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Version: 8.4.08.4

SpdrRiskControl

V8 Message Definiton

SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm

METADATA

AttributeValue
Topic4535-risk-control
MLink TokenSystemData
ProductSRControl
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'ANYANY default if a more precise ticker control does not exist
ticker_tsenum - TickerSrcPRI'None'ANYANY default if a more precise ticker control does not exist
ticker_tkVARCHAR(12)PRI''ANYANY default if a more precise ticker control does not exist
riskControlKeyVARCHAR(16)PRI''must be an SRClientAccnt if riskControlLevelAccnt must be an SRUser if riskControlLevelUser ignored if riskControlLevelClientFirm
riskControlLevelenum - RiskControlLevelPRI'None'
riskFirmVARCHAR(16)PRI''
isTestAccntenum - YesNoPRI'None'if Yes this control applies only to risk from test accnts
stkEnabledenum - MarState'None'
futEnabledenum - MarState'None'
optEnabledenum - MarState'None'
marginLimitDayFLOAT0maximum net per symbolday day portfolio day trades only margin can include external sources
openExposureLimitFLOAT0maximum abs open child order Delta no netting open child orders only
maxDayDDeltaLnFLOAT0open long Delta per trading session
maxDayDDeltaShFLOAT0open short Delta per trading session
maxDayDDeltaAbsFLOAT0absolute Delta ddBot ddSld position per trading session
maxDayWtVegaLnFLOAT0open long WtVega per trading session
maxDayWtVegaShFLOAT0open short WtVega per trading session
maxDayWtVegaAbsFLOAT0open absolute WtVega WtVeBot WtVeSld per trading session
maxDayNValueLnFLOAT0open long notional value per trading session
maxDayNValueShFLOAT0open short notional value per trading session
maxDayNValueAbsFLOAT0absolute notional value NValueBot NValueSld per trading session
modifiedByVARCHAR(24)''
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3
riskControlKey4
riskControlLevel5
riskFirm6
isTestAccnt7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgSRRiskControl` (
`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 '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
`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 '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '''*-ANY-ANY'' default (if a more precise ticker control does not exist)',
`riskControlKey` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'must be an SRClientAccnt if riskControlLevel=Accnt; must be an SRUser if riskControlLevel=User; ignored if riskControlLevel=ClientFirm',
`riskControlLevel` ENUM('None','ClientFirm','Accnt','User') NOT NULL DEFAULT 'None',
`riskFirm` VARCHAR(16) NOT NULL DEFAULT '',
`isTestAccnt` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this control applies only to risk from test accnts',
`stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
`futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
`optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
`marginLimitDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)',
`openExposureLimit` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum abs open child order $Delta (no netting) (open child orders only)',
`maxDayDDeltaLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long $Delta per trading session',
`maxDayDDeltaSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short $Delta per trading session',
`maxDayDDeltaAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'absolute $Delta, |ddBot| + |ddSld| position per trading session',
`maxDayWtVegaLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long WtVega per trading session',
`maxDayWtVegaSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short WtVega per trading session',
`maxDayWtVegaAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'open absolute WtVega, |WtVeBot| + |WtVeSld| per trading session',
`maxDayNValueLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'open long notional value per trading session',
`maxDayNValueSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open short notional value per trading session',
`maxDayNValueAbs` FLOAT NOT NULL DEFAULT 0 COMMENT 'absolute notional value, |NValueBot| + |NValueSld| per trading session',
`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',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`riskControlKey`,`riskControlLevel`,`riskFirm`,`isTestAccnt`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`riskControlKey`,
`riskControlLevel`,
`riskFirm`,
`isTestAccnt`,
`stkEnabled`,
`futEnabled`,
`optEnabled`,
`marginLimitDay`,
`openExposureLimit`,
`maxDayDDeltaLn`,
`maxDayDDeltaSh`,
`maxDayDDeltaAbs`,
`maxDayWtVegaLn`,
`maxDayWtVegaSh`,
`maxDayWtVegaAbs`,
`maxDayNValueLn`,
`maxDayNValueSh`,
`maxDayNValueAbs`,
`timestamp`
FROM `SRControl`.`MsgSRRiskControl`
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'
AND
/* Replace with a VARCHAR(16) */
`riskControlKey` = 'Example_riskControlKey'
AND
/* Replace with a ENUM('None','ClientFirm','Accnt','User') */
`riskControlLevel` = 'None'
AND
/* Replace with a VARCHAR(16) */
`riskFirm` = 'Example_riskFirm'
AND
/* Replace with a ENUM('None','Yes','No') */
`isTestAccnt` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgSRRiskControl` 
SET
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`stkEnabled` = 'None',
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`futEnabled` = 'None',
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`optEnabled` = 'None',
/* Replace with a FLOAT */
`marginLimitDay` = 1.23,
/* Replace with a FLOAT */
`openExposureLimit` = 1.23,
/* Replace with a FLOAT */
`maxDayDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`maxDayDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`maxDayDDeltaAbs` = 1.23,
/* Replace with a FLOAT */
`maxDayWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxDayWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxDayWtVegaAbs` = 1.23,
/* Replace with a FLOAT */
`maxDayNValueLn` = 1.23,
/* Replace with a FLOAT */
`maxDayNValueSh` = 1.23,
/* Replace with a FLOAT */
`maxDayNValueAbs` = 1.23,
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
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'
AND
/* Replace with a VARCHAR(16) */
`riskControlKey` = 'Example_riskControlKey'
AND
/* Replace with a ENUM('None','ClientFirm','Accnt','User') */
`riskControlLevel` = 'None'
AND
/* Replace with a VARCHAR(16) */
`riskFirm` = 'Example_riskFirm'
AND
/* Replace with a ENUM('None','Yes','No') */
`isTestAccnt` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgSRRiskControl`(
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at`,
/* 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`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a VARCHAR(16) */
`riskControlKey`,
/* Replace with a ENUM('None','ClientFirm','Accnt','User') */
`riskControlLevel`,
/* Replace with a VARCHAR(16) */
`riskFirm`,
/* Replace with a ENUM('None','Yes','No') */
`isTestAccnt`,
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`stkEnabled`,
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`futEnabled`,
/* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */
`optEnabled`,
/* Replace with a FLOAT */
`marginLimitDay`,
/* Replace with a FLOAT */
`openExposureLimit`,
/* Replace with a FLOAT */
`maxDayDDeltaLn`,
/* Replace with a FLOAT */
`maxDayDDeltaSh`,
/* Replace with a FLOAT */
`maxDayDDeltaAbs`,
/* Replace with a FLOAT */
`maxDayWtVegaLn`,
/* Replace with a FLOAT */
`maxDayWtVegaSh`,
/* Replace with a FLOAT */
`maxDayWtVegaAbs`,
/* Replace with a FLOAT */
`maxDayNValueLn`,
/* Replace with a FLOAT */
`maxDayNValueSh`,
/* Replace with a FLOAT */
`maxDayNValueAbs`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'None',
'None',
'Example_ticker_tk',
'Example_riskControlKey',
'None',
'Example_riskFirm',
'None',
'None',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgSRRiskControl` 
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'
AND
/* Replace with a VARCHAR(16) */
`riskControlKey` = 'Example_riskControlKey'
AND
/* Replace with a ENUM('None','ClientFirm','Accnt','User') */
`riskControlLevel` = 'None'
AND
/* Replace with a VARCHAR(16) */
`riskFirm` = 'Example_riskFirm'
AND
/* Replace with a ENUM('None','Yes','No') */
`isTestAccnt` = 'None';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='SpdrRiskControl' ORDER BY ordinal_position ASC;