TickerAnalytics

V8 Message Definiton

METADATA

Attribute	Value
Topic	3225-market-statistics
MLink Token	EqtAnalytics
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	''
tradingdate	DATE	PRI	'1900-01-01'	trading period
securityID	BIGINT		0	security ID is used to track a ticker over time It is a best effort attempt to track a ticker through name changes and other corporate actions
altID	BIGINT		0	SR security ID is used to track a ticker over time It is a best effort attempt to track a ticker through name changes and other corporate actions
dayNumber	INT		0	cardinal day number increments by 1 each trading period
openprice	FLOAT		0	open print
highprice	FLOAT		0	highest regular hours print price
lowprice	FLOAT		0	lowest regular hours print price
closeprice	FLOAT		0	official exchange close as reported by primary exchange
prClose	FLOAT		0	adjusted prior period close closePr prior Close X returnFactor
prCloseUnadj	FLOAT		0	unadjusted prior period close
week52High	DOUBLE		0	52 week high
week52HighDate	DATE		'1900-01-01'	52 week high date
week52Low	DOUBLE		0	52 week low
week52LowDate	DATE		'1900-01-01'	52 week low date
avgVolume	FLOAT		0	trailing average 20D daily stock volume
ccvar	DOUBLE		0	closeclose log return daily variance using the adjusted yesterday closeLn CloseClosePr 2
hlvar	DOUBLE		0	highlow daily variance
dayreturn	FLOAT		0	daily return adjusted for CorpAction
returnfactor	FLOAT		0	adjustment factor
cumreturnfactor	FLOAT		0	cumulative adjustment factor
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	record update timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
tradingdate	4

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgTickerAnalytics`
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'
  AND
    /* Replace with a DATE */
    `tradingdate` = '2022-01-01';

Doc Columns Query

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