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Version: 8.4.08.4

SpdrExchRiskMgmt

V8 Message Definiton

SpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.

METADATA

AttributeValue
Topic3895-order-routing-counter
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
clientFirmVARCHAR(16)PRI''
exchVARCHAR(8)PRI''
securityGroupVARCHAR(6)PRI''
statusenum - RiskStatus'None'
numRejectsINT0
secKey_atenum - AssetType'None'most recently rejected secKey
secKey_tsenum - TickerSrc'None'most recently rejected secKey
secKey_tkVARCHAR(12)''most recently rejected secKey
secKey_yrSMALLINT UNSIGNED0most recently rejected secKey
secKey_mnTINYINT UNSIGNED0most recently rejected secKey
secKey_dyTINYINT UNSIGNED0most recently rejected secKey
secKey_xxDOUBLE0most recently rejected secKey
secKey_cpenum - CallPut'Call'most recently rejected secKey
secTypeenum - SpdrKeyType'None'
accntVARCHAR(16)''most recently rejected accnt
rejectTextTINYTEXT''most recent rejectText
spdrSourceenum - SpdrSource'None'
expiresDATETIME(6)'1900-01-01 00:00:00.000000'Time the riggered Risk limit expires
modifiedByVARCHAR(24)''
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
clientFirm1
exch2
securityGroup3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRExchRiskMgmt` (
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`exch` VARCHAR(8) NOT NULL DEFAULT '',
`securityGroup` VARCHAR(6) NOT NULL DEFAULT '',
`status` ENUM('None','LimitOk','LimitHit','ResetPending','ResetSent') NOT NULL DEFAULT 'None',
`numRejects` INT NOT NULL DEFAULT 0,
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'most recently rejected secKey',
`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' COMMENT 'most recently rejected secKey',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'most recently rejected secKey',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'most recently rejected secKey',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'most recently rejected accnt',
`rejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'most recent rejectText',
`spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None',
`expires` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Time the riggered Risk limit expires',
`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' COMMENT 'timestamp of last modification',
PRIMARY KEY USING HASH (`clientFirm`,`exch`,`securityGroup`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.';

SELECT TABLE EXAMPLE QUERY

SELECT
`clientFirm`,
`exch`,
`securityGroup`,
`status`,
`numRejects`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`accnt`,
`rejectText`,
`spdrSource`,
`expires`,
`timestamp`
FROM `SRTrade`.`MsgSRExchRiskMgmt`
WHERE
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a VARCHAR(8) */
`exch` = 'Example_exch'
AND
/* Replace with a VARCHAR(6) */
`securityGroup` = 'Example_securityGroup';

Doc Columns Query

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