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Version: Staging

IndexQuote

V8 Message Definiton

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

METADATA

AttributeValue
Topic2675-market-data-index
MLink TokenSystemData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
priceSourceenum - IdxSrc'Unknown'price source of the quote indication print or quote message
dataSourceenum - IdxDataSource'None'source feed for this index quote
idxBidDOUBLE0index bid value if from quote otherwise idxPrice
idxAskDOUBLE0index ask value if from quote otherwise idxPrice
idxPriceDOUBLE0index price
netTimestampBIGINT0index price timestamp
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

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;