Version: Upcoming

SRTheoExpSurface

SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration). These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve. Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities. Surface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available. See the technical note on client supplied theoretical surfaces for more details.

METADATA

Attribute	Value
Topic	1945-client-theos
MLink Token	ClientTheo
Product	SRTheo
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
theoModel	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''	client firm this theo model is associated with controls visibility
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)		''
skewFunc	enum - SkewFunc		'None'
volTimeUnits	enum - VolTimeUnits		'Default'	default uses the SR native time metric trading minutes V6 is a prior SR metric trading days
uPrcRefRule	enum - uPrcRefRule		'NbboMid'
refUPrc	FLOAT		-1	1 use SR uPrc record insert
refUPrcWeight	FLOAT		0	w 01adjRefUPrc w refUPrc 1 w uPrcnote w1 implies sticky strike behaviorw0 implies sticky delta behavior
refSRAtm	FLOAT		-1	1 use SR surface atm record insert
refSRAtmWeight	FLOAT		0	w 01theoVolAdj theoVol tvSlope uPrc refUPrc w liveSRAtm refSRAtm
paramA	FLOAT		0	param A J are inputs to the skewFunc model selected above
paramB	FLOAT		0
paramC	FLOAT		0
paramD	FLOAT		0
paramE	FLOAT		0
paramF	FLOAT		0
paramG	FLOAT		0
paramH	FLOAT		0
paramI	FLOAT		0
paramJ	FLOAT		0
theoVol	FLOAT		0	theo volatility hypothetical atm strike note hypothetical atm strike depends on the definition of xAxis implied by the skewFunc modelusually the strike where xAxis 0
bOpnVol	FLOAT		0	buy open vol
bClsVol	FLOAT		0	buy close vol
sOpnVol	FLOAT		0	sell open vol
sClsVol	FLOAT		0	sell close vol
bOpnEdge	FLOAT		0	edge spread to open when buying
bClsEdge	FLOAT		0	edge spread to close when buying
sOpnEdge	FLOAT		0	edge spread to open when selling
sClsEdge	FLOAT		0	edge spread to close when selling
buySellConvention	enum - BuySellConvention		'None'
lnDDiv	FLOAT		-99	depricated
shDDiv	FLOAT		-99	depricated
lnSDiv	FLOAT		-99	long sdiv
shSDiv	FLOAT		-99	short sdiv
tvSlope	FLOAT		0	tvSlope dTheoVol dUPrctheoVolAdj theoVol tvSlope uPrc refUPrc Note tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when accounthedgeType TvS
divRule	enum - DivRule		'UseSRImplied'	specifies how DDiv and SDiv values will be incorporated
userRateOverride	enum - YesNo		'No'	use rate from the UserRateOverride table instead of SR Rate curve
userSDivOverride	enum - YesNo		'No'	use sdiv from the UserSDivOverride table instead of SR SDiv
userDDivOverride	enum - YesNo		'No'	use dividends from the UserDividendOverride table instead of SR Dividends
minUBid	FLOAT		0	any nonhold status will revert to markup if live uMid is outside of minUBid maxUAsk
maxUAsk	FLOAT		0
theoStatus	enum - TheoStatus		'Hold'
comment	VARCHAR(16)		''
updated	DATETIME(6)		'1900-01-01 00:00:00.000000'	datetime of last record update will default to current datetime on record load of not supplied
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ekey_tk	1
ekey_yr	2
ekey_mn	3
ekey_dy	4
ekey_at	5
ekey_ts	6
theoModel	7
clientFirm	8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTheo`.`MsgSRTheoExpSurface` (
    `ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ekey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `theoModel` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm this theo model is associated with (controls visibility)',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `skewFunc` ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') NOT NULL DEFAULT 'None',
    `volTimeUnits` ENUM('Default','V6') NOT NULL DEFAULT 'Default' COMMENT 'default uses the SR native time metric (trading minutes); V6 is a prior SR metric (trading days)',
    `uPrcRefRule` ENUM('NbboMid','NbboCross') NOT NULL DEFAULT 'NbboMid',
    `refUPrc` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR uPrc @ record insert',
    `refUPrcWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];adjRefUPrc = w * refUPrc + (1 - w) * uPrc;note: w=1 implies sticky strike behavior;w=0 implies sticky delta behavior',
    `refSRAtm` FLOAT NOT NULL DEFAULT -1 COMMENT '-1 = use SR surface atm @ record insert',
    `refSRAtmWeight` FLOAT NOT NULL DEFAULT 0 COMMENT 'w: [0,1];theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc) + w * (liveSRAtm - refSRAtm)',
    `paramA` FLOAT NOT NULL DEFAULT 0 COMMENT 'param A - J are inputs to the skewFunc model selected above',
    `paramB` FLOAT NOT NULL DEFAULT 0,
    `paramC` FLOAT NOT NULL DEFAULT 0,
    `paramD` FLOAT NOT NULL DEFAULT 0,
    `paramE` FLOAT NOT NULL DEFAULT 0,
    `paramF` FLOAT NOT NULL DEFAULT 0,
    `paramG` FLOAT NOT NULL DEFAULT 0,
    `paramH` FLOAT NOT NULL DEFAULT 0,
    `paramI` FLOAT NOT NULL DEFAULT 0,
    `paramJ` FLOAT NOT NULL DEFAULT 0,
    `theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo volatility @ hypothetical atm strike (note: hypothetical atm strike depends on the definition of xAxis implied by the skewFunc model;usually the strike where xAxis = 0)',
    `bOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy open vol',
    `bClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'buy close vol',
    `sOpnVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell open vol',
    `sClsVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'sell close vol',
    `bOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when buying',
    `bClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when buying',
    `sOpnEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to open when selling',
    `sClsEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'edge spread to close when selling',
    `buySellConvention` ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') NOT NULL DEFAULT 'None',
    `lnDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
    `shDDiv` FLOAT NOT NULL DEFAULT -99 COMMENT '(depricated)',
    `lnSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'long sdiv',
    `shSDiv` FLOAT NOT NULL DEFAULT -99 COMMENT 'short sdiv',
    `tvSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'tvSlope = dTheoVol / dUPrc;theoVolAdj = theoVol + tvSlope * (uPrc - refUPrc).  Note: tvSlope affects the calculation of theoSurface veSlope values which in turn affect hedgeDelta calculations when account.hedgeType = ''TvS''',
    `divRule` ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') NOT NULL DEFAULT 'UseSRImplied' COMMENT 'specifies how DDiv and SDiv values will be incorporated',
    `userRateOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use rate from the UserRateOverride table instead of SR Rate curve',
    `userSDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use sdiv from the UserSDivOverride table instead of SR SDiv',
    `userDDivOverride` ENUM('None','Yes','No') NOT NULL DEFAULT 'No' COMMENT 'use dividends from the UserDividendOverride table instead of SR Dividends',
    `minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT 'any non-hold status will revert to markup if live uMid is outside of [minUBid, maxUAsk]',
    `maxUAsk` FLOAT NOT NULL DEFAULT 0,
    `theoStatus` ENUM('Hold','Auto','Scanner','Markup','CloseOnly') NOT NULL DEFAULT 'Hold',
    `comment` VARCHAR(16) NOT NULL DEFAULT '',
    `updated` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'datetime of last record update.  will default to current datetime on record load of not supplied',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    PRIMARY KEY USING HASH (`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`theoModel`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrTheoExpSurface records reprent a client theoretical volatility surface for a ExpiryKey (ticker + expiration).  These records can either directly specify parameters to be used in a parameterized surface function or can link to a record (eg. SpdrTheoExp2PtCurve) containing x/y points sampling a client constructed curve.  Alternatively, they can specify that a SpiderRock implied skew curve should be used along with client supplied atm volatilities.\nSurface dynamics can be specified in multiple ways with these records and a number of pricing parameter overrides are also available.\nSee the technical note on client supplied theoretical surfaces for more details.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ekey_at`,
    `ekey_ts`,
    `ekey_tk`,
    `ekey_yr`,
    `ekey_mn`,
    `ekey_dy`,
    `theoModel`,
    `clientFirm`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `skewFunc`,
    `volTimeUnits`,
    `uPrcRefRule`,
    `refUPrc`,
    `refUPrcWeight`,
    `refSRAtm`,
    `refSRAtmWeight`,
    `paramA`,
    `paramB`,
    `paramC`,
    `paramD`,
    `paramE`,
    `paramF`,
    `paramG`,
    `paramH`,
    `paramI`,
    `paramJ`,
    `theoVol`,
    `bOpnVol`,
    `bClsVol`,
    `sOpnVol`,
    `sClsVol`,
    `bOpnEdge`,
    `bClsEdge`,
    `sOpnEdge`,
    `sClsEdge`,
    `buySellConvention`,
    `lnDDiv`,
    `shDDiv`,
    `lnSDiv`,
    `shSDiv`,
    `tvSlope`,
    `divRule`,
    `userRateOverride`,
    `userSDivOverride`,
    `userDDivOverride`,
    `minUBid`,
    `maxUAsk`,
    `theoStatus`,
    `comment`,
    `updated`,
    `timestamp`
FROM `SRTheo`.`MsgSRTheoExpSurface`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `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 VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTheo`.`MsgSRTheoExpSurface` 
SET
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None',
    /* 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk',
    /* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */ 
    `skewFunc` = 'None',
    /* Replace with a ENUM('Default','V6') */
    `volTimeUnits` = 'Default',
    /* Replace with a ENUM('NbboMid','NbboCross') */
    `uPrcRefRule` = 'NbboMid',
    /* Replace with a FLOAT */
    `refUPrc` = 1.23,
    /* Replace with a FLOAT */
    `refUPrcWeight` = 1.23,
    /* Replace with a FLOAT */
    `refSRAtm` = 1.23,
    /* Replace with a FLOAT */
    `refSRAtmWeight` = 1.23,
    /* Replace with a FLOAT */
    `paramA` = 1.23,
    /* Replace with a FLOAT */
    `paramB` = 1.23,
    /* Replace with a FLOAT */
    `paramC` = 1.23,
    /* Replace with a FLOAT */
    `paramD` = 1.23,
    /* Replace with a FLOAT */
    `paramE` = 1.23,
    /* Replace with a FLOAT */
    `paramF` = 1.23,
    /* Replace with a FLOAT */
    `paramG` = 1.23,
    /* Replace with a FLOAT */
    `paramH` = 1.23,
    /* Replace with a FLOAT */
    `paramI` = 1.23,
    /* Replace with a FLOAT */
    `paramJ` = 1.23,
    /* Replace with a FLOAT */ 
    `theoVol` = 1.23,
    /* Replace with a FLOAT */
    `bOpnVol` = 1.23,
    /* Replace with a FLOAT */
    `bClsVol` = 1.23,
    /* Replace with a FLOAT */
    `sOpnVol` = 1.23,
    /* Replace with a FLOAT */
    `sClsVol` = 1.23,
    /* Replace with a FLOAT */
    `bOpnEdge` = 1.23,
    /* Replace with a FLOAT */
    `bClsEdge` = 1.23,
    /* Replace with a FLOAT */
    `sOpnEdge` = 1.23,
    /* Replace with a FLOAT */
    `sClsEdge` = 1.23,
    /* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
    `buySellConvention` = 'None',
    /* Replace with a FLOAT */
    `lnDDiv` = 1.23,
    /* Replace with a FLOAT */
    `shDDiv` = 1.23,
    /* Replace with a FLOAT */
    `lnSDiv` = 1.23,
    /* Replace with a FLOAT */
    `shSDiv` = 1.23,
    /* Replace with a FLOAT */
    `tvSlope` = 1.23,
    /* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
    `divRule` = 'UseSRImplied',
    /* Replace with a ENUM('None','Yes','No') */
    `userRateOverride` = 'No',
    /* Replace with a ENUM('None','Yes','No') */
    `userSDivOverride` = 'No',
    /* Replace with a ENUM('None','Yes','No') */
    `userDDivOverride` = 'No',
    /* Replace with a FLOAT */
    `minUBid` = 1.23,
    /* Replace with a FLOAT */
    `maxUAsk` = 1.23,
    /* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
    `theoStatus` = 'Hold',
    /* Replace with a VARCHAR(16) */
    `comment` = 'Example_comment',
    /* Replace with a DATETIME(6) */
    `updated` = '2022-01-01 12:34:56.000000',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `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 VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTheo`.`MsgSRTheoExpSurface`(
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ekey_at`,
    /* 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ekey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy`,
    /* Replace with a VARCHAR(16) */ 
    `theoModel`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at`,
    /* 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a ENUM('None','ICurve','SRDynCurve','TheoSpline','SVI') */ 
    `skewFunc`,
    /* Replace with a ENUM('Default','V6') */
    `volTimeUnits`,
    /* Replace with a ENUM('NbboMid','NbboCross') */
    `uPrcRefRule`,
    /* Replace with a FLOAT */
    `refUPrc`,
    /* Replace with a FLOAT */
    `refUPrcWeight`,
    /* Replace with a FLOAT */
    `refSRAtm`,
    /* Replace with a FLOAT */
    `refSRAtmWeight`,
    /* Replace with a FLOAT */
    `paramA`,
    /* Replace with a FLOAT */
    `paramB`,
    /* Replace with a FLOAT */
    `paramC`,
    /* Replace with a FLOAT */
    `paramD`,
    /* Replace with a FLOAT */
    `paramE`,
    /* Replace with a FLOAT */
    `paramF`,
    /* Replace with a FLOAT */
    `paramG`,
    /* Replace with a FLOAT */
    `paramH`,
    /* Replace with a FLOAT */
    `paramI`,
    /* Replace with a FLOAT */
    `paramJ`,
    /* Replace with a FLOAT */ 
    `theoVol`,
    /* Replace with a FLOAT */
    `bOpnVol`,
    /* Replace with a FLOAT */
    `bClsVol`,
    /* Replace with a FLOAT */
    `sOpnVol`,
    /* Replace with a FLOAT */
    `sClsVol`,
    /* Replace with a FLOAT */
    `bOpnEdge`,
    /* Replace with a FLOAT */
    `bClsEdge`,
    /* Replace with a FLOAT */
    `sOpnEdge`,
    /* Replace with a FLOAT */
    `sClsEdge`,
    /* Replace with a ENUM('None','Minimum','BSSpread','BSPctSprd','BSOffsetPts','BSOffsetPct') */
    `buySellConvention`,
    /* Replace with a FLOAT */
    `lnDDiv`,
    /* Replace with a FLOAT */
    `shDDiv`,
    /* Replace with a FLOAT */
    `lnSDiv`,
    /* Replace with a FLOAT */
    `shSDiv`,
    /* Replace with a FLOAT */
    `tvSlope`,
    /* Replace with a ENUM('UseSRImplied','SDivValue','SDivOffset','MinMaxValue') */
    `divRule`,
    /* Replace with a ENUM('None','Yes','No') */
    `userRateOverride`,
    /* Replace with a ENUM('None','Yes','No') */
    `userSDivOverride`,
    /* Replace with a ENUM('None','Yes','No') */
    `userDDivOverride`,
    /* Replace with a FLOAT */
    `minUBid`,
    /* Replace with a FLOAT */
    `maxUAsk`,
    /* Replace with a ENUM('Hold','Auto','Scanner','Markup','CloseOnly') */
    `theoStatus`,
    /* Replace with a VARCHAR(16) */
    `comment`,
    /* Replace with a DATETIME(6) */
    `updated`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'None',
    'None',
    'Example_ekey_tk',
    123,
    1,
    1,
    'Example_theoModel',
    'Example_clientFirm',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    'Default',
    'NbboMid',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    'UseSRImplied',
    'No',
    'No',
    'No',
    1.23,
    1.23,
    'Hold',
    'Example_comment',
    '2022-01-01 12:34:56.000000',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTheo`.`MsgSRTheoExpSurface` 
WHERE
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `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 VARCHAR(16) */ 
    `theoModel` = 'Example_theoModel'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRTheo.doccolumns WHERE TABLE_NAME='SRTheoExpSurface' ORDER BY ordinal_position ASC;

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

UPDATE TABLE EXAMPLE QUERY​

INSERT TABLE EXAMPLE QUERY​

DELETE TABLE EXAMPLE QUERY​

Doc Columns Query​