OddLotBookQuote
This table contains live equity quote records for all CQS/UQDF securities as well as US OTC equity securities, SpiderRock synthetic markets, and a number of major indexes. Each record contains up to two price levels and represents a live snapshot of the book for a specific market.
METADATA
| Attribute | Value |
|---|---|
| Topic | 2990-market-data-stock |
| MLink Token | EqtMktData |
| 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 | '' | |
| updateType | enum - UpdateType | 'None' | ||
| marketStatus | enum - MarketStatus | 'None' | market status open halted etc | |
| bidPrice1 | FLOAT | 0 | bid price for best price level | |
| bidSize1 | INT | 0 | bid size for best price level | |
| bidExch1 | enum - StkExch | 'None' | ||
| bidMask1 | BIGINT | 0 | bid exchange bit mask for best bid price level | |
| askPrice1 | FLOAT | 0 | ask price for best price level | |
| askSize1 | INT | 0 | ask size for best price level | |
| askExch1 | enum - StkExch | 'None' | exchange | |
| askMask1 | BIGINT | 0 | ask exchange bit mask for best ask price level | |
| bidPrice2 | FLOAT | 0 | bid price for next best price level | |
| bidSize2 | INT | 0 | bid size for next best price level | |
| bidExch2 | enum - StkExch | 'None' | exchange | |
| bidMask2 | BIGINT | 0 | bid exchange bit mask for next best bid price level | |
| askPrice2 | FLOAT | 0 | ask price for next best price level | |
| askSize2 | INT | 0 | ask size for next best price level | |
| askExch2 | enum - StkExch | 'None' | exchange | |
| askMask2 | BIGINT | 0 | ask exchange bit mask for next best ask price level | |
| haltMask | BIGINT | 0 | bit mask of halted exchanges | |
| srcTimestamp | BIGINT | 0 | source high precision timestamp if available | |
| netTimestamp | BIGINT | 0 | inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRLive`.`MsgOddLotBookQuote`
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='OddLotBookQuote' ORDER BY ordinal_position ASC;