LiveRateCurve

V8 Message Definiton

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	SRMLinkAnalytics
Product	SRAnalytics
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	tickerroot key of option chain used for rate calc below
ticker_ts	enum - TickerSrc	PRI	'None'	tickerroot key of option chain used for rate calc below
ticker_tk	VARCHAR(12)	PRI	''	tickerroot key of option chain used for rate calc below
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
PointList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

JSON Block (PointList)

Field	Type	Comment
iDays	enum - iDays	interest paying days
boxRate	enum - boxRate	estimated BOX rate
loRate	enum - loRate	implied BOX rate lo bound most recent fit pass
hiRate	enum - hiRate	implied BOX rate hi bound most recent fit pass
nPoints	enum - nPoints	number of bidask BOX sample points used

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgLiveRateCurve` (
    `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 'ticker/root key of option chain used for rate calc below',
    `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','SPHR') NOT NULL DEFAULT 'None' COMMENT 'ticker/root key of option chain used for rate calc below',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'ticker/root key of option chain used for rate calc below',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `PointList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(PointList)),
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `timestamp`,
    `PointList`
FROM `SRAnalytics`.`MsgLiveRateCurve`
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','SPHR') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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