OptionPrintSetSummary
OptionPrintSetSummary records are created at the end of each trading period and contain a summary of the activity for the period; Summary of OptionPrintSet records
METADATA
| Attribute | Value |
|---|---|
| Topic | 2750-market-data-options |
| MLink Token | SRMLinkAnalytics |
| Product | SRAnalytics |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| okey_at | enum - AssetType | PRI | 'None' | |
| okey_ts | enum - TickerSrc | PRI | 'None' | |
| okey_tk | VARCHAR(12) | PRI | '' | |
| okey_yr | SMALLINT UNSIGNED | PRI | 0 | |
| okey_mn | TINYINT UNSIGNED | PRI | 0 | |
| okey_dy | TINYINT UNSIGNED | PRI | 0 | |
| okey_xx | DOUBLE | PRI | 0 | |
| okey_cp | enum - CallPut | PRI | 'Call' | |
| prtExch | enum - OptExch | PRI | 'None' | |
| prtSide | enum - BuySell | PRI | 'None' | |
| prtType | enum - PrtType | PRI | 'None' | |
| tradingPeriod | DATE | PRI | '1900-01-01' | |
| numPrints | INT | 0 | ||
| sumPrintSize | INT | 0 | ||
| sumExchQuoteSize | INT | 0 | exch quote size at the time of print | |
| sumPrintM1PnL | FLOAT | 0 | ||
| sumPrintM10PnL | FLOAT | 0 | ||
| avgVol | FLOAT | 0 | ||
| avgVega | FLOAT | 0 | ||
| avgDelta | FLOAT | 0 | ||
| avgPrintProb | FLOAT | 0 | ||
| sumSurfaceEdge | FLOAT | 0 |
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 |
| prtExch | 9 |
| prtSide | 10 |
| prtType | 11 |
| tradingPeriod | 12 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgOptionPrintSetSummary`
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 ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFEC','SRC','ICEFEF','TMX') */
`prtExch` = 'None'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`prtSide` = 'None'
AND
/* Replace with a ENUM('None','CANC','OSEQ','CNCL','LATE','CNCO','OPEN','CNOL','OPNL','AUTO','REOP','ISOI','SLAN','SLAI','SLCN','SCLI','SLFT','MLET','MLAT','MLCT','MLFT','MESL','TLAT','MASL','MFSL','TLET','TLCT','TLFT','TESL','TASL','TFSL','CBMO','MCTP','EXHT','NREG') */
`prtType` = 'None'
AND
/* Replace with a DATE */
`tradingPeriod` = '2022-01-01';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='OptionPrintSetSummary' ORDER BY ordinal_position ASC;