OptionQuoteProbability

V8 Message Definiton

METADATA

Attribute	Value
Topic	4255-probabilities
MLink Token	OptProbModel
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, SEC	0
okey_mn	TINYINT UNSIGNED	PRI, SEC	0
okey_dy	TINYINT UNSIGNED	PRI, SEC	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
stateModel	enum - StateModel	PRI	'None'
uMid	DOUBLE		0	reference underlier midPrice 05 prob price
uPrc	DOUBLE		0	reference underlier price midquote
bidPrice	FLOAT		0	nbbo bid price
askPrice	FLOAT		0	nbbo ask price
bidSize	INT		0	cumulative size bid price
askSize	INT		0	cumulative size ask price
bidTakeProb	FLOAT		0	bid take probability of current nbbo market zero exchange fee average size print
askTakeProb	FLOAT		0	ask take probability of current nbbo market zero exchange fee average size print
bidTakeRv	enum - PredictResult		'None'	model result code
askTakeRv	enum - PredictResult		'None'	model result code
bidImprPrice	FLOAT		0	trial improvement price usually 1 tick or 12 spread inside bidPrice
askImprPrice	FLOAT		0	trial improvement price usually 1 tick or 12 spread inside askPrice
bidTkImProb	FLOAT		0	bid take imprv probability of current nbbo market zero exchange fee prob to sell take bid imprIncrement
askTkImProb	FLOAT		0	ask take imprv probability of current nbbo market zero exchange fee prob to buy take ask imprIncrement
bidTkImRv	enum - PredictResult		'None'	model result code
askTkImRv	enum - PredictResult		'None'	model result code
surfPrice	DOUBLE		0	surface price
surfVol	DOUBLE		0	surface volatility
sdiv	DOUBLE		0	expiry sdiv
surfBuyProb	FLOAT		0	surface buy take probability zero exchange fee average size print
surfSellProb	FLOAT		0	surface sell take probability zero exchange fee average size print
bSurfRv	enum - PredictResult		'None'	model result code
sSurfRv	enum - PredictResult		'None'	model result code
vega	FLOAT		0	option vega
delta	FLOAT		0	option delta
midPrice	FLOAT		0	price corresponding to 050 probability
avgBidLink10m	FLOAT		0	average bid take prob link value 10 min
maeBidLink10m	FLOAT		0	bid link value mean abs err 10 min
avgAskLink10m	FLOAT		0	average ask take prob link value 10 min
maeAskLink10m	FLOAT		0	ask link value mean abs err 10 min
avgMktWidth10m	FLOAT		0	askPrice bidPrice 10 min
counter	INT		0	record update counter zero start of periodper okey
qpSource	enum - QPSource		'None'
srcTimestamp	BIGINT		0	feed timestamp from the packet
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switch from OptionNbboQuote
smsTimestamp	BIGINT		0	state model server timestamp just before publish

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
stateModel	9

SECONDARY INDEX (ExpirationIndex) (Not Unique)

Field	Sequence
okey_yr	1
okey_mn	2
okey_dy	3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgOptionQuoteProbability`
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','M1','M2','M3','M4') */ 
    `stateModel` = 'None';

Doc Columns Query

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