FutureCloseMark

V8 Message Definiton

FutureCloseMark records are published immediately after the market close - 5 min and again when exchanges publish official marks. FutureCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	FutMarkData
Product	SRAnalytics
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
tradeDate	DATE		'1900-01-01'
clsMarkState	enum - ClsMarkState		'None'	Preview or Final
opnPrc	DOUBLE		0	Open price start of regular hours
minPrc	DOUBLE		0	Low price during regular hours
maxPrc	DOUBLE		0	High price during regular hours
openInterest	INT		0	Open interest
prtCount	INT		0	Print count entire trading period
prtVolume	INT		0	Print volume entire trading period
realizedCnt	INT		0	number of minute bar segments used in realizedVar calc
realizedVol	DOUBLE		0	realizedVar 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	DOUBLE		0	bid price close 5 min
askPrc	DOUBLE		0	ask price close 5 min
srClsPrc	DOUBLE		0	SR close mark close 5 min
closePrc	DOUBLE		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
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgFutureCloseMark`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `fkey_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') */ 
    `fkey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='FutureCloseMark' ORDER BY ordinal_position ASC;