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Version: Upcoming

StockPrintMarkup

V8 Message Definiton

StockPrintMarkup records are created/published for all stock prints

METADATA

AttributeValue
Topic2990-market-data-stock
MLink TokenEqtAnalytics
ProductSRAnalytics
accessTypeSELECT
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
prtNumberBIGINT0
prtExchenum - StkExch'None'print exch
prtSizeINT0print size
prtPriceFLOAT0print price level
prtClusterNumINT0incremental print cluster counter one counter per ticker used to group prints into clusters
prtClusterSizeINT0cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtVolumeINT0cumulative print size today
mrkPriceFLOAT0last regular market print price
prtTypeTINYINT UNSIGNED0OPRA message type from OPRA spec
prtCond1TINYINT UNSIGNED0print condition from SIP feed
prtCond2TINYINT UNSIGNED0
prtCond3TINYINT UNSIGNED0
prtCond4TINYINT UNSIGNED0
prtSideenum - PrtSide'None'Print side None Mid Bid Ask
bidPriceFLOAT0nbbo bid print arrival time
askPriceFLOAT0nbbo ask print arrival time
bidSizeINT0
askSizeINT0
bidPrice2FLOAT0nbbo 2nd best bid print arrival time
askPrice2FLOAT0nbbo 2nd best ask print arrival time
bidSize2INT0nbbo 2nd best bid size
askSize2INT0nbbo 2nd best ask size
srcTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound print packet PTP timestamp from SR gateway switch
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgStockPrintMarkup`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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