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Version: Upcoming

OptionPrintSummary

V8 Message Definiton

Root/Expiration trading summaries. Includes contracts and vega trade in total and on the public bid or offer. Records update live as public trades occur.

METADATA

AttributeValue
Topic2750-market-data-options
MLink TokenClientLive
ProductSRLive
accessTypeSELECT
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
ekey_atenum - AssetTypePRI'None'
ekey_tsenum - TickerSrcPRI'None'
ekey_tkVARCHAR(12)PRI''
ekey_yrSMALLINT UNSIGNEDPRI0
ekey_mnTINYINT UNSIGNEDPRI0
ekey_dyTINYINT UNSIGNEDPRI0
prtSummaryTypeenum - PrtSummaryTypePRI'None'
ticker_atenum - AssetType'None'
ticker_tsenum - TickerSrc'None'
ticker_tkVARCHAR(12)''
cnPrtINT0total contracts printed
cnBotINT0total contracts bot print price closer to bid
cnSldINT0total contracts sld print price closer to ask
vePrtFLOAT0sumabscn upc ve
veBotFLOAT0sumabscn upc ve side 0
veSldFLOAT0sumabscn upc ve side 0
veDdPrtFLOAT0sumabscn upc ve fuzzy bucket
veDnPrtFLOAT0sumabscn upc ve fuzzy bucket
veAtPrtFLOAT0sumabscn upc ve fuzzy bucket
veUpPrtFLOAT0sumabscn upc ve fuzzy bucket
veDuPrtFLOAT0sumabscn upc ve fuzzy bucket
veDdBotFLOAT0sumabscn upc ve side 0 fuzzy bucket
veDnBotFLOAT0sumabscn upc ve side 0 fuzzy bucket
veAtBotFLOAT0sumabscn upc ve side 0 fuzzy bucket
veUpBotFLOAT0sumabscn upc ve side 0 fuzzy bucket
veDuBotFLOAT0sumabscn upc ve side 0 fuzzy bucket
veDdSldFLOAT0sumabscn upc ve side 0 fuzzy bucket
veDnSldFLOAT0sumabscn upc ve side 0 fuzzy bucket
veAtSldFLOAT0sumabscn upc ve side 0 fuzzy bucket
veUpSldFLOAT0sumabscn upc ve side 0 fuzzy bucket
veDuSldFLOAT0sumabscn upc ve side 0 fuzzy bucket
recCntINT0number of print reports included in totals
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ekey_tk1
ekey_yr2
ekey_mn3
ekey_dy4
ekey_at5
ekey_ts6
prtSummaryType7

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgOptionPrintSummary`
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
AND
/* Replace with a ENUM('None','Live','PriorDay') */
`prtSummaryType` = 'None';

Doc Columns Query

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