SpreadCloseMark

V8 Message Definiton

SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final). These records contain closing quotes and prices as well as markup details for all exchange spreads SpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final BaseObj:Spread

METADATA

Attribute	Value
Topic	3120-market-marks
MLink Token	SpreadMktData
Product	SRSpread
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
skey_at	enum - AssetType	PRI	'None'
skey_ts	enum - TickerSrc	PRI	'None'
skey_tk	VARCHAR(12)	PRI	''
clsMarkState	enum - ClsMarkState		'None'	Close mark state None LastPrt SRClose ExchClose Final
opnPrc	DOUBLE		0	Open price
minPrc	DOUBLE		0	Low price
maxPrc	DOUBLE		0	High price
prtCount	INT		0	Print count
prtVolume	INT		0	Print volume
avgMktSize	DOUBLE		0	Average market size
avgMktWidth	DOUBLE		0	Average market width
bidPrc	DOUBLE		0	bid price close 1min
askPrc	DOUBLE		0	ask price close 1min
srClsPrc	DOUBLE		0	SR close mark close 1min
closePrc	DOUBLE		0	official exchange closing mark last printthen official close
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
skey_tk	1
skey_at	2
skey_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadCloseMark` (
    `skey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `skey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `skey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `clsMarkState` ENUM('None','Preview','Final') NOT NULL DEFAULT 'None' COMMENT 'Close mark state. None; LastPrt; SRClose; ExchClose; Final',
    `opnPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Open price',
    `minPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Low price',
    `maxPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'High price',
    `prtCount` INT NOT NULL DEFAULT 0 COMMENT 'Print count',
    `prtVolume` INT NOT NULL DEFAULT 0 COMMENT 'Print volume',
    `avgMktSize` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Average market size',
    `avgMktWidth` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Average market width',
    `bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid price (close - 1min)',
    `askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask price (close - 1min)',
    `srClsPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR close mark (close - 1min)',
    `closePrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'official exchange closing mark (last print;then official close)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`skey_tk`,`skey_at`,`skey_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpreadCloseMark records are created immediately after the market close (clsMarkState=SRClose), when exchanges publish official marks (clsMarkState=ExchClose), and again during top of day rotation (clsMarkState=Final).  These records contain closing quotes and prices as well as markup details for all exchange spreads\nSpreadCloseMark records are published to the SpiderRock elastic cluster when clsMarkState=Final\nBaseObj:Spread';

SELECT TABLE EXAMPLE QUERY

SELECT
    `skey_at`,
    `skey_ts`,
    `skey_tk`,
    `clsMarkState`,
    `opnPrc`,
    `minPrc`,
    `maxPrc`,
    `prtCount`,
    `prtVolume`,
    `avgMktSize`,
    `avgMktWidth`,
    `bidPrc`,
    `askPrc`,
    `srClsPrc`,
    `closePrc`,
    `timestamp`
FROM `SRSpread`.`MsgSpreadCloseMark`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `skey_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `skey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `skey_tk` = 'Example_skey_tk';

Doc Columns Query

SELECT * FROM SRSpread.doccolumns WHERE TABLE_NAME='SpreadCloseMark' ORDER BY ordinal_position ASC;