OptionOpenMark

V8 Message Definiton

OptionOpenMark records are created during the end-of-day rotation for each product and intended for use the following trading day.

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	OptMarkData
Product	SRLive
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'
okey_ts	enum - TickerSrc	PRI	'None'
okey_tk	VARCHAR(12)	PRI	''
okey_yr	SMALLINT UNSIGNED	PRI	0
okey_mn	TINYINT UNSIGNED	PRI	0
okey_dy	TINYINT UNSIGNED	PRI	0
okey_xx	DOUBLE	PRI	0
okey_cp	enum - CallPut	PRI	'Call'
tradeDate	DATE		'1900-01-01'
opnMarkState	enum - OpnMarkState		'None'	Preview or Final note preview is not corp action adjusted
uSrCls	DOUBLE		0	SR open uMark SR close uMark C 5m overnight adjusted
uClose	DOUBLE		0	exchange open uMark exchange close uMark overnight adjusted
srClsPrc	DOUBLE		0	SR open mark SR close mark close 5m overnight adjusted
closePrc	DOUBLE		0	exchange open mark exchange close mark overnight adjusted if available
srPrc	FLOAT		0	SR open surface price SR close surface price overnight adjusted
srVol	FLOAT		0	SR surface volatility
srSrc	enum - MarkSource		'None'
synSpot	DOUBLE		0	Synthetic spot price marketderived spot when the underlying is not a traded instrument
atmVol	FLOAT		0	atm vol xAxis 0
atmCen	FLOAT		0	atm vol xAxis 0 eMoveearnCntAdj censored
kAdj	FLOAT		0	adjusted strike
de	FLOAT		0	greeks from SR surface volatility
ga	FLOAT		0
th	FLOAT		0
ve	FLOAT		0
vo	FLOAT		0	volga SR surface
va	FLOAT		0	vanna SR surface
rh	FLOAT		0
ph	FLOAT		0
srSlope	FLOAT		0	surface slope SR surface
deDecay	FLOAT		0
sdiv	FLOAT		0	term sdiv stock dividend rate
ddiv	FLOAT		0	sum of discrete dividends
ddivPv	FLOAT		0	sum of present value of discrete dividends
rate	FLOAT		0	term discount rate
iEMove	FLOAT		0	implied earnings move from LiveSurfaceTerm
earnCntAdj	FLOAT		0	number of qualifying earnings events prior to expiration adjusted from StockEarningsCalendar LiveSurfaceTerm
years	FLOAT		0	years to expiration
error	TINYINT UNSIGNED		0	pricing calc error 0 none
corpAction	TINYTEXT		''
configNow	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp in the trading period local timezone
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRLive`.`MsgOptionOpenMark`
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';

Doc Columns Query

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