ticker_at | enum - AssetType | PRI | 'None' | |
ticker_ts | enum - TickerSrc | PRI | 'None' | |
ticker_tk | VARCHAR(12) | PRI | '' | |
days | SMALLINT | PRI | 0 | days to expiration 5 21 42 63 84 105 126 189 252 378 504 |
surfaceType | enum - SurfaceCurveType | PRI | 'None' | |
date | VARCHAR(10) | | '' | |
time | VARCHAR(8) | | '' | |
sDiv | FLOAT | | 0 | Interpolated implied sdiv rate from LiveSurfaceFixedTermsDivN |
fwdUPrc | FLOAT | | 0 | Interpolated implied forward price from LiveSurfaceFixedTermfwdUPrcN |
eCnt | INT | | 0 | Number of expected earnings dates from LiveSurfaceFixedTermeCntN |
eMove | FLOAT | | 0 | Implied earnings move from LiveSurfaceFixedTermeMove |
eMoveHist | FLOAT | | 0 | Historical earnings move from LiveSurfaceFixedTermeMoveHist |
volD45 | FLOAT | | 0 | xde 45 censored volatility |
volD40 | FLOAT | | 0 | xde 40 |
volD35 | FLOAT | | 0 | xde 35 |
volD30 | FLOAT | | 0 | xde 30 |
volD25 | FLOAT | | 0 | xde 25 |
volD20 | FLOAT | | 0 | xde 20 |
volD15 | FLOAT | | 0 | xde 15 |
volD10 | FLOAT | | 0 | xde 10 |
volD05 | FLOAT | | 0 | xde 5 |
volA00 | FLOAT | | 0 | xde 0 |
volU05 | FLOAT | | 0 | xde 5 |
volU10 | FLOAT | | 0 | xde 10 |
volU15 | FLOAT | | 0 | xde 15 |
volU20 | FLOAT | | 0 | xde 20 |
volU25 | FLOAT | | 0 | xde 25 |
volU30 | FLOAT | | 0 | xde 30 |
volU35 | FLOAT | | 0 | xde 35 |
volU40 | FLOAT | | 0 | xde 40 |
volU45 | FLOAT | | 0 | xde 45 |
vWidth | FLOAT | | 0 | atm volatility width from LiveSurfaceFixedTermvWidthN |
vSlope | FLOAT | | 0 | atm volatility slope from LiveSurfaceFixedTermvSlopeN |
loYears | FLOAT | | 0 | LiveSurfaceCurveyears before days 1 none |
hiYears | FLOAT | | 0 | LiveSurfaceCurveyears after days 1 none |
minDelta | FLOAT | | 0 | minimum valid strike delta |
maxDelta | FLOAT | | 0 | maximum valid strike delta |
timestamp | DATETIME(6) | | '1900-01-01 00:00:00.000000' | surface fit timestamp |