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Version: Staging

StockMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for equity, index, and synthetic markets.

METADATA

AttributeValue
Topic2990-market-data-stock
MLink TokenEqtSummaryData
ProductSRLive
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
tradeDateDATE'1900-01-01'
opnPriceDOUBLE0first print price of the day during regular market hours
mrkPriceDOUBLE0last print handled during regular market hours
clsPriceDOUBLE0official exchange closing price
minPriceDOUBLE0minimum print price within market hours
maxPriceDOUBLE0maximum print price within market hours
sharesOutstandingBIGINT0shares outstanding
bidCountINT0num prints quotebid
bidVolumeINT0volume when prtPrice quotebid
askCountINT0num prints quoteask
askVolumeINT0volume when prtPrice quoteask
midCountINT0num prints inside quotebid quoteask
midVolumeINT0volume inside quotebid quoteask
prtCountINT0number of distinct print reports
prtVolumeINT0total print volume all print types
lastPrtPriceDOUBLE0last print price
lastPrtDttmDATETIME(6)'1900-01-01 00:00:00.000000'last print time
expCountINT0number of updates included in exponential average
expWidthDOUBLE0exponential average market width 10 minute 12 life
expBidSizeFLOAT0exponential average bid size 10 minute 12 life
expAskSizeFLOAT0exponential average ask size 10 minute 12 life
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

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;