DeliveryBasketDefinitionV3
One row per delivery basket: what one adjusted option contract settles into when a corporate action leaves it delivering MORE THAN ONE LINE. The basket is keyed so the contract has one thing to point at, price against and settle into. THE KEY IS '_' + THE ADJUSTED ROOT ('_AAPL1'), on the root's source. A further adjustment mints a new root and so a new basket, which is what makes a basket immutable: its contents are what one adjustment fixed, and a later adjustment is a new row rather than an edit. RootDefinitionV3 names the basket in ticker and carries no composition of its own. A BASKET EXISTS ONLY WHERE A ROOT DELIVERS MORE THAN ONE LINE. Every other shape is the root alone: one line is ticker plus underliersPerCn; one line plus cash adds cashOnExercise; cash alone keeps ticker on the original line with multihedge AllCash and the cash in cashOnExercise (the underlier level then reads zero). Cash-settled index and equity options get no basket and no special treatment. THE SPINE ROW IS REQUIRED. TickerKeyDefinitionV3 (9100) carries symbolType DeliveryBasket for this key and is what makes it resolvable; a basket without it names contents nobody can reach, and a spine without a basket names a key with no contents. This is not an index. IndexDefinitionV3 (9109) is for lines whose level is computed from constituents; a basket is a settlement instruction, and its terms are fixed by an adjustment rather than reweighted.
METADATA
| Attribute | Value |
|---|---|
| Topic | 9100-product-def-core |
| MLink Token | EquityDefinition |
| Product | SRReference |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | the basket key the adjusted root |
| ticker_ts | enum - TickerSrc | PRI | 'None' | the basket key the adjusted root |
| ticker_tk | VARCHAR(12) | PRI | '' | the basket key the adjusted root |
| root_at | enum - AssetType | 'None' | the option root that settles into this basket | |
| root_ts | enum - TickerSrc | 'None' | the option root that settles into this basket | |
| root_tk | VARCHAR(12) | '' | the option root that settles into this basket | |
| adjustDate | DATE | '1900-01-01' | the adjustment that fixed these contents empty where the producer does not carry it | |
| pointCurrency | VARCHAR(3) | '' | ISO 4217 the currency this basket is priced in | |
| pendingDelete | enum - YesNo | 'None' | Yes queued for removal stop resolving against this row | |
| v3Source | enum - V3Source | 'None' | Bridge projected from a legacy record Loader written natively None reads as Loader | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | when this row was last written | |
| ComponentList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
JSON Block (ComponentList)
| Field | Type | Comment |
|---|---|---|
| symbol | enum - symbol | the line delivered |
| sharesPerCn | enum - sharesPerCn | shares of that line per contract |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgDeliveryBasketDefinitionV3`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE','CRDT','GCR','SWAP','ENT','MBS','SET','LOAN') */
`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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX','CRCY','CMDY','DTI','SOVN','SR_US','SR_EU','SR_AP','SR_UK','USD','EUR','GBP','CHF','JPY','CAD','AUD','HKD','KRW','INR','SGD','TWD','CNY','CNH','BRL','MXN','ZAR','SEK','NOK','DKK','PLN','ILS','TRY','NZD','THB','MYR','IDR','PHP','CZK','HUF','SAR','AED','CLP','COP') */
`ticker_ts` = 'NONE'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';
Doc Columns Query
SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='DeliveryBasketDefinitionV3' ORDER BY ordinal_position ASC;