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Version: Upcoming

OptionEOP

V8 Message Definiton

The expected opening price and opening size for an option. Based on the exchange open auction feed.

METADATA

AttributeValue
Topic2750-market-data-options
MLink TokenClientLive
ProductSRLive
accessTypeSELECT
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
okey_atenum - AssetTypePRI'None'
okey_tsenum - TickerSrcPRI'None'
okey_tkVARCHAR(12)PRI''
okey_yrSMALLINT UNSIGNEDPRI0
okey_mnTINYINT UNSIGNEDPRI0
okey_dyTINYINT UNSIGNEDPRI0
okey_xxDOUBLEPRI0
okey_cpenum - CallPutPRI'Call'
sourceExchenum - TickerSrcPRI'None'
opnSizeINT0expected opening size contracts
opnPriceFLOAT0expected opening price
optOpnTypeenum - OptOpnType'None'
legalMarketenum - YesNo'None'
eopTimestampBIGINT0exchange high precision timestamp if available
netTimestampBIGINT0inbound packet PTP timestamp from SR gateway switchusually syncronized with f
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
okey_tk1
okey_yr2
okey_mn3
okey_dy4
okey_xx5
okey_cp6
okey_at7
okey_ts8
sourceExch9

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgOptionEOP`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`okey_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') */
`okey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`okey_tk` = 'Example_okey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`okey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`okey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`okey_dy` = 1
AND
/* Replace with a DOUBLE */
`okey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`okey_cp` = 'Call'
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') */
`sourceExch` = 'None';

Doc Columns Query

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