StockMarketSummary
These records represent live market summary snapshots for equity, index, and synthetic markets.
METADATA
Attribute | Value |
---|---|
Topic | 2990-market-data-stock |
MLink Token | EqtSummaryData |
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 | '' | |
tradeDate | DATE | '1900-01-01' | ||
opnPrice | DOUBLE | 0 | first print price of the day during regular market hours | |
mrkPrice | DOUBLE | 0 | last print handled during regular market hours | |
clsPrice | DOUBLE | 0 | official exchange closing price | |
minPrice | DOUBLE | 0 | minimum print price within market hours | |
maxPrice | DOUBLE | 0 | maximum print price within market hours | |
sharesOutstanding | BIGINT | 0 | shares outstanding | |
bidCount | INT | 0 | num prints quotebid | |
bidVolume | INT | 0 | volume when prtPrice quotebid | |
askCount | INT | 0 | num prints quoteask | |
askVolume | INT | 0 | volume when prtPrice quoteask | |
midCount | INT | 0 | num prints inside quotebid quoteask | |
midVolume | INT | 0 | volume inside quotebid quoteask | |
prtCount | INT | 0 | number of distinct print reports | |
prtVolume | INT | 0 | total print volume all print types | |
lastPrtPrice | DOUBLE | 0 | last print price | |
lastPrtDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | last print time | |
expCount | INT | 0 | number of updates included in exponential average | |
expWidth | DOUBLE | 0 | exponential average market width 10 minute 12 life | |
expBidSize | FLOAT | 0 | exponential average bid size 10 minute 12 life | |
expAskSize | FLOAT | 0 | exponential average ask size 10 minute 12 life | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgStockMarketSummary` (
`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 '',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`opnPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'first print price of the day during regular market hours',
`mrkPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print handled during regular market hours',
`clsPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing price',
`minPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'minimum print price within market hours',
`maxPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum print price within market hours',
`sharesOutstanding` BIGINT NOT NULL DEFAULT 0 COMMENT 'shares outstanding',
`bidCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints <= quote.bid',
`bidVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice <= quote.bid',
`askCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints >= quote.ask',
`askVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume when prtPrice >= quote.ask',
`midCount` INT NOT NULL DEFAULT 0 COMMENT 'num prints inside quote.bid / quote.ask',
`midVolume` INT NOT NULL DEFAULT 0 COMMENT 'volume inside quote.bid / quote.ask',
`prtCount` INT NOT NULL DEFAULT 0 COMMENT 'number of distinct print reports',
`prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'total print volume (all print types)',
`lastPrtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'last print price',
`lastPrtDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last print time',
`expCount` INT NOT NULL DEFAULT 0 COMMENT 'number of updates included in exponential average',
`expWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'exponential average market width (10 minute 1/2 life)',
`expBidSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average bid size (10 minute 1/2 life)',
`expAskSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'exponential average ask size (10 minute 1/2 life)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='These records represent live market summary snapshots for equity, index, and synthetic markets.';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`tradeDate`,
`opnPrice`,
`mrkPrice`,
`clsPrice`,
`minPrice`,
`maxPrice`,
`sharesOutstanding`,
`bidCount`,
`bidVolume`,
`askCount`,
`askVolume`,
`midCount`,
`midVolume`,
`prtCount`,
`prtVolume`,
`lastPrtPrice`,
`lastPrtDttm`,
`expCount`,
`expWidth`,
`expBidSize`,
`expAskSize`,
`timestamp`
FROM `SRLive`.`MsgStockMarketSummary`
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='StockMarketSummary' ORDER BY ordinal_position ASC;