SpreadCloseMark
SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads SpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final BaseObj:Spread
METADATA
| Attribute | Value |
|---|---|
| Topic | 3120-market-marks |
| MLink Token | Internal |
| Product | SRAnalytics |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| skey_at | enum - AssetType | PRI | 'None' | |
| skey_ts | enum - TickerSrc | PRI | 'None' | |
| skey_tk | VARCHAR(12) | PRI | '' | |
| clsMarkState | enum - ClsMarkState | 'None' | Close mark state None LastPrt SRClose ExchClose Final | |
| opnPrc | DOUBLE | 0 | Open price | |
| minPrc | DOUBLE | 0 | Low price | |
| maxPrc | DOUBLE | 0 | High price | |
| prtCount | INT | 0 | Print count | |
| prtVolume | INT | 0 | Print volume | |
| avgMktSize | DOUBLE | 0 | Average market size | |
| avgMktWidth | DOUBLE | 0 | Average market width | |
| bidPrc | DOUBLE | 0 | bid price close 1min | |
| askPrc | DOUBLE | 0 | ask price close 1min | |
| srClsPrc | DOUBLE | 0 | SR close mark close 1min | |
| closePrc | DOUBLE | 0 | official exchange closing mark last printthen official close | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| skey_tk | 1 |
| skey_at | 2 |
| skey_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgSpreadCloseMark`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`skey_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') */
`skey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`skey_tk` = 'Example_skey_tk';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='SpreadCloseMark' ORDER BY ordinal_position ASC;