SpreadBookQuote

V8 Message Definiton

This table contains live spread quote records from the individual equity option exchanges. Each record contains up to two price levels and represents a live snapshot of the book for a specific spread.

METADATA

Attribute	Value
Topic	2895-market-data-spreads
MLink Token	SpreadMktData
Product	SRSpread
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
skey_at	enum - AssetType	PRI	'None'	SR Spread Key should have corresponding ProductDefinition record
skey_ts	enum - TickerSrc	PRI	'None'	SR Spread Key should have corresponding ProductDefinition record
skey_tk	VARCHAR(12)	PRI	''	SR Spread Key should have corresponding ProductDefinition record
isTest	enum - YesNo	PRI	'None'	Yes indicates that response is made of entirely of isTestYes SpreadExchOrders
ticker_at	enum - AssetType		'None'	common spread underlier
ticker_ts	enum - TickerSrc		'None'	common spread underlier
ticker_tk	VARCHAR(12)		''	common spread underlier
SRspreadID	BIGINT		0
bidPrice1	DOUBLE		0	bid price
isBidPrice1Valid	enum - YesNo		'None'
askPrice1	DOUBLE		0	ask price
isAskPrice1Valid	enum - YesNo		'None'
bidSize1	INT		0	cumulative size at bidPrice
askSize1	INT		0	cumulative size at askPrice
bidPrice2	DOUBLE		0	2nd best bid price
isBidPrice2Valid	enum - YesNo		'None'
askPrice2	DOUBLE		0	2nd best ask price
isAskPrice2Valid	enum - YesNo		'None'
bidSize2	INT		0	cumulative size at 2nd price
askSize2	INT		0	cumulative size at 2nd price
bidExch1	enum - OptExch		'None'	exchange at bid price with the largest size if any
askExch1	enum - OptExch		'None'	exchange at ask price with the largest size if any
bidMask1	INT UNSIGNED		0	exchange bid bit mask OptExch mask for NMS spreads zero for single exchange spreads
askMask1	INT UNSIGNED		0	exchange ask bit mask OptExch mask for NMS spreads zero for single exchange spreads
bidTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	last bid price or size change
askTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	last ask price or size change
printVolume	INT		0
updateType	enum - UpdateType		'None'
srcTimestamp	BIGINT		0	source high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
skey_tk	1
skey_at	2
skey_ts	3
isTest	4

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadBookQuote` (
    `skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SR Spread Key (should have corresponding ProductDefinition record)',
    `skey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'SR Spread Key (should have corresponding ProductDefinition record)',
    `skey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR Spread Key (should have corresponding ProductDefinition record)',
    `isTest` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'Yes indicates that response is made of entirely of isTest=Yes SpreadExchOrders',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'common spread underlier',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'common spread underlier',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'common spread underlier',
    `SRspreadID` BIGINT NOT NULL DEFAULT 0,
    `bidPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price',
    `isBidPrice1Valid` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `askPrice1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price',
    `isAskPrice1Valid` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `bidSize1` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at bidPrice',
    `askSize1` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at askPrice',
    `bidPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT '2nd best bid price',
    `isBidPrice2Valid` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `askPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT '2nd best ask price',
    `isAskPrice2Valid` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `bidSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `askSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `bidExch1` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'exchange at bid price with the largest size (if any)',
    `askExch1` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'exchange at ask price with the largest size (if any)',
    `bidMask1` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange bid bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)',
    `askMask1` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange ask bit mask (OptExch mask for NMS spreads; zero for single exchange spreads)',
    `bidTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last bid price or size change',
    `askTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last ask price or size change',
    `printVolume` INT NOT NULL DEFAULT 0,
    `updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`,`isTest`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This table contains live spread quote records from the individual equity option exchanges.  Each record contains up to two price levels and represents a live snapshot of the book for a specific spread.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `skey_at`,
    `skey_ts`,
    `skey_tk`,
    `isTest`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `SRspreadID`,
    `bidPrice1`,
    `isBidPrice1Valid`,
    `askPrice1`,
    `isAskPrice1Valid`,
    `bidSize1`,
    `askSize1`,
    `bidPrice2`,
    `isBidPrice2Valid`,
    `askPrice2`,
    `isAskPrice2Valid`,
    `bidSize2`,
    `askSize2`,
    `bidExch1`,
    `askExch1`,
    `bidMask1`,
    `askMask1`,
    `bidTime`,
    `askTime`,
    `printVolume`,
    `updateType`,
    `srcTimestamp`,
    `netTimestamp`,
    `timestamp`
FROM `SRSpread`.`MsgSpreadBookQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `skey_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `skey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `skey_tk` = 'Example_skey_tk'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTest` = 'None';

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadBookQuote' ORDER BY ordinal_position ASC;