AutoHedgeSymbol

V8 Message Definiton

AutoHedgeSymbol records are published by autohedge servers and contain all valid hedge target symbols. Execution engines reject auto-hedge requests for hedgeSecKeys that are not in this set.

METADATA

Attribute	Value
Topic	5290-strategy-autohedge
MLink Token	SystemData
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
targetSecKey_at	enum - AssetType	PRI	'None'
targetSecKey_ts	enum - TickerSrc	PRI	'None'
targetSecKey_tk	VARCHAR(12)	PRI	''
targetSecKey_yr	SMALLINT UNSIGNED	PRI	0
targetSecKey_mn	TINYINT UNSIGNED	PRI	0
targetSecKey_dy	TINYINT UNSIGNED	PRI	0
targetSecType	enum - SpdrKeyType	PRI	'None'
hedgeTargetType	enum - HedgeTargetType	PRI	'None'
ticker_at	enum - AssetType		'None'	Ticker
ticker_ts	enum - TickerSrc		'None'	Ticker
ticker_tk	VARCHAR(12)		''	Ticker
tickerDesc	TINYTEXT		''	Ticker Description
hedgeSecKey_at	enum - AssetType		'None'	Execution Hedge SecKey
hedgeSecKey_ts	enum - TickerSrc		'None'	Execution Hedge SecKey
hedgeSecKey_tk	VARCHAR(12)		''	Execution Hedge SecKey
hedgeSecKey_yr	SMALLINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecKey_mn	TINYINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecKey_dy	TINYINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecType	enum - SpdrKeyType		'None'	Execution Hedge SecType
earlySessionCloseTime	TIME(6)		'00:00:00.000000'
regSessionCloseTime	TIME(6)		'00:00:00.000000'
lateSessionCloseTime	TIME(6)		'00:00:00.000000'
isHedgeSecOK	enum - YesNo		'None'
hedgeSecError	TINYTEXT		''
hedgeUMidPrc	DOUBLE		0	current market midprice of the hedge instrument used to calculate approximate hedge sizes for preorder checks
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	SR system timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
targetSecKey_tk	1
targetSecKey_yr	2
targetSecKey_mn	3
targetSecKey_dy	4
targetSecKey_at	5
targetSecKey_ts	6
targetSecType	7
hedgeTargetType	8

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgAutoHedgeSymbol` (
    `targetSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `targetSecKey_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',
    `targetSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `targetSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `targetSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `targetSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `targetSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `hedgeTargetType` ENUM('None','Stock','Future','FrontMonth') NOT NULL DEFAULT 'None',
    `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',
    `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',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Ticker',
    `tickerDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'Ticker Description',
    `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',
    `hedgeSecKey_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 'Execution Hedge SecKey',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Execution Hedge SecKey',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey',
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Execution Hedge SecType',
    `earlySessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000',
    `regSessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000',
    `lateSessionCloseTime` TIME(6) NOT NULL DEFAULT '00:00:00.000000',
    `isHedgeSecOK` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `hedgeSecError` TINYTEXT NOT NULL DEFAULT '',
    `hedgeUMidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current market mid-price of the hedge instrument, used to calculate approximate hedge sizes for pre-order checks',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp',
    PRIMARY KEY USING HASH (`targetSecKey_tk`,`targetSecKey_yr`,`targetSecKey_mn`,`targetSecKey_dy`,`targetSecKey_at`,`targetSecKey_ts`,`targetSecType`,`hedgeTargetType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='AutoHedgeSymbol records are published by autohedge servers and contain all valid hedge target symbols.  Execution engines reject auto-hedge requests for hedgeSecKeys that are not in this set.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `targetSecKey_at`,
    `targetSecKey_ts`,
    `targetSecKey_tk`,
    `targetSecKey_yr`,
    `targetSecKey_mn`,
    `targetSecKey_dy`,
    `targetSecType`,
    `hedgeTargetType`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tickerDesc`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `earlySessionCloseTime`,
    `regSessionCloseTime`,
    `lateSessionCloseTime`,
    `isHedgeSecOK`,
    `hedgeSecError`,
    `hedgeUMidPrc`,
    `timestamp`
FROM `SRTrade`.`MsgAutoHedgeSymbol`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `targetSecKey_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') */ 
    `targetSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `targetSecKey_tk` = 'Example_targetSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `targetSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `targetSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `targetSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `targetSecType` = 'None'
  AND
    /* Replace with a ENUM('None','Stock','Future','FrontMonth') */ 
    `hedgeTargetType` = 'None';

Doc Columns Query

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