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Version: 8.4.08.4

AccountRiskRecordV5

V8 Message Definiton

AccountRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute.

METADATA

AttributeValue
Topic4740-risk-v5
MLink TokenClientRisk
ProductSRRisk
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''SR account acronym
currencyenum - CurrencyPRI'None'point currency of all associated positions and pnl values
tradeDateDATEPRI'1900-01-01'
riskSessionenum - RiskSessionPRI'Regular'
clientFirmVARCHAR(16)PRI''SR assigned client firm acronym
lnDDeltaDOUBLE0long net position delta value underlier options today SR marks
shDDeltaDOUBLE0short net position delta value underlier options today SR marks
lnStkMktValueDOUBLE0long stock market value today SR marks
shStkMktValueDOUBLE0short stock market value today SR marks
futMktValueDOUBLE0future market value today SR marks
stkOptMktValueDOUBLE0stock option market value today SR vol marks
futOptMktValueDOUBLE0future option market value today SR vol marks
vegaLongFLOAT0sum of long vega symbol positionssumsrsvega if srsvega 0
vegaShortFLOAT0sum of short vega symbol positions sumsrsvega if srsvega 0
wVegaLongFLOAT0sum of long weighted vega symbol positionssumsrswVega if srswVega 0
wVegaShortFLOAT0sum of short weighted vega symbol positions sumsrswVega if srswVega 0
wtVegaLongFLOAT0sum of long time weighted weighted vega symbol positionssumsrswtVega if srswtVega 0
wtVegaShortFLOAT0sum of short time weighted vega symbol positions sumsrswtVega if srswtVega 0
thetaLongFLOAT0sum of long vega symbol positionssumsrstheta if srstheta 0
thetaShortFLOAT0sum of short vega symbol positions sumsrstheta if srstheta 0
rhoLongFLOAT0sum of long rho symbol positionssumsrsrho if srsrho 0
rhoShortFLOAT0sum of short rho symbol positions sumsrsrho if srsrho 0
ivolLnFLOAT0
ivolShFLOAT0
wtVeDdFLOAT0Aggregate Dd Time Weighted VegasumwtVega if oprxde 030
wtVeDnFLOAT0Aggregate Dn Time Weighted VegasumwtVega if 030 oprxde 010
wtVeAtFLOAT0Aggregate At Time Weighted VegasumwtVega if absoprxde 010
wtVeUpFLOAT0Aggregate Up Time Weighted VegasumwtVega if 010 oprxde 030
wtVeDuFLOAT0Aggregate Du Time Weighted VegasumwtVega if 030 oprxde
wtVeM1FLOAT0Aggregate M1 Time Weighted VegasumwtVega if days 10
wtVeM2FLOAT0Aggregate M2 Time Weighted VegasumwtVega if 10 days 25
wtVeM3FLOAT0Aggregate M3 Time Weighted VegasumwtVega if 25 days 65
wtVeM4FLOAT0Aggregate M4 Time Weighted VegasumwtVega if 65 days 130
wtVeM5FLOAT0Aggregate M5 Time Weighted VegasumwtVega if 130 days
ddeltaFLOAT0net deltasumsrsddelta
numSymbolsINT0count of srs records being aggregated
absCurShINT0absolute number of account shares CLR tradessumsrsopShAbsCur
absCurFcINT0absolute number of account future contracts CLR tradessumsrsopFcAbsCur
absCurCnINT0absolute number of account option contracts CLR tradessumsrsopCnAbsCur
premOvParFLOAT0aggregate premium over parity for the option positionsumsrspremOvPar
optExAsPnlDOUBLE0
dividendPnlDOUBLE0
corpActCashPnLDOUBLE0
stkOpnPnlMidDOUBLE0
stkOpnPnlClrDOUBLE0
futOpnPnlMidDOUBLE0
futOpnPnlClrDOUBLE0
stkOptOpnPnlVolDOUBLE0
stkOptOpnPnlMidDOUBLE0
stkOptOpnPnlClrDOUBLE0
futOptOpnPnlVolDOUBLE0
futOptOpnPnlMidDOUBLE0
futOptOpnPnlClrDOUBLE0
stkDayPnlDOUBLE0stock day pnlsumsrsstPnlDay
futDayPnlDOUBLE0futures day pnlsumsrsfcPnlDay
stkOptDayPnlDOUBLE0stock option day pnl sumsrsopPnlDay
futOptDayPnlDOUBLE0future option day pnl sumsrsopPnlDay
stktDayShINT0stock day shares bot sld
stkDayMnyDOUBLE0stock day mny sld bot
futDayCnINT0future day contracts bot sld
futDayMnyDOUBLE0future day mny sld bot
stkOptDayCnINT0stock option day contracts bot sld
stkOptDayMnyDOUBLE0stock option day mny sld bot
futOptDayCnINT0future option day contracts bot sld
futOptDayMnyDOUBLE0future option day mny sld bot
dayDDeltaFLOAT0day delta sumsrsdayDelta
opDayVegaFLOAT0option vega traded today
opDayWVegaFLOAT0option vol weighted vega traded today
opDayTVegaFLOAT0option time weighted vega traded today
opDayWtVegaFLOAT0option vol time weighted vega traded today
opDayThetaFLOAT0option theta traded today
opEdgeOpenedFLOAT0option theo edge opened today
opEdgeClosedFLOAT0option theo edge closed today
pnlDnFLOAT0option delta neutral pnlsumsrspnlDn
pnlDeFLOAT0option delta pnlsumsrspnlDe
pnlSlFLOAT0option vegadelta pnlsumsrspnlSl
pnlGaFLOAT0option gamma pnlsumsrspnlGa
pnlThFLOAT0option theta pnlsumsrspnlTh
pnlVeFLOAT0option vega pnlsumsrspnlVe
pnlVoFLOAT0option volga pnlsumsrspnlVo
pnlVaFLOAT0option vanna pnlsumsrspnlVa
pnlDDivFLOAT0option DDiv pnlsumsrspnlDDiv
pnlSDivFLOAT0option SDiv pnlsumsrspnlSDiv
pnlRateFLOAT0option Rate pnlsumsrspnlRate
pnlErrFLOAT0option unexplained error pnlsumsrspnlErr
pnlTeFLOAT0option theo edge pnlsumsrspnlTe
pnlLnFLOAT0option pnl from symbol positions with vega
pnlShFLOAT0option pnl from symbol positions with vega
tEdgeFLOAT0aggregate option theo edgesumsrstEdge
tEdgeMultFLOAT0denominator for computing edge per unitsumsrstEdgeMult
posTEdgePnlFLOAT0aggregate pnl positive edge symbolssumsrsposTEdgePnl
negTEdgePnlFLOAT0aggregate pnl negative edge symbolssumsrsnegTEdgePnl
badTEdgePnlFLOAT0aggregate pnl no theo edge symbolssumsrsbadTEdgePnl
VaRsu90FLOAT0Aggregate RiskSlide uPrc up 90 vol unchanged newUPrc uPrc exp090
VaRsd90FLOAT0Aggregate RiskSlide uPrc dn 90 vol unchanged newUPrc uPrc exp090
VaRsu50FLOAT0Aggregate RiskSlide uPrc up 50 vol unchanged newUPrc uPrc exp050
VaRsd50FLOAT0Aggregate RiskSlide uPrc dn 50 vol unchanged newUPrc uPrc exp050
VaRsu15FLOAT0Aggregate RiskSlide uPrc up 15 vol unchanged newUPrc uPrc exp015
VaRsd15FLOAT0Aggregate RiskSlide uPrc dn 15 vol unchanged newUPrc uPrc exp015
VaRsu10FLOAT0Aggregate RiskSlide uPrc up 10 vol unchanged newUPrc uPrc MathExp010
VaRsd10FLOAT0Aggregate RiskSlide uPrc dn 10 vol unchanged newUPrc uPrc MathExp010
VaRsu05FLOAT0Aggregate RiskSlide uPrc up 5 vol unchanged newUPrc uPrc exp005
VaRsd05FLOAT0Aggregate RiskSlide uPrc dn 5 vol unchanged newUPrc uPrc exp005
VaRsu1eFLOAT0Aggregate RiskSlide uPrc up 1x implied earn move vol ramp out
VaRsd1eFLOAT0Aggregate RiskSlide uPrc dn 1x implied earn move vol ramp out
VaRsu2eFLOAT0Aggregate RiskSlide uPrc up 2x implied earn move vol ramp out
VaRsd2eFLOAT0Aggregate RiskSlide uPrc dn 2x implied earn move vol ramp out
VaRearnFLOAT0Aggregate RiskSlide vol earn ramp out no uPrc move
VaRcashFLOAT0Aggregate RiskSlide uPrc up 30 vol 001 6mn deal close delta neutral
hcCntFLOAT0count of haircut 00 symbols
haircut25FLOAT0haircut 25 minimumcn act basis
haircut37FLOAT0haircut 37 minimumcn act basis
optCnMinimumFLOAT0option contract margin minimum 3750 for equitiesSPAN minimum for options on futures
span01FLOAT0span1 uPrcunch volup
span02FLOAT0span2 uPrcunch voldown
span03FLOAT0span3 uPrc3333 volup
span04FLOAT0span4 uPrc3333 voldn
span05FLOAT0span5 uPrc3333 volup
span06FLOAT0span6 uPrc3333 voldown
span07FLOAT0span7 uPrc6667 volup
span08FLOAT0span8 uPrc6667 voldown
span09FLOAT0span9 uPrc6667 volup
span10FLOAT0span10 uPrc6667 voldown
span11FLOAT0span11 uPrc100 volup
span12FLOAT0span12 uPrc100 voldown
span13FLOAT0span13 uPrc100 volup
span14FLOAT0span14 uPrc100 voldown
span15FLOAT0span15 uPrc300 price slide 033
span16FLOAT0span16 uPrc300 price slide 033
worst3RiskFLOAT0sum of 3 worst 50 slide loss symbols
worstSym1_atenum - AssetType'None'symbol with the largest 50 slide loss
worstSym1_tsenum - TickerSrc'None'symbol with the largest 50 slide loss
worstSym1_tkVARCHAR(12)''symbol with the largest 50 slide loss
worstSym2_atenum - AssetType'None'symbol with the second largest 50 slide loss
worstSym2_tsenum - TickerSrc'None'symbol with the second largest 50 slide loss
worstSym2_tkVARCHAR(12)''symbol with the second largest 50 slide loss
worstSym3_atenum - AssetType'None'symbol with the third largest 50 slide loss
worstSym3_tsenum - TickerSrc'None'symbol with the third largest 50 slide loss
worstSym3_tkVARCHAR(12)''symbol with the third largest 50 slide loss
stkLiqRiskFLOAT0estimated cost of neutralizingliquidating all stock positions half market width position size
futLiqRiskFLOAT0estimated cost of neutralizingliquidating all future positions half market width position size
optLiqRiskFLOAT0estimated cost of neutralizingliquidating all option positions half market width position size
srRiskMarginFLOAT0SR assessed risk margin MAXhaircut37 worst3Risk optCnMinimum
lastActivityDATETIME(6)'1900-01-01 00:00:00.000000'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
currency2
tradeDate3
riskSession4
clientFirm5

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgAccountRiskRecordV5` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR account acronym',
`currency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None' COMMENT 'point currency of all associated positions and pnl values',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`riskSession` ENUM('Regular','PostClose') NOT NULL DEFAULT 'Regular',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm acronym',
`lnDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long net position $delta value (underlier + options) (today; SR marks)',
`shDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short net position $delta value (underlier + options) (today; SR marks)',
`lnStkMktValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long stock market value (today; SR marks)',
`shStkMktValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short stock market value (today; SR marks)',
`futMktValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future market value (today; SR marks)',
`stkOptMktValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stock option market value (today; SR vol marks)',
`futOptMktValue` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future option market value (today; SR vol marks)',
`vegaLong` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of long vega symbol positions;=sum(+srs.vega) if srs.vega > 0',
`vegaShort` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of short vega symbol positions;= sum(-srs.vega) if srs.vega < 0',
`wVegaLong` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of long weighted vega symbol positions;=sum(+srs.wVega) if srs.wVega > 0',
`wVegaShort` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of short weighted vega symbol positions;= sum(-srs.wVega) if srs.wVega < 0',
`wtVegaLong` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of long time weighted weighted vega symbol positions;=sum(+srs.wtVega) if srs.wtVega > 0',
`wtVegaShort` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of short time weighted vega symbol positions;= sum(-srs.wtVega) if srs.wtVega < 0',
`thetaLong` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of long vega symbol positions;=sum(+srs.theta) if srs.theta > 0',
`thetaShort` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of short vega symbol positions;= sum(-srs.theta) if srs.theta < 0',
`rhoLong` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of long rho symbol positions;=sum(+srs.rho) if srs.rho > 0',
`rhoShort` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of short rho symbol positions;= sum(-srs.rho) if srs.rho < 0',
`ivolLn` FLOAT NOT NULL DEFAULT 0,
`ivolSh` FLOAT NOT NULL DEFAULT 0,
`wtVeDd` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dd Time Weighted Vega;=sum[wtVega] if opr.xde < -0.30',
`wtVeDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Time Weighted Vega;=sum[wtVega] if -0.30 <= opr.xde < -0.10',
`wtVeAt` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate At Time Weighted Vega;=sum[wtVega] if abs(opr.xde) <= 0.10',
`wtVeUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Up Time Weighted Vega;=sum[wtVega] if +0.10 < opr.xde <= +0.30',
`wtVeDu` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Du Time Weighted Vega;=sum[wtVega] if +0.30 < opr.xde',
`wtVeM1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M1 Time Weighted Vega;=sum[wtVega] if days < 10',
`wtVeM2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M2 Time Weighted Vega;=sum[wtVega] if 10 < days < 25',
`wtVeM3` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M3 Time Weighted Vega;=sum[wtVega] if 25 < days < 65',
`wtVeM4` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M4 Time Weighted Vega;=sum[wtVega] if 65 < days < 130',
`wtVeM5` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M5 Time Weighted Vega;=sum[wtVega] if 130 < days',
`ddelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'net $delta;=sum(srs.ddelta)',
`numSymbols` INT NOT NULL DEFAULT 0 COMMENT 'count of srs records being aggregated',
`absCurSh` INT NOT NULL DEFAULT 0 COMMENT 'absolute number of account shares (CLR + trades);=sum(srs.opShAbsCur)',
`absCurFc` INT NOT NULL DEFAULT 0 COMMENT 'absolute number of account future contracts (CLR + trades);=sum(srs.opFcAbsCur)',
`absCurCn` INT NOT NULL DEFAULT 0 COMMENT 'absolute number of account option contracts (CLR + trades);=sum(srs.opCnAbsCur)',
`premOvPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'aggregate premium over parity for the option position;=sum(srs.premOvPar)',
`optExAsPnl` DOUBLE NOT NULL DEFAULT 0,
`dividendPnl` DOUBLE NOT NULL DEFAULT 0,
`corpActCashPnL` DOUBLE NOT NULL DEFAULT 0,
`stkOpnPnlMid` DOUBLE NOT NULL DEFAULT 0,
`stkOpnPnlClr` DOUBLE NOT NULL DEFAULT 0,
`futOpnPnlMid` DOUBLE NOT NULL DEFAULT 0,
`futOpnPnlClr` DOUBLE NOT NULL DEFAULT 0,
`stkOptOpnPnlVol` DOUBLE NOT NULL DEFAULT 0,
`stkOptOpnPnlMid` DOUBLE NOT NULL DEFAULT 0,
`stkOptOpnPnlClr` DOUBLE NOT NULL DEFAULT 0,
`futOptOpnPnlVol` DOUBLE NOT NULL DEFAULT 0,
`futOptOpnPnlMid` DOUBLE NOT NULL DEFAULT 0,
`futOptOpnPnlClr` DOUBLE NOT NULL DEFAULT 0,
`stkDayPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stock day pnl;=sum(srs.stPnlDay)',
`futDayPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'futures day pnl;=sum(srs.fcPnlDay)',
`stkOptDayPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stock option day pnl;= sum(srs.opPnlDay)',
`futOptDayPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future option day pnl;= sum(srs.opPnlDay)',
`stktDaySh` INT NOT NULL DEFAULT 0 COMMENT 'stock day shares (bot + sld);',
`stkDayMny` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stock day mny (sld - bot)',
`futDayCn` INT NOT NULL DEFAULT 0 COMMENT 'future day contracts (bot + sld);',
`futDayMny` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future day mny (sld - bot)',
`stkOptDayCn` INT NOT NULL DEFAULT 0 COMMENT 'stock option day contracts (bot + sld);',
`stkOptDayMny` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stock option day mny (sld - bot)',
`futOptDayCn` INT NOT NULL DEFAULT 0 COMMENT 'future option day contracts (bot + sld);',
`futOptDayMny` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future option day mny (sld - bot)',
`dayDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'day $delta;= sum(srs.dayDelta)',
`opDayVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option vega traded today',
`opDayWVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (vol weighted) vega traded today',
`opDayTVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (time weighted) vega traded today',
`opDayWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'option (vol time weighted) vega traded today',
`opDayTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theta traded today',
`opEdgeOpened` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theo edge opened today',
`opEdgeClosed` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theo edge closed today',
`pnlDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'option delta neutral pnl;=sum(srs.pnlDn)',
`pnlDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'option delta pnl;=sum(srs.pnlDe)',
`pnlSl` FLOAT NOT NULL DEFAULT 0 COMMENT 'option vega/delta pnl;=sum(srs.pnlSl)',
`pnlGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'option gamma pnl;=sum(srs.pnlGa)',
`pnlTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theta pnl;=sum(srs.pnlTh)',
`pnlVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'option vega pnl;=sum(srs.pnlVe)',
`pnlVo` FLOAT NOT NULL DEFAULT 0 COMMENT 'option volga pnl;=sum(srs.pnlVo)',
`pnlVa` FLOAT NOT NULL DEFAULT 0 COMMENT 'option vanna pnl;=sum(srs.pnlVa)',
`pnlDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'option DDiv pnl;=sum(srs.pnlDDiv)',
`pnlSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'option SDiv pnl;=sum(srs.pnlSDiv)',
`pnlRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'option Rate pnl;=sum(srs.pnlRate)',
`pnlErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'option unexplained (error) pnl;=sum(srs.pnlErr)',
`pnlTe` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theo edge pnl;=sum(srs.pnlTe)',
`pnlLn` FLOAT NOT NULL DEFAULT 0 COMMENT 'option pnl from symbol positions with +vega',
`pnlSh` FLOAT NOT NULL DEFAULT 0 COMMENT 'option pnl from symbol positions with -vega',
`tEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'aggregate option theo edge;=sum(srs.tEdge)',
`tEdgeMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'denominator for computing edge per unit;=sum(srs.tEdgeMult)',
`posTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'aggregate pnl (positive edge symbols);=sum(srs.posTEdgePnl)',
`negTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'aggregate pnl (negative edge symbols);=sum(srs.negTEdgePnl)',
`badTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'aggregate pnl (no theo edge symbols);=sum(srs.badTEdgePnl)',
`VaRsu90` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 90%, vol unchanged (newUPrc = uPrc * exp(+0.90))',
`VaRsd90` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 90%, vol unchanged (newUPrc = uPrc * exp(-0.90))',
`VaRsu50` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 50%, vol unchanged (newUPrc = uPrc * exp(+0.50))',
`VaRsd50` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 50%, vol unchanged (newUPrc = uPrc * exp(-0.50))',
`VaRsu15` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 15%, vol unchanged (newUPrc = uPrc * exp(+0.15))',
`VaRsd15` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 15%, vol unchanged (newUPrc = uPrc * exp(-0.15))',
`VaRsu10` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 10%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.10))',
`VaRsd10` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 10%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.10))',
`VaRsu05` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 5%, vol unchanged (newUPrc = uPrc * exp(+0.05))',
`VaRsd05` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 5%, vol unchanged (newUPrc = uPrc * exp(-0.05))',
`VaRsu1e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 1x implied earn move, vol ramp out',
`VaRsd1e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 1x implied earn move, vol ramp out',
`VaRsu2e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 2x implied earn move, vol ramp out',
`VaRsd2e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 2x implied earn move, vol ramp out',
`VaRearn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: vol earn ramp out (no uPrc move)',
`VaRcash` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 30%, vol = 0.01, 6mn deal close (delta neutral)',
`hcCnt` FLOAT NOT NULL DEFAULT 0 COMMENT 'count of haircut > $0.0 symbols',
`haircut25` FLOAT NOT NULL DEFAULT 0 COMMENT 'haircut ($25 minimum/cn) [act basis]',
`haircut37` FLOAT NOT NULL DEFAULT 0 COMMENT 'haircut ($37 minimum/cn) [act basis]',
`optCnMinimum` FLOAT NOT NULL DEFAULT 0 COMMENT 'option contract margin minimum (37.50 for equities;SPAN minimum for options on futures)',
`span01` FLOAT NOT NULL DEFAULT 0 COMMENT 'span1: uPrc=unch, vol=up',
`span02` FLOAT NOT NULL DEFAULT 0 COMMENT 'span2: uPrc=unch, vol=down',
`span03` FLOAT NOT NULL DEFAULT 0 COMMENT 'span3: uPrc=+33.33%, vol=up',
`span04` FLOAT NOT NULL DEFAULT 0 COMMENT 'span4: uPrc=+33.33%, vol=dn',
`span05` FLOAT NOT NULL DEFAULT 0 COMMENT 'span5: uPrc=-33.33%, vol=up',
`span06` FLOAT NOT NULL DEFAULT 0 COMMENT 'span6: uPrc=-33.33%, vol=down',
`span07` FLOAT NOT NULL DEFAULT 0 COMMENT 'span7: uPrc=+66.67%, vol=up',
`span08` FLOAT NOT NULL DEFAULT 0 COMMENT 'span8: uPrc=+66.67%, vol=down',
`span09` FLOAT NOT NULL DEFAULT 0 COMMENT 'span9: uPrc=-66.67%, vol=up',
`span10` FLOAT NOT NULL DEFAULT 0 COMMENT 'span10: uPrc=-66.67%, vol=down',
`span11` FLOAT NOT NULL DEFAULT 0 COMMENT 'span11: uPrc=+100%, vol=up',
`span12` FLOAT NOT NULL DEFAULT 0 COMMENT 'span12: uPrc=+100%, vol=down',
`span13` FLOAT NOT NULL DEFAULT 0 COMMENT 'span13: uPrc=-100%, vol=up',
`span14` FLOAT NOT NULL DEFAULT 0 COMMENT 'span14: uPrc=-100%, vol=down',
`span15` FLOAT NOT NULL DEFAULT 0 COMMENT 'span15: uPrc=+300%; price slide * 0.33',
`span16` FLOAT NOT NULL DEFAULT 0 COMMENT 'span16: uPrc=-300%, price slide * 0.33',
`worst3Risk` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum of 3 worst 50% slide loss symbols',
`worstSym1_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'symbol with the largest 50% slide loss',
`worstSym1_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 'symbol with the largest 50% slide loss',
`worstSym1_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'symbol with the largest 50% slide loss',
`worstSym2_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'symbol with the second largest 50% slide loss',
`worstSym2_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 'symbol with the second largest 50% slide loss',
`worstSym2_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'symbol with the second largest 50% slide loss',
`worstSym3_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'symbol with the third largest 50% slide loss',
`worstSym3_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 'symbol with the third largest 50% slide loss',
`worstSym3_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'symbol with the third largest 50% slide loss',
`stkLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated cost of neutralizing/liquidating all stock positions (half market width * position size)',
`futLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated cost of neutralizing/liquidating all future positions (half market width * position size)',
`optLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated cost of neutralizing/liquidating all option positions (half market width * position size)',
`srRiskMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR assessed risk margin MAX(haircut37, worst3Risk + optCnMinimum)',
`lastActivity` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`accnt`,`currency`,`tradeDate`,`riskSession`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='AccountRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute.';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`currency`,
`tradeDate`,
`riskSession`,
`clientFirm`,
`lnDDelta`,
`shDDelta`,
`lnStkMktValue`,
`shStkMktValue`,
`futMktValue`,
`stkOptMktValue`,
`futOptMktValue`,
`vegaLong`,
`vegaShort`,
`wVegaLong`,
`wVegaShort`,
`wtVegaLong`,
`wtVegaShort`,
`thetaLong`,
`thetaShort`,
`rhoLong`,
`rhoShort`,
`ivolLn`,
`ivolSh`,
`wtVeDd`,
`wtVeDn`,
`wtVeAt`,
`wtVeUp`,
`wtVeDu`,
`wtVeM1`,
`wtVeM2`,
`wtVeM3`,
`wtVeM4`,
`wtVeM5`,
`ddelta`,
`numSymbols`,
`absCurSh`,
`absCurFc`,
`absCurCn`,
`premOvPar`,
`optExAsPnl`,
`dividendPnl`,
`corpActCashPnL`,
`stkOpnPnlMid`,
`stkOpnPnlClr`,
`futOpnPnlMid`,
`futOpnPnlClr`,
`stkOptOpnPnlVol`,
`stkOptOpnPnlMid`,
`stkOptOpnPnlClr`,
`futOptOpnPnlVol`,
`futOptOpnPnlMid`,
`futOptOpnPnlClr`,
`stkDayPnl`,
`futDayPnl`,
`stkOptDayPnl`,
`futOptDayPnl`,
`stktDaySh`,
`stkDayMny`,
`futDayCn`,
`futDayMny`,
`stkOptDayCn`,
`stkOptDayMny`,
`futOptDayCn`,
`futOptDayMny`,
`dayDDelta`,
`opDayVega`,
`opDayWVega`,
`opDayTVega`,
`opDayWtVega`,
`opDayTheta`,
`opEdgeOpened`,
`opEdgeClosed`,
`pnlDn`,
`pnlDe`,
`pnlSl`,
`pnlGa`,
`pnlTh`,
`pnlVe`,
`pnlVo`,
`pnlVa`,
`pnlDDiv`,
`pnlSDiv`,
`pnlRate`,
`pnlErr`,
`pnlTe`,
`pnlLn`,
`pnlSh`,
`tEdge`,
`tEdgeMult`,
`posTEdgePnl`,
`negTEdgePnl`,
`badTEdgePnl`,
`VaRsu90`,
`VaRsd90`,
`VaRsu50`,
`VaRsd50`,
`VaRsu15`,
`VaRsd15`,
`VaRsu10`,
`VaRsd10`,
`VaRsu05`,
`VaRsd05`,
`VaRsu1e`,
`VaRsd1e`,
`VaRsu2e`,
`VaRsd2e`,
`VaRearn`,
`VaRcash`,
`hcCnt`,
`haircut25`,
`haircut37`,
`optCnMinimum`,
`span01`,
`span02`,
`span03`,
`span04`,
`span05`,
`span06`,
`span07`,
`span08`,
`span09`,
`span10`,
`span11`,
`span12`,
`span13`,
`span14`,
`span15`,
`span16`,
`worst3Risk`,
`worstSym1_at`,
`worstSym1_ts`,
`worstSym1_tk`,
`worstSym2_at`,
`worstSym2_ts`,
`worstSym2_tk`,
`worstSym3_at`,
`worstSym3_ts`,
`worstSym3_tk`,
`stkLiqRisk`,
`futLiqRisk`,
`optLiqRisk`,
`srRiskMargin`,
`lastActivity`,
`timestamp`
FROM `SRRisk`.`MsgAccountRiskRecordV5`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') */
`currency` = 'None'
AND
/* Replace with a DATE */
`tradeDate` = '2022-01-01'
AND
/* Replace with a ENUM('Regular','PostClose') */
`riskSession` = 'Regular'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='AccountRiskRecordV5' ORDER BY ordinal_position ASC;