FutureMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for each active futures markets.

METADATA

Attribute	Value
Topic	2580-market-data-futures
MLink Token	FutSummaryData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
tradeDate	DATE		'1900-01-01'
opnPrice	DOUBLE		0	first print price of the day during regular market hours
mrkPrice	DOUBLE		0	last print handled during regular market hours
clsPrice	DOUBLE		0	official exchange closing price
minPrice	DOUBLE		0	minimum print price within market hours
maxPrice	DOUBLE		0	maximum print price within market hours
openInt	INT		0	open interest
bidCount	INT		0	num prints quotebid
bidVolume	INT		0	volume when prtPrice quotebid
askCount	INT		0	num prints quoteask
askVolume	INT		0	volume when prtPrice quoteask
midCount	INT		0	num prints inside quotebid quoteask
midVolume	INT		0	volume inside quotebid quoteask
prtCount	INT		0	number of distinct print reports
prtVolume	INT		0	total print volume all print types
lastPrtPrice	DOUBLE		0	last print price
lastPrtDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	last print time
expCount	INT		0	number of updates included in exponential average
expWidth	DOUBLE		0	exponential average market width 10 minute 12 life
expBidSize	FLOAT		0	exponential average bid size 10 minute 12 life
expAskSize	FLOAT		0	exponential average ask size 10 minute 12 life
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgFutureMarketSummary` (
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `fkey_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',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `opnPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'first print price of the day during regular market hours',
    `mrkPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print handled during regular market hours',
    `clsPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing price',
    `minPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum print price within market hours',
    `maxPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum print price within market hours',
    `openInt` INT NOT NULL DEFAULT 0 COMMENT 'open interest',
    `bidCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints <= quote.bid',
    `bidVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice <= quote.bid',
    `askCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints >= quote.ask',
    `askVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice >= quote.ask',
    `midCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints inside quote.bid / quote.ask',
    `midVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume inside quote.bid / quote.ask',
    `prtCount` INT NOT NULL DEFAULT 0 COMMENT 'number of distinct print reports',
    `prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'total print volume (all print types)',
    `lastPrtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print price',
    `lastPrtDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last print time',
    `expCount` INT NOT NULL DEFAULT 0 COMMENT 'number of updates included in exponential average',
    `expWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exponential average market width (10 minute 1/2 life)',
    `expBidSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average bid size (10 minute 1/2 life)',
    `expAskSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average ask size (10 minute 1/2 life)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='These records represent live market summary snapshots for each active futures markets.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `tradeDate`,
    `opnPrice`,
    `mrkPrice`,
    `clsPrice`,
    `minPrice`,
    `maxPrice`,
    `openInt`,
    `bidCount`,
    `bidVolume`,
    `askCount`,
    `askVolume`,
    `midCount`,
    `midVolume`,
    `prtCount`,
    `prtVolume`,
    `lastPrtPrice`,
    `lastPrtDttm`,
    `expCount`,
    `expWidth`,
    `expBidSize`,
    `expAskSize`,
    `timestamp`
FROM `SRLive`.`MsgFutureMarketSummary`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `fkey_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') */ 
    `fkey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureMarketSummary' ORDER BY ordinal_position ASC;