OptExpiryDefinition

V8 Message Definiton

This table maps option root/expiration combinations to their deliverable future. Mappings are sourced fromm listing exchange product definitions. BaseObj:Root

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	OptionDefinition
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'	option rootexpiration
ekey_ts	enum - TickerSrc	PRI	'None'	option rootexpiration
ekey_tk	VARCHAR(12)	PRI	''	option rootexpiration
ekey_yr	SMALLINT UNSIGNED	PRI	0	option rootexpiration
ekey_mn	TINYINT UNSIGNED	PRI	0	option rootexpiration
ekey_dy	TINYINT UNSIGNED	PRI	0	option rootexpiration
ticker_at	enum - AssetType		'None'	master ticker
ticker_ts	enum - TickerSrc		'None'	master ticker
ticker_tk	VARCHAR(12)		''	master ticker
fkey_at	enum - AssetType		'None'	settlement future if any
fkey_ts	enum - TickerSrc		'None'	settlement future if any
fkey_tk	VARCHAR(12)		''	settlement future if any
fkey_yr	SMALLINT UNSIGNED		0	settlement future if any
fkey_mn	TINYINT UNSIGNED		0	settlement future if any
fkey_dy	TINYINT UNSIGNED		0	settlement future if any
uPrcDriverKey_at	enum - AssetType		'None'	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKey_ts	enum - TickerSrc		'None'	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKey_tk	VARCHAR(12)		''	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKey_yr	SMALLINT UNSIGNED		0	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKey_mn	TINYINT UNSIGNED		0	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKey_dy	TINYINT UNSIGNED		0	underlier price driver for this option expiry default is fkey if it exists
uPrcDriverKeyType	enum - SpdrKeyType		'None'	Stock or Future
uPrcBoundFKey_at	enum - AssetType		'None'	underlier price bounding future if any for this option expiry
uPrcBoundFKey_ts	enum - TickerSrc		'None'	underlier price bounding future if any for this option expiry
uPrcBoundFKey_tk	VARCHAR(12)		''	underlier price bounding future if any for this option expiry
uPrcBoundFKey_yr	SMALLINT UNSIGNED		0	underlier price bounding future if any for this option expiry
uPrcBoundFKey_mn	TINYINT UNSIGNED		0	underlier price bounding future if any for this option expiry
uPrcBoundFKey_dy	TINYINT UNSIGNED		0	underlier price bounding future if any for this option expiry
expiration	DATETIME(6)		'1900-01-01 00:00:00.000000'	option expiration date and time
maturityDate	DATETIME(6)		'1900-01-01 00:00:00.000000'
displayFactor	DOUBLE		0
cabPrice	DOUBLE		0
priceFormat	enum - PriceFormat		'None'
minTickSize	DOUBLE		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgOptExpiryDefinition`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='OptExpiryDefinition' ORDER BY ordinal_position ASC;