StockPrintMarkup
StockPrintMarkup records are created/published for all stock prints
METADATA
| Attribute | Value |
|---|---|
| Topic | 2990-market-data-stock |
| MLink Token | EqtAnalytics |
| 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 | '' | |
| prtNumber | BIGINT | 0 | ||
| prtExch | enum - StkExch | 'None' | print exch | |
| prtSize | INT | 0 | print size | |
| prtPrice | FLOAT | 0 | print price level | |
| prtClusterNum | INT | 0 | incremental print cluster counter one counter per ticker used to group prints into clusters | |
| prtClusterSize | INT | 0 | cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges | |
| prtVolume | INT | 0 | cumulative print size today | |
| mrkPrice | FLOAT | 0 | last regular market print price | |
| prtType | TINYINT UNSIGNED | 0 | OPRA message type from OPRA spec | |
| prtCond1 | TINYINT UNSIGNED | 0 | print condition from SIP feed | |
| prtCond2 | TINYINT UNSIGNED | 0 | ||
| prtCond3 | TINYINT UNSIGNED | 0 | ||
| prtCond4 | TINYINT UNSIGNED | 0 | ||
| prtSide | enum - PrtSide | 'None' | Print side None Mid Bid Ask | |
| bidPrice | FLOAT | 0 | nbbo bid print arrival time | |
| askPrice | FLOAT | 0 | nbbo ask print arrival time | |
| bidSize | INT | 0 | ||
| askSize | INT | 0 | ||
| bidPrice2 | FLOAT | 0 | nbbo 2nd best bid print arrival time | |
| askPrice2 | FLOAT | 0 | nbbo 2nd best ask print arrival time | |
| bidSize2 | INT | 0 | nbbo 2nd best bid size | |
| askSize2 | INT | 0 | nbbo 2nd best ask size | |
| srcTimestamp | BIGINT | 0 | exchange high precision timestamp if available | |
| netTimestamp | BIGINT | 0 | inbound print packet PTP timestamp from SR gateway switch | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRAnalytics`.`MsgStockPrintMarkup`
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';
Doc Columns Query
SELECT * FROM SRAnalytics.doccolumns WHERE TABLE_NAME='StockPrintMarkup' ORDER BY ordinal_position ASC;