SpreadExchDefinition
METADATA
| Attribute | Value |
|---|---|
| Topic | 4335-product-definition |
| MLink Token | SpreadDefinition |
| Product | SRSpread |
| accessType | SELECT |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| exch | enum - OptExch | PRI | 'None' | |
| exchSprID | VARCHAR(30) | PRI | '' | unique exchange spread id |
| flipSide | enum - YesNo | 'None' | if the leg sides have been flipped | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| LegsList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| exch | 1 |
| exchSprID | 2 |
JSON Block (LegsList)
| Field | Type | Comment |
|---|---|---|
| legSecKey | enum - legSecKey | |
| legSecType | enum - SpdrKeyType | |
| legSide | enum - BuySell | |
| legRatio | enum - legRatio | leg ratio 1 2 etc |
| refDelta | enum - refDelta | |
| refPrc | enum - refPrc |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRSpread`.`MsgSpreadExchDefinition` (
`exch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE','SRC') NOT NULL DEFAULT 'None',
`exchSprID` VARCHAR(30) NOT NULL DEFAULT '' COMMENT 'unique exchange spread id',
`flipSide` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if the leg sides have been flipped',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`LegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(LegsList)),
PRIMARY KEY USING HASH (`exch`,`exchSprID`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`exch`,
`exchSprID`,
`flipSide`,
`timestamp`,
`LegsList`
FROM `SRSpread`.`MsgSpreadExchDefinition`
WHERE
/* Replace with a ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE','SRC') */
`exch` = 'None'
AND
/* Replace with a VARCHAR(30) */
`exchSprID` = 'Example_exchSprID';
Doc Columns Query
SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadExchDefinition' ORDER BY ordinal_position ASC;