ExternAggGroupReport

V8 Message Definiton

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
secKey_at	enum - AssetType	PRI	'None'
secKey_ts	enum - TickerSrc	PRI	'None'
secKey_tk	VARCHAR(12)	PRI	''
secKey_yr	SMALLINT UNSIGNED	PRI	0
secKey_mn	TINYINT UNSIGNED	PRI	0
secKey_dy	TINYINT UNSIGNED	PRI	0
secKey_xx	DOUBLE	PRI	0
secKey_cp	enum - CallPut	PRI	'Call'
secType	enum - SpdrKeyType	PRI	'None'	Security Type Stock Future Option
aggGroup	VARCHAR(16)	PRI	''	SpiderRock assigned aggGroup identifier up to 16 characters stkAggGroup futAggGroup or optAggGroup
clientFirm	VARCHAR(16)	PRI	''	SpiderRock assigned client firm code
sysEnvironment	enum - SysEnvironment	PRI	'None'	original source sys environment Stable Current etc
runStatus	enum - RunStatus	PRI	'None'	original source run status ProdBeta
externSource	enum - ExternSource	PRI	'None'
openPosition	INT		0	startofday position aggregate firm position for all accnts in this aggGroup can be truncated if necessary
openPosType	enum - OpenPosType		'None'
botQuantity	INT		0	quantity bot today can be zero if reported via execution drops
sldQuantity	INT		0	quantity sld today can be zero if reported via execution drops
bidLeaves	INT		0	current live open stock orders buy
askLeaves	INT		0	current live open stock orders sell
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
secKey_tk	1
secKey_yr	2
secKey_mn	3
secKey_dy	4
secKey_xx	5
secKey_cp	6
secKey_at	7
secKey_ts	8
secType	9
aggGroup	10
clientFirm	11
sysEnvironment	12
runStatus	13
externSource	14

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgExternAggGroupReport` (
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `secKey_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',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0,
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
    `aggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock assigned aggGroup identifier (up to 16 characters) [stkAggGroup, futAggGroup, or optAggGroup]',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock assigned client firm code',
    `sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
    `runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
    `externSource` ENUM('None','ExecEngine','SRSE','FIX','Other') NOT NULL DEFAULT 'None',
    `openPosition` INT NOT NULL DEFAULT 0 COMMENT 'start-of-day position (aggregate firm position for all accnts in this aggGroup) [can be truncated if necessary]',
    `openPosType` ENUM('None','Exact','Truncated') NOT NULL DEFAULT 'None',
    `botQuantity` INT NOT NULL DEFAULT 0 COMMENT 'quantity bot today (can be zero if reported via execution drops)',
    `sldQuantity` INT NOT NULL DEFAULT 0 COMMENT 'quantity sld today (can be zero if reported via execution drops)',
    `bidLeaves` INT NOT NULL DEFAULT 0 COMMENT 'current (live) open stock orders (buy)',
    `askLeaves` INT NOT NULL DEFAULT 0 COMMENT 'current (live) open stock orders (sell)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`aggGroup`,`clientFirm`,`sysEnvironment`,`runStatus`,`externSource`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `aggGroup`,
    `clientFirm`,
    `sysEnvironment`,
    `runStatus`,
    `externSource`,
    `openPosition`,
    `openPosType`,
    `botQuantity`,
    `sldQuantity`,
    `bidLeaves`,
    `askLeaves`,
    `timestamp`
FROM `SRTrade`.`MsgExternAggGroupReport`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_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') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `secKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `aggGroup` = 'Example_aggGroup'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') */ 
    `sysEnvironment` = 'None'
  AND
    /* Replace with a ENUM('None','Prod','Beta','UAT','SysTest') */ 
    `runStatus` = 'None'
  AND
    /* Replace with a ENUM('None','ExecEngine','SRSE','FIX','Other') */ 
    `externSource` = 'None';

Doc Columns Query

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