IndexQuote

V8 Message Definiton

Live index levels and quotes including SpiderRock synthetic index levels and quotes.

METADATA

Attribute	Value
Topic	2675-market-data-index
MLink Token	SystemData
Product	SRLive
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	''
priceSource	enum - IdxSrc		'Unknown'	price source of the quote indication print or quote message
dataSource	enum - IdxDataSource		'None'	source feed for this index quote
idxBid	DOUBLE		0	index bid value if from quote otherwise idxPrice
idxAsk	DOUBLE		0	index ask value if from quote otherwise idxPrice
idxPrice	DOUBLE		0	index price
netTimestamp	BIGINT		0	index price timestamp
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

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgIndexQuote` (
    `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 '',
    `priceSource` ENUM('Unknown','Indication','Quote') NOT NULL DEFAULT 'Unknown' COMMENT 'price source of the quote (indication print or quote message)',
    `dataSource` ENUM('None','SpiderRock','OPRA','SIP','CBOE','CME','MIAX') NOT NULL DEFAULT 'None' COMMENT 'source feed for this index quote',
    `idxBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index bid value (if from quote, otherwise idxPrice)',
    `idxAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index ask value (if from quote, otherwise idxPrice)',
    `idxPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'index price',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'index price timestamp',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Live index levels and quotes including SpiderRock synthetic index levels and quotes.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `priceSource`,
    `dataSource`,
    `idxBid`,
    `idxAsk`,
    `idxPrice`,
    `netTimestamp`,
    `timestamp`
FROM `SRLive`.`MsgIndexQuote`
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 SRLive.doccolumns WHERE TABLE_NAME='IndexQuote' ORDER BY ordinal_position ASC;