FutureMarketSummary

V8 Message Definiton

These records represent live market summary snapshots for each active futures markets.

METADATA

Attribute	Value
Topic	2580-market-data-futures
MLink Token	FutSummaryData
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
tradeDate	DATE		'1900-01-01'
opnPrice	DOUBLE		0	first print price of the day during regular market hours
mrkPrice	DOUBLE		0	last print handled during regular market hours
clsPrice	DOUBLE		0	official exchange closing price
minPrice	DOUBLE		0	minimum print price within market hours
maxPrice	DOUBLE		0	maximum print price within market hours
openInt	INT		0	open interest
bidCount	INT		0	num prints quotebid
bidVolume	INT		0	volume when prtPrice quotebid
askCount	INT		0	num prints quoteask
askVolume	INT		0	volume when prtPrice quoteask
midCount	INT		0	num prints inside quotebid quoteask
midVolume	INT		0	volume inside quotebid quoteask
prtCount	INT		0	number of distinct print reports
prtVolume	INT		0	total print volume all print types
lastPrtPrice	DOUBLE		0	last print price
lastPrtDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	last print time
expCount	INT		0	number of updates included in exponential average
expWidth	DOUBLE		0	exponential average market width 10 minute 12 life
expBidSize	FLOAT		0	exponential average bid size 10 minute 12 life
expAskSize	FLOAT		0	exponential average ask size 10 minute 12 life
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

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`.`MsgFutureMarketSummary`
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='FutureMarketSummary' ORDER BY ordinal_position ASC;