AuctionPrint

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	AuctionPrint
Product	SRAuction
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	AuctionNoticenoticeNumber
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'
isTestAuction	enum - YesNo		'None'	if yes auction is a test auction not a prodlive auction
noticeTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	notice create timestamp high precision
auctionType	enum - AuctionType		'None'	eg Block Flash Improvement Facilitation etc
auctionSource	enum - AuctionSource		'None'	source of the auction notice eg SRC MIAX etc
auctionDuration	INT		0	expected auction imbalance action duration ms
industry	TINYTEXT		''	industry string
symbolType	enum - SymbolType		'None'
uAvgDailyVlm	FLOAT		0	underlier average daily trading volume
custSide	enum - BuySell		'None'	from AuctionNotice if known
custQty	INT		0	from AuctionNotice if known
custPrc	DOUBLE		0	from AuctionNotice if known
hasCustPrc	enum - YesNo		'None'	from AuctionNotice if known
custFirmType	enum - FirmType		'None'	cust firm type if disclosed
custAgentMPID	VARCHAR(6)		''	cust agent exchange member initiating the auction if disclosed
commEnhancement	FLOAT		0	additional commission if any paid by responder
numOptLegs	TINYINT UNSIGNED		0	MLEG Only
spreadClass	enum - SpreadClass		'None'
spreadFlavor	enum - SpreadFlavor		'None'	MLEG Only
containsHedge	enum - YesNo		'None'	MLEG Only
flexType	enum - FlexType		'None'	all legs are of this flex type
containsFlex	enum - YesNo		'None'	contains FLEX options
containsMultiHedge	enum - YesNo		'None'	contains MultiHedge corp action adjusted options
uBid	DOUBLE		0
uAsk	DOUBLE		0
netDe	FLOAT		0
netGa	FLOAT		0
netTh	FLOAT		0
netVe	FLOAT		0
pkgSurfPrc	FLOAT		0	SR Surface Price entire package from AuctionNotice
pkgBidPrc	FLOAT		0	pkg bid price best way price entire package from AuctionNotice
pkgAskPrc	FLOAT		0	pkg ask price best way price entire package from AuctionNotice
minExpiry_at	enum - AssetType		'None'	option exiry nearest if MLeg
minExpiry_ts	enum - TickerSrc		'None'	option exiry nearest if MLeg
minExpiry_tk	VARCHAR(12)		''	option exiry nearest if MLeg
minExpiry_yr	SMALLINT UNSIGNED		0	option exiry nearest if MLeg
minExpiry_mn	TINYINT UNSIGNED		0	option exiry nearest if MLeg
minExpiry_dy	TINYINT UNSIGNED		0	option exiry nearest if MLeg
prtPrice	DOUBLE		0	reported OPRA print price pkgPrice if MLeg
prtPrice2	DOUBLE		0	if reported as 2 separate prints at different prices ie partial size improvement multiple responders
prtSize	INT		0	reported OPRA print size pkgSize if MLeg
prtSize2	INT		0	reported OPRA print size pkgSize if MLeg
prtTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	reported OPRA print time 1st print if MLeg high precision
prtType	enum - PrtType		'None'	reported OPRA print type
prtUBid	DOUBLE		0	best estimate of uBid auction print time
prtUAsk	DOUBLE		0	best estimate of uAsk auction print time
prtUPrc	DOUBLE		0	best estimate of uPrc auction print time
prtSurfVol	FLOAT		0	surface vol auction print time single option auction only
prtSurfPrc	FLOAT		0	surface prc auction print time uMid pkgSurfPrc if MLeg
bidPrc	FLOAT		0	option nbbo bid auction print time
bidSz	INT		0	nbbo bid cum size
bidMask	BIGINT		0	nbbo bid exch mask
askPrc	FLOAT		0	option nbbo ask auction print time
askSz	INT		0	nbbo ask cum size
askMask	BIGINT		0	nbbo ask exch mask
exchBidPrc	FLOAT		0	exch bid auction print time
exchBidSz	INT		0	exch bid size
exchAskPrc	FLOAT		0	exch ask auction print time
exchAskSz	INT		0	exch ask size
uPrc1m	FLOAT		0	uPrc mid market auction print time 1m
bidPrc1m	FLOAT		0	option nbbo bid auction print time 1m
askPrc1m	FLOAT		0	option nbbo ask auction print time 1m
surfVol1m	FLOAT		0	surface vol auction print time 1m single option auction only
surfPrc1m	FLOAT		0	surface prc auction print time 1m uMid
uPrc10m	FLOAT		0	uPrc mid market auction print time 10m
bidPrc10m	FLOAT		0	option nbbo bid auction print time 10m
askPrc10m	FLOAT		0	option nbbo ask auction print time 10m
surfVol10m	FLOAT		0	surface vol auction print time 10m single option auction only
surfPrc10m	FLOAT		0	surface prc auction print time 10m uMid
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
side	enum - BuySell
ratio	enum - ratio
undPerCn	enum - undPerCn
pointValue	enum - pointValue
pointCurrency	enum - Currency
expType	enum - ExpiryType	ZDteDailyWeeklyRegularQuarterlyLongTermOtherExp
years	enum - years	SR volatility years to expiry
yearsC	enum - yearsC	calendar years to expiration
sDaysT	enum - sDaysT	settlement days today
sDaysE	enum - sDaysE	settlement days expiry
rate	enum - rate	SR global discount rate to expiry
atmVol	enum - atmVol	ATM fwd uPrc SR surface volatility
ddivPv	enum - ddivPv	SR present value of ddiv stream
tVol	enum - tVol	client theo surface volatility if client surfaces uploaded to SR
sVol	enum - sVol	SR Surface Volatility
sDiv	enum - sDiv	SR Surface SDiv
sPrc	enum - sPrc	SR Surface Price
de	enum - de
ga	enum - ga
th	enum - th
ve	enum - ve
sVolOk	enum - YesNo	Yes if live market and sVol are tracking as expected
bid	enum - bid	Leg bid price
bidSz	enum - bidSz	cumulative leg bid size
bidMask	enum - bidMask	bitmask of participating exchanges
ask	enum - ask	leg ask price
askSz	enum - askSz	cumulative leg ask size
askMask	enum - askMask	bitmask of participating exchanges

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAuction`.`MsgAuctionPrint`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber';

Doc Columns Query

SELECT * FROM SRAuction.doccolumns WHERE TABLE_NAME='AuctionPrint' ORDER BY ordinal_position ASC;