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Version: Staging

OptionOpenAuctionSummary

V8 Message Definiton

METADATA

AttributeValue
Topic2750-market-data-options
MLink TokenSystemData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
okey_atenum - AssetTypePRI'None'
okey_tsenum - TickerSrcPRI'None'
okey_tkVARCHAR(12)PRI''
okey_yrSMALLINT UNSIGNEDPRI0
okey_mnTINYINT UNSIGNEDPRI0
okey_dyTINYINT UNSIGNEDPRI0
okey_xxDOUBLEPRI0
okey_cpenum - CallPutPRI'Call'
auctionTypeenum - OpenAuctionType'None'Opening auction type
prcFLOAT0Auction price
qtyINT0Auction total quantity
srcTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switchusually syncronized with f
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
okey_tk1
okey_yr2
okey_mn3
okey_dy4
okey_xx5
okey_cp6
okey_at7
okey_ts8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgOptionOpenAuctionSummary` (
`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',
`auctionType` ENUM('None','GTHOpen','RTHOpen','HaltReopen','VolOpen') NOT NULL DEFAULT 'None' COMMENT 'Opening auction type',
`prc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Auction price',
`qty` INT NOT NULL DEFAULT 0 COMMENT 'Auction total quantity',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'exchange high precision timestamp (if available)',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with f',
`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='';

SELECT TABLE EXAMPLE QUERY

SELECT
`okey_at`,
`okey_ts`,
`okey_tk`,
`okey_yr`,
`okey_mn`,
`okey_dy`,
`okey_xx`,
`okey_cp`,
`auctionType`,
`prc`,
`qty`,
`srcTimestamp`,
`netTimestamp`,
`timestamp`
FROM `SRLive`.`MsgOptionOpenAuctionSummary`
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='OptionOpenAuctionSummary' ORDER BY ordinal_position ASC;