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Version: Upcoming

SpreadOpenMark

V8 Message Definiton

SpreadOpenMark records are created during the end-of-day rotation for each ticker and intended for use the following trading day. BaseObj:Spread

METADATA

AttributeValue
Topic3120-market-marks
MLink TokenInternal
ProductSRAnalytics
accessTypeSELECT
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
skey_atenum - AssetTypePRI'None'
skey_tsenum - TickerSrcPRI'None'
skey_tkVARCHAR(12)PRI''
srClsPrcDOUBLE0SR close mark close 1min from previous day
closePrcDOUBLE0official exchange closing mark from previous day
bidPrcDOUBLE0bid price SR mark from previous day
askPrcDOUBLE0ask price SR mark from previous day
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
skey_tk1
skey_at2
skey_ts3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgSpreadOpenMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`skey_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') */
`skey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`skey_tk` = 'Example_skey_tk';

Doc Columns Query

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