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Version: Staging

FuturePrintMarkup

V8 Message Definiton

FuturePrintMarkup records are created for all future prints

METADATA

AttributeValue
Topic2580-market-data-futures
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
fkey_atenum - AssetTypePRI'None'
fkey_tsenum - TickerSrcPRI'None'
fkey_tkVARCHAR(12)PRI''
fkey_yrSMALLINT UNSIGNEDPRI0
fkey_mnTINYINT UNSIGNEDPRI0
fkey_dyTINYINT UNSIGNEDPRI0
prtNumberBIGINT0Unique print set identifier will increment but not guaranteed to be sequential
ticker_atenum - AssetType'None'underlying stock key
ticker_tsenum - TickerSrc'None'underlying stock key
ticker_tkVARCHAR(12)''underlying stock key
prtExchenum - FutExch'None'print exchange
prtSizeINT0print size contracts
prtPriceDOUBLE0print price
prtTypeTINYINT UNSIGNED0print type exchange specific
prtOrdersSMALLINT UNSIGNED0number of orders participating in this print
prtClusterNumINT0incremental print cluster counter one counter per fkey used to group prints into clusters
prtClusterSizeINT0cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtVolumeINT0cumulative day electronic print volume in contracts
prtSideenum - PrtSide'None'Print side None Mid Bid Ask
bidPriceDOUBLE0exch best bid print arrival time
askPriceDOUBLE0exch best ask print arrival time
bidSizeINT0bid size print arrival time
askSizeINT0ask size print arrival time
bidPrice2DOUBLE0exch 2nd best bid print arrival time
askPrice2DOUBLE0exch 2nd best ask print arrival time
bidSize2INT02nd best bid print arrival time
askSize2INT02nd best ask print arrival time
srcTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound print packet PTP timestamp from SR gateway switch
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
fkey_tk1
fkey_yr2
fkey_mn3
fkey_dy4
fkey_at5
fkey_ts6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgFuturePrintMarkup` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`fkey_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',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`prtNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'Unique print set identifier; will increment but not guaranteed to be sequential.',
`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 'underlying stock key',
`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 'underlying stock key',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlying stock key',
`prtExch` ENUM('None','CFE','CME','CBOT','COMEX','NYMEX','ICE','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'print exchange',
`prtSize` INT NOT NULL DEFAULT 0 COMMENT 'print size [contracts]',
`prtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'print price',
`prtType` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'print type [exchange specific]',
`prtOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of orders participating in this print',
`prtClusterNum` INT NOT NULL DEFAULT 0 COMMENT 'incremental print cluster counter (one counter per fkey; used to group prints into clusters)',
`prtClusterSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)',
`prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'cumulative day (electronic) print volume in contracts',
`prtSide` ENUM('None','Mid','Bid','Ask') NOT NULL DEFAULT 'None' COMMENT 'Print side: None; Mid; Bid; Ask',
`bidPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exch best bid @ print arrival time',
`askPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exch best ask @ print arrival time',
`bidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size @ print arrival time',
`askSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size @ print arrival time',
`bidPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exch 2nd best bid @ print arrival time',
`askPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exch 2nd best ask @ print arrival time',
`bidSize2` INT NOT NULL DEFAULT 0 COMMENT '2nd best bid @ print arrival time',
`askSize2` INT NOT NULL DEFAULT 0 COMMENT '2nd best ask @ print arrival time',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'exchange high precision timestamp (if available)',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound print packet PTP timestamp from SR gateway switch',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='FuturePrintMarkup records are created for all future prints';

SELECT TABLE EXAMPLE QUERY

SELECT
`fkey_at`,
`fkey_ts`,
`fkey_tk`,
`fkey_yr`,
`fkey_mn`,
`fkey_dy`,
`prtNumber`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`prtExch`,
`prtSize`,
`prtPrice`,
`prtType`,
`prtOrders`,
`prtClusterNum`,
`prtClusterSize`,
`prtVolume`,
`prtSide`,
`bidPrice`,
`askPrice`,
`bidSize`,
`askSize`,
`bidPrice2`,
`askPrice2`,
`bidSize2`,
`askSize2`,
`srcTimestamp`,
`netTimestamp`,
`timestamp`
FROM `SRAnalytics`.`MsgFuturePrintMarkup`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`fkey_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') */
`fkey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`fkey_tk` = 'Example_fkey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`fkey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`fkey_dy` = 1;

Doc Columns Query

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