StockCloseMark
StockCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. StockCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final
METADATA
| Attribute | Value |
|---|---|
| Topic | 3120-market-marks |
| MLink Token | EqtMarkData |
| 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 | '' | |
| tradeDate | DATE | '1900-01-01' | ||
| clsMarkState | enum - ClsMarkState | 'None' | Preview or Final | |
| opnPrc | FLOAT | 0 | Open price start of regular hours | |
| minPrc | FLOAT | 0 | Low price during regular hours | |
| maxPrc | FLOAT | 0 | High price during regular hours | |
| sharesOutstanding | BIGINT | 0 | Shares outstanding | |
| prtCount | INT | 0 | Print count entire trading period | |
| prtVolume | DOUBLE | 0 | Print volume entire trading period | |
| realizedCnt | INT | 0 | number of minute bar segments used in realizedVar calc | |
| realizedVol | FLOAT | 0 | realizedVol SQRT SUM LOG qteTwapT qteTwapT1 2 realizedCnt 1 minute intervals during market hours | |
| avgMktSize | FLOAT | 0 | Average market size | |
| avgMktWidth | FLOAT | 0 | Average market width | |
| bidPrc | FLOAT | 0 | bid price close 5 min | |
| askPrc | FLOAT | 0 | ask price close 5 min | |
| srClsPrc | FLOAT | 0 | SR close mark close 5 min | |
| closePrc | FLOAT | 0 | official exchange closing mark or last print | |
| hasSRClsPrc | enum - YesNo | 'None' | srClsPrc is valid | |
| hasClosePrc | enum - YesNo | 'None' | closePrc is valid otherwise is last print | |
| srCloseMarkDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | close 5 min datetime | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | record publishupdate timestamp |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRLive`.`MsgStockCloseMark`
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='StockCloseMark' ORDER BY ordinal_position ASC;