiry | |
| exchSymbol | VARCHAR(30) | '' | the venues full text symbol for this expiry empty when the venue assigns none | |
| contractMonth | DATE | '1900-01-01' | the delivery month itself distinct from the expiration date | |
| contMultiplier | FLOAT | 0 | the venues contract multiplier for the series FIX 231 0 when the venue states none | |
| 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 |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ekey_tk | 1 |
| ekey_yr | 2 |
| ekey_mn | 3 |
| ekey_dy | 4 |
| ekey_at | 5 |
| ekey_ts | 6 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgOptExpiryDefinitionV3`
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') */
`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','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') */
`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 SRReference.doccolumns WHERE TABLE_NAME='OptExpiryDefinitionV3' ORDER BY ordinal_position ASC;