StockBookQuote

V8 Message Definiton

This table contains live equity quote records for all CQS/UQDF securities as well as US OTC equity securities, SpiderRock synthetic markets, and a number of major indexes. Each record contains up to two price levels and represents a live snapshot of the book for a specific market.

METADATA

Attribute	Value
Topic	2990-market-data-stock
MLink Token	EqtMktData
Product	SRLive
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
updateType	enum - UpdateType		'None'
marketStatus	enum - MarketStatus		'None'	market status open halted etc
bidPrice1	FLOAT		0	bid price for best price level
bidSize1	INT		0	bid size for best price level
bidExch1	enum - StkExch		'None'
bidMask1	INT UNSIGNED		0	bid exchange bit mask for best bid price level
askPrice1	FLOAT		0	ask price for best price level
askSize1	INT		0	ask size for best price level
askExch1	enum - StkExch		'None'	exchange
askMask1	INT UNSIGNED		0	ask exchange bit mask for best ask price level
bidPrice2	FLOAT		0	bid price for next best price level
bidSize2	INT		0	bid size for next best price level
bidExch2	enum - StkExch		'None'	exchange
bidMask2	INT UNSIGNED		0	bid exchange bit mask for next best bid price level
askPrice2	FLOAT		0	ask price for next best price level
askSize2	INT		0	ask size for next best price level
askExch2	enum - StkExch		'None'	exchange
askMask2	INT UNSIGNED		0	ask exchange bit mask for next best ask price level
haltMask	INT UNSIGNED		0	bit mask of halted exchanges
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
ticker_tk	1
ticker_at	2
ticker_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgStockBookQuote` (
    `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 '',
    `updateType` ENUM('None','PrcChange','SizeOnly','PrevPeriod') NOT NULL DEFAULT 'None',
    `marketStatus` ENUM('None','PreOpen','PreCross','Cross','Open','Closed','Halted','AfterHours') NOT NULL DEFAULT 'None' COMMENT 'market status (open, halted, etc)',
    `bidPrice1` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid price for best price level',
    `bidSize1` INT NOT NULL DEFAULT 0 COMMENT 'bid size for best price level',
    `bidExch1` ENUM('None','AMEX','NQBX','NSX','FNRA','ISE','EDGA','EDGX','CHX','NYSE','ARCA','NSDQ','CBSX','PSX','BTSY','BATS','CBIDX','IEX','OTC','MPRL','LTSE','MEMX','MXIDX','DJIDX','BXE','CXE','DXE','XETRA','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP') NOT NULL DEFAULT 'None',
    `bidMask1` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bid exchange bit mask for best bid price level',
    `askPrice1` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask price for best price level',
    `askSize1` INT NOT NULL DEFAULT 0 COMMENT 'ask size for best price level',
    `askExch1` ENUM('None','AMEX','NQBX','NSX','FNRA','ISE','EDGA','EDGX','CHX','NYSE','ARCA','NSDQ','CBSX','PSX','BTSY','BATS','CBIDX','IEX','OTC','MPRL','LTSE','MEMX','MXIDX','DJIDX','BXE','CXE','DXE','XETRA','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP') NOT NULL DEFAULT 'None' COMMENT 'exchange',
    `askMask1` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'ask exchange bit mask for best ask price level',
    `bidPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid price for next best price level',
    `bidSize2` INT NOT NULL DEFAULT 0 COMMENT 'bid size for next best price level',
    `bidExch2` ENUM('None','AMEX','NQBX','NSX','FNRA','ISE','EDGA','EDGX','CHX','NYSE','ARCA','NSDQ','CBSX','PSX','BTSY','BATS','CBIDX','IEX','OTC','MPRL','LTSE','MEMX','MXIDX','DJIDX','BXE','CXE','DXE','XETRA','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP') NOT NULL DEFAULT 'None' COMMENT 'exchange',
    `bidMask2` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bid exchange bit mask for next best bid price level',
    `askPrice2` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask price for next best price level',
    `askSize2` INT NOT NULL DEFAULT 0 COMMENT 'ask size for next best price level',
    `askExch2` ENUM('None','AMEX','NQBX','NSX','FNRA','ISE','EDGA','EDGX','CHX','NYSE','ARCA','NSDQ','CBSX','PSX','BTSY','BATS','CBIDX','IEX','OTC','MPRL','LTSE','MEMX','MXIDX','DJIDX','BXE','CXE','DXE','XETRA','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP') NOT NULL DEFAULT 'None' COMMENT 'exchange',
    `askMask2` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'ask exchange bit mask for next best ask price level',
    `haltMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bit mask of halted exchanges',
    `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 (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='This table contains live equity quote records for all CQS/UQDF securities as well as US OTC equity securities, SpiderRock synthetic markets, and a number of major indexes.  Each record contains up to two price levels and represents a live snapshot of the book for a specific market.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `updateType`,
    `marketStatus`,
    `bidPrice1`,
    `bidSize1`,
    `bidExch1`,
    `bidMask1`,
    `askPrice1`,
    `askSize1`,
    `askExch1`,
    `askMask1`,
    `bidPrice2`,
    `bidSize2`,
    `bidExch2`,
    `bidMask2`,
    `askPrice2`,
    `askSize2`,
    `askExch2`,
    `askMask2`,
    `haltMask`,
    `srcTimestamp`,
    `netTimestamp`
FROM `SRLive`.`MsgStockBookQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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