DirectStockPrint
The most recent (last) print record CBOE.
METADATA
| Attribute | Value |
|---|---|
| Topic | 2990-market-data-stock |
| MLink Token | DirectEqtMktData |
| Product | SRLive |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | |
| ticker_ts | enum - TickerSrc | PRI | 'None' | |
| ticker_tk | VARCHAR(12) | PRI | '' | |
| prtSize | INT | 0 | print size | |
| prtPrice | FLOAT | 0 | print price level | |
| marketCenter | enum - MarketCenter | 'None' | market Center speciffied by cboe | |
| exchCumulativeExecutedVolume | INT | 0 | cboe reported cumulative colume | |
| nationalCumulativeVolume | INT | 0 | sipcta volume | |
| prtVolume | INT | 0 | cumulative print size today | |
| mrkPrice | FLOAT | 0 | last regular market print price | |
| clsPrice | FLOAT | 0 | official closing price if available | |
| openPrice | FLOAT | 0 | official Open price if available | |
| highPrice | FLOAT | 0 | official High price if available | |
| lowPrice | FLOAT | 0 | official Low price if available | |
| nationalCumulativeVolumeSummary | INT | 0 | sipcta volume from summary message | |
| prtTimestamp | BIGINT | 0 | exchange high precision timestamp if available | |
| netTimestamp | BIGINT | 0 | inbound packet PTP timestamp from SR gateway switch usually syncronized with facility grandfather clock | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRLive`.`MsgDirectStockPrint`
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 SRLive.doccolumns WHERE TABLE_NAME='DirectStockPrint' ORDER BY ordinal_position ASC;