OptionMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for each active option

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptSummaryData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI	0
okey_mn	TINYINT UNSIGNED	PRI	0
okey_dy	TINYINT UNSIGNED	PRI	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
opnPrice	DOUBLE		0	start of day SR open mark
opnVolatility	DOUBLE		0	start of day SR open mark volatility
clsPrice	DOUBLE		0	end of day SR close mark
clsVolatility	DOUBLE		0	end of day SR close mark volatility
minPrtPrc	DOUBLE		0	minimum print price within market hours
minPrtVol	DOUBLE		0	minimum print volatility within market hours
maxPrtPrc	DOUBLE		0	maximum print price within market hours
maxPrtVol	DOUBLE		0	maximum print volatility within market hours
openInterest	INT		0
bidCount	INT		0	num prints SR surface mark
bidVolume	INT		0	volume when prtPrice quotebid
askCount	INT		0	num prints SR surface mark
askVolume	INT		0	volume when prtPrice quoteask
midCount	INT		0	num prints inside quoteebid quoteeask
midVolume	INT		0	volume inside quoteebid quoteeask
prtCount	INT		0	number of distinct print reports
lastPrtPrice	DOUBLE		0	last print price
lastPrtVolatility	FLOAT		0	last print volatility
avgWidth	DOUBLE		0	average market width time weighted
avgBidSize	FLOAT		0	average bid size time weighted
avgAskSize	FLOAT		0	average ask size time weighted
lastPrint	DATETIME(6)		'1900-01-01 00:00:00.000000'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionMarketSummary` (
    `okey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `okey_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',
    `okey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `okey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_xx` DOUBLE NOT NULL DEFAULT 0,
    `okey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `opnPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'start of day (SR) open mark',
    `opnVolatility` DOUBLE NOT NULL DEFAULT 0 COMMENT 'start of day (SR) open mark (volatility)',
    `clsPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'end of day (SR) close mark',
    `clsVolatility` DOUBLE NOT NULL DEFAULT 0 COMMENT 'end of day (SR) close mark (volatility)',
    `minPrtPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum print price within market hours',
    `minPrtVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum print volatility within market hours',
    `maxPrtPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum print price within market hours',
    `maxPrtVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum print volatility within market hours',
    `openInterest` INT NOT NULL DEFAULT 0,
    `bidCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints <= SR surface mark',
    `bidVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice <= quote.bid',
    `askCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints >= SR surface mark',
    `askVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice >= quote.ask',
    `midCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints inside quote.ebid / quote.eask',
    `midVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume inside quote.ebid / quote.eask',
    `prtCount` INT NOT NULL DEFAULT 0 COMMENT 'number of distinct print reports',
    `lastPrtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print price',
    `lastPrtVolatility` FLOAT NOT NULL DEFAULT 0 COMMENT 'last print volatility',
    `avgWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average market width (time weighted)',
    `avgBidSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'average bid size (time weighted)',
    `avgAskSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'average ask size (time weighted)',
    `lastPrint` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='These records represent live market summary snapshots for each active option';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `opnPrice`,
    `opnVolatility`,
    `clsPrice`,
    `clsVolatility`,
    `minPrtPrc`,
    `minPrtVol`,
    `maxPrtPrc`,
    `maxPrtVol`,
    `openInterest`,
    `bidCount`,
    `bidVolume`,
    `askCount`,
    `askVolume`,
    `midCount`,
    `midVolume`,
    `prtCount`,
    `lastPrtPrice`,
    `lastPrtVolatility`,
    `avgWidth`,
    `avgBidSize`,
    `avgAskSize`,
    `lastPrint`,
    `timestamp`
FROM `SRLive`.`MsgOptionMarketSummary`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call';

Doc Columns Query

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