AuctionNoticeSN
METADATA
| Attribute | Value |
|---|---|
| Topic | 2450-liquidity-notice |
| MLink Token | SRATS |
| Product | SRAuction |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| noticeNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | |
| ticker_at | enum - AssetType | 'None' | underlier ticker | |
| ticker_ts | enum - TickerSrc | 'None' | underlier ticker | |
| ticker_tk | VARCHAR(12) | '' | underlier ticker | |
| tradeDate | DATE | '1900-01-01' | ||
| auctionType | enum - AuctionType | 'None' | ||
| auctionEvent | enum - AuctionEvent | 'None' | ||
| srcAuctionID | VARCHAR(20) | '' | auction ID as known by the auction source empty for SRC | |
| srcAuctionType | VARCHAR(4) | '' | ||
| auctionSource | enum - AuctionSource | 'None' | source of the auction notice eg SRC MIAX etc | |
| isTestAuction | enum - YesNo | 'None' | if yes auction is a test auction not a prodlive auction | |
| containsFlex | enum - YesNo | 'None' | Contains at least one FLEX leg | |
| flexType | enum - FlexType | 'None' | all legs are of this flex type | |
| shortCode | VARCHAR(10) | '' | auction short code unique per day block auctions only can be used to find auctions on SR tools | |
| industry | TINYTEXT | '' | industry string | |
| symbolType | enum - SymbolType | 'None' | ||
| uAvgDailyVlm | FLOAT | 0 | underlier average daily trading volume | |
| root_at | enum - AssetType | 'None' | option root CP | |
| root_ts | enum - TickerSrc | 'None' | option root CP | |
| root_tk | VARCHAR(12) | '' | option root CP | |
| expiry | DATE | '1900-01-01' | ||
| strike | DOUBLE | 0 | strike | |
| custSide | enum - BuySell | 'None' | if available | |
| custQty | INT | 0 | ||
| custPrc | DOUBLE | 0 | public cust price | |
| hasCustPrc | enum - YesNo | 'None' | ||
| custFirmType | enum - FirmType | 'None' | cust firm type if disclosed | |
| custAgentMPID | VARCHAR(6) | '' | cust agent exchange member initiating the auction if disclosed | |
| custClientFirm | VARCHAR(16) | '' | cust client firm if disclosed | |
| noticeCommission | FLOAT | 0 | ||
| hasNoticeComm | enum - YesNo | 'None' | noticeCommision contains responder auction commission otherwise notice commission is as agreed previously | |
| custCommPaying | enum - YesNo | 'None' | client is commission paying to the responder | |
| custQtyCond | enum - CustQtyCond | 'None' | UpToQty AllOrNone QtyOrMore | |
| auctionDuration | INT | 0 | expected auction duration in milliseconds | |
| pkgSurfPrc | FLOAT | 0 | SR Surface Price entire package | |
| pkgBidPrc | FLOAT | 0 | leg market best way price pkg bid | |
| pkgAskPrc | FLOAT | 0 | leg market worst way price pkg ask | |
| uBid | DOUBLE | 0 | live stock price | |
| uAsk | DOUBLE | 0 | ||
| iDays | DOUBLE | 0 | iDays effective interest days SR supplied | |
| iYears | DOUBLE | 0 | iYears iDays 3600 | |
| moneyRate | DOUBLE | 0 | effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365 SR Supplied Estimate | |
| ddivPv | DOUBLE | 0 | present value of any expected dividends to expiry SR Supplied Estimate | |
| hasEstDDivs | enum - YesNo | 'None' | Yes if one or more expected ddiv is an estimate not yet announced SR Supplied | |
| sVol | DOUBLE | 0 | surface volatility for revcon strike SR Supplied Estimate | |
| rcEExPrem | DOUBLE | 0 | rcEExPrem pRvprice pRvEprice cRvprice cRvEprice american price european price same model parameters SR supplied parameters including DDivs is zero for flex revcons | |
| strikePv | DOUBLE | 0 | strikePv strike 10 moneyRate iYears moneyRate supplied above | |
| srcTimestamp | BIGINT | 0 | ||
| netTimestamp | BIGINT | 0 | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | from ats exchange net timestamp if possible | |
| includeSRNetwork | enum - InclExclDisclose | 'None' | ||
| DirectedCounterPartyList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| noticeNumber | 1 |
JSON Block (DirectedCounterPartyList)
| Field | Type | Comment |
|---|---|---|
| clientFirm | enum - clientFirm | |
| inclExcl | enum - InclExclDisclose | |
| isCommPaying | enum - YesNo |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAuction`.`MsgAuctionNoticeSN`
WHERE
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber';
Doc Columns Query
SELECT * FROM SRAuction.doccolumns WHERE TABLE_NAME='AuctionNoticeSN' ORDER BY ordinal_position ASC;