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Version: Staging

CCodeDefinition

V8 Message Definiton

Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions.\nThis table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below.\nNote that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a '@' character.

METADATA

AttributeValue
Topic4335-product-definition
MLink TokenFutureDefinition
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ccode_atenum - AssetTypePRI'None'
ccode_tsenum - TickerSrcPRI'None'
ccode_tkVARCHAR(12)PRI''
futexchenum - FutExch'None'listing exchange
ticker_atenum - AssetType'None'master underlying
ticker_tsenum - TickerSrc'None'master underlying
ticker_tkVARCHAR(12)SEC''master underlying
settleTimeenum - SettleTime'None'Settlement time None PM AM
positionLimitINT0max contract limit
tickValueFLOAT0NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValueFLOAT0NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrencyenum - Currency'None'
priceScalingFLOAT0underlying price scale factor products where the underlying quotes in cents will have 001
underliersPerCnINT0shares bond or index units underlying the future contract size
underlierTypeenum - UnderlierType'None'Underlying type None Equity Other FX
clearingCodeVARCHAR(6)''GMIClearing code
ricRootVARCHAR(6)''RIC Root
bbgRootVARCHAR(6)''Bloomberg root
bbgGroupenum - YellowKey'None'Bloomberg Yellow Key
gmiExchangeVARCHAR(3)''GMI Sungard exchange code
gmiProductVARCHAR(3)''GMI Sungard product code
gmiSubTypeVARCHAR(3)''GMI Sungard subtype code
displayPriceScalingFLOAT0internal display price scale factor override
strikeScalingFLOAT0internal strike price scale factor override
descriptionVARCHAR(48)''product description
marketCenterVARCHAR(48)''market center eg ICE Market Type CME MarketGroup
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ccode_tk1
ccode_at2
ccode_ts3

SECONDARY INDEX (TickerIndex) (Not Unique)

FieldSequence
ticker_tk1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgCCodeDefinition` (
`ccode_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ccode_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',
`ccode_tk` VARCHAR(12) NOT NULL DEFAULT '',
`futexch` ENUM('None','CFE','CME','CBOT','COMEX','NYMEX','ICE','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'listing exchange',
`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 'master underlying',
`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 'master underlying',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'master underlying',
`settleTime` ENUM('None','PM','AM') NOT NULL DEFAULT 'None' COMMENT 'Settlement time: None; PM; AM',
`positionLimit` INT NOT NULL DEFAULT 0 COMMENT 'max contract limit',
`tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
`pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
`priceScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlying price scale factor - products where the underlying quotes in cents will have 0.01',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'shares, bond, or index units underlying the future (contract size)',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'Underlying type; None; Equity; Other; FX',
`clearingCode` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'GMI/Clearing code',
`ricRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'RIC Root',
`bbgRoot` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'Bloomberg root',
`bbgGroup` ENUM('None','Govt','Corp','Mtge','MMkt','Muni','Pfd','Equity','Comdty','Index','Curncy') NOT NULL DEFAULT 'None' COMMENT 'Bloomberg Yellow Key',
`gmiExchange` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) exchange code',
`gmiProduct` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) product code',
`gmiSubType` VARCHAR(3) NOT NULL DEFAULT '' COMMENT 'GMI (Sungard) subtype code',
`displayPriceScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'internal display price scale factor override',
`strikeScaling` FLOAT NOT NULL DEFAULT 0 COMMENT 'internal strike price scale factor override',
`description` VARCHAR(48) NOT NULL DEFAULT '' COMMENT 'product description',
`marketCenter` VARCHAR(48) NOT NULL DEFAULT '' COMMENT 'market center, eg "ICE Market Type", "CME MarketGroup"',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ccode_tk`,`ccode_at`,`ccode_ts`),
KEY `TickerIndex` (`ticker_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions.\nThis table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below.\nNote that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a \'@\' character.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ccode_at`,
`ccode_ts`,
`ccode_tk`,
`futexch`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`settleTime`,
`positionLimit`,
`tickValue`,
`pointValue`,
`pointCurrency`,
`priceScaling`,
`underliersPerCn`,
`underlierType`,
`clearingCode`,
`ricRoot`,
`bbgRoot`,
`bbgGroup`,
`gmiExchange`,
`gmiProduct`,
`gmiSubType`,
`displayPriceScaling`,
`strikeScaling`,
`description`,
`marketCenter`,
`timestamp`
FROM `SRAnalytics`.`MsgCCodeDefinition`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ccode_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') */
`ccode_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ccode_tk` = 'Example_ccode_tk';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='CCodeDefinition' ORDER BY ordinal_position ASC;