NoticeResponse

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	required AuctionNoticenoticeNumber
accnt	VARCHAR(16)	PRI	''	required SR Accnt
clientFirm	VARCHAR(16)	PRI	''	optional SR ClientFirm
responseId	VARCHAR(24)	PRI	''	required client ResponseId of this response reflected back on NoticeExecReport messages
ticker_at	enum - AssetType		'None'	filled in on server underlier ticker
ticker_ts	enum - TickerSrc		'None'	filled in on server underlier ticker
ticker_tk	VARCHAR(12)		''	filled in on server underlier ticker
tradeDate	DATE		'1900-01-01'	filled in on server
stageType	enum - SpdrStageType		'None'	optional default is NoneLive can only be supplied on the initial notice response in a cancelreplace chain
respSide	enum - BuySell		'None'
respSize	INT		0
respPrice	DOUBLE		0
refUPrc	DOUBLE		0
refDe	FLOAT		0
refGa	FLOAT		0
minUBid	FLOAT		0
maxUAsk	FLOAT		0
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	optional any auction response is associated with this riskGroupID and SpdrRiskGroupControl
strategy	VARCHAR(32)		''	optional user strategy field visible on SR tools
userData1	TINYTEXT		''	optional user data field free text reflected on NoticeResponse
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
OrderLegsList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1
accnt	2
clientFirm	3
responseId	4

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
side	enum - BuySell
positionType	enum - LegPositionType

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgNoticeResponse` (
    `noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(required) AuctionNotice.noticeNumber',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(required) SR Accnt',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(optional) SR ClientFirm',
    `responseId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT '(required) client ResponseId of this response; reflected back on NoticeExecReport messages',
    `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 '(filled in on server) underlier ticker',
    `ticker_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' COMMENT '(filled in on server) underlier ticker',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '(filled in on server) underlier ticker',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT '(filled in on server)',
    `stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT '(optional) (default is None/Live) can only be supplied on the initial notice response in a cancel/replace chain',
    `respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `respSize` INT NOT NULL DEFAULT 0,
    `respPrice` DOUBLE NOT NULL DEFAULT 0,
    `refUPrc` DOUBLE NOT NULL DEFAULT 0,
    `refDe` FLOAT NOT NULL DEFAULT 0,
    `refGa` FLOAT NOT NULL DEFAULT 0,
    `minUBid` FLOAT NOT NULL DEFAULT 0,
    `maxUAsk` FLOAT NOT NULL DEFAULT 0,
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(optional) any auction response is associated with this riskGroupID (and SpdrRiskGroupControl)',
    `strategy` VARCHAR(32) NOT NULL DEFAULT '' COMMENT '(optional) user strategy field (visible on SR tools)',
    `userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT '(optional) user data field (free text) (reflected on NoticeResponse)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `OrderLegsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(OrderLegsList)),
    CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`noticeNumber`,`accnt`,`clientFirm`,`responseId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `noticeNumber`,
    `accnt`,
    `clientFirm`,
    `responseId`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tradeDate`,
    `stageType`,
    `respSide`,
    `respSize`,
    `respPrice`,
    `refUPrc`,
    `refDe`,
    `refGa`,
    `minUBid`,
    `maxUAsk`,
    `riskGroupId`,
    `strategy`,
    `userData1`,
    `timestamp`,
    `OrderLegsList`
FROM `SRTrade`.`MsgNoticeResponse`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgNoticeResponse` 
SET
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None',
    /* 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') */ 
    `ticker_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk',
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01',
    /* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */ 
    `stageType` = 'None',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None',
    /* Replace with a INT */ 
    `respSize` = 5,
    /* Replace with a DOUBLE */ 
    `respPrice` = 4.56,
    /* Replace with a DOUBLE */ 
    `refUPrc` = 4.56,
    /* Replace with a FLOAT */ 
    `refDe` = 1.23,
    /* Replace with a FLOAT */ 
    `refGa` = 1.23,
    /* Replace with a FLOAT */ 
    `minUBid` = 1.23,
    /* Replace with a FLOAT */ 
    `maxUAsk` = 1.23,
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId',
    /* Replace with a VARCHAR(32) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a TINYTEXT */ 
    `userData1` = 'dummy tiny text',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a JSON */
    `OrderLegsList` = '{"key": "value"}'
WHERE
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgNoticeResponse`(
    /* Replace with a CHAR(19) */
    `noticeNumber`,
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `responseId`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at`,
    /* 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') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a DATE */
    `tradeDate`,
    /* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */ 
    `stageType`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide`,
    /* Replace with a INT */ 
    `respSize`,
    /* Replace with a DOUBLE */ 
    `respPrice`,
    /* Replace with a DOUBLE */ 
    `refUPrc`,
    /* Replace with a FLOAT */ 
    `refDe`,
    /* Replace with a FLOAT */ 
    `refGa`,
    /* Replace with a FLOAT */ 
    `minUBid`,
    /* Replace with a FLOAT */ 
    `maxUAsk`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a VARCHAR(32) */ 
    `strategy`,
    /* Replace with a TINYTEXT */ 
    `userData1`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `OrderLegsList`
) 
VALUES(
    'Example_noticeNumber',
    'Example_accnt',
    'Example_clientFirm',
    'Example_responseId',
    'None',
    'None',
    'Example_ticker_tk',
    '2022-01-01',
    'None',
    'None',
    5,
    4.56,
    4.56,
    1.23,
    1.23,
    1.23,
    1.23,
    'Example_riskGroupId',
    'Example_strategy',
    'dummy tiny text',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgNoticeResponse` 
WHERE
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='NoticeResponse' ORDER BY ordinal_position ASC;