LiveRevConQuote

V8 Message Definiton

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	OptRevCon
Product	SRAnalytics
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'	cp Both
okey_ts	enum - TickerSrc	PRI	'None'	cp Both
okey_tk	VARCHAR(12)	PRI	''	cp Both
okey_yr	SMALLINT UNSIGNED	PRI, SEC	0	cp Both
okey_mn	TINYINT UNSIGNED	PRI, SEC	0	cp Both
okey_dy	TINYINT UNSIGNED	PRI, SEC	0	cp Both
okey_xx	DOUBLE	PRI	0	cp Both
okey_cp	enum - CallPut	PRI	'Call'	cp Both
tradeDate	DATE	PRI	'1900-01-01'
ticker_at	enum - AssetType		'None'	SR Ticker Product Group
ticker_ts	enum - TickerSrc		'None'	SR Ticker Product Group
ticker_tk	VARCHAR(12)	SEC	''	SR Ticker Product Group
xAxis	FLOAT		0	xAxis Moneyness
cDe	FLOAT		0	call delta
pDe	FLOAT		0	put delta
uPrc	DOUBLE		0	live underlier price
atmVol	FLOAT		0
years	FLOAT		0	number of volatility years to expiry date volatility time metric
globalRate	FLOAT		0	global rate average discount rate to expiry date
ddiv	FLOAT		0	sum of estimated discrete dividend stream to expiry date
ddivPv	FLOAT		0	present value of estimated discrete dividend stream to expiry date
ddivSource	enum - DDivSource		'None'	present value of estimated discrete dividend stream to expiry date
iDays	INT		0	number of interest calendar days to expiry
ddivDisc	FLOAT		0	dividend discount factor SUMdiv iDays 3650 divYrs due to dividends being paid thereby lowering the uPrc basis prior to expiry
strikePv	FLOAT		0	strike EXPglobalRate iDays 365
fairSVol	FLOAT		0	callput surface volatility value
fairSDiv	FLOAT		0	callput surface alignment sdiv value
fairCallPrc	FLOAT		0	fairPrice PRICEAMERICANuPrc years fairVol fairSDiv globalRate ddivStream
fairCallPrcE	FLOAT		0	fairPrice PRICEEUROPEANuPrc years fairVol fairSDiv globalRate ddivStream
fairPutPrc	FLOAT		0	fairPrice PRICEAMERICANuPrc years fairVol fairSDiv globalRate ddivStream
fairPutPrcE	FLOAT		0	fairPrice PRICEEUROPEANuPrc years fairVol fairSDiv globalRate ddivStream
rcFairPrc	FLOAT		0	fairCallPrc fairPutPrc uPrc strike revCon fairMid price
rcEExPrem	FLOAT		0	fairPutPrc fairPutPrcE fairCallPrc fairCallPrcE
fairLoanPv	FLOAT		0	fairCallPrc fairPutPrc uPrc strike strikePv ddivPv total present value of letting out shares term to expiry per share
fairLoanRate	FLOAT		0	fairLoanPv uPrc iDays 3650 ddivDisc
rcBidPrc	FLOAT		0	callBid putAsk uPrc strike best way join markets
rcAskPrc	FLOAT		0	callAsk putBid uPrc strike worst way cross markets
calcError	VARCHAR(16)		''
cpOI	INT		0	cp open interest market upper bound
cpVlm	INT		0	cp print volume this exchange upper bound
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	last update time Date

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8
tradeDate	9

SECONDARY INDEX (ExpirationIndex) (Not Unique)

Field	Sequence
okey_yr	1
okey_mn	2
okey_dy	3

SECONDARY INDEX (TickerIndex) (Not Unique)

Field	Sequence
ticker_tk	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgLiveRevConQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01';

Doc Columns Query

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