TradingSchedule
Product trading schedule for the current week. Includes an expected trading day market schedule for each SpiderRock ticker and day-of-week. Including schedules for equity and futures markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange.
METADATA
| Attribute | Value |
|---|---|
| Topic | 4440-product-status |
| MLink Token | SystemData |
| Product | SRLive |
| accessType | SELECT |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | SR Underlying ticker or product group SPY MSFT ES etc |
| ticker_ts | enum - TickerSrc | PRI | 'None' | SR Underlying ticker or product group SPY MSFT ES etc |
| ticker_tk | VARCHAR(12) | PRI | '' | SR Underlying ticker or product group SPY MSFT ES etc |
| weekDay | enum - WeekDay | PRI | 'Sunday' | |
| secType | enum - SpdrKeyType | PRI | 'None' | |
| undTicker_at | enum - AssetType | 'None' | SR Underlying ticker SPY MSFT ES ZC GC ED etc | |
| undTicker_ts | enum - TickerSrc | 'None' | SR Underlying ticker SPY MSFT ES ZC GC ED etc | |
| undTicker_tk | VARCHAR(12) | '' | SR Underlying ticker SPY MSFT ES ZC GC ED etc | |
| marketDayType | enum - MarketDayType | 'None' | ||
| srCloseMarkTime | TIME(6) | '00:00:00.000000' | SR Close Mark Timeusually regular market close 1 minute C 1M | |
| earlyPreOpenTime | TIME(6) | '00:00:00.000000' | early session preopen orders accepted | |
| earlySessionOpenTime | TIME(6) | '00:00:00.000000' | early session market open | |
| earlySessionCloseTime | TIME(6) | '00:00:00.000000' | early session market close | |
| regPreOpenTime | TIME(6) | '00:00:00.000000' | regular session preopen order accepted | |
| regSessionOpenTime | TIME(6) | '00:00:00.000000' | regular session open | |
| regSessionCloseTime | TIME(6) | '00:00:00.000000' | regular session close | |
| latePreOpenTime | TIME(6) | '00:00:00.000000' | extended session preopen orders accepted | |
| lateSessionOpenTime | TIME(6) | '00:00:00.000000' | extended session open | |
| lateSessionCloseTime | TIME(6) | '00:00:00.000000' | extended session close | |
| nextDayPreOpenTime | TIME(6) | '00:00:00.000000' | next day session preopen order accepted for first T1 session | |
| nextDaySessionOpenTime | TIME(6) | '00:00:00.000000' | next day session open first T1 session | |
| isDefault | enum - YesNo | 'None' | ||
| 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 |
| weekDay | 4 |
| secType | 5 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRLive`.`MsgTradingSchedule` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SR Underlying ticker or product group - SPY, MSFT, @ES, etc.',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'SR Underlying ticker or product group - SPY, MSFT, @ES, etc.',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR Underlying ticker or product group - SPY, MSFT, @ES, etc.',
`weekDay` ENUM('Sunday','Monday','Tuesday','Wednesday','Thursday','Friday','Saturday') NOT NULL DEFAULT 'Sunday',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`undTicker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SR Underlying ticker - SPY, MSFT, @ES, @ZC, @GC, @ED, etc.',
`undTicker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'SR Underlying ticker - SPY, MSFT, @ES, @ZC, @GC, @ED, etc.',
`undTicker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR Underlying ticker - SPY, MSFT, @ES, @ZC, @GC, @ED, etc.',
`marketDayType` ENUM('None','RegularDay','ModifiedDay','MarketClosed') NOT NULL DEFAULT 'None',
`srCloseMarkTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'SR Close Mark Time;usually regular market close - 1 minute (C - 1M)',
`earlyPreOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'early session pre-open (orders accepted)',
`earlySessionOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'early session market open',
`earlySessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'early session market close',
`regPreOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'regular session pre-open (order accepted)',
`regSessionOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'regular session open',
`regSessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'regular session close',
`latePreOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'extended session pre-open (orders accepted)',
`lateSessionOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'extended session open',
`lateSessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'extended session close',
`nextDayPreOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'next day session pre-open (order accepted for first T+1 session)',
`nextDaySessionOpenTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000' COMMENT 'next day session open (first T+1 session)',
`isDefault` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`weekDay`,`secType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Product trading schedule for the current week. Includes an expected trading day market schedule for each SpiderRock ticker and day-of-week. Including schedules for equity and futures markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange.';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`weekDay`,
`secType`,
`undTicker_at`,
`undTicker_ts`,
`undTicker_tk`,
`marketDayType`,
`srCloseMarkTime`,
`earlyPreOpenTime`,
`earlySessionOpenTime`,
`earlySessionCloseTime`,
`regPreOpenTime`,
`regSessionOpenTime`,
`regSessionCloseTime`,
`latePreOpenTime`,
`lateSessionOpenTime`,
`lateSessionCloseTime`,
`nextDayPreOpenTime`,
`nextDaySessionOpenTime`,
`isDefault`,
`timestamp`
FROM `SRLive`.`MsgTradingSchedule`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk'
AND
/* Replace with a ENUM('Sunday','Monday','Tuesday','Wednesday','Thursday','Friday','Saturday') */
`weekDay` = 'Sunday'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = 'None';
Doc Columns Query
SELECT * FROM SRLive.doccolumns WHERE TABLE_NAME='TradingSchedule' ORDER BY ordinal_position ASC;