Version: 8.4.08.4

FutureRiskSummaryV5

FutureRiskSummary records contain live future level risk aggregation of OptionPositionRecord and FuturePositionRecord details.\nRecords are published if/when positions change and about once per minute otherwise.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
Product	SRRisk
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
accnt	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
riskSession	enum - RiskSession	PRI	'Regular'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
ticker_at	enum - AssetType		'None'	Ticker that this future is associated with
ticker_ts	enum - TickerSrc		'None'	Ticker that this future is associated with
ticker_tk	VARCHAR(12)		''	Ticker that this future is associated with
uPrc	DOUBLE		0	current live underlier price can be from risk server tool server or srse server
uMark	DOUBLE		0	current underlier price as of risk server record publish freezes at 4pm EST
uOpnMark	DOUBLE		0	startofday SR underlier mark rotated from prior day record
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
lnDDelta	DOUBLE		0	long net position delta value today SR marks
shDDelta	DOUBLE		0	short net position delta value today SR marks
futMktValueMid	DOUBLE		0	future position market value today SR mid marks
optMktValueMid	DOUBLE		0	option position market value SR mid marks sumopCurPosM oproptVolMark
optMktValueVol	DOUBLE		0	option position market value SR vol marks sumopCurPosM oproptMidMark
fcAbsCurPos	INT		0	abs number of future contracts position fillssumabsfprcnCurPos
fcAbsOpnClr	INT		0	abs number of start of period future contracts CLR viewsumabsfprcnOpnClr
fcAbsOpnPrv	INT		0	abs number of start of period future contracts SR viewsumabsfprcnOpnPrv
fcAbsOpnPos	INT		0	abs number of start of period future contracts effectivesumabsfprcnOpnPos
fcAbsOpnBrk	INT		0	abs number of future contract start of period breaks CLR PRVsumabsfprcnOpnClr fprcnOpnPrv
fcNetCurPos	INT		0	net future contract positionsumfprcnOpnClr fprcnBot fprcnSld
fcBot	INT		0	number of futures contracts bot todaysumfrrcnBot
fcSld	INT		0	number of futures contracts sld todaysumfrrcnSld
fcBotHdg	INT		0	number of contracts bot today from hedging spdrSourceHedgeTool
fcSldHdg	INT		0	number of contracts sld today from hedging spdrSourceHedgeTool
fcBotTrh	INT		0	number of contracts bot today from hedging spdrSourceTradeHedge
fcSldTrh	INT		0	number of contracts sld today from hedging spdrSourceTradeHedge
fcBotOpn	INT		0	number of contracts bot today from hedging spdrSourceOpenHedge
fcSldOpn	INT		0	number of contracts sld today from hedging spdrSourceOpenHedge
fcBotTrd	INT		0	number of contracts bot today from a trade hedging source AutoHedge or Trades loop
fcSldTrd	INT		0	number of contracts sld today from a trade hedging source AutoHedge or Trades loop
fcMnyBot	DOUBLE		0	futures money bot today
fcMnySld	DOUBLE		0	futures money sld today
maxFutDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	DateTime of most recent SpdrFuturenExecution if any
fcPnlMid	FLOAT		0	Futures Open Pnl SR marks sumfprcnOpnClr fprunitsPerCn fprfutMark fprfutOpnMidMark
fcPnlClr	FLOAT		0	Futures Open Pnl CLR marks sumfprcnOpnClr fprunitsPerCn fprfutMark fprfutOpnClrMark
fcPnlDay	FLOAT		0	Futures Day PnlsumfprdayPnl
opCnAbsCurPos	INT		0	abs number of option contracts position fillssumabsoprcnCurPos
opCnAbsOpnClr	INT		0	abs number of start of period option contracts CLR view sumabsoprcnOpnClr
opCnAbsOpnPrv	INT		0	abs number of start of period option contracts SR view sumabsoprcnOpnPrv
opCnAbsOpnPos	INT		0	abs number of start of period option contracts sumabsoprcnOpnPos
opCnAbsOpnBrk	INT		0	abs number of option contract start of period breaks CLR PRVsumabsoprcnOpnClr oprcnOpnPrv
opCnPosCall	INT		0	net number of call contractssumoprcnOpnClr oprcnBot oprcnSld if call
opCnPosPut	INT		0	net number of call contractssumoprcnOpnClr oprcnBot oprcnSld if put
opCnAbsPair	INT		0	abs number of option contracts with CP reversals removed sumabsoprcnOpnClr oprcnBot oprcnSld absoprcnNetPos
opCnAbsAtmEquiv	FLOAT		0	abs atm equivalent contracts sumabsoprcnOpnPos oprcnBot oprcnSld oprve opratmVega
opCnBot	INT		0	number of option contracts bot todaysumoprcnBot
opCnSld	INT		0	number of option contracts sld todaysumoprcnSld
opMnyBot	DOUBLE		0	option money bot
opMnySld	DOUBLE		0	option money sld
opPremBot	FLOAT		0	option premium bot todaysummax0 oproptVolMark oprloBound oprpointValue oprcnBot
opPremSld	FLOAT		0	option premium sld todaysummax0 oproptVolMark oprloBound oprpointValue oprcnSld
maxOptDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	DateTime of most recent SpdrOptionExecution if any
opPnlVol	DOUBLE		0	Option Open Pnl SR vol marks sumopropnPnlVolMark
opPnlMid	DOUBLE		0	Option Open Pnl SR mid marks sumopropnPnlMidMark
opPnlClr	DOUBLE		0	Option Open Pnl CLR marks sumopropnPnlClrMark
opPnlBrk	FLOAT		0	Option Mark Break catchup Pnl SR vol marks to CLR markssumoprcnOpnClr oprpointValue oproptVolMark oproptClrMark
opPnlDay	FLOAT		0	Option Day PnlsumoprdayPnl
opDnPnlDay	FLOAT		0	Option DN Day Pnl delta neutralsumoprdnDayPnl
opDayVega	FLOAT		0	option vega traded today
opDayWVega	FLOAT		0	option vol weighted vega traded today
opDayTVega	FLOAT		0	option time weighted vega traded today
opDayWtVega	FLOAT		0	option vol time weighted vega traded today
opDayTheta	FLOAT		0	Option Day Thetasumoprth oprcnBot oprcnSld oprpointValue
opDayDelta	FLOAT		0	Option Day Deltasumoprde oprcnBot oprcnSld oprunderliersPerCn
opTrdDelta	FLOAT		0	Option Trade Delta delta fixed at time of tradesumoprtrdDelta
opnDelta	FLOAT		0
contHedgePnl	FLOAT		0	Estimated continuous hedging pnl open positions only 1 minute intervals
contHedgePnl1	FLOAT		0	Estimated continuous hedging pnl open positions only 10 minute intervals
opEdgeOpened	FLOAT		0	Option Edge Opened new risksumopredgeOpened
opEdgeClosed	FLOAT		0	Option Edge Closed new risksumopredgeClosed
pnlDn	FLOAT		0	Option Pnl Attr delta neutral pnl sumvolPnl shClrM dUPrc oprdePr
pnlDe	FLOAT		0	Option Pnl Attr delta pnlsumshClrM dUPrc oprdePr
pnlSl	FLOAT		0	Option Pnl Attr slope pnlsumshClrM dUPrc oprvePr oprslPr
pnlGa	FLOAT		0	Option Pnl Attr gamma pnlsumshClrM 05 dUPrc dUPrc oprga oprgaPr2
pnlTh	FLOAT		0	Option Pnl Attr theta pnlsumshClrM dTime oprthPr
pnlVe	FLOAT		0	Option Pnl Attr vega pnlsumshClrM 100 dVol oprvePr
pnlVo	FLOAT		0	Option Pnl Attr volga pnlsumshClrM 05 100 100 dVol dVol oprvoPr
pnlVa	FLOAT		0	Option Pnl Attr vanna pnlsumshClrM 100 dVol dUPrc oprvaPr
pnlErr	FLOAT		0	Option Pnl Attr error unexplained pnlsumshClrM volPnl pnlDe pnlGa pnlTh pnlVe
pnlRate	FLOAT		0	Option Pnl Attr rate pnlsumshClrM 100 dRate oprrhPr
pnlSDiv	FLOAT		0	Option Pnl Attr sdiv pnlsumshClrM 100 dSDiv oprphPr
pnlDDiv	FLOAT		0	Option Pnl Attr ddiv pnlsumshClrM 100 oprddiv oprddivPr opruPrc oprphPr
pnlTe	FLOAT		0	Option Pnl Attr theo edge pnlsumshClrM oprtOpx oproptVolMark oprtOpxPr oproptOpnVolMark
pctIvChange	FLOAT		0	Option Avg IVol Change NumeratorsumabsshClrM oprve logopriVolopriVolPr
pctIvVega	FLOAT		0	Option Avg IVol Change DenominatorsumabsshClrM oprve
pctTvChange	FLOAT		0	Option Avg TVol Change NumeratorsumabsshClrM oprve logoprtVoloprtVolPr
pctTvVega	FLOAT		0	Option Avg TVol Change DenominatorsumabsshClrM oprve
futWidthMny	FLOAT		0	Future Market Width Valuesum05 absfcCurPosM fprfutAsk fprfutBid
optWidthMny	FLOAT		0	Option Market Width Valuesum05 absshCurPosM oproptAsk oproptBid
dayDDelta	FLOAT		0	Day Delta bot or sldall sources today
delta	FLOAT		0	Aggregate Position DeltasumshCurPos sumfcCurPosM sumshCurPosM oprde sumotherdelta
ddelta	FLOAT		0	Aggregate Position Delta Delta DDMult
deDecay	FLOAT		0	Aggregate Position DeltaDecaysumshCurPosM oprdeDecay sumotherdeDecay
ddDecay	FLOAT		0	Aggregate Position DeltaDecay DeltaDecay DDMult change in delta when one trading day 102520 is taken out of option pricing
gamma	FLOAT		0	Aggregate Position GammasumshCurPosM oprga sumothergamma
dGamma	FLOAT		0	Aggregate Position Gamma
theta	FLOAT		0	Aggregate Position ThetasumshCurPosM oprth sumothertheta
rho	FLOAT		0	Aggregate Position RhosumshCurPosM oprrh sumotherrho
vega	FLOAT		0	Aggregate Position VegasumshCurPosM oprve sumothervega
tVega	FLOAT		0	Aggregate Position Time Weight VegasumshCurPosM oprve sqrtmax01 opryears 4
wVega	FLOAT		0	Aggregate Position Vol Weighted VegasumshCurPosM opriVol oprve
wtVega	FLOAT		0	Aggregate Position Vol Time Weighted VegasumshCurPosM opriVol oprve sqrtmax01 opryears 4
ivolVe	FLOAT		0	Aggregate Position Avg Vol Numerator vega weighted avg ivolVe avegasumabsshCurPosM opriVol oprve
volga	FLOAT		0	Aggregate Position VolgasumshCurPosM oprvo sumothervolga
vanna	FLOAT		0	Aggregate Position VannasumshCurPosM oprva sumothervanna
slope	FLOAT		0	Aggregate Position VegaDelta uPrcVol correlation factorsumshCurPosM oprsl oprve sumotherslope
avega	FLOAT		0	Aggregate Postion Abs VegasumabsshCurPosM oprve
atheta	FLOAT		0	Aggregate Postion Abs Theta sumabsshCurPosM oprth
hedgeGamma	FLOAT		0	Aggregate Postion Hedge Gamma either iVol or tVol basedcan go binarysumshCurPos oprhedgeGa
hedgeDGamma	FLOAT		0	Aggregate Postion Hedge Gamma
premOvPar	FLOAT		0	Aggregate Position Premium Over ParitysumshCurPosM max0 oproptVolMark oprloBound
wtVeDd	FLOAT		0	Aggregate Dd Time Weighted VegasumwtVega if oprxde 030
wtVeDn	FLOAT		0	Aggregate Dn Time Weighted VegasumwtVega if 030 oprxde 010
wtVeAt	FLOAT		0	Aggregate At Time Weighted VegasumwtVega if absoprxde 010
wtVeUp	FLOAT		0	Aggregate Up Time Weighted VegasumwtVega if 010 oprxde 030
wtVeDu	FLOAT		0	Aggregate Du Time Weighted VegasumwtVega if 030 oprxde
wtVeM1	FLOAT		0	Aggregate M1 Time Weighted Vega sumwtVega if days 10
wtVeM2	FLOAT		0	Aggregate M2 Time Weighted Vega sumwtVega if 10 days 25
wtVeM3	FLOAT		0	Aggregate M3 Time Weighted Vega sumwtVega if 25 days 65
wtVeM4	FLOAT		0	Aggregate M4 Time Weighted Vega sumwtVega if 65 days 130
wtVeM5	FLOAT		0	Aggregate M5 Time Weighted Vega sumwtVega if 130 days
pinXX	FLOAT		0	Pin Strike nearest to current uPrc zero none only exists near expirations
opnDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
posDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posHedgeDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
posHedgeDDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
tEdge	FLOAT		0	Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMult	FLOAT		0	Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePr	FLOAT		0	Prior Day Theo Edge
tEdgeMultPr	FLOAT		0	Prior Day Aggregate Abs Net Contracts
numTVolErrors	SMALLINT		0	number of oprtErr 0 or oprtVol 001
pairPnl	FLOAT		0	Aggregate Dn Pair PnlsumshNetClrM oproptVolMark oproptOpnVolMark oprhedgeDePr opruMark opruOpnMark
posTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0
span01	FLOAT		0	span1 uPrcunch volup
span02	FLOAT		0	span2 uPrcunch voldown
span03	FLOAT		0	span3 uPrc3333 volup
span04	FLOAT		0	span4 uPrc3333 voldn
span05	FLOAT		0	span5 uPrc3333 volup
span06	FLOAT		0	span6 uPrc3333 voldown
span07	FLOAT		0	span7 uPrc6667 volup
span08	FLOAT		0	span8 uPrc6667 voldown
span09	FLOAT		0	span9 uPrc6667 volup
span10	FLOAT		0	span10 uPrc6667 voldown
span11	FLOAT		0	span11 uPrc100 volup
span12	FLOAT		0	span12 uPrc100 voldown
span13	FLOAT		0	span13 uPrc100 volup
span14	FLOAT		0	span14 uPrc100 voldown
span15	FLOAT		0	span15 uPrc300 price slide 033
span16	FLOAT		0	span16 uPrc300 price slide 033
futLiqRisk	FLOAT		0	Aggregate Future Liquidation Risk
optLiqRisk	FLOAT		0	Aggregate Option Liquidation Risk
fcBotC0	INT		0	hypothetical future contracts bot 1 minute intervals
fcSldC0	INT		0	hypothetical future contracts sld
fcMnyC0	FLOAT		0	hypothetical money
fcBotC1	INT		0	hypothetical future contracts bot 10 minute intervals
fcSldC1	INT		0	hypothetical future contracts sld
fcMnyC1	FLOAT		0	hypothetical money
futMargin	FLOAT		0	Aggregate Future Risk Margin
numFutErrors	TINYINT UNSIGNED		0	number of futures positions with a computation error should be zero
numOptErrors	TINYINT UNSIGNED		0	number of options positions with a computation error should be zero
updateSource	enum - R5Source		'None'
futMarkFlag	VARCHAR(255)		'None'	Future position error flag
optMarkFlag	VARCHAR(255)		'None'	Option position error flag
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6
accnt	7
tradeDate	8
riskSession	9
clientFirm	10

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgFutureRiskSummaryV5` (
    `fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `fkey_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',
    `fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `riskSession` ENUM('Regular','PostClose') NOT NULL DEFAULT 'Regular',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
    `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 'Ticker that this future is associated with',
    `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 'Ticker that this future is associated with',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Ticker that this future is associated with',
    `uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current live underlier price (can be from risk server, tool server, or srse server)',
    `uMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current underlier price [as of risk server record publish] [freezes at 4pm EST]',
    `uOpnMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'start-of-day SR underlier mark (rotated from prior day record)',
    `beta` FLOAT NOT NULL DEFAULT 0 COMMENT 'beta (usually beta to SPX; see AccountConfig.betaSource)',
    `betaSource` ENUM('None','betaSPX','betaQQQ','betaIWM','clientBeta') NOT NULL DEFAULT 'None',
    `lnDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long net position delta value (today; SR marks )',
    `shDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short net position delta value (today; SR marks )',
    `futMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future position market value (today; SR mid marks)',
    `optMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR mid marks); =sum[opCurPosM * opr.optVolMark]',
    `optMktValueVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR vol marks); =sum[opCurPosM * opr.optMidMark]',
    `fcAbsCurPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of future contracts (position + fills);=sum[abs(fpr.cnCurPos)]',
    `fcAbsOpnClr` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (CLR view);=sum[abs(fpr.cnOpnClr)]',
    `fcAbsOpnPrv` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (SR view);=sum[abs(fpr.cnOpnPrv)]',
    `fcAbsOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (effective);=sum[abs(fpr.cnOpnPos)]',
    `fcAbsOpnBrk` INT NOT NULL DEFAULT 0 COMMENT 'abs number of future contract start of period breaks (CLR - PRV);=sum[abs(fpr.cnOpnClr - fpr.cnOpnPrv)]',
    `fcNetCurPos` INT NOT NULL DEFAULT 0 COMMENT 'net future contract position;=sum[fpr.cnOpnClr + fpr.cnBot - fpr.cnSld]',
    `fcBot` INT NOT NULL DEFAULT 0 COMMENT 'number of futures contracts bot today;=sum(frr.cnBot)',
    `fcSld` INT NOT NULL DEFAULT 0 COMMENT 'number of futures contracts sld today;=sum(frr.cnSld)',
    `fcBotHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=HedgeTool)',
    `fcSldHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=HedgeTool)',
    `fcBotTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=TradeHedge)',
    `fcSldTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=TradeHedge)',
    `fcBotOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=OpenHedge)',
    `fcSldOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=OpenHedge)',
    `fcBotTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from a trade hedging source (AutoHedge or Trades loop)',
    `fcSldTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from a trade hedging source (AutoHedge or Trades loop)',
    `fcMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'futures money bot today',
    `fcMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'futures money sld today',
    `maxFutDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DateTime of most recent SpdrFuturenExecution (if any)',
    `fcPnlMid` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Open Pnl (SR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnMidMark]',
    `fcPnlClr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Open Pnl (CLR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnClrMark]',
    `fcPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Day Pnl;=sum(fpr.dayPnl)',
    `opCnAbsCurPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts (position + fills);=sum[abs(opr.cnCurPos)]',
    `opCnAbsOpnClr` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (CLR view); =sum[abs(opr.cnOpnClr)]',
    `opCnAbsOpnPrv` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (SR view); =sum[abs(opr.cnOpnPrv)]',
    `opCnAbsOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts; =sum[abs(opr.cnOpnPos)]',
    `opCnAbsOpnBrk` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contract start of period breaks (CLR - PRV);=sum[abs(opr.cnOpnClr - opr.cnOpnPrv)]',
    `opCnPosCall` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if call)',
    `opCnPosPut` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if put)',
    `opCnAbsPair` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts with CP reversals removed; =sum[abs(opr.cnOpnClr + opr.cnBot - opr.cnSld) - abs(opr.cnNetPos)]',
    `opCnAbsAtmEquiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'abs atm equivalent contracts; = sum[abs(opr.cnOpnPos + opr.cnBot - opr.cnSld) * opr.ve / opr.atmVega]',
    `opCnBot` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts bot today;=sum[opr.cnBot]',
    `opCnSld` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts sld today;=sum[opr.cnSld]',
    `opMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money bot',
    `opMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money sld',
    `opPremBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium bot today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnBot]',
    `opPremSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium sld today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnSld]',
    `maxOptDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DateTime of most recent SpdrOptionExecution (if any)',
    `opPnlVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR vol marks); =sum[opr.opnPnlVolMark]',
    `opPnlMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR mid marks); =sum[opr.opnPnlMidMark]',
    `opPnlClr` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (CLR marks); =sum[opr.opnPnlClrMark]',
    `opPnlBrk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Mark Break (catch-up) Pnl (SR vol marks to CLR marks);=sum[(opr.cnOpnClr * opr.pointValue) * (opr.optVolMark - opr.optClrMark)]',
    `opPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Pnl;=sum[opr.dayPnl]',
    `opDnPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option DN Day Pnl (delta neutral);=sum[opr.dnDayPnl]',
    `opDayVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option vega traded today',
    `opDayWVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (vol weighted) vega traded today',
    `opDayTVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (time weighted) vega traded today',
    `opDayWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (vol time weighted) vega traded today',
    `opDayTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Theta;=sum[opr.th * ((opr.cnBot - opr.cnSld) * opr.pointValue)]',
    `opDayDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Delta;=sum[opr.de * ((opr.cnBot - opr.cnSld) * opr.underliersPerCn)]',
    `opTrdDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Trade Delta (delta fixed at time of trade);=sum[opr.trdDelta]',
    `opnDelta` FLOAT NOT NULL DEFAULT 0,
    `contHedgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~1 minute intervals]',
    `contHedgePnl1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~10 minute intervals]',
    `opEdgeOpened` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Opened (new risk);=sum[opr.edgeOpened]',
    `opEdgeClosed` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Closed (new risk);=sum[opr.edgeClosed]',
    `pnlDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta neutral pnl: =sum[volPnl - shClrM * dUPrc * opr.dePr]',
    `pnlDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta pnl;=sum[shClrM * dUPrc * opr.dePr]',
    `pnlSl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: slope pnl;=sum[shClrM * dUPrc * opr.vePr * opr.slPr]',
    `pnlGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: gamma pnl;=sum[shClrM * 0.5 * dUPrc * dUPrc * (opr.ga + opr.gaPr)/2]',
    `pnlTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theta pnl;=sum[shClrM * dTime * -opr.thPr]',
    `pnlVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vega pnl;=sum[shClrM * 100 * dVol * opr.vePr]',
    `pnlVo` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: volga pnl;=sum[shClrM * 0.5 * 100 * 100 * dVol * dVol * opr.voPr]',
    `pnlVa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vanna pnl;=sum[shClrM * 100 * dVol * dUPrc * opr.vaPr]',
    `pnlErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: error (unexplained) pnl;=sum[shClrM * (volPnl - pnlDe - pnlGa - pnlTh - pnlVe)]',
    `pnlRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: rate pnl;=sum[shClrM * 100 * dRate * opr.rhPr]',
    `pnlSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: sdiv pnl;=sum[shClrM * 100 * dSDiv * opr.phPr]',
    `pnlDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: ddiv pnl;=sum[shClrM * 100 * (opr.ddiv - opr.ddivPr) / opr.uPrc * opr.phPr]',
    `pnlTe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theo edge pnl;=sum[shClrM * ((opr.tOpx - opr.optVolMark) - (opr.tOpxPr - opr.optOpnVolMark))]',
    `pctIvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.iVol/opr.iVolPr)]',
    `pctIvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
    `pctTvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.tVol/opr.tVolPr)]',
    `pctTvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
    `futWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Future Market Width Value;=sum[0.5 * abs(fcCurPosM) * (fpr.futAsk - fpr.futBid)]',
    `optWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Market Width Value;=sum[0.5 * abs(shCurPosM) * (opr.optAsk - opr.optBid)]',
    `dayDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Day $Delta (bot or sld;all sources) today;',
    `delta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Delta;=sum[shCurPos] + sum[fcCurPosM] + sum[shCurPosM * opr.de] + sum[other.delta]',
    `ddelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Delta (Delta * DDMult)',
    `deDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position DeltaDecay;=sum[shCurPosM * opr.deDecay] + sum[other.deDecay]',
    `ddDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $DeltaDecay (DeltaDecay * DDMult) [change in $delta when one trading day (1.0/252.0) is taken out of option pricing]',
    `gamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Gamma;=sum[shCurPosM * opr.ga] + sum[other.gamma]',
    `dGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Gamma',
    `theta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Theta;=sum[shCurPosM * opr.th] + sum[other.theta]',
    `rho` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Rho;=sum[shCurPosM * opr.rh] + sum[other.rho]',
    `vega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vega;=sum[shCurPosM * opr.ve] + sum[other.vega]',
    `tVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Time Weight Vega;=sum[shCurPosM * opr.ve / sqrt(max(0.1, opr.years * 4))]',
    `wVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve]',
    `wtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Time Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve / sqrt(max(0.1, opr.years * 4))]',
    `ivolVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Avg Vol Numerator (vega weighted) (avg = ivolVe / avega);=sum[abs(shCurPosM) * opr.iVol * opr.ve]',
    `volga` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Volga;=sum[shCurPosM * opr.vo] + sum[other.volga]',
    `vanna` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vanna;=sum[shCurPosM * opr.va] + sum[other.vanna]',
    `slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position VegaDelta (uPrc/Vol correlation factor);=sum[shCurPosM * opr.sl * opr.ve] + sum[other.slope]',
    `avega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Vega;=sum[abs(shCurPosM ) * opr.ve]',
    `atheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Theta;= sum[abs(shCurPosM) * opr.th]',
    `hedgeGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Hedge Gamma (either iVol or tVol based;can go binary);=sum[shCurPos * opr.hedgeGa]',
    `hedgeDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Hedge $Gamma',
    `premOvPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Premium Over Parity;=sum[shCurPosM *  max(0, opr.optVolMark - opr.loBound)]',
    `wtVeDd` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dd Time Weighted Vega;=sum[wtVega] if opr.xde < -0.30',
    `wtVeDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Time Weighted Vega;=sum[wtVega] if -0.30 <= opr.xde < -0.10',
    `wtVeAt` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate At Time Weighted Vega;=sum[wtVega] if abs(opr.xde) <= 0.10',
    `wtVeUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Up Time Weighted Vega;=sum[wtVega] if +0.10 < opr.xde <= +0.30',
    `wtVeDu` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Du Time Weighted Vega;=sum[wtVega] if +0.30 < opr.xde',
    `wtVeM1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M1 Time Weighted Vega; =sum[wtVega] if days < 10',
    `wtVeM2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M2 Time Weighted Vega; =sum[wtVega] if 10 < days < 25',
    `wtVeM3` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M3 Time Weighted Vega; =sum[wtVega] if 25 < days < 65',
    `wtVeM4` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M4 Time Weighted Vega; =sum[wtVega] if 65 < days < 130',
    `wtVeM5` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M5 Time Weighted Vega; =sum[wtVega] if 130 < days',
    `pinXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'Pin Strike nearest to current uPrc (zero = none) (only exists near expirations)',
    `opnDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
    `opnDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
    `opnDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
    `opnDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
    `posDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX',
    `posDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX',
    `posDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX',
    `posDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX',
    `posHedgeDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if exDate != today',
    `posHedgeDDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Hedge Delta (Current Position) if exDate != today',
    `tEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate $ Theo Edge;=sum[shNetPosM * (opr.tOpx - opr.optVolMark)] if opr.tVol > 0.01 and opr.tOpx > 0.0 and opr.optVolMark > 0.0',
    `tEdgeMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Abs Net Contracts (Rev/Conv contracts removed);= sum[abs(shNetPosM)]',
    `tEdgePr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day $ Theo Edge',
    `tEdgeMultPr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day Aggregate Abs Net Contracts',
    `numTVolErrors` SMALLINT NOT NULL DEFAULT 0 COMMENT 'number of opr.tErr != 0 or opr.tVol < 0.01',
    `pairPnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl;=sum[shNetClrM * (opr.optVolMark - opr.optOpnVolMark - opr.hedgeDePr * (opr.uMark - opr.uOpnMark))]',
    `posTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) >= 0)',
    `negTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) < 0)',
    `badTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx = 0)',
    `posTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) >= 0)',
    `negTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) < 0)',
    `badTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr = 0)',
    `span01` FLOAT NOT NULL DEFAULT 0 COMMENT 'span1: uPrc=unch, vol=up',
    `span02` FLOAT NOT NULL DEFAULT 0 COMMENT 'span2: uPrc=unch, vol=down',
    `span03` FLOAT NOT NULL DEFAULT 0 COMMENT 'span3: uPrc=+33.33%, vol=up',
    `span04` FLOAT NOT NULL DEFAULT 0 COMMENT 'span4: uPrc=+33.33%, vol=dn',
    `span05` FLOAT NOT NULL DEFAULT 0 COMMENT 'span5: uPrc=-33.33%, vol=up',
    `span06` FLOAT NOT NULL DEFAULT 0 COMMENT 'span6: uPrc=-33.33%, vol=down',
    `span07` FLOAT NOT NULL DEFAULT 0 COMMENT 'span7: uPrc=+66.67%, vol=up',
    `span08` FLOAT NOT NULL DEFAULT 0 COMMENT 'span8: uPrc=+66.67%, vol=down',
    `span09` FLOAT NOT NULL DEFAULT 0 COMMENT 'span9: uPrc=-66.67%, vol=up',
    `span10` FLOAT NOT NULL DEFAULT 0 COMMENT 'span10: uPrc=-66.67%, vol=down',
    `span11` FLOAT NOT NULL DEFAULT 0 COMMENT 'span11: uPrc=+100%, vol=up',
    `span12` FLOAT NOT NULL DEFAULT 0 COMMENT 'span12: uPrc=+100%, vol=down',
    `span13` FLOAT NOT NULL DEFAULT 0 COMMENT 'span13: uPrc=-100%, vol=up',
    `span14` FLOAT NOT NULL DEFAULT 0 COMMENT 'span14: uPrc=-100%, vol=down',
    `span15` FLOAT NOT NULL DEFAULT 0 COMMENT 'span15: uPrc=+300%; price slide * 0.33',
    `span16` FLOAT NOT NULL DEFAULT 0 COMMENT 'span16: uPrc=-300%, price slide * 0.33',
    `futLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Future Liquidation Risk',
    `optLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Option Liquidation Risk',
    `fcBotC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts bot (~ 1 minute intervals)',
    `fcSldC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts sld',
    `fcMnyC0` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
    `fcBotC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts bot (~ 10 minute intervals)',
    `fcSldC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts sld',
    `fcMnyC1` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
    `futMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Future Risk Margin',
    `numFutErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of futures positions with a computation error (should be zero)',
    `numOptErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of options positions with a computation error (should be zero)',
    `updateSource` ENUM('None','Loop','Priority') NOT NULL DEFAULT 'None',
    `futMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Future position error flag',
    `optMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Option position error flag',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`,`accnt`,`tradeDate`,`riskSession`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='FutureRiskSummary records contain live future level risk aggregation of OptionPositionRecord and FuturePositionRecord details.\nRecords are published if/when positions change and about once per minute otherwise.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `fkey_at`,
    `fkey_ts`,
    `fkey_tk`,
    `fkey_yr`,
    `fkey_mn`,
    `fkey_dy`,
    `accnt`,
    `tradeDate`,
    `riskSession`,
    `clientFirm`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `uPrc`,
    `uMark`,
    `uOpnMark`,
    `beta`,
    `betaSource`,
    `lnDDelta`,
    `shDDelta`,
    `futMktValueMid`,
    `optMktValueMid`,
    `optMktValueVol`,
    `fcAbsCurPos`,
    `fcAbsOpnClr`,
    `fcAbsOpnPrv`,
    `fcAbsOpnPos`,
    `fcAbsOpnBrk`,
    `fcNetCurPos`,
    `fcBot`,
    `fcSld`,
    `fcBotHdg`,
    `fcSldHdg`,
    `fcBotTrh`,
    `fcSldTrh`,
    `fcBotOpn`,
    `fcSldOpn`,
    `fcBotTrd`,
    `fcSldTrd`,
    `fcMnyBot`,
    `fcMnySld`,
    `maxFutDttm`,
    `fcPnlMid`,
    `fcPnlClr`,
    `fcPnlDay`,
    `opCnAbsCurPos`,
    `opCnAbsOpnClr`,
    `opCnAbsOpnPrv`,
    `opCnAbsOpnPos`,
    `opCnAbsOpnBrk`,
    `opCnPosCall`,
    `opCnPosPut`,
    `opCnAbsPair`,
    `opCnAbsAtmEquiv`,
    `opCnBot`,
    `opCnSld`,
    `opMnyBot`,
    `opMnySld`,
    `opPremBot`,
    `opPremSld`,
    `maxOptDttm`,
    `opPnlVol`,
    `opPnlMid`,
    `opPnlClr`,
    `opPnlBrk`,
    `opPnlDay`,
    `opDnPnlDay`,
    `opDayVega`,
    `opDayWVega`,
    `opDayTVega`,
    `opDayWtVega`,
    `opDayTheta`,
    `opDayDelta`,
    `opTrdDelta`,
    `opnDelta`,
    `contHedgePnl`,
    `contHedgePnl1`,
    `opEdgeOpened`,
    `opEdgeClosed`,
    `pnlDn`,
    `pnlDe`,
    `pnlSl`,
    `pnlGa`,
    `pnlTh`,
    `pnlVe`,
    `pnlVo`,
    `pnlVa`,
    `pnlErr`,
    `pnlRate`,
    `pnlSDiv`,
    `pnlDDiv`,
    `pnlTe`,
    `pctIvChange`,
    `pctIvVega`,
    `pctTvChange`,
    `pctTvVega`,
    `futWidthMny`,
    `optWidthMny`,
    `dayDDelta`,
    `delta`,
    `ddelta`,
    `deDecay`,
    `ddDecay`,
    `gamma`,
    `dGamma`,
    `theta`,
    `rho`,
    `vega`,
    `tVega`,
    `wVega`,
    `wtVega`,
    `ivolVe`,
    `volga`,
    `vanna`,
    `slope`,
    `avega`,
    `atheta`,
    `hedgeGamma`,
    `hedgeDGamma`,
    `premOvPar`,
    `wtVeDd`,
    `wtVeDn`,
    `wtVeAt`,
    `wtVeUp`,
    `wtVeDu`,
    `wtVeM1`,
    `wtVeM2`,
    `wtVeM3`,
    `wtVeM4`,
    `wtVeM5`,
    `pinXX`,
    `opnDeBelow`,
    `opnDeAbove`,
    `opnDDeBelow`,
    `opnDDeAbove`,
    `posDeBelow`,
    `posDeAbove`,
    `posDDeBelow`,
    `posDDeAbove`,
    `posHedgeDeltaEx`,
    `posHedgeDDeltaEx`,
    `tEdge`,
    `tEdgeMult`,
    `tEdgePr`,
    `tEdgeMultPr`,
    `numTVolErrors`,
    `pairPnl`,
    `posTEdgeWV`,
    `negTEdgeWV`,
    `badTEdgeWV`,
    `posTEdgePnl`,
    `negTEdgePnl`,
    `badTEdgePnl`,
    `span01`,
    `span02`,
    `span03`,
    `span04`,
    `span05`,
    `span06`,
    `span07`,
    `span08`,
    `span09`,
    `span10`,
    `span11`,
    `span12`,
    `span13`,
    `span14`,
    `span15`,
    `span16`,
    `futLiqRisk`,
    `optLiqRisk`,
    `fcBotC0`,
    `fcSldC0`,
    `fcMnyC0`,
    `fcBotC1`,
    `fcSldC1`,
    `fcMnyC1`,
    `futMargin`,
    `numFutErrors`,
    `numOptErrors`,
    `updateSource`,
    `futMarkFlag`,
    `optMarkFlag`,
    `timestamp`
FROM `SRRisk`.`MsgFutureRiskSummaryV5`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `fkey_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') */ 
    `fkey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a ENUM('Regular','PostClose') */
    `riskSession` = 'Regular'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='FutureRiskSummaryV5' ORDER BY ordinal_position ASC;

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

Doc Columns Query​