OptionPrintSummary
Root/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur.
METADATA
| Attribute | Value |
|---|---|
| Topic | 2750-market-data-options |
| MLink Token | SystemData |
| Product | SRLive |
| accessType | SELECT |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ekey_at | enum - AssetType | PRI | 'None' | |
| ekey_ts | enum - TickerSrc | PRI | 'None' | |
| ekey_tk | VARCHAR(12) | PRI | '' | |
| ekey_yr | SMALLINT UNSIGNED | PRI | 0 | |
| ekey_mn | TINYINT UNSIGNED | PRI | 0 | |
| ekey_dy | TINYINT UNSIGNED | PRI | 0 | |
| prtSummaryType | enum - PrtSummaryType | PRI | 'None' | |
| ticker_at | enum - AssetType | 'None' | ||
| ticker_ts | enum - TickerSrc | 'None' | ||
| ticker_tk | VARCHAR(12) | '' | ||
| cnPrt | INT | 0 | total contracts printed | |
| cnBot | INT | 0 | total contracts bot print price closer to bid | |
| cnSld | INT | 0 | total contracts sld print price closer to ask | |
| vePrt | FLOAT | 0 | sumabscn upc ve | |
| veBot | FLOAT | 0 | sumabscn upc ve side 0 | |
| veSld | FLOAT | 0 | sumabscn upc ve side 0 | |
| veDdPrt | FLOAT | 0 | sumabscn upc ve fuzzy bucket | |
| veDnPrt | FLOAT | 0 | sumabscn upc ve fuzzy bucket | |
| veAtPrt | FLOAT | 0 | sumabscn upc ve fuzzy bucket | |
| veUpPrt | FLOAT | 0 | sumabscn upc ve fuzzy bucket | |
| veDuPrt | FLOAT | 0 | sumabscn upc ve fuzzy bucket | |
| veDdBot | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veDnBot | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veAtBot | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veUpBot | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veDuBot | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veDdSld | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veDnSld | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veAtSld | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veUpSld | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| veDuSld | FLOAT | 0 | sumabscn upc ve side 0 fuzzy bucket | |
| recCnt | INT | 0 | number of print reports included in totals | |
| netTimestamp | BIGINT | 0 | inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ekey_tk | 1 |
| ekey_yr | 2 |
| ekey_mn | 3 |
| ekey_dy | 4 |
| ekey_at | 5 |
| ekey_ts | 6 |
| prtSummaryType | 7 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgOptionPrintSummary` (
`ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ekey_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',
`ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`prtSummaryType` ENUM('None','Live','PriorDay') NOT NULL DEFAULT 'None',
`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 '',
`cnPrt` INT NOT NULL DEFAULT 0 COMMENT 'total contracts printed',
`cnBot` INT NOT NULL DEFAULT 0 COMMENT 'total contracts bot (print price closer to bid)',
`cnSld` INT NOT NULL DEFAULT 0 COMMENT 'total contracts sld (print price closer to ask)',
`vePrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve))',
`veBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0',
`veSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side < 0',
`veDdPrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) & fuzzy bucket',
`veDnPrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) & fuzzy bucket',
`veAtPrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) & fuzzy bucket',
`veUpPrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) & fuzzy bucket',
`veDuPrt` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) & fuzzy bucket',
`veDdBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veDnBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veAtBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veUpBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veDuBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veDdSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veDnSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veAtSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veUpSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`veDuSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(abs(cn * upc * ve)) | side > 0 & fuzzy bucket',
`recCnt` INT NOT NULL DEFAULT 0 COMMENT 'number of print reports included in totals',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`prtSummaryType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Root/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur.';
SELECT TABLE EXAMPLE QUERY
SELECT
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`prtSummaryType`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`cnPrt`,
`cnBot`,
`cnSld`,
`vePrt`,
`veBot`,
`veSld`,
`veDdPrt`,
`veDnPrt`,
`veAtPrt`,
`veUpPrt`,
`veDuPrt`,
`veDdBot`,
`veDnBot`,
`veAtBot`,
`veUpBot`,
`veDuBot`,
`veDdSld`,
`veDnSld`,
`veAtSld`,
`veUpSld`,
`veDuSld`,
`recCnt`,
`netTimestamp`,
`timestamp`
FROM `SRLive`.`MsgOptionPrintSummary`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ekey_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') */
`ekey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ekey_tk` = 'Example_ekey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`ekey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`ekey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`ekey_dy` = 1
AND
/* Replace with a ENUM('None','Live','PriorDay') */
`prtSummaryType` = 'None';
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='OptionPrintSummary' ORDER BY ordinal_position ASC;