AuctionNotice

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
Product	SRAuction
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	SR Generated Number
ticker_at	enum - AssetType		'None'	underlier ticker
ticker_ts	enum - TickerSrc		'None'	underlier ticker
ticker_tk	VARCHAR(12)		''	underlier ticker
tradeDate	DATE		'1900-01-01'
isTestAuction	enum - YesNo		'None'	if yes auction is a test auction not a prodlive auction
shortCode	VARCHAR(10)		''	auction short code unique per day block auctions only can be used to find auctions on SR tools
auctionType	enum - AuctionType		'None'
auctionEvent	enum - AuctionEvent		'None'
srcAuctionID	VARCHAR(20)		''	auction ID as known by the auction source empty for SRC
srcAuctionType	VARCHAR(4)		''
auctionSource	enum - AuctionSource		'None'	source of the auction notice eg SRC MIAX etc
industry	TINYTEXT		''	industry string
symbolType	enum - SymbolType		'None'
uAvgDailyVlm	FLOAT		0	underlier average daily trading volume
custSide	enum - BuySell		'None'	if available
custQty	INT		0
custPrc	DOUBLE		0	public cust price
hasCustPrc	enum - YesNo		'None'
custNbboCap	enum - NbboCap		'None'	indicates if cust price is capped at NBBO or 1 5 10 pennies through
custFirmType	enum - FirmType		'None'	cust firm type if disclosed
custAgentMPID	VARCHAR(6)		''	cust agent exchange member initiating the auction if disclosed
custClientFirm	VARCHAR(16)		''	cust client firm if disclosed
noticeCommission	FLOAT		0
hasNoticeComm	enum - YesNo		'None'	noticeCommision contains responder auction commission otherwise notice commission is as agreed previously
custCommPaying	enum - YesNo		'None'	client is commission paying to the responder
custQtyCond	enum - CustQtyCond		'None'	UpToQty AllOrNone QtyOrMore
auctionDuration	INT		0	expected auction duration in milliseconds
numOptLegs	TINYINT UNSIGNED		0	MLEG Only
spreadClass	enum - SpreadClass		'None'
limitType	enum - SpdrLimitType		'None'
spreadFlavor	enum - SpreadFlavor		'None'	MLEG Only
containsHedge	enum - YesNo		'None'	MLEG Only
containsFlex	enum - YesNo		'None'	contains at least one FLEX option
flexType	enum - FlexType		'None'	all legs are of this flex type
containsMultiHedge	enum - YesNo		'None'	contains MultiHedge corp action adjusted options
uBid	DOUBLE		0
uAsk	DOUBLE		0
refUPrc	DOUBLE		0
refDe	FLOAT		0
netDe	FLOAT		0
netGa	FLOAT		0
netTh	FLOAT		0
netVe	FLOAT		0
pkgSurfPrc	FLOAT		0	SR Surface Price entire package
pkgTheoPrc	FLOAT		0	Client Theo Price entire package if client surfaces uploaded to SR
pkgBidPrc	FLOAT		0	leg market best way price pkg bid
pkgAskPrc	FLOAT		0	leg market worst way price pkg ask
pkgRefPremPct	FLOAT		0	package premium as a of underlier closing price fixed by initiator
hasFixedPremPct	enum - YesNo		'None'	if yes package has a fixed premium as a of underlier closing price all responses should be in terms of strike pct for the leg with a variable strike
pointValue	DOUBLE		0	money settlement value of one 10 point of option premiumstrike
pointCurrency	enum - Currency		'None'
srcTimestamp	BIGINT		0
netTimestamp	BIGINT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	from ats exchange net timestamp if possible
includeSRNetwork	enum - InclExclDisclose		'None'
DirectedCounterPartyList	JSON		'JSON_ARRAY()'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

JSON Block (DirectedCounterPartyList)

Field	Type	Comment
clientFirm	enum - clientFirm
inclExcl	enum - InclExclDisclose
isCommPaying	enum - YesNo

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
side	enum - BuySell
ratio	enum - ratio
strikeType	enum - StrikeType	Percent or PctVariable if PctVariable responses should be in terms this strike for this leg as a pct of the underlier close
undPerCn	enum - undPerCn
expType	enum - ExpiryType	ZDteDailyWeeklyRegularQuarterlyLongTermOtherExp
years	enum - years	SR volatility years to expiry
yearsC	enum - yearsC	calendar years to expiration
sDaysT	enum - sDaysT	settlement days today
sDaysE	enum - sDaysE	settlement days expiry
rate	enum - rate	SR global discount rate to expiry
atmVol	enum - atmVol	ATM fwd uPrc SR surface volatility
ddivPv	enum - ddivPv	SR present value of ddiv stream
tVol	enum - tVol	client theo surface volatility if client surfaces uploaded to SR
tPrc	enum - tPrc	client theo price if client surfaces uploaded to SR
sVol	enum - sVol	SR Surface Volatility
sDiv	enum - sDiv	SR Surface SDiv
sPrc	enum - sPrc	SR Surface Price
de	enum - de	fixed ref delta for BlockAuctionDAC orders
ga	enum - ga
th	enum - th
ve	enum - ve
sVolOk	enum - YesNo	Yes if live market and sVol are tracking as expected
bid	enum - bid	leg bid price
bidSz	enum - bidSz	cumulative leg bid size
bidMask	enum - bidMask	bitmask of participating leg exchanges
ask	enum - ask	leg ask price
askSz	enum - askSz	cumulative leg ask size
askMask	enum - askMask	bitmask of participating leg exchanges

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRAuction`.`MsgAuctionNotice`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber';

Doc Columns Query

SELECT * FROM SRAuction.doccolumns WHERE TABLE_NAME='AuctionNotice' ORDER BY ordinal_position ASC;