OptionCorpActionRecordV5

V8 Message Definiton

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	OptionDefinition
Product	SRRisk
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
root_at	enum - AssetType	PRI	'None'	root at EOD on trading date
root_ts	enum - TickerSrc	PRI	'None'	root at EOD on trading date
root_tk	VARCHAR(12)	PRI	''	root at EOD on trading date
exDate	DATE	PRI	'1900-01-01'	exdate of the action
sodRoot_at	enum - AssetType		'None'	new mh root post adjustment
sodRoot_ts	enum - TickerSrc		'None'	new mh root post adjustment
sodRoot_tk	VARCHAR(12)		''	new mh root post adjustment
markMultiplier	DOUBLE		0	sodMark eodMark x markMultiplier
positionMultiplier	INT		0	sodPosition eodPosition x positionMultiplier
strikeFactor	DOUBLE		0	sodStrike eodStrike x strikeMultiplier strikeFactor
strikeMultiplier	DOUBLE		0	sodStrike eodStrike x strikeMultiplier strikeFactor
strikePrecision	SMALLINT		0	number of decimal places to round after adjusting strike usually 2
corpActionText	TINYTEXT		''	descriptive detail optional
corpActionType	enum - CAType		'Other'	corporate action type
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
DeliverableList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
root_tk	1
root_at	2
root_ts	3
exDate	4

JSON Block (DeliverableList)

Field	Type	Comment
ticker	enum - ticker	underlying symbol SOD
qty	enum - qty	underlying quantity per option contract
allocationpct	enum - allocationpct	allocation percentage

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgOptionCorpActionRecordV5` (
    `root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') NOT NULL DEFAULT 'None' COMMENT 'root at EOD on trading date',
    `root_ts` 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') NOT NULL DEFAULT 'None' COMMENT 'root at EOD on trading date',
    `root_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'root at EOD on trading date',
    `exDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT 'ex-date of the action',
    `sodRoot_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') NOT NULL DEFAULT 'None' COMMENT '(new) mh root post adjustment',
    `sodRoot_ts` 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') NOT NULL DEFAULT 'None' COMMENT '(new) mh root post adjustment',
    `sodRoot_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '(new) mh root post adjustment',
    `markMultiplier` DOUBLE NOT NULL DEFAULT 0 COMMENT 'sodMark = eodMark x markMultiplier',
    `positionMultiplier` INT NOT NULL DEFAULT 0 COMMENT 'sodPosition = eodPosition x positionMultiplier',
    `strikeFactor` DOUBLE NOT NULL DEFAULT 0 COMMENT 'sodStrike = eodStrike x strikeMultiplier - strikeFactor',
    `strikeMultiplier` DOUBLE NOT NULL DEFAULT 0 COMMENT 'sodStrike = eodStrike x strikeMultiplier - strikeFactor',
    `strikePrecision` SMALLINT NOT NULL DEFAULT 0 COMMENT 'number of decimal places to round after adjusting strike (usually 2)',
    `corpActionText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'descriptive detail (optional)',
    `corpActionType` ENUM('Other','CashDividend','SpecialDividend','StockDividend','StockSplitNonInt','ReverseStockSplit','StockSplit','Merger','RightsOffering','Spinoff','SymbolConversion','Consolidation','NameChange','Liquidation') NOT NULL DEFAULT 'Other' COMMENT 'corporate action type',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `DeliverableList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(DeliverableList)),
    PRIMARY KEY USING HASH (`root_tk`,`root_at`,`root_ts`,`exDate`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `root_at`,
    `root_ts`,
    `root_tk`,
    `exDate`,
    `sodRoot_at`,
    `sodRoot_ts`,
    `sodRoot_tk`,
    `markMultiplier`,
    `positionMultiplier`,
    `strikeFactor`,
    `strikeMultiplier`,
    `strikePrecision`,
    `corpActionText`,
    `corpActionType`,
    `timestamp`,
    `DeliverableList`
FROM `SRRisk`.`MsgOptionCorpActionRecordV5`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `root_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') */ 
    `root_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `root_tk` = 'Example_root_tk'
  AND
    /* Replace with a DATE */
    `exDate` = '2022-01-01';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='OptionCorpActionRecordV5' ORDER BY ordinal_position ASC;