LiveIVarSwapFixedTerm

V8 Message Definiton

LiveVarSwapFixedTerm records contain a live implied variance term record at standardized days-to-expiration.

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	SRMLinkAnalytics
Product	SRAnalytics
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	''
surfaceType	enum - SurfaceCurveType	PRI	'None'
iVarSwap_5d	FLOAT		0	Interpolated 5 day integrated surface variance
iVarSwap_10d	FLOAT		0	Interpolated 10 day integrated surface variance
iVarSwap_21d	FLOAT		0	Interpolated 21 day integrated surface variance
iVarSwap_42d	FLOAT		0	Interpolated 42 day integrated surface variance
iVarSwap_63d	FLOAT		0	Interpolated 63 day integrated surface variance
iVarSwap_84d	FLOAT		0	Interpolated 84 day integrated surface variance
iVarSwap_105d	FLOAT		0	Interpolated 105 day integrated surface variance
iVarSwap_126d	FLOAT		0	Interpolated 126 day integrated surface variance
iVarSwap_189d	FLOAT		0	Interpolated 189 day integrated surface variance
iVarSwap_252d	FLOAT		0	Interpolated 252 day integrated surface variance
iVarSwap_378d	FLOAT		0	Interpolated 378 day integrated surface variance
iVarSwap_504d	FLOAT		0	Interpolated 504 day integrated surface variance
status	enum - CurveStatus		'None'
time	TIME(6)		'00:00:00.000000'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	update timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
surfaceType	4

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgLiveIVarSwapFixedTerm`
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 ENUM('None','Live','PrevDay','Interp','Close','Test') */ 
    `surfaceType` = 'None';

Doc Columns Query

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