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Version: 8.4.08.4

ProductRiskSummaryV5

V8 Message Definiton

ProductRiskSummary records contain live risk aggregation of FutureRiskSummaryV5 records.\nRecords are published if/when positions change and about once per minute otherwise.

METADATA

AttributeValue
Topic4740-risk-v5
MLink TokenSystemData
ProductSRRisk
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'
ticker_tsenum - TickerSrcPRI'None'
ticker_tkVARCHAR(12)PRI''
accntVARCHAR(16)PRI''
tradeDateDATEPRI'1900-01-01'
riskSessionenum - RiskSessionPRI'Regular'
clientFirmVARCHAR(16)PRI''SR assigned client firm
lnDDeltaDOUBLE0long net position delta value today SR marks
shDDeltaDOUBLE0short net position delta value today SR marks
futMktValueMidDOUBLE0future position market value today SR mid marks
optMktValueMidDOUBLE0option position market value SR mid marks sumopCurPosM oproptVolMark
optMktValueVolDOUBLE0option position market value SR vol marks sumopCurPosM oproptMidMark
fcAbsCurPosINT0abs number of future contracts position fillssumabsfprcnCurPos
fcAbsOpnClrINT0abs number of start of period future contracts CLR viewsumabsfprcnOpnClr
fcAbsOpnPrvINT0abs number of start of period future contracts SR viewsumabsfprcnOpnPrv
fcAbsOpnPosINT0abs number of start of period future contracts effectivesumabsfprcnOpnPos
fcAbsOpnBrkINT0abs number of future contract start of period breaks CLR PRVsumabsfprcnOpnClr fprcnOpnPrv
fcNetCurPosINT0net future contract positionsumfprcnOpnClr fprcnBot fprcnSld
fcBotINT0number of futures contracts bot todaysumfrrcnBot
fcSldINT0number of futures contracts sld todaysumfrrcnSld
fcBotHdgINT0number of contracts bot today from hedging spdrSourceHedgeTool
fcSldHdgINT0number of contracts sld today from hedging spdrSourceHedgeTool
fcBotTrhINT0number of contracts bot today from hedging spdrSourceTradeHedge
fcSldTrhINT0number of contracts sld today from hedging spdrSourceTradeHedge
fcBotOpnINT0number of contracts bot today from hedging spdrSourceOpenHedge
fcSldOpnINT0number of contracts sld today from hedging spdrSourceOpenHedge
fcBotTrdINT0number of contracts bot today from a trade hedging source AutoHedge or Trades loop
fcSldTrdINT0number of contracts sld today from a trade hedging source AutoHedge or Trades loop
fcMnyBotDOUBLE0futures money bot today
fcMnySldDOUBLE0futures money sld today
maxFutDttmDATETIME(6)'1900-01-01 00:00:00.000000'DateTime of most recent SpdrFuturenExecution if any
fcPnlMidFLOAT0Futures Open Pnl SR marks sumfprcnOpnClr fprunitsPerCn fprfutMark fprfutOpnMidMark
fcPnlClrFLOAT0Futures Open Pnl CLR marks sumfprcnOpnClr fprunitsPerCn fprfutMark fprfutOpnClrMark
fcPnlDayFLOAT0Futures Day PnlsumfprdayPnl
opCnAbsCurPosINT0abs number of option contracts position fillssumabsoprcnCurPos
opCnAbsOpnClrINT0abs number of start of period option contracts CLR view sumabsoprcnOpnClr
opCnAbsOpnPrvINT0abs number of start of period option contracts SR view sumabsoprcnOpnPrv
opCnAbsOpnPosINT0abs number of start of period option contracts sumabsoprcnOpnPos
opCnAbsOpnBrkINT0abs number of option contract start of period breaks CLR PRVsumabsoprcnOpnClr oprcnOpnPrv
opCnPosCallINT0net number of call contractssumoprcnOpnClr oprcnBot oprcnSld if call
opCnPosPutINT0net number of call contractssumoprcnOpnClr oprcnBot oprcnSld if put
opCnAbsPairINT0abs number of option contracts with CP reversals removed sumabsoprcnOpnClr oprcnBot oprcnSld absoprcnNetPos
opCnAbsAtmEquivFLOAT0abs atm equivalent contracts sumabsoprcnOpnPos oprcnBot oprcnSld oprve opratmVega
opCnBotINT0number of option contracts bot todaysumoprcnBot
opCnSldINT0number of option contracts sld todaysumoprcnSld
opMnyBotDOUBLE0option money bot
opMnySldDOUBLE0option money sld
opPremBotFLOAT0option premium bot todaysummax0 oproptVolMark oprloBound oprpointValue oprcnBot
opPremSldFLOAT0option premium sld todaysummax0 oproptVolMark oprloBound oprpointValue oprcnSld
maxOptDttmDATETIME(6)'1900-01-01 00:00:00.000000'DateTime of most recent SpdrOptionExecution if any
opPnlVolDOUBLE0Option Open Pnl SR vol marks sumopropnPnlVolMark
opPnlMidDOUBLE0Option Open Pnl SR mid marks sumopropnPnlMidMark
opPnlClrDOUBLE0Option Open Pnl CLR marks sumopropnPnlClrMark
opPnlBrkFLOAT0Option Mark Break catchup Pnl SR vol marks to CLR markssumoprcnOpnClr oprpointValue oproptVolMark oproptClrMark
opPnlDayFLOAT0Option Day PnlsumoprdayPnl
opDnPnlDayFLOAT0Option DN Day Pnl delta neutralsumoprdnDayPnl
opDayVegaFLOAT0option vega traded today
opDayWVegaFLOAT0option vol weighted vega traded today
opDayTVegaFLOAT0option time weighted vega traded today
opDayWtVegaFLOAT0option vol time weighted vega traded today
opDayThetaFLOAT0Option Day Thetasumoprth oprcnBot oprcnSld oprpointValue
opDayDeltaFLOAT0Option Day Deltasumoprde oprcnBot oprcnSld oprunderliersPerCn
opTrdDeltaFLOAT0Option Trade Delta delta fixed at time of tradesumoprtrdDelta
contHedgePnlFLOAT0Estimated continuous hedging pnl open positions only 1 minute intervals
contHedgePnl1FLOAT0Estimated continuous hedging pnl open positions only 10 minute intervals
opEdgeOpenedFLOAT0Option Edge Opened new risksumopredgeOpened
opEdgeClosedFLOAT0Option Edge Closed new risksumopredgeClosed
pnlDnFLOAT0Option Pnl Attr delta neutral pnl sumvolPnl shClrM dUPrc oprdePr
pnlDeFLOAT0Option Pnl Attr delta pnlsumshClrM dUPrc oprdePr
pnlSlFLOAT0Option Pnl Attr slope pnlsumshClrM dUPrc oprvePr oprslPr
pnlGaFLOAT0Option Pnl Attr gamma pnlsumshClrM 05 dUPrc dUPrc oprga oprgaPr2
pnlThFLOAT0Option Pnl Attr theta pnlsumshClrM dTime oprthPr
pnlVeFLOAT0Option Pnl Attr vega pnlsumshClrM 100 dVol oprvePr
pnlVoFLOAT0Option Pnl Attr volga pnlsumshClrM 05 100 100 dVol dVol oprvoPr
pnlVaFLOAT0Option Pnl Attr vanna pnlsumshClrM 100 dVol dUPrc oprvaPr
pnlErrFLOAT0Option Pnl Attr error unexplained pnlsumshClrM volPnl pnlDe pnlGa pnlTh pnlVe
pnlRateFLOAT0Option Pnl Attr rate pnlsumshClrM 100 dRate oprrhPr
pnlSDivFLOAT0Option Pnl Attr sdiv pnlsumshClrM 100 dSDiv oprphPr
pnlDDivFLOAT0Option Pnl Attr ddiv pnlsumshClrM 100 oprddiv oprddivPr opruPrc oprphPr
pnlTeFLOAT0Option Pnl Attr theo edge pnlsumshClrM oprtOpx oproptVolMark oprtOpxPr oproptOpnVolMark
pctIvChangeFLOAT0Option Avg IVol Change NumeratorsumabsshClrM oprve logopriVolopriVolPr
pctIvVegaFLOAT0Option Avg IVol Change DenominatorsumabsshClrM oprve
pctTvChangeFLOAT0Option Avg TVol Change NumeratorsumabsshClrM oprve logoprtVoloprtVolPr
pctTvVegaFLOAT0Option Avg TVol Change DenominatorsumabsshClrM oprve
futWidthMnyFLOAT0Future Market Width Valuesum05 absfcCurPosM fprfutAsk fprfutBid
optWidthMnyFLOAT0Option Market Width Valuesum05 absshCurPosM oproptAsk oproptBid
dayDDeltaFLOAT0Day Delta bot or sldall sources today
deltaFLOAT0Aggregate Position DeltasumshCurPos sumfcCurPosM sumshCurPosM oprde sumotherdelta
ddeltaFLOAT0Aggregate Position Delta Delta DDMult
deDecayFLOAT0Aggregate Position DeltaDecaysumshCurPosM oprdeDecay sumotherdeDecay
ddDecayFLOAT0Aggregate Position DeltaDecay DeltaDecay DDMult change in delta when one trading day 102520 is taken out of option pricing
gammaFLOAT0Aggregate Position GammasumshCurPosM oprga sumothergamma
dGammaFLOAT0Aggregate Position Gamma
thetaFLOAT0Aggregate Position ThetasumshCurPosM oprth sumothertheta
rhoFLOAT0Aggregate Position RhosumshCurPosM oprrh sumotherrho
vegaFLOAT0Aggregate Position VegasumshCurPosM oprve sumothervega
tVegaFLOAT0Aggregate Position Time Weight VegasumshCurPosM oprve sqrtmax01 opryears 4
wVegaFLOAT0Aggregate Position Vol Weighted VegasumshCurPosM opriVol oprve
wtVegaFLOAT0Aggregate Position Vol Time Weighted VegasumshCurPosM opriVol oprve sqrtmax01 opryears 4
ivolVeFLOAT0Aggregate Position Avg Vol Numerator vega weighted avg ivolVe avegasumabsshCurPosM opriVol oprve
volgaFLOAT0Aggregate Position VolgasumshCurPosM oprvo sumothervolga
vannaFLOAT0Aggregate Position VannasumshCurPosM oprva sumothervanna
slopeFLOAT0Aggregate Position VegaDelta uPrcVol correlation factorsumshCurPosM oprsl oprve sumotherslope
avegaFLOAT0Aggregate Postion Abs VegasumabsshCurPosM oprve
athetaFLOAT0Aggregate Postion Abs Theta sumabsshCurPosM oprth
hedgeGammaFLOAT0Aggregate Postion Hedge Gamma either iVol or tVol basedcan go binarysumshCurPos oprhedgeGa
hedgeDGammaFLOAT0Aggregate Postion Hedge Gamma
premOvParFLOAT0Aggregate Position Premium Over ParitysumshCurPosM max0 oproptVolMark oprloBound
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 Vega sumwtVega if days 10
wtVeM2FLOAT0Aggregate M2 Time Weighted Vega sumwtVega if 10 days 25
wtVeM3FLOAT0Aggregate M3 Time Weighted Vega sumwtVega if 25 days 65
wtVeM4FLOAT0Aggregate M4 Time Weighted Vega sumwtVega if 65 days 130
wtVeM5FLOAT0Aggregate M5 Time Weighted Vega sumwtVega if 130 days
opnDeltaFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only
opnDDeltaFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only
posDeltaFLOAT0Aggregate Position Hedge Delta Current Position
posDDeltaFLOAT0Aggregate Position Hedge Delta Current Position
pinXXFLOAT0Pin Strike nearest to current uPrc zero none only exists near expirations
opnDeBelowFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDeAboveFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeBelowFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeAboveFLOAT0Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
posDeBelowFLOAT0Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDeAboveFLOAT0Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeBelowFLOAT0Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeAboveFLOAT0Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posHedgeDeltaExFLOAT0Aggregate Position Hedge Delta Current Position if exDate today
posHedgeDDeltaExFLOAT0Aggregate Position Hedge Delta Current Position if exDate today
tEdgeFLOAT0Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMultFLOAT0Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePrFLOAT0Prior Day Theo Edge
tEdgeMultPrFLOAT0Prior Day Aggregate Abs Net Contracts
numTVolErrorsSMALLINT0number of oprtErr 0 or oprtVol 001
pairPnlFLOAT0Aggregate Dn Pair PnlsumshNetClrM oproptVolMark oproptOpnVolMark oprhedgeDePr opruMark opruOpnMark
posTEdgeWVFLOAT0Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWVFLOAT0Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWVFLOAT0Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnlFLOAT0Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnlFLOAT0Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnlFLOAT0Aggregate Dn Pair Pnl where oprtOpxPr 0
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
futLiqRiskFLOAT0Aggregate Future Liquidation Risk
optLiqRiskFLOAT0Aggregate Option Liquidation Risk
fcBotC0INT0hypothetical future contracts bot 1 minute intervals
fcSldC0INT0hypothetical future contracts sld
fcMnyC0FLOAT0hypothetical money
fcBotC1INT0hypothetical future contracts bot 10 minute intervals
fcSldC1INT0hypothetical future contracts sld
fcMnyC1FLOAT0hypothetical money
futMarginFLOAT0Aggregate Future Risk Margin
numFutErrorsTINYINT UNSIGNED0number of futures positions with a computation error should be zero
numOptErrorsTINYINT UNSIGNED0number of options positions with a computation error should be zero
futMarkFlagVARCHAR(255)'None'Future position error flag
optMarkFlagVARCHAR(255)'None'Option position error flag
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3
accnt4
tradeDate5
riskSession6
clientFirm7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgProductRiskSummaryV5` (
`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 '',
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`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',
`lnDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long net position delta value (today; SR marks )',
`shDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short net position delta value (today; SR marks )',
`futMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'future position market value (today; SR mid marks)',
`optMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR mid marks); =sum[opCurPosM * opr.optVolMark]',
`optMktValueVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR vol marks); =sum[opCurPosM * opr.optMidMark]',
`fcAbsCurPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of future contracts (position + fills);=sum[abs(fpr.cnCurPos)]',
`fcAbsOpnClr` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (CLR view);=sum[abs(fpr.cnOpnClr)]',
`fcAbsOpnPrv` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (SR view);=sum[abs(fpr.cnOpnPrv)]',
`fcAbsOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period future contracts (effective);=sum[abs(fpr.cnOpnPos)]',
`fcAbsOpnBrk` INT NOT NULL DEFAULT 0 COMMENT 'abs number of future contract start of period breaks (CLR - PRV);=sum[abs(fpr.cnOpnClr - fpr.cnOpnPrv)]',
`fcNetCurPos` INT NOT NULL DEFAULT 0 COMMENT 'net future contract position;=sum[fpr.cnOpnClr + fpr.cnBot - fpr.cnSld]',
`fcBot` INT NOT NULL DEFAULT 0 COMMENT 'number of futures contracts bot today;=sum(frr.cnBot)',
`fcSld` INT NOT NULL DEFAULT 0 COMMENT 'number of futures contracts sld today;=sum(frr.cnSld)',
`fcBotHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=HedgeTool)',
`fcSldHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=HedgeTool)',
`fcBotTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=TradeHedge)',
`fcSldTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=TradeHedge)',
`fcBotOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from hedging (spdrSource=OpenHedge)',
`fcSldOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from hedging (spdrSource=OpenHedge)',
`fcBotTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts bot today from a trade hedging source (AutoHedge or Trades loop)',
`fcSldTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of contracts sld today from a trade hedging source (AutoHedge or Trades loop)',
`fcMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'futures money bot today',
`fcMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'futures money sld today',
`maxFutDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DateTime of most recent SpdrFuturenExecution (if any)',
`fcPnlMid` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Open Pnl (SR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnMidMark]',
`fcPnlClr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Open Pnl (CLR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnClrMark]',
`fcPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Futures Day Pnl;=sum(fpr.dayPnl)',
`opCnAbsCurPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts (position + fills);=sum[abs(opr.cnCurPos)]',
`opCnAbsOpnClr` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (CLR view); =sum[abs(opr.cnOpnClr)]',
`opCnAbsOpnPrv` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (SR view); =sum[abs(opr.cnOpnPrv)]',
`opCnAbsOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts; =sum[abs(opr.cnOpnPos)]',
`opCnAbsOpnBrk` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contract start of period breaks (CLR - PRV);=sum[abs(opr.cnOpnClr - opr.cnOpnPrv)]',
`opCnPosCall` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if call)',
`opCnPosPut` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if put)',
`opCnAbsPair` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts with CP reversals removed; =sum[abs(opr.cnOpnClr + opr.cnBot - opr.cnSld) - abs(opr.cnNetPos)]',
`opCnAbsAtmEquiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'abs atm equivalent contracts; = sum[abs(opr.cnOpnPos + opr.cnBot - opr.cnSld) * opr.ve / opr.atmVega]',
`opCnBot` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts bot today;=sum[opr.cnBot]',
`opCnSld` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts sld today;=sum[opr.cnSld]',
`opMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money bot',
`opMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money sld',
`opPremBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium bot today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnBot]',
`opPremSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium sld today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnSld]',
`maxOptDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DateTime of most recent SpdrOptionExecution (if any)',
`opPnlVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR vol marks); =sum[opr.opnPnlVolMark]',
`opPnlMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR mid marks); =sum[opr.opnPnlMidMark]',
`opPnlClr` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (CLR marks); =sum[opr.opnPnlClrMark]',
`opPnlBrk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Mark Break (catch-up) Pnl (SR vol marks to CLR marks);=sum[(opr.cnOpnClr * opr.pointValue) * (opr.optVolMark - opr.optClrMark)]',
`opPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Pnl;=sum[opr.dayPnl]',
`opDnPnlDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option DN Day Pnl (delta neutral);=sum[opr.dnDayPnl]',
`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 Day Theta;=sum[opr.th * ((opr.cnBot - opr.cnSld) * opr.pointValue)]',
`opDayDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Delta;=sum[opr.de * ((opr.cnBot - opr.cnSld) * opr.underliersPerCn)]',
`opTrdDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Trade Delta (delta fixed at time of trade);=sum[opr.trdDelta]',
`contHedgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~1 minute intervals]',
`contHedgePnl1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~10 minute intervals]',
`opEdgeOpened` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Opened (new risk);=sum[opr.edgeOpened]',
`opEdgeClosed` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Closed (new risk);=sum[opr.edgeClosed]',
`pnlDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta neutral pnl: =sum[volPnl - shClrM * dUPrc * opr.dePr]',
`pnlDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta pnl;=sum[shClrM * dUPrc * opr.dePr]',
`pnlSl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: slope pnl;=sum[shClrM * dUPrc * opr.vePr * opr.slPr]',
`pnlGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: gamma pnl;=sum[shClrM * 0.5 * dUPrc * dUPrc * (opr.ga + opr.gaPr)/2]',
`pnlTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theta pnl;=sum[shClrM * dTime * -opr.thPr]',
`pnlVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vega pnl;=sum[shClrM * 100 * dVol * opr.vePr]',
`pnlVo` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: volga pnl;=sum[shClrM * 0.5 * 100 * 100 * dVol * dVol * opr.voPr]',
`pnlVa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vanna pnl;=sum[shClrM * 100 * dVol * dUPrc * opr.vaPr]',
`pnlErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: error (unexplained) pnl;=sum[shClrM * (volPnl - pnlDe - pnlGa - pnlTh - pnlVe)]',
`pnlRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: rate pnl;=sum[shClrM * 100 * dRate * opr.rhPr]',
`pnlSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: sdiv pnl;=sum[shClrM * 100 * dSDiv * opr.phPr]',
`pnlDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: ddiv pnl;=sum[shClrM * 100 * (opr.ddiv - opr.ddivPr) / opr.uPrc * opr.phPr]',
`pnlTe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theo edge pnl;=sum[shClrM * ((opr.tOpx - opr.optVolMark) - (opr.tOpxPr - opr.optOpnVolMark))]',
`pctIvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.iVol/opr.iVolPr)]',
`pctIvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
`pctTvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.tVol/opr.tVolPr)]',
`pctTvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
`futWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Future Market Width Value;=sum[0.5 * abs(fcCurPosM) * (fpr.futAsk - fpr.futBid)]',
`optWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Market Width Value;=sum[0.5 * abs(shCurPosM) * (opr.optAsk - opr.optBid)]',
`dayDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Day $Delta (bot or sld;all sources) today;',
`delta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Delta;=sum[shCurPos] + sum[fcCurPosM] + sum[shCurPosM * opr.de] + sum[other.delta]',
`ddelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Delta (Delta * DDMult)',
`deDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position DeltaDecay;=sum[shCurPosM * opr.deDecay] + sum[other.deDecay]',
`ddDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $DeltaDecay (DeltaDecay * DDMult) [change in $delta when one trading day (1.0/252.0) is taken out of option pricing]',
`gamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Gamma;=sum[shCurPosM * opr.ga] + sum[other.gamma]',
`dGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Gamma',
`theta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Theta;=sum[shCurPosM * opr.th] + sum[other.theta]',
`rho` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Rho;=sum[shCurPosM * opr.rh] + sum[other.rho]',
`vega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vega;=sum[shCurPosM * opr.ve] + sum[other.vega]',
`tVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Time Weight Vega;=sum[shCurPosM * opr.ve / sqrt(max(0.1, opr.years * 4))]',
`wVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve]',
`wtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Time Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve / sqrt(max(0.1, opr.years * 4))]',
`ivolVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Avg Vol Numerator (vega weighted) (avg = ivolVe / avega);=sum[abs(shCurPosM) * opr.iVol * opr.ve]',
`volga` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Volga;=sum[shCurPosM * opr.vo] + sum[other.volga]',
`vanna` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vanna;=sum[shCurPosM * opr.va] + sum[other.vanna]',
`slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position VegaDelta (uPrc/Vol correlation factor);=sum[shCurPosM * opr.sl * opr.ve] + sum[other.slope]',
`avega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Vega;=sum[abs(shCurPosM ) * opr.ve]',
`atheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Theta;= sum[abs(shCurPosM) * opr.th]',
`hedgeGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Hedge Gamma (either iVol or tVol based;can go binary);=sum[shCurPos * opr.hedgeGa]',
`hedgeDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Hedge $Gamma',
`premOvPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Premium Over Parity;=sum[shCurPosM * max(0, opr.optVolMark - opr.loBound)]',
`wtVeDd` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dd Time Weighted Vega;=sum[wtVega] if opr.xde < -0.30',
`wtVeDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Time Weighted Vega;=sum[wtVega] if -0.30 <= opr.xde < -0.10',
`wtVeAt` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate At Time Weighted Vega;=sum[wtVega] if abs(opr.xde) <= 0.10',
`wtVeUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Up Time Weighted Vega;=sum[wtVega] if +0.10 < opr.xde <= +0.30',
`wtVeDu` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Du Time Weighted Vega;=sum[wtVega] if +0.30 < opr.xde',
`wtVeM1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M1 Time Weighted Vega; =sum[wtVega] if days < 10',
`wtVeM2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M2 Time Weighted Vega; =sum[wtVega] if 10 < days < 25',
`wtVeM3` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M3 Time Weighted Vega; =sum[wtVega] if 25 < days < 65',
`wtVeM4` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M4 Time Weighted Vega; =sum[wtVega] if 65 < days < 130',
`wtVeM5` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M5 Time Weighted Vega; =sum[wtVega] if 130 < days',
`opnDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only)',
`opnDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only)',
`posDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position)',
`posDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position)',
`pinXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'Pin Strike nearest to current uPrc (zero = none) (only exists near expirations)',
`opnDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
`opnDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
`opnDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
`opnDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
`posDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX',
`posDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX',
`posDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX',
`posDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX',
`posHedgeDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if exDate != today',
`posHedgeDDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Hedge Delta (Current Position) if exDate != today',
`tEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate $ Theo Edge;=sum[shNetPosM * (opr.tOpx - opr.optVolMark)] if opr.tVol > 0.01 and opr.tOpx > 0.0 and opr.optVolMark > 0.0',
`tEdgeMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Abs Net Contracts (Rev/Conv contracts removed);= sum[abs(shNetPosM)]',
`tEdgePr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day $ Theo Edge',
`tEdgeMultPr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day Aggregate Abs Net Contracts',
`numTVolErrors` SMALLINT NOT NULL DEFAULT 0 COMMENT 'number of opr.tErr != 0 or opr.tVol < 0.01',
`pairPnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl;=sum[shNetClrM * (opr.optVolMark - opr.optOpnVolMark - opr.hedgeDePr * (opr.uMark - opr.uOpnMark))]',
`posTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) >= 0)',
`negTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) < 0)',
`badTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx = 0)',
`posTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) >= 0)',
`negTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) < 0)',
`badTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr = 0)',
`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',
`futLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Future Liquidation Risk',
`optLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Option Liquidation Risk',
`fcBotC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts bot (~ 1 minute intervals)',
`fcSldC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts sld',
`fcMnyC0` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
`fcBotC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts bot (~ 10 minute intervals)',
`fcSldC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical future contracts sld',
`fcMnyC1` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
`futMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Future Risk Margin',
`numFutErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of futures positions with a computation error (should be zero)',
`numOptErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of options positions with a computation error (should be zero)',
`futMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Future position error flag',
`optMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Option position error flag',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`accnt`,`tradeDate`,`riskSession`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='ProductRiskSummary records contain live risk aggregation of FutureRiskSummaryV5 records.\nRecords are published if/when positions change and about once per minute otherwise.';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`accnt`,
`tradeDate`,
`riskSession`,
`clientFirm`,
`lnDDelta`,
`shDDelta`,
`futMktValueMid`,
`optMktValueMid`,
`optMktValueVol`,
`fcAbsCurPos`,
`fcAbsOpnClr`,
`fcAbsOpnPrv`,
`fcAbsOpnPos`,
`fcAbsOpnBrk`,
`fcNetCurPos`,
`fcBot`,
`fcSld`,
`fcBotHdg`,
`fcSldHdg`,
`fcBotTrh`,
`fcSldTrh`,
`fcBotOpn`,
`fcSldOpn`,
`fcBotTrd`,
`fcSldTrd`,
`fcMnyBot`,
`fcMnySld`,
`maxFutDttm`,
`fcPnlMid`,
`fcPnlClr`,
`fcPnlDay`,
`opCnAbsCurPos`,
`opCnAbsOpnClr`,
`opCnAbsOpnPrv`,
`opCnAbsOpnPos`,
`opCnAbsOpnBrk`,
`opCnPosCall`,
`opCnPosPut`,
`opCnAbsPair`,
`opCnAbsAtmEquiv`,
`opCnBot`,
`opCnSld`,
`opMnyBot`,
`opMnySld`,
`opPremBot`,
`opPremSld`,
`maxOptDttm`,
`opPnlVol`,
`opPnlMid`,
`opPnlClr`,
`opPnlBrk`,
`opPnlDay`,
`opDnPnlDay`,
`opDayVega`,
`opDayWVega`,
`opDayTVega`,
`opDayWtVega`,
`opDayTheta`,
`opDayDelta`,
`opTrdDelta`,
`contHedgePnl`,
`contHedgePnl1`,
`opEdgeOpened`,
`opEdgeClosed`,
`pnlDn`,
`pnlDe`,
`pnlSl`,
`pnlGa`,
`pnlTh`,
`pnlVe`,
`pnlVo`,
`pnlVa`,
`pnlErr`,
`pnlRate`,
`pnlSDiv`,
`pnlDDiv`,
`pnlTe`,
`pctIvChange`,
`pctIvVega`,
`pctTvChange`,
`pctTvVega`,
`futWidthMny`,
`optWidthMny`,
`dayDDelta`,
`delta`,
`ddelta`,
`deDecay`,
`ddDecay`,
`gamma`,
`dGamma`,
`theta`,
`rho`,
`vega`,
`tVega`,
`wVega`,
`wtVega`,
`ivolVe`,
`volga`,
`vanna`,
`slope`,
`avega`,
`atheta`,
`hedgeGamma`,
`hedgeDGamma`,
`premOvPar`,
`wtVeDd`,
`wtVeDn`,
`wtVeAt`,
`wtVeUp`,
`wtVeDu`,
`wtVeM1`,
`wtVeM2`,
`wtVeM3`,
`wtVeM4`,
`wtVeM5`,
`opnDelta`,
`opnDDelta`,
`posDelta`,
`posDDelta`,
`pinXX`,
`opnDeBelow`,
`opnDeAbove`,
`opnDDeBelow`,
`opnDDeAbove`,
`posDeBelow`,
`posDeAbove`,
`posDDeBelow`,
`posDDeAbove`,
`posHedgeDeltaEx`,
`posHedgeDDeltaEx`,
`tEdge`,
`tEdgeMult`,
`tEdgePr`,
`tEdgeMultPr`,
`numTVolErrors`,
`pairPnl`,
`posTEdgeWV`,
`negTEdgeWV`,
`badTEdgeWV`,
`posTEdgePnl`,
`negTEdgePnl`,
`badTEdgePnl`,
`span01`,
`span02`,
`span03`,
`span04`,
`span05`,
`span06`,
`span07`,
`span08`,
`span09`,
`span10`,
`span11`,
`span12`,
`span13`,
`span14`,
`span15`,
`span16`,
`futLiqRisk`,
`optLiqRisk`,
`fcBotC0`,
`fcSldC0`,
`fcMnyC0`,
`fcBotC1`,
`fcSldC1`,
`fcMnyC1`,
`futMargin`,
`numFutErrors`,
`numOptErrors`,
`futMarkFlag`,
`optMarkFlag`,
`timestamp`
FROM `SRRisk`.`MsgProductRiskSummaryV5`
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) */
`accnt` = 'Example_accnt'
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='ProductRiskSummaryV5' ORDER BY ordinal_position ASC;