MarketHoursConfig
Expected trading day market schedule for each TradingPeriod and SecType. Including schedules for equity, futures, and options markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange. Typically includes records for the current week, previous week and next week
METADATA
| Attribute | Value |
|---|---|
| Topic | 4440-product-status |
| MLink Token | ClientLive |
| Product | SRLive |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | note should be ANYANY wildcard for the perTradingPeriod default MarketHoursConfig messages |
| ticker_ts | enum - TickerSrc | PRI | 'None' | note should be ANYANY wildcard for the perTradingPeriod default MarketHoursConfig messages |
| ticker_tk | VARCHAR(12) | PRI | '' | note should be ANYANY wildcard for the perTradingPeriod default MarketHoursConfig messages |
| secType | enum - SpdrKeyType | PRI | 'None' | |
| tradeDate | DATE | PRI | '1900-01-01' | |
| tradingPeriod | enum - TradingPeriod | PRI | 'None' | note this trading period should be the same for all tradeDates for each tickersecType pair |
| timeZone | enum - SRTimeZone | 'None' | note this does not have to match the associated TradingPeriod timeZone default is TradingPeriodTimeZone | |
| marketDayType | enum - MarketDayType | 'None' | ||
| srCloseMarkTime | TIME(6) | '00:00:00.000000' | SR Close Mark Time usually regular market close 5 minute C 5M | |
| hasEarlySession | enum - YesNo | 'None' | note early session can start the previous day | |
| earlyPreOpenTime | TIME(6) | '00:00:00.000000' | early session preopen orders accepted | |
| earlySessionOpenTime | TIME(6) | '00:00:00.000000' | early session market open | |
| earlySessionCloseTime | TIME(6) | '00:00:00.000000' | early session market close | |
| hasRegularSession | enum - YesNo | 'None' | ||
| regPreOpenTime | TIME(6) | '00:00:00.000000' | regular session preopen order accepted | |
| regSessionOpenTime | TIME(6) | '00:00:00.000000' | regular session open | |
| regSessionCloseTime | TIME(6) | '00:00:00.000000' | regular session close | |
| hasLateSession | enum - YesNo | 'None' | ||
| latePreOpenTime | TIME(6) | '00:00:00.000000' | extended session preopen orders accepted | |
| lateSessionOpenTime | TIME(6) | '00:00:00.000000' | extended session open | |
| lateSessionCloseTime | TIME(6) | '00:00:00.000000' | extended session close | |
| hasExEarlyClose | enum - YesNo | 'None' | options have an early close on expiry day secType Option only | |
| exEarlyCloseTime | TIME(6) | '00:00:00.000000' | expiry day early close time | |
| 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 |
| secType | 4 |
| tradeDate | 5 |
| tradingPeriod | 6 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRLive`.`MsgMarketHoursConfig`
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'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = 'None'
AND
/* Replace with a DATE */
`tradeDate` = '2022-01-01'
AND
/* Replace with a ENUM('None','NMS','NMS_EXT','NMS_GTH','CME_ES','CME_GRAIN','CME_TRSY','CME_ENGY','CME_METAL','CME_FX','CME_COMD','CME_CRYP','CME_DAIRY','CME_EQBTIC','CME_NKBTIC','CME_WEATHER','CME_TACO','CME_TPXBTIC','CME_FTSE','CME_BMD','CME_BOVESPA','CME_EQTMAC','CME_TAM','CME_OTHER','CFE','CFE_VX','ICE_US','ICE_EU','SCE','EU_ERX','EU_CBOE','EU_NXAM','EU_NXBR','EU_NXLS','EU_NXML','EU_NXOS','EU_NXP','EU_AT','EU_BE','EU_CH','EU_DE','EU_DK','EU_FI','EU_FR','EU_GB','EU_IE','EU_IT','EU_NL','EU_NO','EU_PT','EU_SE','EU_ES','EU_CZ','EU_HU','EU_PL','CA','NMS_ETH') */
`tradingPeriod` = 'None';
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='MarketHoursConfig' ORDER BY ordinal_position ASC;