SpdrRiskControl

V8 Message Definiton

SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	SystemData
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	ANYANY default if a more precise ticker control does not exist
ticker_ts	enum - TickerSrc	PRI	'None'	ANYANY default if a more precise ticker control does not exist
ticker_tk	VARCHAR(12)	PRI	''	ANYANY default if a more precise ticker control does not exist
riskControlKey	VARCHAR(16)	PRI	''	must be an SRClientAccnt if riskControlLevelAccnt must be an SRUser if riskControlLevelUser ignored if riskControlLevelClientFirm
riskControlLevel	enum - RiskControlLevel	PRI	'None'
riskFirm	VARCHAR(16)	PRI	''
isTestAccnt	enum - YesNo	PRI	'None'	if Yes this control applies only to risk from test accnts
stkEnabled	enum - MarState		'None'
futEnabled	enum - MarState		'None'
optEnabled	enum - MarState		'None'
marginLimitDay	FLOAT		0	maximum net per symbolday day portfolio day trades only margin can include external sources
openExposureLimit	FLOAT		0	maximum abs open child order Delta no netting open child orders only
maxDayDDeltaLn	FLOAT		0	open long Delta per trading session
maxDayDDeltaSh	FLOAT		0	open short Delta per trading session
maxDayDDeltaAbs	FLOAT		0	absolute Delta ddBot ddSld position per trading session
maxDayWtVegaLn	FLOAT		0	open long WtVega per trading session
maxDayWtVegaSh	FLOAT		0	open short WtVega per trading session
maxDayWtVegaAbs	FLOAT		0	open absolute WtVega WtVeBot WtVeSld per trading session
maxDayNValueLn	FLOAT		0	open long notional value per trading session
maxDayNValueSh	FLOAT		0	open short notional value per trading session
maxDayNValueAbs	FLOAT		0	absolute notional value NValueBot NValueSld per trading session
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
riskControlKey	4
riskControlLevel	5
riskFirm	6
isTestAccnt	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgSRRiskControl` (
    `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 '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
    `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' COMMENT '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
    `riskControlKey` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'must be an SRClientAccnt if riskControlLevel=Accnt; must be an SRUser if riskControlLevel=User; ignored if riskControlLevel=ClientFirm',
    `riskControlLevel` ENUM('None','ClientFirm','Accnt','User') NOT NULL DEFAULT 'None',
    `riskFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `isTestAccnt` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this control applies only to risk from test accnts',
    `stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `marginLimitDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)',
    `openExposureLimit` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum abs open child order $Delta (no netting) (open child orders only)',
    `maxDayDDeltaLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long $Delta per trading session',
    `maxDayDDeltaSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short $Delta per trading session',
    `maxDayDDeltaAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'absolute $Delta, |ddBot| + |ddSld| position per trading session',
    `maxDayWtVegaLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long WtVega per trading session',
    `maxDayWtVegaSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short WtVega per trading session',
    `maxDayWtVegaAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'open absolute WtVega, |WtVeBot| + |WtVeSld| per trading session',
    `maxDayNValueLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long notional value per trading session',
    `maxDayNValueSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short notional value per trading session',
    `maxDayNValueAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'absolute notional value, |NValueBot| + |NValueSld| per trading session',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`riskControlKey`,`riskControlLevel`,`riskFirm`,`isTestAccnt`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines.  These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `riskControlKey`,
    `riskControlLevel`,
    `riskFirm`,
    `isTestAccnt`,
    `stkEnabled`,
    `futEnabled`,
    `optEnabled`,
    `marginLimitDay`,
    `openExposureLimit`,
    `maxDayDDeltaLn`,
    `maxDayDDeltaSh`,
    `maxDayDDeltaAbs`,
    `maxDayWtVegaLn`,
    `maxDayWtVegaSh`,
    `maxDayWtVegaAbs`,
    `maxDayNValueLn`,
    `maxDayNValueSh`,
    `maxDayNValueAbs`,
    `timestamp`
FROM `SRControl`.`MsgSRRiskControl`
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User') */ 
    `riskControlLevel` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgSRRiskControl` 
SET
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled` = 'None',
    /* Replace with a FLOAT */ 
    `marginLimitDay` = 1.23,
    /* Replace with a FLOAT */ 
    `openExposureLimit` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaLn` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaSh` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaAbs` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaLn` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaSh` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaAbs` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayNValueLn` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayNValueSh` = 1.23,
    /* Replace with a FLOAT */ 
    `maxDayNValueAbs` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User') */ 
    `riskControlLevel` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgSRRiskControl`(
    /* 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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a VARCHAR(16) */ 
    `riskControlKey`,
    /* Replace with a ENUM('None','ClientFirm','Accnt','User') */ 
    `riskControlLevel`,
    /* Replace with a VARCHAR(16) */ 
    `riskFirm`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled`,
    /* Replace with a FLOAT */ 
    `marginLimitDay`,
    /* Replace with a FLOAT */ 
    `openExposureLimit`,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaLn`,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaSh`,
    /* Replace with a FLOAT */ 
    `maxDayDDeltaAbs`,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaLn`,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaSh`,
    /* Replace with a FLOAT */ 
    `maxDayWtVegaAbs`,
    /* Replace with a FLOAT */ 
    `maxDayNValueLn`,
    /* Replace with a FLOAT */ 
    `maxDayNValueSh`,
    /* Replace with a FLOAT */ 
    `maxDayNValueAbs`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'None',
    'None',
    'Example_ticker_tk',
    'Example_riskControlKey',
    'None',
    'Example_riskFirm',
    'None',
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgSRRiskControl` 
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User') */ 
    `riskControlLevel` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

Doc Columns Query

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