AuctionState

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'
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
auctionType	enum - AuctionType		'None'
atsAuctionCounter	INT		0
atsAuctionStatus	enum - AtsAuctionStatus		'None'	ActiveFinalTrialCrossingCrossedCrossFailedClosed
custSide	enum - BuySell		'None'	if available
custQty	INT		0
custPrc	DOUBLE		0	public cust price
hasCustPrc	enum - YesNo		'None'
uBid	FLOAT		0	underlier bid price used to resolve limits during the last auction trial
uAsk	FLOAT		0	underlier ask price used to resolve limits during the last auction trial
nbboBid	FLOAT		0	current option nbbo bid at time of record publish
nbboAsk	FLOAT		0	current option nbbo ask at time of record publish
nbboBidSz	INT		0	current option nbbo cum bid size at time of record publish
nbboAskSz	INT		0	current option nbbo cum ask size at time of record publish
surfacePrc	FLOAT		0	SR surface price record publish uMid
surfaceVol	FLOAT		0	SR surface volatility record publish
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	SR system timestamp record publish
AskSolutionList	JSON		'JSON_ARRAY()'
BidSolutionList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1

JSON Block (AskSolutionList)

Field	Type	Comment
numResponders	enum - numResponders
matchPrice	enum - matchPrice	current auction cross price in exchange price increments
matchSize	enum - matchSize	current auction size available match price

JSON Block (BidSolutionList)

Field	Type	Comment
numResponders	enum - numResponders
matchPrice	enum - matchPrice	current auction cross price in exchange price increments
matchSize	enum - matchSize	current auction size available match price

SELECT TABLE EXAMPLE QUERY

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

Doc Columns Query

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