FuturePrint

V8 Message Definiton

The most recent (last) print record for each active futures market.

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
prtExch	enum - FutExch		'None'	print exchange
prtSize	INT		0	print size contracts
prtPrice	DOUBLE		0	print price
prtClusterNum	INT		0	incremental print cluster counter one counter per fkey used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence sequence of prints same or better price with less than 25 ms elapsing since first print
prtType	TINYINT UNSIGNED		0	print type exchange specific
prtOrders	SMALLINT UNSIGNED		0	number of orders participating in this print
prtQuan	INT		0	cumulative electronic print size at current price level
prtVolume	INT		0	cumulative day electronic print volume in contracts
bid	FLOAT		0	exchange bid print time
ask	FLOAT		0	exchange ask print time
bsz	INT		0	cumulative bid size print time
asz	INT		0	cumulative ask size print time
age	FLOAT		0	age of prevailing quote at time of print
prtSide	enum - PrtSide		'None'	implied print side from bidask
prtTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switchusually syncronized with facility grandfather clock
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`.`MsgFuturePrint`
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='FuturePrint' ORDER BY ordinal_position ASC;