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Version: Upcoming

SR Live

Overview​

The SR Live database contains first and second level market quotes for options, stocks, and futures. It also delivers print data for each asset class, as well as opening and closing stock imbalances. While SR Live offers comprehensive market data, it does not include analytic metrics such as implied volatilities or option Greeks. Each asset type has its own table containing the different levels of quotes. Key features include:

  • U.S. equity, option, and future live quotes and prints
  • Product definition tables (OCC, CME, ICE, & Equity NMS)
  • Complex order book quotes and exchange imbalances
  • High throughput bulk access to full market data universe

SR Live Tables​

The following images show the available tables in SR Live:

SR Live Tables SR Live Tables

Query Examples​

OptionNbboQuote Table​

The OptionNbboQuote table contains the top two levels of the bid and ask sizes and prices for options.

Sample Query 1: Retrieve all equity option NBBO quotes:

SELECT * FROM srlive.msgoptionnbboquote WHERE okey_at = 'EQT';
Option NBBO Quote

Sample Query 2: Retrieve NBBO quotes for December 19, 2025 AAPL Calls with strikes under 175:

SELECT * FROM srlive.msgoptionnbboquote 
WHERE okey_tk='AAPL' AND okey_yr=2025 AND okey_mn=12 AND okey_dy=19 AND okey_cp='Call' AND okey_xx < 175;
Option NBBO Quote

StockBookQuote Table​

The StockBookQuote table contains the top two levels of the bid and ask sizes and prices for stocks.

Sample Query 3: Retrieve all equity stock book quotes:

SELECT * FROM srlive.msgstockbookquote WHERE ticker_at = 'EQT';
Stock Book Quote

FutureBookQuote Table​

The FutureBookQuote table contains both futures on options and future spreads (i.e., one future versus another future in the same asset). It also contains the top two levels of the bid and ask sizes and prices for futures.

Sample Query 4a: Retrieve all future book quotes:

SELECT * FROM srlive.msgfuturebookquote;
Future Book Quote

Sample Query 4b: Retrieve leg definitions for spreads by joining FutureBookQuote with ProductDefinitionV2.

SELECT b.legslist, a.* 
FROM srlive.msgfuturebookquote a
JOIN srlive.msgproductdefinitionv2 b
  ON a.fkey_at = b.seckey_at AND a.fkey_ts = b.seckey_ts AND a.fkey_tk = b.seckey_tk AND a.fkey_yr = b.seckey_yr AND a.fkey_mn = b.seckey_mn AND a.fkey_dy = b.seckey_dy;
Future Book Quote
i
Note

The leg list is in JSON format.

StockExchImbalance Table​

The StockExchImbalance table contains stock imbalance data before market open or close.

Sample Query 5: Retrieve all stock exchange imbalances:

SELECT * FROM srlive.msgstockexchimbalance;
Stock Imbalance

Option, Stock, and Future Print Tables​

Print tables contain trade execution data for each asset class.

Sample Query 6: Retrieve all AAPL option prints with a size greater than 80 from the OptionPrint table:

SELECT * FROM srlive.msgoptionprint WHERE okey_tk='AAPL' AND prtSize > 80;
Option Print

Sample Query 7: Retrieve all stock prints from the StockPrint table:

SELECT * FROM srlive.msgstockprint;
Stock Print

Sample Query 8a: Retrieve all future prints from the FuturePrint table:

SELECT * FROM srlive.msgfutureprint;
Future Print

Sample Query 8b: Retrieve future spread prints by joining with ProductDefinitionV2:

SELECT b.legslist, a.* 
FROM srlive.msgfutureprint a
JOIN srlive.msgproductdefinitionv2 b
  ON a.fkey_at = b.seckey_at AND a.fkey_ts = b.seckey_ts AND a.fkey_tk = b.seckey_tk AND a.fkey_yr = b.seckey_yr AND a.fkey_mn = b.seckey_mn AND a.fkey_dy = b.seckey_dy;
Future Print

Ticker Definition Table​

The TickerDefinitionExt table contains the names for all tickers and futures.

Sample Query 9: Retrieve all ticker definitions:

SELECT * FROM srlive.msgtickerdefinitionext;
Ticker Definition

Option Open Interest Table​

The OptionOpenInterest table contains pre-market open interest data for options.

Sample Query 10: Retrieve all option open interest data:

SELECT * FROM srlive.msgoptionopeninterest;
Option Open Interest