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Version: 8.4.08.4

GlobalRiskControl

V8 Message Definiton

GlobalRiskControl records are used to establish ticker specific order size risk control limits

METADATA

AttributeValue
Topic4535-risk-control
MLink TokenSystemData
ProductSRControl
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
stkEnabledenum - MarState'None'Enabled or not for equities Nonedisabled
futEnabledenum - MarState'None'Enabled or not for futures Nonedisabled
optEnabledenum - MarState'None'Enabled or not for options Nonedisabled
orderMaxMarginFLOAT0Maximum abs margin per parent order SR variation margin
orderMaxStkQtyINT0Number of equity shares that can be bought or sold by a single parent order
orderMaxFutQtyINT0Number of futures contracts that can be bought or sold by a single parent order
orderMaxOptQtyINT0Number of option contracts that can be bought or sold by a single parent order
orderMaxStkDDeltaFLOAT0Maximum abs mny per stock parent order ddelta 001 shares pointValue midPrc
orderMaxFutDDeltaFLOAT0Maximum abs mny per future parent order ddelta 001 contracts pointValue midPrc
orderMaxOptDDeltaFLOAT0Maximum abs mny per option parent order ddelta 001 contracts pointValue ABSde uMidPrc
stkCollarPctFLOAT0Maximum user limit vs bidask price control percentage in decimals
futCollarPctFLOAT0Maximum user limit vs bidask price control percentage in decimals
optCollarPctFLOAT0Maximum user limit vs bidask price control percentage in decimals
modifiedByVARCHAR(24)''User that last modified this record
modifiedInenum - SysEnvironment'None'Environment this record was last updated in
timestampDATETIME(6)'1900-01-01 00:00:00.000000'Timestamp of this record

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgGlobalRiskControl` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for equities (None=disabled)',
`futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for futures (None=disabled)',
`optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for options (None=disabled)',
`orderMaxMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) margin per parent order (SR variation margin)',
`orderMaxStkQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of equity shares that can be bought or sold by a single parent order',
`orderMaxFutQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of futures contracts that can be bought or sold by a single parent order',
`orderMaxOptQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of option contracts that can be bought or sold by a single parent order',
`orderMaxStkDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc',
`orderMaxFutDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc',
`orderMaxOptDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc',
`stkCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`futCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`optCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'User that last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'Environment this record was last updated in',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Timestamp of this record',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='GlobalRiskControl records are used to establish ticker specific order size risk control limits';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`stkEnabled`,
`futEnabled`,
`optEnabled`,
`orderMaxMargin`,
`orderMaxStkQty`,
`orderMaxFutQty`,
`orderMaxOptQty`,
`orderMaxStkDDelta`,
`orderMaxFutDDelta`,
`orderMaxOptDDelta`,
`stkCollarPct`,
`futCollarPct`,
`optCollarPct`,
`timestamp`
FROM `SRControl`.`MsgGlobalRiskControl`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='GlobalRiskControl' ORDER BY ordinal_position ASC;