DirectStockPrint

V8 Message Definiton

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

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRLive`.`MsgDirectStockPrint` (
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') NOT NULL DEFAULT 'None',
    `ticker_ts` 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') NOT NULL DEFAULT 'None',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `prtSize` INT NOT NULL DEFAULT 0 COMMENT 'print size',
    `prtPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'print price level',
    `marketCenter` ENUM('None','BYX','BZX','EDGA','EDGX') NOT NULL DEFAULT 'None' COMMENT 'market Center speciffied by cboe',
    `exchCumulativeExecutedVolume` INT NOT NULL DEFAULT 0 COMMENT 'cboe reported cumulative colume',
    `nationalCumulativeVolume` INT NOT NULL DEFAULT 0 COMMENT 'sip/cta volume',
    `prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'cumulative print size today',
    `mrkPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'last regular market print price',
    `clsPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official closing price (if available)',
    `openPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official Open price (if available)',
    `highPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official High price (if available)',
    `lowPrice` FLOAT NOT NULL DEFAULT 0 COMMENT 'official Low price (if available)',
    `nationalCumulativeVolumeSummary` INT NOT NULL DEFAULT 0 COMMENT 'sip/cta volume from summary message',
    `prtTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'exchange high precision timestamp (if available)',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'inbound packet PTP timestamp from SR gateway switch; usually syncronized with facility grandfather clock',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='The most recent (last) print record CBOE.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `prtSize`,
    `prtPrice`,
    `marketCenter`,
    `exchCumulativeExecutedVolume`,
    `nationalCumulativeVolume`,
    `prtVolume`,
    `mrkPrice`,
    `clsPrice`,
    `openPrice`,
    `highPrice`,
    `lowPrice`,
    `nationalCumulativeVolumeSummary`,
    `prtTimestamp`,
    `netTimestamp`,
    `timestamp`
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') */ 
    `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;