SyntheticExpiryQuote

V8 Message Definiton

Live synthetic expiry quotes are SpiderRock option/expiry underlier quotes. These can be from synthetic/implied futures quotes or other sources

METADATA

Attribute	Value
Topic	2675-market-data-index
MLink Token	ClientLive
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'	root expiry
ekey_ts	enum - TickerSrc	PRI	'None'	root expiry
ekey_tk	VARCHAR(12)	PRI	''	root expiry
ekey_yr	SMALLINT UNSIGNED	PRI	0	root expiry
ekey_mn	TINYINT UNSIGNED	PRI	0	root expiry
ekey_dy	TINYINT UNSIGNED	PRI	0	root expiry
fairPrice	DOUBLE		0
bidPrice	DOUBLE		0	best implied bid price
askPrice	DOUBLE		0	best implied ask price
bidSize	INT		0	best implied bid size
askSize	INT		0	best implied ask size
bidSource	enum - SyntheticSource		'None'
askSource	enum - SyntheticSource		'None'
marketStatus	enum - MarketStatus		'None'	composite market status of all dependent markets
netTimestamp	BIGINT		0	most recent net timestamp of any market affecting this record

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`.`MsgSyntheticExpiryQuote`
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='SyntheticExpiryQuote' ORDER BY ordinal_position ASC;