RateCurveClose
The close of a rate curve for one trade date: the curve LiveRateCurve (1130) carried when the currency's rotation window passed, keyed by the curve and the trade date so a prior session's close is a cache lookup. One writer per currency: the rate server of the region that owns the currency publishes every key under it once per session, stamped with the currency's trade date from its calendar, never the clock. The database bridge holds every close in one table: the rows the rate servers publish at the roll and the dated rows the benchmark loader writes for the keys no live builder covers. A rate server seeds the live row of such a key from its latest close. Live is the 1130 row a publisher overwrites; Close is a dated row here. Neither carries a curve-type enum. Rows outlive the trading-period rotation and leave the cache by age (CacheServerCleanup), so this message carries no Rotate directive.
METADATA
| Attribute | Value |
|---|---|
| Topic | 1000-analytics |
| MLink Token | OptionDefinition |
| Product | SRAnalytics |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| rateKey_at | enum - AssetType | PRI | 'None' | symbolcurrencyRATE a content curve key a convention name is never published here |
| rateKey_ts | enum - TickerSrc | PRI | 'None' | symbolcurrencyRATE a content curve key a convention name is never published here |
| rateKey_tk | VARCHAR(12) | PRI | '' | symbolcurrencyRATE a content curve key a convention name is never published here |
| tradeDate | DATE | PRI | '1900-01-01' | the session this close belongs to from the currencys calendar and rotation window |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | when the live curve this close copies was last written | |
| currency | VARCHAR(3) | '' | ISO 4217 equals the keys TickerSrc | |
| rateLabel | VARCHAR(16) | '' | display name of the curve as LiveRateCurverateLabel | |
| PointList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| rateKey_tk | 1 |
| rateKey_at | 2 |
| rateKey_ts | 3 |
| tradeDate | 4 |
JSON Block (PointList)
| Field | Type | Comment |
|---|---|---|
| days | enum - days | total interest days days sDaysE sDaysT |
| rate | enum - rate | implied rate |
| rate_std | enum - rate_std | standard deviation of the implied rate |
| rate_spread | enum - rate_spread | implied rate ois spread |
| spread_std | enum - spread_std | standard deviation of the spread |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgRateCurveClose`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE','CRDT','GCR','SWAP','ENT','MBS','SET','LOAN') */
`rateKey_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','CRCY','CMDY','DTI','SOVN','SR_US','SR_EU','SR_AP','SR_UK','USD','EUR','GBP','CHF','JPY','CAD','AUD','HKD','KRW','INR','SGD','TWD','CNY','CNH','BRL','MXN','ZAR','SEK','NOK','DKK','PLN','ILS','TRY','NZD','THB','MYR','IDR','PHP','CZK','HUF','SAR','AED','CLP','COP') */
`rateKey_ts` = 'NONE'
AND
/* Replace with a VARCHAR(12) */
`rateKey_tk` = 'Example_rateKey_tk'
AND
/* Replace with a DATE */
`tradeDate` = '2022-01-01';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='RateCurveClose' ORDER BY ordinal_position ASC;