OptionOpenAuctionSummary
METADATA
Attribute | Value |
---|---|
Topic | 2750-market-data-options |
MLink Token | SystemData |
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' | |
auctionType | enum - OpenAuctionType | 'None' | Opening auction type | |
prc | FLOAT | 0 | Auction price | |
qty | INT | 0 | Auction total quantity | |
srcTimestamp | BIGINT | 0 | exchange high precision timestamp if available | |
netTimestamp | BIGINT | 0 | inbound packet PTP timestamp from SR gateway switchusually syncronized with f | |
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`.`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;