FuturePrintMarkup

V8 Message Definiton

FuturePrintMarkup records are created for all future prints

METADATA

Attribute	Value
Topic	2580-market-data-futures
MLink Token	FutAnalytics
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
prtNumber	BIGINT		0	Unique print set identifier will increment but not guaranteed to be sequential
ticker_at	enum - AssetType		'None'	underlying stock key
ticker_ts	enum - TickerSrc		'None'	underlying stock key
ticker_tk	VARCHAR(12)		''	underlying stock key
prtExch	enum - FutExch		'None'	print exchange
prtSize	INT		0	print size contracts
prtPrice	DOUBLE		0	print price
prtType	TINYINT UNSIGNED		0	print type exchange specific
prtOrders	SMALLINT UNSIGNED		0	number of orders participating in this print
prtClusterNum	INT		0	incremental print cluster counter one counter per fkey used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtVolume	INT		0	cumulative day electronic print volume in contracts
prtSide	enum - PrtSide		'None'	Print side None Mid Bid Ask
bidPrice	DOUBLE		0	exch best bid print arrival time
askPrice	DOUBLE		0	exch best ask print arrival time
bidSize	INT		0	bid size print arrival time
askSize	INT		0	ask size print arrival time
bidPrice2	DOUBLE		0	exch 2nd best bid print arrival time
askPrice2	DOUBLE		0	exch 2nd best ask print arrival time
bidSize2	INT		0	2nd best bid print arrival time
askSize2	INT		0	2nd best ask print arrival time
srcTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound print packet PTP timestamp from SR gateway switch
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

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`.`MsgFuturePrintMarkup`
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='FuturePrintMarkup' ORDER BY ordinal_position ASC;