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Version: Upcoming

SpreadExchDefinition

V8 Message Definiton

METADATA

AttributeValue
Topic4335-product-definition
MLink TokenSpreadDefinition
ProductSRSpread
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
exchenum - OptExchPRI'None'
exchSprIDVARCHAR(30)PRI''unique exchange spread id
flipSideenum - YesNo'None'if the leg sides have been flipped
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
LegsListJSON'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
exch1
exchSprID2

JSON Block (LegsList)

FieldTypeComment
legSecKeyenum - legSecKey
legSecTypeenum - SpdrKeyType
legSideenum - BuySell
legRatioenum - legRatioleg ratio 1 2 etc
refDeltaenum - refDelta
refPrcenum - refPrc

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRSpread`.`MsgSpreadExchDefinition` (
`exch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE','SRC') NOT NULL DEFAULT 'None',
`exchSprID` VARCHAR(30) NOT NULL DEFAULT '' COMMENT 'unique exchange spread id',
`flipSide` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if the leg sides have been flipped',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`LegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(LegsList)),
PRIMARY KEY USING HASH (`exch`,`exchSprID`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`exch`,
`exchSprID`,
`flipSide`,
`timestamp`,
`LegsList`
FROM `SRSpread`.`MsgSpreadExchDefinition`
WHERE
/* Replace with a ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','SPHR','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE','SRC') */
`exch` = 'None'
AND
/* Replace with a VARCHAR(30) */
`exchSprID` = 'Example_exchSprID';

Doc Columns Query

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