CCodeDefinition

V8 Message Definiton

Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions. This table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below. Note that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a '@' character.

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	FutureDefinition
Product	SRAnalytics
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ccode_at	enum - AssetType	PRI	'None'
ccode_ts	enum - TickerSrc	PRI	'None'
ccode_tk	VARCHAR(12)	PRI	''
futexch	enum - FutExch		'None'	listing exchange
ticker_at	enum - AssetType		'None'	master underlying
ticker_ts	enum - TickerSrc		'None'	master underlying
ticker_tk	VARCHAR(12)	SEC	''	master underlying
settleTime	enum - SettleTime		'None'	Settlement time None PM AM
positionLimit	INT		0	max contract limit
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
priceScaling	FLOAT		0	underlying price scale factor products where the underlying quotes in cents will have 001
underliersPerCn	INT		0	shares bond or index units underlying the future contract size
underlierType	enum - UnderlierType		'None'	Underlying type None Equity Other FX
clearingCode	VARCHAR(6)		''	GMIClearing code
ricRoot	VARCHAR(6)		''	RIC Root
bbgRoot	VARCHAR(6)		''	Bloomberg root
bbgYrCode	enum - BbgYrCode		'None'	Format for the year field in the Bloomberg Code
bbgGroup	enum - YellowKey		'None'	Bloomberg Yellow Key
gmiExchange	VARCHAR(3)		''	GMI Sungard exchange code
gmiProduct	VARCHAR(3)		''	GMI Sungard product code
gmiSubType	VARCHAR(3)		''	GMI Sungard subtype code
displayPriceScaling	FLOAT		0	internal display price scale factor override
strikeScaling	FLOAT		0	internal strike price scale factor override
description	VARCHAR(48)		''	product description
marketCenter	VARCHAR(48)		''	market center eg ICE Market Type CME MarketGroup
tradingPeriod	enum - TradingPeriod		'None'
isHftTaxLiable	enum - YesNo		'None'	if Yes futures in this ccode grouping are liable for high frequency taxation and require hft throttling for maker algos
hftTaxTriggerTime	DOUBLE		0	value in seconds that any order activity new cancel update needs witheld for to prevent triggering hft default 5 seconds per Italian tax
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ccode_tk	1
ccode_at	2
ccode_ts	3

SECONDARY INDEX (TickerIndex) (Not Unique)

Field	Sequence
ticker_tk	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgCCodeDefinition`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ccode_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') */ 
    `ccode_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ccode_tk` = 'Example_ccode_tk';

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='CCodeDefinition' ORDER BY ordinal_position ASC;