StockPrint

V8 Message Definiton

The most recent (last) print record for CTS/UTDF markets as well as SpiderRock synthetic markets. Records also incorporate some summary detail and closing mark information as well.

METADATA

Attribute	Value
Topic	2990-market-data-stock
MLink Token	EqtMktData
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	''
prtExch	enum - StkExch		'None'	print exch
prtSize	INT		0	print size
prtSizeFractional	FLOAT		0	print size today in fractional qty
isPrtSizeFractional	enum - YesNo		'None'	print size has fractional qty
prtPrice	FLOAT		0	print price level
prtClusterNum	INT		0	incremental print cluster counter one counter per ticker used to group prints into clusters
prtClusterSize	INT		0	cumulative size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtClusterSizeFractional	FLOAT		0	cumulative fractional size of prints in this sequence prints same or more aggressive price with less than 25 ms elapsing since first print can span exchanges
prtVolume	INT		0	cumulative print size today
prtVolumeFractional	FLOAT		0	cumulative print size fractional today
mrkPrice	FLOAT		0	last regular market print price
clsPrice	FLOAT		0	official closing price if available
prtType	enum - StkPrintType		'None'
printCodes	VARCHAR(36)		''	European trade condition codes
prtCond1	TINYINT UNSIGNED		0	print condition from SIP feed
prtCond2	TINYINT UNSIGNED		0
prtCond3	TINYINT UNSIGNED		0
prtCond4	TINYINT UNSIGNED		0
ebid	FLOAT		0	exchange bid print time SIP feed
eask	FLOAT		0	exchange ask print time SIP feed
ebsz	INT		0	exchange bid size
easz	INT		0	exchange ask size
eage	FLOAT		0	age of prevailing quote at time of print
prtSide	enum - PrtSide		'None'
prtTimestamp	BIGINT		0	exchange high precision timestamp if available
netTimestamp	BIGINT		0	inbound packet PTP timestamp from SR gateway switch usually syncronized with facility grandfather clock
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`.`MsgStockPrint`
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='StockPrint' ORDER BY ordinal_position ASC;