TickerDefinition

V8 Message Definiton

TickerDefinition (internal only) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets.

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	EquityDefinition
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	''
securityID	INT		0	Security ID number from the source Vendor SR Feed
symbolType	enum - SymbolType		'None'
name	VARCHAR(72)		''	Symbol name
country	VARCHAR(2)		''	ISO Issuer Country Code
primaryCurrency	enum - Currency		'None'
rateSource	enum - RateSource		'None'
liveRateKey_at	enum - AssetType		'None'	LiveRateCurve this ticker is associated with default is AssetTypeTickerSrcRATE
liveRateKey_ts	enum - TickerSrc		'None'	LiveRateCurve this ticker is associated with default is AssetTypeTickerSrcRATE
liveRateKey_tk	VARCHAR(12)		''	LiveRateCurve this ticker is associated with default is AssetTypeTickerSrcRATE
parValue	FLOAT		0	Security Parvalue
parValueCurrency	VARCHAR(3)		''	Security Parvalue currency
pointValue	FLOAT		0
pointCurrency	enum - Currency		'None'
priceFormat	enum - PriceFormat		'None'	PriceFormat ex NMSPenny NMSHalfPenny
minTickSize	FLOAT		0
primaryExch	enum - PrimaryExchange		'None'
altID	BIGINT		0	Alt Security ID number
mic	VARCHAR(4)		''	ISO Market Identification Code
micSeg	VARCHAR(4)		''	ISO Market Indentification Segment Code
symbol	VARCHAR(12)		''	trading symbol wo dot notation
issueClass	VARCHAR(1)		''	issue class of stock symbol if no issue class field will be blank
sharesOutstanding	BIGINT		0	symbol shares outstanding represented in thousands actualsharesoutstanding sharesoutstanding 1001
cusip	VARCHAR(10)		''	cusip code
indNum	INT		0	IND 2 digits
subNum	INT		0	SUB 4 digits
grpNum	INT		0	GRP 6 digits
nbrNum	INT		0	NBR 8 digits
sic	VARCHAR(4)		''	SIC Standard Industrial Classification code
cik	VARCHAR(10)		''	Central Index Key US specific
gics	VARCHAR(8)		''	Global Industry Classification Standard
lei	VARCHAR(20)		''	Legal Entity Identifier
naics	VARCHAR(6)		''	North American Industry Classification System
cfi	VARCHAR(6)		''	ISO Classification of Financial Instruments
cic	VARCHAR(4)		''	Complementay Identification Code
fisn	VARCHAR(40)		''	Financial Instrument Short Name
isin	VARCHAR(12)		''	ISIN code
figi	VARCHAR(16)		''	FIGI code
bbgCompositeTicker	VARCHAR(12)		''	Bloomberg Composite Ticker
bbgExchangeTicker	VARCHAR(28)		''	Bloomberg Exchange Ticker
bbgCompositeGlobalID	VARCHAR(12)		''	Bloomberg Composite Global ID
bbgGlobalID	VARCHAR(12)		''	Bloomberg Global ID
bbgCurrency	VARCHAR(3)		''	Bloomberg Trading Currency
roundlot	INT		0	round lot
otcPrimaryMarket	enum - OTCPrimaryMarket		'None'
otcTier	enum - OTCTier		'None'
otcReportingStatus	VARCHAR(1)		''
otcDisclosureStatus	INT		0
otcFlags	INT		0
stkPriceInc	enum - StkPriceInc		'None'	Price increment None FullPenny Nickle
flexTypeFlag	VARCHAR(255)		'None'
tkDefSource	enum - TkDefSource		'None'	Ticker definition source None Vendor OTC SR Exchange
statusFlag	enum - TkStatusFlag		'None'
tapeCode	enum - TapeCode		'None'	SIP Tape Code
stkVolume	FLOAT		0	daily stock volume
futVolume	FLOAT		0	daily future volume
optVolume	FLOAT		0	daily option volume
exchString	VARCHAR(8)		''	exchanges listing any options on this underlying
hasOptions	enum - YesNo		'None'	Has Options flag
numOptions	INT		0	total number of listed options
basisKey_at	enum - AssetType		'None'	skew basis fn key
basisKey_ts	enum - TickerSrc		'None'	skew basis fn key
basisKey_tk	VARCHAR(12)		''	skew basis fn key
reverseSkew	enum - YesNo		'None'	if YesNo force skew curve normareverse leftright orientation if None autodetermine from data
timeMetric	enum - TimeMetric		'None'	trading time metric 252 or 365 trading days or a weekly cycle type
tradingPeriod	enum - TradingPeriod		'None'	trading period code defines 24hour trading period startstop
regionalCompositeTicker_at	enum - AssetType		'None'	regional composite ticker set on European contributor products only
regionalCompositeTicker_ts	enum - TickerSrc		'None'	regional composite ticker set on European contributor products only
regionalCompositeTicker_tk	VARCHAR(12)		''	regional composite ticker set on European contributor products only
isHftTaxLiable	enum - YesNo		'None'	if Yes this stock is liable for high frequency taxation and require hft throttling for maker algos
hftTaxTriggerTime	DOUBLE		0	value in seconds that any order activity new cancel update needs witheld for to prevent triggering hft default 5 seconds per Italian tax
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
defaultRoot	VARCHAR(20)		''	Default Root selected for Index Options
linkedPrimaryFuture_at	enum - AssetType		'None'	Primary related future to kick off FutExpirationBar subscription for EQT
linkedPrimaryFuture_ts	enum - TickerSrc		'None'	Primary related future to kick off FutExpirationBar subscription for EQT
linkedPrimaryFuture_tk	VARCHAR(12)		''	Primary related future to kick off FutExpirationBar subscription for EQT
ExchangeList	JSON		'JSON_ARRAY()'
SupportSwapProvidersList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

JSON Block (ExchangeList)

Field	Type	Comment
stkExch	enum - StkExch
ticker	enum - ticker

JSON Block (SupportSwapProvidersList)

Field	Type	Comment
swapProvider	enum - SwapProvider

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAnalytics`.`MsgTickerDefinition`
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='TickerDefinition' ORDER BY ordinal_position ASC;