GlobalRiskControl
GlobalRiskControl records are used to establish ticker specific order size risk control limits
METADATA
Attribute | Value |
---|---|
Topic | 4535-risk-control |
MLink Token | SystemData |
Product | SRControl |
accessType | SELECT |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
ticker_at | enum - AssetType | PRI | 'None' | |
ticker_ts | enum - TickerSrc | PRI | 'None' | |
ticker_tk | VARCHAR(12) | PRI | '' | |
stkEnabled | enum - MarState | 'None' | Enabled or not for equities Nonedisabled | |
futEnabled | enum - MarState | 'None' | Enabled or not for futures Nonedisabled | |
optEnabled | enum - MarState | 'None' | Enabled or not for options Nonedisabled | |
orderMaxMargin | FLOAT | 0 | Maximum abs margin per parent order SR variation margin | |
orderMaxStkQty | INT | 0 | Number of equity shares that can be bought or sold by a single parent order | |
orderMaxFutQty | INT | 0 | Number of futures contracts that can be bought or sold by a single parent order | |
orderMaxOptQty | INT | 0 | Number of option contracts that can be bought or sold by a single parent order | |
orderMaxStkDDelta | FLOAT | 0 | Maximum abs mny per stock parent order ddelta 001 shares pointValue midPrc | |
orderMaxFutDDelta | FLOAT | 0 | Maximum abs mny per future parent order ddelta 001 contracts pointValue midPrc | |
orderMaxOptDDelta | FLOAT | 0 | Maximum abs mny per option parent order ddelta 001 contracts pointValue ABSde uMidPrc | |
stkCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage in decimals | |
futCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage in decimals | |
optCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage in decimals | |
modifiedBy | VARCHAR(24) | '' | User that last modified this record | |
modifiedIn | enum - SysEnvironment | 'None' | Environment this record was last updated in | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | Timestamp of this record |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
ticker_tk | 1 |
ticker_at | 2 |
ticker_ts | 3 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRControl`.`MsgGlobalRiskControl` (
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for equities (None=disabled)',
`futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for futures (None=disabled)',
`optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for options (None=disabled)',
`orderMaxMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) margin per parent order (SR variation margin)',
`orderMaxStkQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of equity shares that can be bought or sold by a single parent order',
`orderMaxFutQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of futures contracts that can be bought or sold by a single parent order',
`orderMaxOptQty` INT NOT NULL DEFAULT 0 COMMENT 'Number of option contracts that can be bought or sold by a single parent order',
`orderMaxStkDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc',
`orderMaxFutDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc',
`orderMaxOptDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc',
`stkCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`futCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`optCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'User that last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'Environment this record was last updated in',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Timestamp of this record',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='GlobalRiskControl records are used to establish ticker specific order size risk control limits';
SELECT TABLE EXAMPLE QUERY
SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`stkEnabled`,
`futEnabled`,
`optEnabled`,
`orderMaxMargin`,
`orderMaxStkQty`,
`orderMaxFutQty`,
`orderMaxOptQty`,
`orderMaxStkDDelta`,
`orderMaxFutDDelta`,
`orderMaxOptDDelta`,
`stkCollarPct`,
`futCollarPct`,
`optCollarPct`,
`timestamp`
FROM `SRControl`.`MsgGlobalRiskControl`
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';
Doc Columns Query
SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='GlobalRiskControl' ORDER BY ordinal_position ASC;