OptionMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for each active option

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptSummaryData
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI	0
okey_mn	TINYINT UNSIGNED	PRI	0
okey_dy	TINYINT UNSIGNED	PRI	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
tradeDate	DATE		'1900-01-01'
opnPrice	DOUBLE		0	start of day SR open mark
opnVolatility	DOUBLE		0	start of day SR open mark volatility
clsPrice	DOUBLE		0	end of day SR close mark
clsVolatility	DOUBLE		0	end of day SR close mark volatility
minPrtPrc	DOUBLE		0	minimum print price within market hours
minPrtVol	DOUBLE		0	minimum print volatility within market hours
maxPrtPrc	DOUBLE		0	maximum print price within market hours
maxPrtVol	DOUBLE		0	maximum print volatility within market hours
openInterest	INT		0
bidCount	INT		0	num prints SR surface mark
bidVolume	INT		0	volume when prtPrice quotebid
askCount	INT		0	num prints SR surface mark
askVolume	INT		0	volume when prtPrice quoteask
midCount	INT		0	num prints inside quoteebid quoteeask
midVolume	INT		0	volume inside quoteebid quoteeask
prtCount	INT		0	number of distinct print reports
prtVolume	INT		0	total print volume all print types
lastPrtPrice	DOUBLE		0	last print price
lastPrtDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	last print time
lastPrtVolatility	FLOAT		0	last print volatility
avgWidth	DOUBLE		0	not supported average market width time weighted
avgBidSize	FLOAT		0	not supported average bid size time weighted
avgAskSize	FLOAT		0	not supported average ask size time weighted
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgOptionMarketSummary`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call';

Doc Columns Query

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