StockQuoteProbability

V8 Message Definiton

METADATA

Attribute	Value
Topic	4255-probabilities
MLink Token	StkProbModel
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	''
stateModel	enum - StateModel	PRI	'None'
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'
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
midPrice	FLOAT		0	price corresponding to 050 probability
avgBidLink1m	FLOAT		0	average bid link value 1 min
maeBidLink1m	FLOAT		0	bid link value mean abs err 10 min
avgAskLink1m	FLOAT		0	average ask link value 1 min
maeAskLink1m	FLOAT		0	ask link value mean abs err 1 min
avgBidLink10m	FLOAT		0	average bid link value 10 min
maeBidLink10m	FLOAT		0	bid link value mean abs err 10 min
avgAskLink10m	FLOAT		0	average ask link value 10 min
maeAskLink10m	FLOAT		0	ask link value mean abs err 10 min
avgMktWidth1m	FLOAT		0	askPrice bidPrice 1 min
avgMktWidth10m	FLOAT		0	askPrice bidPrice 10 min
counter	INT		0	record update counter zero start of periodper ticker
qpSource	enum - QPSource		'None'
srcTimestamp	BIGINT		0	feed timestamp from the packet
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switch from StockBookQuotezero size only change
smsTimestamp	BIGINT		0	state model server timestamp just before publish

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
stateModel	4

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgStockQuoteProbability`
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'
  AND
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel` = 'None';

Doc Columns Query

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