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Version: Staging

SpreadPrint

V8 Message Definiton

METADATA

AttributeValue
Topic2895-market-data-spreads
MLink TokenSystemData
ProductSRSpread
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
skey_atenum - AssetTypePRI'None'SR assigned Spread TickerKey can be found in ProductDefinition
skey_tsenum - TickerSrcPRI'None'SR assigned Spread TickerKey can be found in ProductDefinition
skey_tkVARCHAR(12)PRI''SR assigned Spread TickerKey can be found in ProductDefinition
ticker_atenum - AssetType'None'common spread underlier
ticker_tsenum - TickerSrc'None'common spread underlier
ticker_tkVARCHAR(12)''common spread underlier
sideenum - BuySell'None'
prtSizeINT0
prtPriceDOUBLE0
prtExchenum - OptExch'None'
srcTimestampBIGINT0source high precision timestamp if available
netTimestampBIGINT0PTP timestamp
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
skey_tk1
skey_at2
skey_ts3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadPrint` (
`skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
`skey_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' COMMENT 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
`skey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR assigned Spread TickerKey (can be found in ProductDefinition)',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'common spread underlier',
`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' COMMENT 'common spread underlier',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'common spread underlier',
`side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`prtSize` INT NOT NULL DEFAULT 0,
`prtPrice` DOUBLE NOT NULL DEFAULT 0,
`prtExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'source high precision timestamp (if available)',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'PTP timestamp',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`skey_at`,
`skey_ts`,
`skey_tk`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`side`,
`prtSize`,
`prtPrice`,
`prtExch`,
`srcTimestamp`,
`netTimestamp`,
`timestamp`
FROM `SRSpread`.`MsgSpreadPrint`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`skey_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') */
`skey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`skey_tk` = 'Example_skey_tk';

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadPrint' ORDER BY ordinal_position ASC;