CREATE TABLE `SRTrade`.`MsgAuctionPrintSN` (
`noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'AuctionNotice.noticeNumber',
`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 'underlier ticker',
`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 'underlier ticker',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier ticker',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`isTestAuction` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, auction is a test auction (not a prod/live auction)',
`noticeTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'notice create timestamp (high precision)',
`auctionType` ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash') NOT NULL DEFAULT 'None' COMMENT '(eg. Block, Flash, Improvement, Facilitation, etc.)',
`auctionSource` ENUM('None','SRC','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','EDGO','MCRY','MPRL','EMLD','MEMX','CME','CBOT','NYMEX','COMEX','ICE','EUREX') NOT NULL DEFAULT 'None' COMMENT 'source of the auction notice (eg. SRC, MIAX, etc.)',
`containsFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'Flex = European',
`root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'option root',
`root_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 'option root',
`root_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'option root',
`expiry` DATE NOT NULL DEFAULT '1900-01-01',
`strike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'rev/con strike',
`industry` TINYTEXT NOT NULL DEFAULT '' COMMENT 'industry string',
`symbolType` ENUM('None','Equity','ADR','ETF','CashIndex','MutualFund','ShortETF','Future','Bond','DepReceipts','PreferredSec','PreferenceShare','StructuredProd','StapledSec','TradeableRights','Unit','Warrant','WhenIssued','ForeignIssue') NOT NULL DEFAULT 'None',
`uAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier average daily trading volume',
`custSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'from AuctionNotice (if known)',
`custQty` INT NOT NULL DEFAULT 0 COMMENT 'from AuctionNotice (if known)',
`custPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'from AuctionNotice (if known)',
`hasCustPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'from AuctionNotice (if known)',
`custFirmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'cust firm type (if disclosed)',
`custAgentMPID` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'cust agent exchange member initiating the auction (if disclosed)',
`commEnhancement` FLOAT NOT NULL DEFAULT 0 COMMENT 'additional commission (if any) paid by responder',
`noticeUBid` DOUBLE NOT NULL DEFAULT 0,
`noticeUAsk` DOUBLE NOT NULL DEFAULT 0,
`netSurfPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR Surface Price (entire package)',
`iDays` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iDays = effective interest days [SR supplied]',
`iYears` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iYears = iDays / 360.0',
`moneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365] [SR Supplied Estimate]',
`ddivPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'present value of any expected dividends to expiry [SR Supplied Estimate]',
`hasEstDDivs` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'Yes if one or more expected ddiv is an estimate (not yet announced) [SR Supplied]',
`sVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'surface volatility for rev/con strike [SR Supplied Estimate]',
`rcEExPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'rcEExPrem = (pRv.price - pRvE.price) - (cRv.price - cRvE.price) [american price - european price] [same model parameters; SR supplied parameters including DDivs; is zero for flex revcons]',
`strikePv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]',
`prtPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reported OPRA print price (pkgPrice if MLeg)',
`prtPrice2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'if reported as 2 separate prints at different prices (ie, partial size improvement)',
`prtSize` INT NOT NULL DEFAULT 0 COMMENT 'reported OPRA print size (pgkSize if MLeg)',
`prtSize2` INT NOT NULL DEFAULT 0 COMMENT 'reported OPRA print size (pgkSize if MLeg)',
`prtTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'reported OPRA print time (1st print if MLeg) (high precision)',
`prtType` ENUM('None','CANC','OSEQ','CNCL','LATE','CNCO','OPEN','CNOL','OPNL','AUTO','REOP','ISOI','SLAN','SLAI','SLCN','SCLI','SLFT','MLET','MLAT','MLCT','MLFT','MESL','TLAT','MASL','MFSL','TLET','TLCT','TLFT','TESL','TASL','TFSL','CBMO','MCTP','EXHT') NOT NULL DEFAULT 'None' COMMENT 'reported OPRA print type',
`prtUBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best estimate of uBid @ auction print time',
`prtUAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best estimate of uAsk @ auction print time',
`prtUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best estimate of uPrc @ auction print time',
`prtSurfPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc @ auction print time (@ uMid) (pkgSurfPrc if MLeg)',
`uPrc1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'uPrc (mid market) @ auction print time + 1m',
`bidPrc1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'option nbbo bid @ auction print time + 1m',
`askPrc1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'option nbbo ask @ auction print time + 1m',
`surfPrc1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc @ auction print time + 1m (@ uMid)',
`uPrc10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'uPrc (mid market) @ auction print time + 10m',
`bidPrc10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'option nbbo bid @ auction print time + 10m',
`askPrc10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'option nbbo ask @ auction print time + 10m',
`surfPrc10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface prc @ auction print time + 10m (@ uMid)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
PRIMARY KEY USING HASH (`noticeNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';