VenueListingDefinitionV3
A LISTING IS A CONTEXT, NOT AN INSTRUMENT. The fungible line - one ISIN - gets ONE SR ticker key, and each venue it trades on gets a listing row binding that key to (MIC, venue symbol, trading currency, venue calendar). THERE IS NEVER A KEY PER VENUE; that would fragment positions and risk across copies of one thing. The same ISIN quoted in two currencies is two listings, one key. Market data arrives per listing - MarketSourceDefinitionV3 per venue. The books of one reference market fold into a MARKET COMPOSITE, [line]^[market letter], a spine row under the line named here by compositeKey; the line key carries the primary market's composite. A currency composite, [line]^[ccy], sums the market composites in one currency. Roots price off a composite (RootDefinitionV3 9112 uPrcDriverKey). DISTINCT LINES ARE NOT LISTINGS OF EACH OTHER. A/B share classes, national lines and ADR/GDRs have their own ISINs, so they are separate keys joined by fungibility edges carrying conversion terms.
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 ONE line key ticker rung |
| ticker_ts | enum - TickerSrc | PRI | 'None' | the ONE line key ticker rung |
| ticker_tk | VARCHAR(12) | PRI | '' | the ONE line key ticker rung |
| mic | VARCHAR(4) | PRI | '' | ISO 10383 venue MIC XETR CEUX AQEU TRQX |
| quoteKey_at | enum - AssetType | PRI | 'None' | the marketdata key this venues book arrives under |
| quoteKey_ts | enum - TickerSrc | PRI | 'None' | the marketdata key this venues book arrives under |
| quoteKey_tk | VARCHAR(12) | PRI | '' | the marketdata key this venues book arrives under |
| venueSymbol | VARCHAR(30) | '' | the venues local symbol for the line | |
| tradingCcy | VARCHAR(3) | '' | GBXEURCHF lines of one ISIN separate listings | |
| srcKey | VARCHAR(8) | '' | MarketSourceDefinition key for this venues quotes | |
| calendarId | VARCHAR(16) | '' | venue trading calendar CalendarDefinition | |
| isPrimary | enum - YesNo | 'None' | the primary market its closing auction is the lines close exactly one Yes row per line | |
| defaultPset | VARCHAR(12) | '' | default settlement locus for executions here CSDPSET | |
| memberElects | enum - YesNo | 'None' | No sole house this listings clearing is fixed | |
| tickBand | VARCHAR(8) | '' | MiFID ticksize band ref venue rulebook join | |
| stoScope | enum - StoScope | 'None' | sharetradingobligation regime this listing satisfies | |
| validFrom | DATE | '1900-01-01' | listings open and close dated edges never updates | |
| validTo | DATE | '1900-01-01' | ||
| pendingDelete | enum - YesNo | 'None' | ||
| micSeg | VARCHAR(4) | '' | ISO 10383 segment MIC of the listing when the venue segments its book | |
| compositeKey_at | enum - AssetType | 'None' | the market composite this book feeds lineL SymbolType MarketComposite empty the line | |
| compositeKey_ts | enum - TickerSrc | 'None' | the market composite this book feeds lineL SymbolType MarketComposite empty the line | |
| compositeKey_tk | VARCHAR(12) | '' | the market composite this book feeds lineL SymbolType MarketComposite empty the line | |
| v3Source | enum - V3Source | 'None' | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| EligibleCcpList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
| mic | 4 |
| quoteKey_tk | 5 |
| quoteKey_at | 6 |
| quoteKey_ts | 7 |
JSON Block (EligibleCcpList)
| Field | Type | Comment |
|---|---|---|
| clearVenue | enum - clearVenue | ClearVenueDefinition a house this listing may clear at |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgVenueListingDefinitionV3`
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'
AND
/* Replace with a VARCHAR(4) */
`mic` = 'Example_mic'
AND
/* 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') */
`quoteKey_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') */
`quoteKey_ts` = 'NONE'
AND
/* Replace with a VARCHAR(12) */
`quoteKey_tk` = 'Example_quoteKey_tk';
Doc Columns Query
SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='VenueListingDefinitionV3' ORDER BY ordinal_position ASC;