IndexDefinitionV3
THE INDEX KEY IS THE LINE: every root and ccode that settles on this index points at this key, its live level rides on IndexQuote (2675) under it, and the facts a share line carries on EquityDefinitionV3 (9106) an index line carries here. A key with a row here and no 9106 row is an index line. {Component} is what the index is composed OF; indexType says which kind of composed-of line this is. A DERIVED line names what it derives from in baseIndex and how in derivation, and has no components. Another calculator's level arrives under a QUOTE PATH: a market-data key whose TickerKeyDefinitionV3 (9100) row is symbolType IndexQuote and up-links here, with no row here and no complex. The official SOQ and close are IndexSettlementMark (3185) rows. A DELIVERY BASKET is DeliveryBasketDefinitionV3 (9169), not a row here. indexType DeliveryBasket is retired in place: no producer writes it and the bridge check names a row that still carries it. A DIVIDEND LINE has derivation DividendPoints: its level is the gross cash dividends of baseIndex since the annual reset, in index points. An index's is the provider's published index under its own symbol; a share's is minted by SR, keyed '~' + the share's symbol. Every dividend future names it as ticker, never the share or price index - a dividend contract is not a share delta. indexType Dividend is retired in place.
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' | |
| ticker_ts | enum - TickerSrc | PRI | 'None' | |
| ticker_tk | VARCHAR(12) | PRI | '' | |
| indexType | enum - IndexType | 'None' | ||
| name | VARCHAR(32) | '' | ||
| divisor | DOUBLE | 0 | the index divisor absorbs corp actions and constituent changes | |
| baseLevel | DOUBLE | 0 | ||
| baseDate | DATE | '1900-01-01' | ||
| flexTypeFlag | VARCHAR(255) | 'None' | FLEX series types that may be MINTED on this underlier None no FLEX A FLEX order mints a root before any root exists | |
| priceFormat | enum - PriceFormat | 'None' | how the level quotes | |
| minTickSize | DOUBLE | 0 | the levels smallest increment | |
| pointValue | FLOAT | 0 | the index multiplier 0 reads as 1 | |
| pointCurrency | VARCHAR(3) | '' | empty the spines primaryCurrency | |
| tradingPeriod | enum - TradingPeriod | 'None' | TradingPeriodDefinitionV3 9015 | |
| scheduleGroup | VARCHAR(6) | '' | ScheduleDefinitionV3 9057 empty | |
| hasOptions | enum - YesNo | 'None' | HINT subscription filter only may lag the collection | |
| defaultRoot_at | enum - AssetType | 'None' | the root the tools open by default | |
| defaultRoot_ts | enum - TickerSrc | 'None' | the root the tools open by default | |
| defaultRoot_tk | VARCHAR(12) | '' | the root the tools open by default | |
| linkedPrimaryFuture_at | enum - AssetType | 'None' | the future whose expiry bars drive this indexs option chains | |
| linkedPrimaryFuture_ts | enum - TickerSrc | 'None' | the future whose expiry bars drive this indexs option chains | |
| linkedPrimaryFuture_tk | VARCHAR(12) | '' | the future whose expiry bars drive this indexs option chains | |
| cashPerUnit | DOUBLE | 0 | retired with indexType DeliveryBasket a baskets cash is RootDefinitionV3cashOnExercise | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| v3Source | enum - V3Source | 'None' | ||
| baseIndex_at | enum - AssetType | 'None' | the index or share line this level derives from empty for a composed or published level | |
| baseIndex_ts | enum - TickerSrc | 'None' | the index or share line this level derives from empty for a composed or published level | |
| baseIndex_tk | VARCHAR(12) | '' | the index or share line this level derives from empty for a composed or published level | |
| derivation | enum - IndexDerivation | 'None' | how the level derives from baseIndex None not derived | |
| ComponentList | JSON | 'JSON_ARRAY()' | ||
| QuotePathList | 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 | |
| weight | enum - weight | |
| weightType | enum - IndexWeightType |
JSON Block (QuotePathList)
| Field | Type | Comment |
|---|---|---|
| quoteKey | enum - quoteKey | the key the level arrives under IndexQuote 2675 its spine row is IndexQuote uplinking here |
| kind | enum - QuotePathKind | |
| source | enum - source | who publishes or computes it an exchange or calculator code or SR |
| method | enum - QuotePathMethod | Model paths how the level is built |
| sourceTicker | enum - sourceTicker | Model paths the ETF index or root set the components are drawn from |
| formula | enum - formula | Model paths the expression where method needs one |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgIndexDefinitionV3`
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='IndexDefinitionV3' ORDER BY ordinal_position ASC;