AuctionPrintRC

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
flexType	enum - FlexType		'None'	all legs are of this flex type
containsFlex	enum - YesNo		'None'
root_at	enum - AssetType		'None'	option root
root_ts	enum - TickerSrc		'None'	option root
root_tk	VARCHAR(12)		''	option root
expiry	DATE		'1900-01-01'
strike	DOUBLE		0	revcon strike
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
noticeUBid	DOUBLE		0
noticeUAsk	DOUBLE		0
netSurfPrc	FLOAT		0	SR Surface Price entire package
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
effStockLendPv	DOUBLE		0	effStockLendPv custPrice strikePv ddivPv rcEExPrem if cust price is visible
effStockRate	DOUBLE		0	effStockRate effStockLendPv uMid iYears if cust price is visible
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
prtSize	INT		0	reported OPRA print size pgkSize if MLeg
prtSize2	INT		0	reported OPRA print size pgkSize 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
prtSurfPrc	FLOAT		0	surface prc auction print time uMid pkgSurfPrc if MLeg
prtStockLendPv	DOUBLE		0	prtStockLendPv prtPrice strikePv ddivPv rcEExPrem
prtStockRate	DOUBLE		0	prtStockRate prtStockLendPv prtUPrc iYears
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
surfPrc1m	FLOAT		0	surface prc auction print time 1m uMid
prtStockLendPv1m	DOUBLE		0	prtStockLendPv1m surfPrc1m strikePv ddivPv rcEExPrem
prtStockRate1m	DOUBLE		0	prtStockRate1m prtStockLendPv1m uPrc1m iYears
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
surfPrc10m	FLOAT		0	surface prc auction print time 10m uMid
prtStockLendPv10m	DOUBLE		0	prtStockLendPv10m surfPrc10m strikePv ddivPv rcEExPrem
prtStockRate10m	DOUBLE		0	prtStockRate10m prtStockLendPv10m uPrc10m iYears
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

SELECT TABLE EXAMPLE QUERY

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

Doc Columns Query

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