AtsDegrossRevConSpreads

V8 Message Definiton

Deleted once the EE publisher and WTS join cut over; do not add consumers. The number is reusable a few weeks after deletion.

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	underlier ticker
ticker_ts	enum - TickerSrc	PRI	'None'	underlier ticker
ticker_tk	VARCHAR(12)	PRI	''	underlier ticker
expiry	DATE	PRI	'1900-01-01'	flex option expiry date
strike	DOUBLE		0	SRchosen sticky strike for this ticker
refUPrc	DOUBLE		0	current reference underlier price updated intraday
iDays	INT		0	interest days to expiry
srRate	DOUBLE		0	SR reference financing rate
srSDiv	DOUBLE		0	SR reference continuous dividend rate
srRcFairPrc	DOUBLE		0	SR computed fair RevCon price using SR values
srClearingSDiv	DOUBLE		0	prior auctions clearing SDIV if any 0 if no prior auction
nextAuctionTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	next scheduled auction time updated after each cycle
nextCutoffTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	submission cutoff for next auction
auctionStatus	enum - AtsRevConAuctionStatus		'None'
lastAuctionTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	most recent completed auction time epoch if none today
numAuctionsToday	INT		0	auctions completed today
numAuctionsRemaining	INT		0	auctions remaining in todays schedule
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
indicativeClearPrc	DOUBLE		0	clearing price from the most recent solve only meaningful when a cross exists see buySizesellSize
indicativeClearSDiv	DOUBLE		0	SDIV implied by indicativeClearPrc SR rateddiv basis 0 no cross
buySize	INT		0	total open Buy reversal lend size in this market
sellSize	INT		0	total open Sell conversion borrow size in this market
imbalance	INT		0	signed imbalance buySize sellSize
SRDDivList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
expiry	4

JSON Block (SRDDivList)

Field	Type	Comment
ddivExDate	enum - ddivExDate	expected exdate
ddivAmount	enum - ddivAmount	expected dividend amount per share
ddivSource	enum - DDivSource	Announced Forecast etc

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgAtsDegrossRevConSpreads`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ticker_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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AtsDegrossRevConSpreads' ORDER BY ordinal_position ASC;