OptionNbboQuote

V8 Message Definiton

This table contains live option quote records from OPRA (equities) or the listing exchange (futures). Each record contains up to two price levels and represents a live snapshot of the book for a specific option series. There are typically 1mm+ records in this table if all ticker sources are enabled.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptMktData
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, SEC	0
okey_mn	TINYINT UNSIGNED	PRI, SEC	0
okey_dy	TINYINT UNSIGNED	PRI, SEC	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
updateType	enum - UpdateType		'None'
bidPrice	FLOAT		0	bid price
askPrice	FLOAT		0	ask price
bidSize	INT		0	bid size in contracts largest exch quote
askSize	INT		0	ask size in contracts largest exch quote
cumBidSize	INT		0	bid size in contracts total nbbo size
cumAskSize	INT		0	ask size in contracts total nbbo size
bidExch	enum - OptExch		'None'	first or largest remaining exchange at bid price
askExch	enum - OptExch		'None'	first or largest remaining exchange at ask price
bidMask	INT UNSIGNED		0	exchange bid bit mask
askMask	INT UNSIGNED		0	exchange ask bit mask
bidMktType	VARCHAR(255)		'None'	bid side quote flags if any
askMktType	VARCHAR(255)		'None'	ask side quote flags if any
bidPrice2	FLOAT		0	2nd best bid price
askPrice2	FLOAT		0	2nd best ask price
cumBidSize2	INT		0	cumulative size at 2nd price
cumAskSize2	INT		0	cumulative size at 2nd price
bidTime	INT		0	last bid price change milliseconds since midnight calculated from the srcTimestamp
askTime	INT		0	last ask price change milliseconds since midnight calculated from the srcTimestamp
srcTimestamp	BIGINT		0	source high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock

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

SECONDARY INDEX (ExpirationIndex) (Not Unique)

Field	Sequence
okey_yr	1
okey_mn	2
okey_dy	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionNbboQuote` (
    `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',
    `updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
    `bidPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid price',
    `askPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask price',
    `bidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts (largest exch quote)',
    `askSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts (largest exch quote)',
    `cumBidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size in contracts (total nbbo size)',
    `cumAskSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size in contracts (total nbbo size)',
    `bidExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'first (or largest remaining) exchange at bid price',
    `askExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'first (or largest remaining) exchange at ask price',
    `bidMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange bid bit mask',
    `askMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'exchange ask bit mask',
    `bidMktType` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'bid side quote flags (if any)',
    `askMktType` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'ask side quote flags (if any)',
    `bidPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT '2nd best bid price',
    `askPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT '2nd best ask price',
    `cumBidSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `cumAskSize2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size at 2nd price',
    `bidTime` INT NOT NULL DEFAULT 0 COMMENT 'last bid price change (milliseconds since midnight) calculated from the srcTimestamp',
    `askTime` INT NOT NULL DEFAULT 0 COMMENT 'last ask price change (milliseconds since midnight) calculated from the srcTimestamp',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`),
    KEY `ExpirationIndex` (`okey_yr`,`okey_mn`,`okey_dy`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This table contains live option quote records from OPRA (equities) or the listing exchange (futures).  Each record contains up to two price levels and represents a live snapshot of the book for a specific option series.  There are typically 1mm+ records in this table if all ticker sources are enabled.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `updateType`,
    `bidPrice`,
    `askPrice`,
    `bidSize`,
    `askSize`,
    `cumBidSize`,
    `cumAskSize`,
    `bidExch`,
    `askExch`,
    `bidMask`,
    `askMask`,
    `bidMktType`,
    `askMktType`,
    `bidPrice2`,
    `askPrice2`,
    `cumBidSize2`,
    `cumAskSize2`,
    `bidTime`,
    `askTime`,
    `srcTimestamp`,
    `netTimestamp`
FROM `SRLive`.`MsgOptionNbboQuote`
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='OptionNbboQuote' ORDER BY ordinal_position ASC;