CREATE TABLE `SRRisk`.`MsgFutureRiskDetailV5` (
`fkey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`fkey_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',
`fkey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`fkey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`fkey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
`periodEndTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DTTM of the end of the current trading period',
`viewGroup1` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Account Group #1 (SR Assigned) used to organize account groups [AccountConfig.viewGroup1]',
`viewGroup2` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Account Group #2 (SR Assigned) used to organize account groups [AccountConfig.viewGroup2]',
`viewGroup3` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Account Group #3 (SR Assigned) used to organize account groups [AccountConfig.viewGroup3]',
`futStatus` ENUM('Hold','TwoWay','DayHold') NOT NULL DEFAULT 'Hold',
`optStatus` ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') NOT NULL DEFAULT 'Hold',
`riskClass` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'Symbol Risk Class Code (user supplied) [SymbolControl.riskClass]',
`theoModel` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned theo model tag (associated with user supplied theo surfaces) [AccountConfig.theoModel]',
`theoModel2` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned theo model#2 tag (associated with user supplied theo surfaces) [AccountConfig.theoModel2]',
`hedgeDeltaRule` ENUM('None','IVol','IvS','TVol','TvS','Binary','IvS_25','IvS_50','IvS_75','TvAll','TvAllS') NOT NULL DEFAULT 'None' COMMENT 'HedgeDelta Source (IVol = use SR implied surface (sticky strike), IvS = use SR surface (sticky delta), TVol = use user supplied theo surface (sticky strike), TvS = use user supplied theo surface and atm veSlope (sticky delta)) [AccountConfig.hedgeDelta]',
`holdReason` ENUM('None','BadData','CorpAction','PendDeal','PendEvent','ExtTrade','LowPrice','PendEarn','DealRumour','BadDiv','Watch','NewSym','NoLoc','NegPerf','NegEdge') NOT NULL DEFAULT 'None' COMMENT 'User supplied description (only informational) [SymbolControl.holdReason]',
`binaryDays` FLOAT NOT NULL DEFAULT 0 COMMENT 'Fractional days [0 - 5.0] prior to expiration after which hedgeDeltas become binary [-1.0, -0.5, 0, +0.5, +1.0] [SymbolControl.binaryDays]',
`ctrlUpdate` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last update dttm of SymbolControl record [SymbolControl.timestamp]',
`symbolType` ENUM('None','Equity','ADR','ETF','CashIndex','MutualFund','ShortETF','Future','Bond','DepReceipts','PreferredSec','PreferenceShare','StructuredProd','StapledSec','TradeableRights','Unit','Warrant','WhenIssued','ForeignIssue') NOT NULL DEFAULT 'None' COMMENT 'SymbolType (Equity, ETF, ShortETF, ADR, CashIndex, FutureComplex)',
`name` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'Symbol name/description',
`beta` FLOAT NOT NULL DEFAULT 0 COMMENT 'beta (usually beta to SPX; see AccountConfig.betaSource)',
`betaSource` ENUM('None','betaSPX','betaQQQ','betaIWM','clientBeta') NOT NULL DEFAULT 'None',
`futVolume` FLOAT NOT NULL DEFAULT 0 COMMENT 'trailing 30 day average daily stock volume',
`optVolume` FLOAT NOT NULL DEFAULT 0 COMMENT 'trailing 30 day average daily option volume',
`marginType` ENUM('None','NMS_Equity','NMS_Index','NMS_Medium') NOT NULL DEFAULT 'None' COMMENT 'margin slide type: NMS_Equity = +/- 15%, NMS_Index = -8%/+6%, NMS_Medium = +/-10%',
`isYieldBased` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'is the symbol a yield based future;can affect greeks and pricing (eg, eurodollars)',
`shortTermVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated/implied short term underlier volatility',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'point value of this future',
`pointCurrency` 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',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'underliers per contract of the futures associated with this symbol (if any) [default = 1]',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`fkey_tk`,`fkey_yr`,`fkey_mn`,`fkey_dy`,`fkey_at`,`fkey_ts`,`accnt`,`tradeDate`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='FutureRiskDetail records contain semi-static markup detail for FutureRiskSummary records.';