OptionPrintProbability

V8 Message Definiton

METADATA

Attribute	Value
Topic	4255-probabilities
MLink Token	OptProbModel
Product	SRAnalytics
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI, SEC	0
okey_mn	TINYINT UNSIGNED	PRI, SEC	0
okey_dy	TINYINT UNSIGNED	PRI, SEC	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
stateModel	enum - StateModel	PRI	'None'
prtPrice	FLOAT		0
prtSize	INT		0
prtProb	FLOAT		0	probability that this print will result in positive PnL
prtSide	enum - BuySell		'None'
bidPrice	FLOAT		0	nbbo bid price
askPrice	FLOAT		0	nbbo ask price
bidSize	INT		0	cumulative size bid price
askSize	INT		0	cumulative size ask price
avgBLink1m	FLOAT		0	average buy link value trailing 10
maeBLink1m	FLOAT		0	buy link value mean abs err trailing 1000
avgSLink1m	FLOAT		0	average sell link value trailing 10
maeSLink1m	FLOAT		0	sell link value mean abs err trailing 1000
avgBLink10m	FLOAT		0	average buy link value trailing 100
maeBLink10m	FLOAT		0	bid link value mean abs err trailing 1000
avgSLink10m	FLOAT		0	average ask link value trailing 100
maeSLink10m	FLOAT		0	ask link value mean abs err trailing 1000
bCounter	INT		0	buy counter
sCounter	INT		0	sell counter
prtTimestamp	BIGINT		0	feed timestamp from the packet
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switch from OptionPrint
smsTimestamp	BIGINT		0	state model server timestamp just before publish
updateType	enum - PrtUpdateType		'None'
xx0	FLOAT		0
xx1	FLOAT		0
xx2	FLOAT		0
xx3	FLOAT		0
xx4	FLOAT		0
xx5	FLOAT		0
xx6	FLOAT		0
xx7	FLOAT		0
xx8	FLOAT		0
xx9	FLOAT		0
xx10	FLOAT		0
xx11	FLOAT		0
xx12	FLOAT		0
xx13	FLOAT		0
xx14	FLOAT		0
xx15	FLOAT		0
xx16	FLOAT		0
xx17	FLOAT		0
xx18	FLOAT		0
xx19	FLOAT		0
xx20	FLOAT		0
xx21	FLOAT		0
xx22	FLOAT		0
xx23	FLOAT		0
xx24	FLOAT		0
xx25	FLOAT		0
xx26	FLOAT		0
xx27	FLOAT		0
xx28	FLOAT		0
xx29	FLOAT		0
xx30	FLOAT		0
xx31	FLOAT		0
xx32	FLOAT		0
xx33	FLOAT		0
xx34	FLOAT		0
xx35	FLOAT		0
xx36	FLOAT		0
xx37	FLOAT		0
xx38	FLOAT		0
xx39	FLOAT		0
xx40	FLOAT		0
xx41	FLOAT		0
xx42	FLOAT		0
xx43	FLOAT		0
xx44	FLOAT		0
xx45	FLOAT		0
xx46	FLOAT		0
xx47	FLOAT		0
xx48	FLOAT		0
xx49	FLOAT		0
xx50	FLOAT		0
xx51	FLOAT		0
xx52	FLOAT		0
xx53	FLOAT		0
xx54	FLOAT		0
bidPriceM1	FLOAT		0
askPriceM1	FLOAT		0
bidSizeM1	INT		0
askSizeM1	INT		0
uBidM1	DOUBLE		0
uAskM1	DOUBLE		0
uPrcM1	DOUBLE		0
sVolM1	FLOAT		0
sOpxM1	FLOAT		0
sErrM1	VARCHAR(12)		''
pnlM1	FLOAT		0
pnlM1Err	enum - YesNo		'None'
bidPriceM10	FLOAT		0
askPriceM10	FLOAT		0
bidSizeM10	INT		0
askSizeM10	INT		0
uBidM10	DOUBLE		0
uAskM10	DOUBLE		0
uPrcM10	DOUBLE		0
sVolM10	FLOAT		0
sOpxM10	FLOAT		0
sErrM10	VARCHAR(12)		''
pnlM10	FLOAT		0
pnlM10Err	enum - YesNo		'None'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8
stateModel	9

SECONDARY INDEX (ExpirationIndex) (Not Unique)

Field	Sequence
okey_yr	1
okey_mn	2
okey_dy	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRAnalytics`.`MsgOptionPrintProbability` (
    `okey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') NOT NULL DEFAULT 'None',
    `okey_ts` 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') NOT NULL DEFAULT 'None',
    `okey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `okey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `okey_xx` DOUBLE NOT NULL DEFAULT 0,
    `okey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
    `prtPrice` FLOAT NOT NULL DEFAULT 0,
    `prtSize` INT NOT NULL DEFAULT 0,
    `prtProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'probability that this print will result in positive PnL',
    `prtSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `bidPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'nbbo bid price',
    `askPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'nbbo ask price',
    `bidSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size @ bid price',
    `askSize` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size @ ask price',
    `avgBLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average buy link value (trailing 10)',
    `maeBLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy link value mean abs err (trailing 1000)',
    `avgSLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average sell link value (trailing 10)',
    `maeSLink1m` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell link value mean abs err (trailing 1000)',
    `avgBLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average buy link value (trailing 100)',
    `maeBLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid link value mean abs err (trailing 1000)',
    `avgSLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'average ask link value (trailing 100)',
    `maeSLink10m` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask link value mean abs err (trailing 1000)',
    `bCounter` INT NOT NULL DEFAULT 0 COMMENT 'buy counter',
    `sCounter` INT NOT NULL DEFAULT 0 COMMENT 'sell counter',
    `prtTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'feed timestamp from the packet',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch (from OptionPrint)',
    `smsTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'state model server timestamp (just before publish)',
    `updateType` ENUM('None','Print','Markup') NOT NULL DEFAULT 'None',
    `xx0` FLOAT NOT NULL DEFAULT 0,
    `xx1` FLOAT NOT NULL DEFAULT 0,
    `xx2` FLOAT NOT NULL DEFAULT 0,
    `xx3` FLOAT NOT NULL DEFAULT 0,
    `xx4` FLOAT NOT NULL DEFAULT 0,
    `xx5` FLOAT NOT NULL DEFAULT 0,
    `xx6` FLOAT NOT NULL DEFAULT 0,
    `xx7` FLOAT NOT NULL DEFAULT 0,
    `xx8` FLOAT NOT NULL DEFAULT 0,
    `xx9` FLOAT NOT NULL DEFAULT 0,
    `xx10` FLOAT NOT NULL DEFAULT 0,
    `xx11` FLOAT NOT NULL DEFAULT 0,
    `xx12` FLOAT NOT NULL DEFAULT 0,
    `xx13` FLOAT NOT NULL DEFAULT 0,
    `xx14` FLOAT NOT NULL DEFAULT 0,
    `xx15` FLOAT NOT NULL DEFAULT 0,
    `xx16` FLOAT NOT NULL DEFAULT 0,
    `xx17` FLOAT NOT NULL DEFAULT 0,
    `xx18` FLOAT NOT NULL DEFAULT 0,
    `xx19` FLOAT NOT NULL DEFAULT 0,
    `xx20` FLOAT NOT NULL DEFAULT 0,
    `xx21` FLOAT NOT NULL DEFAULT 0,
    `xx22` FLOAT NOT NULL DEFAULT 0,
    `xx23` FLOAT NOT NULL DEFAULT 0,
    `xx24` FLOAT NOT NULL DEFAULT 0,
    `xx25` FLOAT NOT NULL DEFAULT 0,
    `xx26` FLOAT NOT NULL DEFAULT 0,
    `xx27` FLOAT NOT NULL DEFAULT 0,
    `xx28` FLOAT NOT NULL DEFAULT 0,
    `xx29` FLOAT NOT NULL DEFAULT 0,
    `xx30` FLOAT NOT NULL DEFAULT 0,
    `xx31` FLOAT NOT NULL DEFAULT 0,
    `xx32` FLOAT NOT NULL DEFAULT 0,
    `xx33` FLOAT NOT NULL DEFAULT 0,
    `xx34` FLOAT NOT NULL DEFAULT 0,
    `xx35` FLOAT NOT NULL DEFAULT 0,
    `xx36` FLOAT NOT NULL DEFAULT 0,
    `xx37` FLOAT NOT NULL DEFAULT 0,
    `xx38` FLOAT NOT NULL DEFAULT 0,
    `xx39` FLOAT NOT NULL DEFAULT 0,
    `xx40` FLOAT NOT NULL DEFAULT 0,
    `xx41` FLOAT NOT NULL DEFAULT 0,
    `xx42` FLOAT NOT NULL DEFAULT 0,
    `xx43` FLOAT NOT NULL DEFAULT 0,
    `xx44` FLOAT NOT NULL DEFAULT 0,
    `xx45` FLOAT NOT NULL DEFAULT 0,
    `xx46` FLOAT NOT NULL DEFAULT 0,
    `xx47` FLOAT NOT NULL DEFAULT 0,
    `xx48` FLOAT NOT NULL DEFAULT 0,
    `xx49` FLOAT NOT NULL DEFAULT 0,
    `xx50` FLOAT NOT NULL DEFAULT 0,
    `xx51` FLOAT NOT NULL DEFAULT 0,
    `xx52` FLOAT NOT NULL DEFAULT 0,
    `xx53` FLOAT NOT NULL DEFAULT 0,
    `xx54` FLOAT NOT NULL DEFAULT 0,
    `bidPriceM1` FLOAT NOT NULL DEFAULT 0,
    `askPriceM1` FLOAT NOT NULL DEFAULT 0,
    `bidSizeM1` INT NOT NULL DEFAULT 0,
    `askSizeM1` INT NOT NULL DEFAULT 0,
    `uBidM1` DOUBLE NOT NULL DEFAULT 0,
    `uAskM1` DOUBLE NOT NULL DEFAULT 0,
    `uPrcM1` DOUBLE NOT NULL DEFAULT 0,
    `sVolM1` FLOAT NOT NULL DEFAULT 0,
    `sOpxM1` FLOAT NOT NULL DEFAULT 0,
    `sErrM1` VARCHAR(12) NOT NULL DEFAULT '',
    `pnlM1` FLOAT NOT NULL DEFAULT 0,
    `pnlM1Err` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `bidPriceM10` FLOAT NOT NULL DEFAULT 0,
    `askPriceM10` FLOAT NOT NULL DEFAULT 0,
    `bidSizeM10` INT NOT NULL DEFAULT 0,
    `askSizeM10` INT NOT NULL DEFAULT 0,
    `uBidM10` DOUBLE NOT NULL DEFAULT 0,
    `uAskM10` DOUBLE NOT NULL DEFAULT 0,
    `uPrcM10` DOUBLE NOT NULL DEFAULT 0,
    `sVolM10` FLOAT NOT NULL DEFAULT 0,
    `sOpxM10` FLOAT NOT NULL DEFAULT 0,
    `sErrM10` VARCHAR(12) NOT NULL DEFAULT '',
    `pnlM10` FLOAT NOT NULL DEFAULT 0,
    `pnlM10Err` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    PRIMARY KEY USING HASH (`okey_tk`,`okey_yr`,`okey_mn`,`okey_dy`,`okey_xx`,`okey_cp`,`okey_at`,`okey_ts`,`stateModel`),
    KEY `ExpirationIndex` (`okey_yr`,`okey_mn`,`okey_dy`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `okey_at`,
    `okey_ts`,
    `okey_tk`,
    `okey_yr`,
    `okey_mn`,
    `okey_dy`,
    `okey_xx`,
    `okey_cp`,
    `stateModel`,
    `prtPrice`,
    `prtSize`,
    `prtProb`,
    `prtSide`,
    `bidPrice`,
    `askPrice`,
    `bidSize`,
    `askSize`,
    `avgBLink1m`,
    `maeBLink1m`,
    `avgSLink1m`,
    `maeSLink1m`,
    `avgBLink10m`,
    `maeBLink10m`,
    `avgSLink10m`,
    `maeSLink10m`,
    `bCounter`,
    `sCounter`,
    `prtTimestamp`,
    `netTimestamp`,
    `smsTimestamp`,
    `updateType`,
    `xx0`,
    `xx1`,
    `xx2`,
    `xx3`,
    `xx4`,
    `xx5`,
    `xx6`,
    `xx7`,
    `xx8`,
    `xx9`,
    `xx10`,
    `xx11`,
    `xx12`,
    `xx13`,
    `xx14`,
    `xx15`,
    `xx16`,
    `xx17`,
    `xx18`,
    `xx19`,
    `xx20`,
    `xx21`,
    `xx22`,
    `xx23`,
    `xx24`,
    `xx25`,
    `xx26`,
    `xx27`,
    `xx28`,
    `xx29`,
    `xx30`,
    `xx31`,
    `xx32`,
    `xx33`,
    `xx34`,
    `xx35`,
    `xx36`,
    `xx37`,
    `xx38`,
    `xx39`,
    `xx40`,
    `xx41`,
    `xx42`,
    `xx43`,
    `xx44`,
    `xx45`,
    `xx46`,
    `xx47`,
    `xx48`,
    `xx49`,
    `xx50`,
    `xx51`,
    `xx52`,
    `xx53`,
    `xx54`,
    `bidPriceM1`,
    `askPriceM1`,
    `bidSizeM1`,
    `askSizeM1`,
    `uBidM1`,
    `uAskM1`,
    `uPrcM1`,
    `sVolM1`,
    `sOpxM1`,
    `sErrM1`,
    `pnlM1`,
    `pnlM1Err`,
    `bidPriceM10`,
    `askPriceM10`,
    `bidSizeM10`,
    `askSizeM10`,
    `uBidM10`,
    `uAskM10`,
    `uPrcM10`,
    `sVolM10`,
    `sOpxM10`,
    `sErrM10`,
    `pnlM10`,
    `pnlM10Err`
FROM `SRAnalytics`.`MsgOptionPrintProbability`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel` = 'None';

Doc Columns Query

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