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Version: Staging

SkewBasisCurveV4

V8 Message Definiton

METADATA

AttributeValue
Topic1000-analytics
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
minXDOUBLE0typically 30
maxXDOUBLE0typically 30
numPointsINT0typically 601 skew points are 010 xAxis pts apart
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
PointListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

JSON Block (PointList)

FieldTypeComment
yydoubleskew fn value at grid point usually yy 10 x 00

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgSkewBasisCurveV4` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`minX` DOUBLE NOT NULL DEFAULT 0 COMMENT 'typically: -30',
`maxX` DOUBLE NOT NULL DEFAULT 0 COMMENT 'typically: +30',
`numPoints` INT NOT NULL DEFAULT 0 COMMENT 'typically: 601 (skew points are 0.10 xAxis pts apart)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`PointList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(PointList)),
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`minX`,
`maxX`,
`numPoints`,
`timestamp`,
`PointList`
FROM `SRAnalytics`.`MsgSkewBasisCurveV4`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='SkewBasisCurveV4' ORDER BY ordinal_position ASC;