OptionPrint2

V8 Message Definiton

The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	ClientLive
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'
prtExch	enum - OptExch		'None'
prtSize	INT		0	print size contracts
prtPrice	FLOAT		0	print price
prtClusterNum	INT		0	incremental print cluster counter one counter per okey used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence sequence of prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtType	enum - PrtType		'None'	print type
printCodes	VARCHAR(36)		''	European trade condition codes
prtOrders	SMALLINT UNSIGNED		0	number of participating orders
prtVolume	INT		0	day print volume in contracts regular electronic AUTO REOP MESL TESL
oosVolume	INT		0	day print volume reported out of sequence not regular way electronic OSEQ LATE OPEN OPNL
isoVolume	INT		0	day ISO sweep volume ISOI
slaVolume	INT		0	single leg aution volume SLAN SLAI
mlaVolume	INT		0	multi leg auction volume MLAT TLAT MASL TASL
crxVolume	INT		0	day electronic cross volume no exposure period SLCN SCLI MLCT TLCT
flrVolume	INT		0	day exchange floor volume SLFT MLFT MFSL TLFT TFSL CMBO
mlgVolume	INT		0	multileg complex volume MLET TLET
uknVolume	INT		0	other uncategorized volume
cxlVolume	INT		0	day printcancel volume num of contracts printed and then cancelled CANC CNCL CNCO CNOL
totalVolume	INT		0	total day volume
bidCount	SMALLINT UNSIGNED		0	number of bid prints
askCount	SMALLINT UNSIGNED		0	number of ask prints
bidVolume	INT		0	bid print volume in contracts
askVolume	INT		0	ask print volume in contracts
ebid	FLOAT		0	exchange bid print time
eask	FLOAT		0	exchange ask print time
ebsz	INT		0	exchange bid size
easz	INT		0	exchange ask size
eage	FLOAT		0	age of prevailing quote at time of print
prtSide	enum - PrtSide		'None'	implied print side based on ebideask and nbbo market
prtTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
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`.`MsgOptionPrint2`
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='OptionPrint2' ORDER BY ordinal_position ASC;