GlobalDividends
GlobalDividend records contain projected future discrete dividend payment dates and amounts for dividend paying equities. These records are the dividend values that are incorporated into option pricing calculations. Note: Missing/empty DateAmt strings are interpreted as non-dividend paying
METADATA
Attribute | Value |
---|---|
Topic | 3585-option-pricing |
MLink Token | GlobalDefinition |
Product | SRAnalytics |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
ticker_at | enum - AssetType | PRI | 'None' | |
ticker_ts | enum - TickerSrc | PRI | 'None' | |
ticker_tk | VARCHAR(12) | PRI | '' | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | publish time GlobalDividendtimestamp SRPricingCalcRecordtimestamp publish | |
lastModified | DATETIME(6) | '1900-01-01 00:00:00.000000' | last dividend data modify timestamp | |
text | TINYTEXT | '' | extra text if any | |
DateAmtList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
JSON Block (DateAmtList)
Field | Type | Comment |
---|---|---|
divDate | enum - divDate | exdividend date |
divValue | enum - divValue | dividend amount |
divCurrency | enum - divCurrency | |
divKind | enum - DivKind | dividend type |
divSource | enum - DivSource | dividend source |
divFreq | enum - DivFreq | |
divOverrideSource | enum - DivOverrideSource | dividend override source if any |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRAnalytics`.`MsgGlobalDividends` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'publish time (GlobalDividend.timestamp = SRPricingCalcRecord.timestamp @ publish)',
`lastModified` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last dividend data modify timestamp',
`text` TINYTEXT NOT NULL DEFAULT '' COMMENT 'extra text (if any)',
`DateAmtList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(DateAmtList)),
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='GlobalDividend records contain projected future discrete dividend payment dates and amounts for dividend paying equities. These records are the dividend values that are incorporated into option pricing calculations.\nNote: Missing/empty DateAmt strings are interpreted as non-dividend paying';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`timestamp`,
`lastModified`,
`text`,
`DateAmtList`
FROM `SRAnalytics`.`MsgGlobalDividends`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='GlobalDividends' ORDER BY ordinal_position ASC;