StockBorrowRate

V8 Message Definiton

This data is sourced from various clearing firms and typically represents their public borrow rates. Data is typically loaded once at the start of each trading day.\nStockBorrowRate records are published to the SpiderRock elastic cluster at the end of each trading period.

METADATA

Attribute	Value
Topic	1725-client-borrow
MLink Token	SystemData
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
clientFirm	VARCHAR(16)	PRI	''	clientFirm if clientFirm specific rates default SR system default rates
gcFlag	enum - YesNo		'None'	General collateral flag Yes No
gcRate	FLOAT		0	General collateral rate
borrowRate	FLOAT		0	StockBorrow rate
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
clientFirm	4

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgStockBorrowRate` (
    `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 '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'clientFirm (if clientFirm specific rates); <default> = SR system default rates',
    `gcFlag` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'General collateral flag: Yes; No',
    `gcRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'General collateral rate',
    `borrowRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'StockBorrow rate',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This data is sourced from various clearing firms and typically represents their public borrow rates.  Data is typically loaded once at the start of each trading day.\nStockBorrowRate records are published to the SpiderRock elastic cluster at the end of each trading period.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `clientFirm`,
    `gcFlag`,
    `gcRate`,
    `borrowRate`,
    `timestamp`
FROM `SRAnalytics`.`MsgStockBorrowRate`
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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