FutureBookQuote

V8 Message Definiton

This table contains live future quote records from the listing exchange. Each record contains up to four price levels and represents a live snapshot of the book for a specific future.

METADATA

Attribute	Value
Topic	2580-market-data-futures
MLink Token	FutMktData
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
updateType	enum - UpdateType		'None'
marketStatus	enum - MarketStatus		'None'	market status open halted etc
bidPrice1	DOUBLE		0	bid price
askPrice1	DOUBLE		0	ask price
bidSize1	INT		0	bid size in contracts
askSize1	INT		0	ask size in contracts
bidOrders1	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders1	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice2	DOUBLE		0	bid price
askPrice2	DOUBLE		0	ask price
bidSize2	INT		0	bid size in contracts
askSize2	INT		0	ask size in contracts
bidOrders2	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders2	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice3	DOUBLE		0	bid price
askPrice3	DOUBLE		0	ask price
bidSize3	INT		0	bid size in contracts
askSize3	INT		0	ask size in contracts
bidOrders3	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders3	SMALLINT UNSIGNED		0	number of participating orders at the ask price
bidPrice4	DOUBLE		0	bid price
askPrice4	DOUBLE		0	ask price
bidSize4	INT		0	bid size in contracts
askSize4	INT		0	ask size in contracts
bidOrders4	SMALLINT UNSIGNED		0	number of participating orders at the bid price
askOrders4	SMALLINT UNSIGNED		0	number of participating orders at the ask price
srcTimestamp	BIGINT		0	source high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgFutureBookQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `fkey_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') */ 
    `fkey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1;

Doc Columns Query

SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='FutureBookQuote' ORDER BY ordinal_position ASC;