IndexQuote

V8 Message Definiton

Live index levels and quotes including SpiderRock synthetic index levels and quotes.

METADATA

Attribute	Value
Topic	2675-market-data-index
MLink Token	ClientLive
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
priceSource	enum - IdxSrc		'Unknown'	price source of the quote indication print or quote message
dataSource	enum - IdxDataSource		'None'	source feed for this index quote
idxBid	DOUBLE		0	index bid value if from quote otherwise idxPrice
idxAsk	DOUBLE		0	index ask value if from quote otherwise idxPrice
idxPrice	DOUBLE		0	index price
netTimestamp	BIGINT		0	index price timestamp
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgIndexQuote`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ticker_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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

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