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Version: Staging

3120-market-marks

#Message NameDescription
3120FutureCloseMarkFutureCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks.

FutureCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final
3125FutureOpenMarkFutureOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day.
3130FutureSettlementMarkFuture settlement marks from the listing exchange
3140OptionCloseMarkOptionCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks.

OptionCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final
3145OptionOpenMarkOptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day.
3150OptionSettlementMarkOption settlement marks from the listing exchange.
3155SpreadCloseMarkSpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads

SpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final

BaseObj:Spread
3160SpreadOpenMarkSpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.

BaseObj:Spread
3165StockCloseMarkStockCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks.

StockCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final
3170StockOpenMarkStockOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day.
3175SyntheticExpiryCloseMark
3180SyntheticExpiryOpenMark