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Version: Staging

SpreadOpenMark

V8 Message Definiton

SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.\nBaseObj:Spread

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenSystemData
ProductSRAnalytics
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
skey_atenum - AssetTypePRI'None'
skey_tsenum - TickerSrcPRI'None'
skey_tkVARCHAR(12)PRI''
srClsPrcDOUBLE0SR close mark close 1min from previous day
closePrcDOUBLE0official exchange closing mark from previous day
bidPrcDOUBLE0bid price SR mark from previous day
askPrcDOUBLE0ask price SR mark from previous day
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
skey_tk1
skey_at2
skey_ts3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgSpreadOpenMark` (
`skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`skey_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',
`skey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR close mark (close - 1min) (from previous day)',
`closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark (from previous day)',
`bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (SR mark from previous day)',
`askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (SR mark from previous day)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.\nBaseObj:Spread';

SELECT TABLE EXAMPLE QUERY

SELECT
`skey_at`,
`skey_ts`,
`skey_tk`,
`srClsPrc`,
`closePrc`,
`bidPrc`,
`askPrc`,
`timestamp`
FROM `SRAnalytics`.`MsgSpreadOpenMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`skey_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') */
`skey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`skey_tk` = 'Example_skey_tk';

Doc Columns Query

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