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Version: Upcoming

DirectStockPrint

V8 Message Definiton

The most recent (last) print record CBOE.

METADATA

AttributeValue
Topic2990-market-data-stock
MLink TokenDirectEqtMktData
ProductSRLive
accessTypeSELECT
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
prtSizeINT0print size
prtPriceFLOAT0print price level
marketCenterenum - MarketCenter'None'market Center speciffied by cboe
exchCumulativeExecutedVolumeINT0cboe reported cumulative colume
nationalCumulativeVolumeINT0sipcta volume
prtVolumeINT0cumulative print size today
mrkPriceFLOAT0last regular market print price
clsPriceFLOAT0official closing price if available
openPriceFLOAT0official Open price if available
highPriceFLOAT0official High price if available
lowPriceFLOAT0official Low price if available
nationalCumulativeVolumeSummaryINT0sipcta volume from summary message
prtTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switch usually syncronized with facility grandfather clock
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

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;