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Version: Upcoming

SRAutoHedgeControl

V8 Message Definiton

SpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.\nBridgeFromV7:SpdrRiskGroupControl

METADATA​

AttributeValue
Topic5290-strategy-autohedge
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition​

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''
riskGroupIdCHAR(19)PRI'0000-0000-0000-0000'riskGroupId 0 means hedgeScope Accnt
hedgeSecKey_atenum - AssetTypePRI'None'Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_tsenum - TickerSrcPRI'None'Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_tkVARCHAR(12)PRI''Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_yrSMALLINT UNSIGNEDPRI2000Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_mnTINYINT UNSIGNEDPRI0Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_dyTINYINT UNSIGNEDPRI0Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecTypeenum - SpdrKeyTypePRI'None'Execution Hedge SecType Stock or Future
clientFirmVARCHAR(16)PRI''
altOrderIdVARCHAR(24)''alternate order ID usually clOrdId from client
altAccntVARCHAR(32)''alternate client assigned long account string optional used to map between client and SR account strings
altUserNameVARCHAR(24)''alternate client assigned user name optional used to map between client and SR account strings
srcRoutingCodeVARCHAR(65)''inbound FIX routing code or SRSEtool server appID if any
execBrkrCodeVARCHAR(16)''optional override the default execBrkrCode for this order
externExDestVARCHAR(16)''routing code for orders directed to an external order router default null should match FixRoutingTabledestination in SR accnt config
externParamsTINYTEXT''external algo namesparameters usually just an algo name
strategyVARCHAR(36)''clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports
userNameVARCHAR(24)''name of the user entering the order
autoHedgeenum - AutoHedge'None'autohedge algorithm used for restoring tickets
hedgeTargetenum - HedgeTarget'None'
minHedgeDDeltaFLOAT0do not generate autohedge orders if total group Delta is between minHedgeDDelta and maxHedgeDDelta eg100000 100000
maxHedgeDDeltaFLOAT0
orderSizeINT0initial and maximum size of a hedge parent buy or sell order note actual working size will be controlled by the autohedge server based on filled deltas but working size cannot exceed orderSize
ssaleFlagenum - ShortSaleFlag'None'
positionTypeenum - PositionType'None'
maxExposureSizeINT0maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchangesTINYINT UNSIGNED0number of exchanges 1 4 on which to publish public making orders Effective number might be less than requested number if sufficient exchanges are not available
publicSizeenum - PublicSizeHandling'None'public order size handling Noneuse default size handling usually limits public size to typical market size Randomizerandomize public size FullSizeexpose entire order size where possible
canOverlapCxlReplenum - YesNo'None'can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
progressRuleenum - ProgressRule'None'Immediate all size immediately available TWAP size released in time intervalsVWAP size released in volume intervalsTwapForce size released in intervalsexecution forced at the end of interval
progressSliceCntTINYINT UNSIGNED0number of twap slices to use default 4 or 8 max 20
progressExposeTimeINT0minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
vwapParticipationFLOAT0target vwap participation rate target of trade activity
minMktOnClosePctTINYINT UNSIGNED0Minimum pct 0 100 of order reserved for the onclose auction
maxMakeExchFeeFLOAT0maximum making exchange fee in point value zero no limit use nonzero number for limit to apply
maxTakeExchFeeFLOAT0maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply
incTakeExchFeeenum - IncExchFee'None'include exchange fee in probability
incMakeExchFeeenum - IncExchFee'None'include exchange fee in probability
makeExchRuleenum - MakeExchRule'None'ActiveMaker exchange preference rule MaxPart will pick exchanges to maximize participation FeeOrder will pick exchanges to minimize fees maximize rebates ImprvOnly will only make when improving NBBO
maxChildOrdersINT0maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
exchMaskINT UNSIGNED0eligible exchanges 0 all
marketSessionenum - MarketSession'None'
startDttmDATETIME(6)'1900-01-01 00:00:00.000000'optional parent order start time
orderDurationINT0optional number of seconds
activeDurationINT0optional number of seconds
goodTillDttmDATETIME(6)'1900-01-01 00:00:00.000000'optional default 20990101
parentOrderHandlingenum - ParentOrderHandling'None'
parentBalanceHandlingenum - ParentBalanceHandling'None'
orderLimitTypeenum - SpdrLimitType'None'
takeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Probability BESTLimitPrice ProbLimit
makeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Probability BESTLimitPrice ProbLimit
orderPrcLimitDOUBLE0Applies if LimitType Prc
orderPrcOffsetDOUBLE0default0
stateModelenum - StateModel'None'
takeAlphaTypeenum - AlphaType'None'Applies if takeLimitClass Probability
makeAlphaTypeenum - AlphaType'None'Applies if makeLimitClass Probability
takeAlphaFactorFLOAT022 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if AlphaType Relative
makeAlphaFactorFLOAT022 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if AlphaType Relative
takeProbabilityFLOAT0takeProbLimit takeProbability if AlphaType Static
makeProbabilityFLOAT0makeProbLimit makeProbability if AlphaType Static
timestampDATETIME(6)'1900-01-01 00:00:00.000000'record timestamp

PRIMARY KEY DEFINITION (Unique)​

FieldSequence
accnt1
riskGroupId2
hedgeSecKey_tk3
hedgeSecKey_yr4
hedgeSecKey_mn5
hedgeSecKey_dy6
hedgeSecKey_at7
hedgeSecKey_ts8
hedgeSecType9
clientFirm10

CREATE TABLE EXAMPLE QUERY​

CREATE TABLE `SRTrade`.`MsgSRAutoHedgeControl` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId = 0 means hedgeScope = Accnt',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_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 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 2000 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Execution Hedge SecType (Stock or Future)',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
    `altAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]',
    `altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional) [used to map between client and SR account strings]',
    `srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code or SRSE/tool server appID (if any)',
    `execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(optional) override the default execBrkrCode for this order',
    `externExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)',
    `externParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name)',
    `strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'client-supplied strategy string;visible on SpiderRock GUI tools and other order reports.',
    `userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'name of the user entering the order',
    `autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge algorithm (used for restoring tickets)',
    `hedgeTarget` ENUM('None','HedgeToZero','HedgeToBand') NOT NULL DEFAULT 'None',
    `minHedgeDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'do not generate autohedge orders if total group $Delta is between [minHedgeDDelta and maxHedgeDDelta] (eg.[-$100,000, +$100,000])',
    `maxHedgeDDelta` FLOAT NOT NULL DEFAULT 0,
    `orderSize` INT NOT NULL DEFAULT 0 COMMENT 'initial (and maximum) size of a hedge parent buy or sell order.  note: actual working size will be controlled by the autohedge server based on filled deltas but working size cannot exceed orderSize',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
    `maxExposureSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]',
    `numMakeExchanges` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of exchanges (1 - 4) on which to publish public making orders.  Effective number might be less than requested number if sufficient exchanges are not available.',
    `publicSize` ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') NOT NULL DEFAULT 'None' COMMENT 'public order size handling: None=use default size handling (usually limits public size to ''typical'' market size); Randomize=randomize public size; FullSize=expose entire order size where possible',
    `canOverlapCxlRepl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)',
    `progressRule` ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') NOT NULL DEFAULT 'None' COMMENT 'Immediate = all size immediately available; TWAP = size released in time intervals;VWAP = size released in volume intervals;TwapForce = size released in intervals/execution forced at the end of interval',
    `progressSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of twap slices to use (default = 4 or 8) [max 20]',
    `progressExposeTime` INT NOT NULL DEFAULT 0 COMMENT 'minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)',
    `vwapParticipation` FLOAT NOT NULL DEFAULT 0 COMMENT 'target vwap participation rate (target % of trade activity)',
    `minMktOnClosePct` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Minimum pct [0 - 100] of order reserved for the on-close auction',
    `maxMakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
    `maxTakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
    `incTakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability',
    `incMakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability',
    `makeExchRule` ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') NOT NULL DEFAULT 'None' COMMENT 'ActiveMaker exchange preference rule: ''MaxPart'' will pick exchanges to maximize participation; ''FeeOrder'' will pick exchanges to minimize fees [maximize rebates]; ''ImprvOnly'' will only make when improving NBBO.',
    `maxChildOrders` INT NOT NULL DEFAULT 0 COMMENT 'maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]',
    `exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all)',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None',
    `startDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (parent order start time)',
    `orderDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
    `activeDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
    `goodTillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2099-01-01)',
    `parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') NOT NULL DEFAULT 'None',
    `parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'None',
    `orderLimitType` ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') NOT NULL DEFAULT 'None',
    `takeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `orderPrcLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Prc[]',
    `orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
    `stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
    `takeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if takeLimitClass = Probability',
    `makeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if makeLimitClass = Probability',
    `takeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative]',
    `makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]',
    `takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if AlphaType = Static]',
    `makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if AlphaType = Static]',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'record timestamp',
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`accnt`,`riskGroupId`,`hedgeSecKey_tk`,`hedgeSecKey_yr`,`hedgeSecKey_mn`,`hedgeSecKey_dy`,`hedgeSecKey_at`,`hedgeSecKey_ts`,`hedgeSecType`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrAutoHedgeControl contains autohedge / risk group control details.  Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.\nBridgeFromV7:SpdrRiskGroupControl';

SELECT TABLE EXAMPLE QUERY​

SELECT
    `accnt`,
    `riskGroupId`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `clientFirm`,
    `altOrderId`,
    `altAccnt`,
    `altUserName`,
    `srcRoutingCode`,
    `execBrkrCode`,
    `externExDest`,
    `externParams`,
    `strategy`,
    `userName`,
    `autoHedge`,
    `hedgeTarget`,
    `minHedgeDDelta`,
    `maxHedgeDDelta`,
    `orderSize`,
    `ssaleFlag`,
    `positionType`,
    `maxExposureSize`,
    `numMakeExchanges`,
    `publicSize`,
    `canOverlapCxlRepl`,
    `progressRule`,
    `progressSliceCnt`,
    `progressExposeTime`,
    `vwapParticipation`,
    `minMktOnClosePct`,
    `maxMakeExchFee`,
    `maxTakeExchFee`,
    `incTakeExchFee`,
    `incMakeExchFee`,
    `makeExchRule`,
    `maxChildOrders`,
    `exchMask`,
    `marketSession`,
    `startDttm`,
    `orderDuration`,
    `activeDuration`,
    `goodTillDttm`,
    `parentOrderHandling`,
    `parentBalanceHandling`,
    `orderLimitType`,
    `takeLimitClass`,
    `makeLimitClass`,
    `orderPrcLimit`,
    `orderPrcOffset`,
    `stateModel`,
    `takeAlphaType`,
    `makeAlphaType`,
    `takeAlphaFactor`,
    `makeAlphaFactor`,
    `takeProbability`,
    `makeProbability`,
    `timestamp`
FROM `SRTrade`.`MsgSRAutoHedgeControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY​

UPDATE `SRTrade`.`MsgSRAutoHedgeControl` 
SET
    /* Replace with a VARCHAR(24) */ 
    `altOrderId` = 'Example_altOrderId',
    /* Replace with a VARCHAR(32) */ 
    `altAccnt` = 'Example_altAccnt',
    /* Replace with a VARCHAR(24) */ 
    `altUserName` = 'Example_altUserName',
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode',
    /* Replace with a VARCHAR(16) */
    `execBrkrCode` = 'Example_execBrkrCode',
    /* Replace with a VARCHAR(16) */ 
    `externExDest` = 'Example_externExDest',
    /* Replace with a TINYTEXT */ 
    `externParams` = 'dummy tiny text',
    /* Replace with a VARCHAR(36) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName',
    /* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */ 
    `autoHedge` = 'None',
    /* Replace with a ENUM('None','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget` = 'None',
    /* Replace with a FLOAT */ 
    `minHedgeDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta` = 1.23,
    /* Replace with a INT */ 
    `orderSize` = 5,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag` = 'None',
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType` = 'None',
    /* Replace with a INT */ 
    `maxExposureSize` = 5,
    /* Replace with a TINYINT UNSIGNED */ 
    `numMakeExchanges` = 1,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canOverlapCxlRepl` = 'None',
    /* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') */ 
    `progressRule` = 'None',
    /* Replace with a TINYINT UNSIGNED */ 
    `progressSliceCnt` = 1,
    /* Replace with a INT */ 
    `progressExposeTime` = 5,
    /* Replace with a FLOAT */ 
    `vwapParticipation` = 1.23,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct` = 1,
    /* Replace with a FLOAT */ 
    `maxMakeExchFee` = 1.23,
    /* Replace with a FLOAT */ 
    `maxTakeExchFee` = 1.23,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incTakeExchFee` = 'None',
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incMakeExchFee` = 'None',
    /* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */ 
    `makeExchRule` = 'None',
    /* Replace with a INT */ 
    `maxChildOrders` = 5,
    /* Replace with a INT UNSIGNED */ 
    `exchMask` = 0,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */ 
    `marketSession` = 'None',
    /* Replace with a DATETIME(6) */
    `startDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a INT */ 
    `orderDuration` = 5,
    /* Replace with a INT */ 
    `activeDuration` = 5,
    /* Replace with a DATETIME(6) */
    `goodTillDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */ 
    `parentOrderHandling` = 'None',
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */ 
    `parentBalanceHandling` = 'None',
    /* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */ 
    `orderLimitType` = 'None',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `takeLimitClass` = 'Simple',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `makeLimitClass` = 'Simple',
    /* Replace with a DOUBLE */ 
    `orderPrcLimit` = 4.56,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset` = 4.56,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `takeAlphaType` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `makeAlphaType` = 'None',
    /* Replace with a FLOAT */ 
    `takeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `makeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `takeProbability` = 1.23,
    /* Replace with a FLOAT */ 
    `makeProbability` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY​

INSERT INTO `SRTrade`.`MsgSRAutoHedgeControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts`,
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy`,
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `altOrderId`,
    /* Replace with a VARCHAR(32) */ 
    `altAccnt`,
    /* Replace with a VARCHAR(24) */ 
    `altUserName`,
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode`,
    /* Replace with a VARCHAR(16) */
    `execBrkrCode`,
    /* Replace with a VARCHAR(16) */ 
    `externExDest`,
    /* Replace with a TINYTEXT */ 
    `externParams`,
    /* Replace with a VARCHAR(36) */ 
    `strategy`,
    /* Replace with a VARCHAR(24) */ 
    `userName`,
    /* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */ 
    `autoHedge`,
    /* Replace with a ENUM('None','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget`,
    /* Replace with a FLOAT */ 
    `minHedgeDDelta`,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta`,
    /* Replace with a INT */ 
    `orderSize`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType`,
    /* Replace with a INT */ 
    `maxExposureSize`,
    /* Replace with a TINYINT UNSIGNED */ 
    `numMakeExchanges`,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `canOverlapCxlRepl`,
    /* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') */ 
    `progressRule`,
    /* Replace with a TINYINT UNSIGNED */ 
    `progressSliceCnt`,
    /* Replace with a INT */ 
    `progressExposeTime`,
    /* Replace with a FLOAT */ 
    `vwapParticipation`,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct`,
    /* Replace with a FLOAT */ 
    `maxMakeExchFee`,
    /* Replace with a FLOAT */ 
    `maxTakeExchFee`,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incTakeExchFee`,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incMakeExchFee`,
    /* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */ 
    `makeExchRule`,
    /* Replace with a INT */ 
    `maxChildOrders`,
    /* Replace with a INT UNSIGNED */ 
    `exchMask`,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */ 
    `marketSession`,
    /* Replace with a DATETIME(6) */
    `startDttm`,
    /* Replace with a INT */ 
    `orderDuration`,
    /* Replace with a INT */ 
    `activeDuration`,
    /* Replace with a DATETIME(6) */
    `goodTillDttm`,
    /* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */ 
    `parentOrderHandling`,
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */ 
    `parentBalanceHandling`,
    /* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */ 
    `orderLimitType`,
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `takeLimitClass`,
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `makeLimitClass`,
    /* Replace with a DOUBLE */ 
    `orderPrcLimit`,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset`,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel`,
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `takeAlphaType`,
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `makeAlphaType`,
    /* Replace with a FLOAT */ 
    `takeAlphaFactor`,
    /* Replace with a FLOAT */ 
    `makeAlphaFactor`,
    /* Replace with a FLOAT */ 
    `takeProbability`,
    /* Replace with a FLOAT */ 
    `makeProbability`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_riskGroupId',
    'None',
    'None',
    'Example_hedgeSecKey_tk',
    123,
    1,
    1,
    'None',
    'Example_clientFirm',
    'Example_altOrderId',
    'Example_altAccnt',
    'Example_altUserName',
    'Example_srcRoutingCode',
    'Example_execBrkrCode',
    'Example_externExDest',
    'dummy tiny text',
    'Example_strategy',
    'Example_userName',
    'None',
    'None',
    1.23,
    1.23,
    5,
    'None',
    'None',
    5,
    1,
    'None',
    'None',
    'None',
    1,
    5,
    1.23,
    1,
    1.23,
    1.23,
    'None',
    'None',
    'None',
    5,
    0,
    'None',
    '2022-01-01 12:34:56.000000',
    5,
    5,
    '2022-01-01 12:34:56.000000',
    'None',
    'None',
    'None',
    'Simple',
    'Simple',
    4.56,
    4.56,
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY​

DELETE FROM `SRTrade`.`MsgSRAutoHedgeControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query​

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