TradingPeriodDefinitionV3
THE ROTATION RULE: how a timestamp becomes a trade date. One row per TradingPeriod value. A timestamp at or after cutoffTime, read in timeZone, belongs to the NEXT trade date. ORDER MATTERS. Rotate FIRST, then test the trade date against the calendar. 'Is today a trading day? no -> reject' drops CME's Sunday evening session; 'which trade date is this? -> Monday; is Monday a trading day? -> yes' keeps it. Same two facts, opposite answers. WHICH PERIOD APPLIES is on the product: tradingPeriod on CCodeDefinitionV3 (165), RootDefinitionV3 (223) and TickerDefinitionV3 (279). THE NAME tradingPeriod IS OVERLOADED. Here and on MarketHoursConfig (4485) and ExpiryDateRiskCounter (4640) it is enum:TradingPeriod - this rule. On SpdrChildOrderSummary (2055), SpdrChildExecutionSummary (2050), OptionPrintSetSummary (2820) and SpdrParentBrokerSummary (4075) it is tradingPeriod:DateKey - the ROTATED DATE itself. Check the type before joining.
METADATA
| Attribute | Value |
|---|---|
| Topic | 9000-product-def-authority |
| MLink Token | ClientLive |
| Product | SRReference |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| tradingPeriod | enum - TradingPeriod | PRI | 'None' | the rotation rule that sets this products trade date TradingPeriodDefinitionV3 9015 |
| description | VARCHAR(48) | '' | human label the enum value name is the identifier | |
| cutoffTime | TIME(6) | '00:00:00.000000' | rotation boundary this time is the next trade date | |
| timeZone | enum - SRTimeZone | 'None' | the zone this rows times are denominated in TimeZoneDefinitionV3 9006 | |
| rationaleNote | TINYTEXT | '' | why this row is shaped as it is where that is a house reading rather than a market fact | |
| 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 |
|---|---|
| tradingPeriod | 1 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgTradingPeriodDefinitionV3`
WHERE
/* Replace with a ENUM('None','Chi_1915','Lon_2215','Chi_1645','Nyc_1900','Nyc_1915','Utc_2315','Utc_2330','Cet_2315','Lon_2315') */
`tradingPeriod` = 'NONE';
Doc Columns Query
SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='TradingPeriodDefinitionV3' ORDER BY ordinal_position ASC;