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Version: 8.4.08.4

RiskCubeDetailV5

V8 Message Definiton

RiskCubeDetail records are published by CoreRiskServers and are designed to be aggregated and analyzed over time.\nRiskCubeDetail records are published to the SpiderRock Archive Host data pipeline at the end of each trading period.

METADATA

AttributeValue
Topic4740-risk-v5
MLink TokenClientRisk
ProductSRRisk
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''SR Accnt
secKey_atenum - AssetTypePRI'None'
secKey_tsenum - TickerSrcPRI'None'
secKey_tkVARCHAR(12)PRI''
secKey_yrSMALLINT UNSIGNEDPRI0
secKey_mnTINYINT UNSIGNEDPRI0
secKey_dyTINYINT UNSIGNEDPRI0
secKey_xxDOUBLEPRI0
secKey_cpenum - CallPutPRI'Call'
secTypeenum - SecTypePRI'None'Call Put Stock Future Cash
tradeDateDATEPRI'1900-01-01'
riskSessionenum - RiskSessionPRI'Regular'
clientFirmVARCHAR(16)PRI''SR assigned client firm
versionenum - RiskCubeVersion'None'
clearingFirmVARCHAR(8)''Clearing Firm
clearingAccntVARCHAR(16)''Clearing Firm Accnt
riskServerCodeVARCHAR(6)''SR RiskServer server that published this record
viewGroup1VARCHAR(12)''Client defined view group 1 can be fiteredaggregated
viewGroup2VARCHAR(12)''Client defined view group 2 can be fiteredaggregated
viewGroup3VARCHAR(12)''Client defined view group 3 can be fiteredaggregated
ticker_atenum - AssetType'None'Risk Symbol underlier for equities product group for futureoption complexes
ticker_tsenum - TickerSrc'None'Risk Symbol underlier for equities product group for futureoption complexes
ticker_tkVARCHAR(12)''Risk Symbol underlier for equities product group for futureoption complexes
riskClassVARCHAR(8)''Symbol risk class from SymbolControl record
symbolTypeenum - SymbolType'None'Symbol type
betaFLOAT0beta usually beta to SPX see AccountConfigbetaSource
betaSourceenum - BetaSource'None'
sectorVARCHAR(16)''Client defined sector from SymbolControl record
indNumINT0Ind Num 00
subNumINT0Sub Num 0000
grpNumINT0Grp Num 000000
nbrNumINT0Nbr Num 00000000
eDaysSMALLINT0days to next earnings 5 30
dDaysSMALLINT0days to next dividend 5 30
xDeltaFLOAT0calls 05 delta puts 05 delta
expCodeenum - ExpCode'None'Timetoexpiry code W1 W2 M1 M2 M34 M56 M7C Y1 Y2
skewCodeenum - SkewCode'None'Skew bucket code DdDeep DownSide Dn DownSide At ATM Up UpSide DU FarUpSide
eDaysCodeenum - EDaysCode'None'Days to next earnings event if any
iVolRangeenum - iVolRange'None'Implied ATM Vol Range
skewDDFLOAT0dd deep downside skew metric xde 030
skewDNFLOAT0dn downside skew metric 030 xde 010
skewATFLOAT0at atm skew risk metric 010 xde 010
skewUPFLOAT0up upside skew risk metric 010 xde 030
skewDUFLOAT0du far upside skew risk metric 030 xde
shOpnPosINT0shares startofday
fcOpnPosINT0futures contracts startofday
cnOpnPosINT0options contracts startofday
cnAtmEquivFLOAT0atm equivalent contracts oprcnOpnPos oprcnBot oprcnSld oprve opratmVega
shBotINT0shares bot
shSldINT0shares sld
shSldShrtINT0shares sld short
fcBotINT0future contracts bot
fcSldINT0future contracts sld
cnBotINT0option contracts bot
cnSldINT0option contracts sld
cnOpenedINT0option contracts opened
cnClosedINT0option contracts closed
opnDirVARCHAR(2)''open startofday direction LN or SH
posDirVARCHAR(2)''current startofday trades direction LN or SH
unitOpnPosINT0effective opening position shares or cn underlierPerCn startofday
unitCurPosINT0effective current position shares or cn underlierPerCn startofday trades
unitQtyBotINT0effective shares bot shares or cn underlierPerCn
unitQtySldINT0effective shares sld shares or cn underlierPerCn
dayPnlFLOAT0day pnl
dayDnPnlFLOAT0day pnl delta neutral
dayTrdDeltaFLOAT0day trade delta
dayTrdDDeltaFLOAT0day trade delta
dayTrdGammaFLOAT0day trade gamma
dayTrdDGammaFLOAT0day trade gamma
dayTrdVegaFLOAT0day trade vega
dayTrdWVegaFLOAT0day trade wVega vega vol
dayTrdTVegaFLOAT0day trade tVega vega sqrtmax01 years 4
dayTrdWtVegaFLOAT0day trade wtVega vega vol sqrtmax01 years 4
dayTrdThetaFLOAT0day trade theta
dayEdgeOpenedFLOAT0day theo option edge opened requires a theo model
dayEdgeClosedFLOAT0day theo option edge closed requires a theo model
dayMnyBotDOUBLE0day money bot
dayMnySldDOUBLE0day money sld
opnPnlVolMarkFLOAT0cursurface prsurface cnOpnClr upc
opnPnlMidMarkFLOAT0curmid prmid cnOpnClr upc
opnPnlClrMarkFLOAT0curmid prclr cnOpnClr upc
opnMarkBrkMnyFLOAT0cursurface curmid cnOpnClr upc
opnTheoEdgeFLOAT0opening edge edge at the end of prior period requires a theo model
posTheoEdgeFLOAT0current edge opening positions trades requires a theo model
tVolMoveFLOAT0LNtVol tVolPr
tEdgeMoveFLOAT0LNtVol iVol LNtVolPr iVolPr
tEdgeFLOAT0LNtVol iVol
opnPnlDeFLOAT0open position mult hedgeDe dUPrc pnlSD sumpnlDe stock futures options
opnPnlGaFLOAT0open position mult 05 optGamma dUPrc dUPrc
opnPnlThFLOAT0open position mult optTheta dTime
opnPnlVeFLOAT0open position mult optVega dVol
opnPnlVoFLOAT0open position mult 05 optVolga dVol dVol
opnPnlVaFLOAT0open position mult optVanna dVol dUPrc
opnPnlSlFLOAT0open position mult voluPrc slope optVega dUPrc
opnPnlRateFLOAT0open position mult optRho dRate
opnPnlSDivFLOAT0open position mult optPhi dSDv
opnPnlDDivFLOAT0open position mult optPhi dDDv
opnPnlErrFLOAT0unattributed pnl SR Vol Pnl opnPnlDe opnPnlGa opnPnlTh opnPnlVe opnPnlRat opnPnlSDiv opnPnlDDiv
opnEdgeChangeFLOAT0open position mult tEdge tEdgePr requires a theo model
posDeltaFLOAT0live position mult hedgeDe
posDDeltaFLOAT0live position mult hedgeDe UPrc
posDBetaFLOAT0live position mult hedgeDe beta UPrc
posGammaFLOAT0live position mult optGamma
posDGammaFLOAT0live position mult optGamma uPrc uPrc 100
posVegaFLOAT0live position mult optVega
posWVegaFLOAT0live position mult optVega iVol
posTVegaFLOAT0live position mult optVega sqrtmax01 years 4
posWtVegaFLOAT0live position mult optVega iVol sqrtmax01 years 4
posVolgaFLOAT0live position mult optVolg
posVannaFLOAT0live position mult optVanna
posThetaFLOAT0live position mult optTheta
posRhoFLOAT0live position mult optRho
posPhiFLOAT0live position mult optPhi
posNotionalFLOAT0live position mult uPrc
posMktValueFLOAT0live position mult SR surface mark
posPremOParFLOAT0live position mult premium over parity
atmVolFLOAT0atm volatility
symVolFLOAT0underlier symbol volatility term21dcensored
srSlopeFLOAT0strike veSlope sr surfaceoptions only
prcSVolFLOAT0SR Surface Vol
prcTOpxFLOAT0SR Surface Price
prcYOpxFLOAT0SR Yesterday Surface Price
prcUPrcFLOAT0underlier price
prcYearsFLOAT0yearstoexpiry
prcRateFLOAT0discount ratetoexpiry
prcSdivFLOAT0continuous stock div ratetoexpiry
prcDdivFLOAT0cumulative discrete dividend paid through expiry
uPrcRatioFLOAT0stock price multiplier
uPrcMoveFLOAT0Underlier price change
iVolMoveFLOAT0Implied vol change fixed strike ivol change from prior period
exDivAmtFLOAT0estimated exDiv amount if any
borrowRateFLOAT0estimated stock borrow rate if any
modelTypeTINYINT UNSIGNED0SRPricingLibCalcModelType
underliersPerCnINT0underliers per contract
underlierTypeenum - UnderlierType'None'underlier type used for option pricing
pointValueFLOAT0value of one point
pointCurrencyenum - Currency'None'
tickValueFLOAT0value of one tick
multihedgeenum - Multihedge'None'
multihedgeSource_atenum - AssetType'None'MH Ticker Key starts with if exists
multihedgeSource_tsenum - TickerSrc'None'MH Ticker Key starts with if exists
multihedgeSource_tkVARCHAR(12)''MH Ticker Key starts with if exists
multihedgePVRatioFLOAT0pv multiplier fraction of underlier value uPerCn x uPrc SUMuPerCn x uPrc associated with this fragment
spanPrcIncUpFLOAT0default exchange span price up increment for this asset
spanPrcIncDnFLOAT0default exchange span price dn increment for this asset
spanVolIncFLOAT0default exchange span volatility increment for this asset
prcSpanTypeenum - SpanType'None'exchange prcSpan type
volSpanTypeenum - SpanType'None'exchange volSpan type
spanPricingModelenum - SpanPricingModel'None'Exchangedefined model for SPAN option pricing calcs
marginTypeenum - MarginType'None'margin slide type NMSEquity 15 NMSIndex 86 NMSMedium 10
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
secKey_tk2
secKey_yr3
secKey_mn4
secKey_dy5
secKey_xx6
secKey_cp7
secKey_at8
secKey_ts9
secType10
tradeDate11
riskSession12
clientFirm13

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgRiskCubeDetailV5` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR Accnt',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`secKey_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',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_xx` DOUBLE NOT NULL DEFAULT 0,
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`secType` ENUM('None','Call','Put','Stock','Future','Cash') NOT NULL DEFAULT 'None' COMMENT '[Call, Put, Stock, Future, Cash]',
`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',
`version` ENUM('None','Live','EarlyArchive','LateArchive') NOT NULL DEFAULT 'None',
`clearingFirm` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'Clearing Firm',
`clearingAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'Clearing Firm Accnt',
`riskServerCode` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'SR RiskServer (server that published this record)',
`viewGroup1` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Client defined view group #1 (can be fitered/aggregated)',
`viewGroup2` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Client defined view group #2 (can be fitered/aggregated)',
`viewGroup3` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Client defined view group #3 (can be fitered/aggregated)',
`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 'Risk Symbol (underlier for equities; product group for future/option complexes)',
`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 'Risk Symbol (underlier for equities; product group for future/option complexes)',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Risk Symbol (underlier for equities; product group for future/option complexes)',
`riskClass` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'Symbol risk class (from SymbolControl record)',
`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 'Symbol type',
`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',
`sector` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'Client defined sector (from SymbolControl record)',
`indNum` INT NOT NULL DEFAULT 0 COMMENT 'Ind Num (00)',
`subNum` INT NOT NULL DEFAULT 0 COMMENT 'Sub Num (0000)',
`grpNum` INT NOT NULL DEFAULT 0 COMMENT 'Grp Num (000000)',
`nbrNum` INT NOT NULL DEFAULT 0 COMMENT 'Nbr Num (00000000)',
`eDays` SMALLINT NOT NULL DEFAULT 0 COMMENT 'days to next earnings [-5, +30]',
`dDays` SMALLINT NOT NULL DEFAULT 0 COMMENT 'days to next dividend [-5, +30]',
`xDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'calls = +0.5 - delta; puts = -0.5 - delta',
`expCode` ENUM('None','W1','W2','M1','M2','M34','M56','M7C','Y1','Y2') NOT NULL DEFAULT 'None' COMMENT 'Time-to-expiry code (W1, W2, M1, M2, M34, M56, M7C, Y1, Y2)',
`skewCode` ENUM('None','DD','DN','AT','UP','DU') NOT NULL DEFAULT 'None' COMMENT 'Skew bucket code (Dd=Deep DownSide, Dn = DownSide, At = ATM, Up = UpSide, DU = FarUpSide)',
`eDaysCode` ENUM('None','Past','eDay_0','eDay_1','eDays_2_3','eDays_4_5','eDays_6_10','eDays_11_25','eDays_26_65') NOT NULL DEFAULT 'None' COMMENT 'Days to next earnings event (if any)',
`iVolRange` ENUM('None','iVolRng_01_03','iVolRng_03_06','iVolRng_06_09','iVolRng_09_12','iVolRng_12_15','iVolRng_15_20','iVolRng_20_25','iVolRng_25_35','iVolRng_35_50','iVolRng_50_80','iVolRng_80_up') NOT NULL DEFAULT 'None' COMMENT 'Implied ATM Vol Range',
`skewDD` FLOAT NOT NULL DEFAULT 0 COMMENT 'dd (deep downside) skew metric (xde < -0.30)',
`skewDN` FLOAT NOT NULL DEFAULT 0 COMMENT 'dn (downside) skew metric (-0.30 < xde < -0.10)',
`skewAT` FLOAT NOT NULL DEFAULT 0 COMMENT 'at (atm) skew risk metric (-0.10 < xde < +0.10)',
`skewUP` FLOAT NOT NULL DEFAULT 0 COMMENT 'up (upside) skew risk metric (+0.10 < xde < +0.30)',
`skewDU` FLOAT NOT NULL DEFAULT 0 COMMENT 'du (far upside) skew risk metric (+0.30 < xde)',
`shOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'shares (start-of-day)',
`fcOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'futures contracts (start-of-day)',
`cnOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'options contracts (start-of-day)',
`cnAtmEquiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm equivalent contracts; (opr.cnOpnPos + opr.cnBot - opr.cnSld) * opr.ve / opr.atmVega',
`shBot` INT NOT NULL DEFAULT 0 COMMENT 'shares bot',
`shSld` INT NOT NULL DEFAULT 0 COMMENT 'shares sld',
`shSldShrt` INT NOT NULL DEFAULT 0 COMMENT 'shares sld short',
`fcBot` INT NOT NULL DEFAULT 0 COMMENT 'future contracts bot',
`fcSld` INT NOT NULL DEFAULT 0 COMMENT 'future contracts sld',
`cnBot` INT NOT NULL DEFAULT 0 COMMENT 'option contracts bot',
`cnSld` INT NOT NULL DEFAULT 0 COMMENT 'option contracts sld',
`cnOpened` INT NOT NULL DEFAULT 0 COMMENT 'option contracts opened',
`cnClosed` INT NOT NULL DEFAULT 0 COMMENT 'option contracts closed',
`opnDir` VARCHAR(2) NOT NULL DEFAULT '' COMMENT 'open (start-of-day) direction (LN or SH)',
`posDir` VARCHAR(2) NOT NULL DEFAULT '' COMMENT 'current (start-of-day + trades) direction (LN or SH)',
`unitOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'effective opening position (shares or cn * underlierPerCn) (start-of-day)',
`unitCurPos` INT NOT NULL DEFAULT 0 COMMENT 'effective current position (shares or cn * underlierPerCn) (start-of-day + trades)',
`unitQtyBot` INT NOT NULL DEFAULT 0 COMMENT 'effective shares bot (shares or cn * underlierPerCn)',
`unitQtySld` INT NOT NULL DEFAULT 0 COMMENT 'effective shares sld (shares or cn * underlierPerCn)',
`dayPnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'day pnl',
`dayDnPnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'day pnl (delta neutral)',
`dayTrdDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade delta',
`dayTrdDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade $delta',
`dayTrdGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade gamma',
`dayTrdDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade $gamma',
`dayTrdVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade vega',
`dayTrdWVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade wVega (vega * vol)',
`dayTrdTVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade tVega (vega / sqrt(max(0.1, years * 4)))',
`dayTrdWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade wtVega (vega * vol / sqrt(max(0.1, years * 4)))',
`dayTrdTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'day trade theta',
`dayEdgeOpened` FLOAT NOT NULL DEFAULT 0 COMMENT 'day theo option edge opened (requires a theo model)',
`dayEdgeClosed` FLOAT NOT NULL DEFAULT 0 COMMENT 'day theo option edge closed (requires a theo model)',
`dayMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'day money bot',
`dayMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'day money sld',
`opnPnlVolMark` FLOAT NOT NULL DEFAULT 0 COMMENT '(cur.surface - pr.surface) * cnOpnClr * upc',
`opnPnlMidMark` FLOAT NOT NULL DEFAULT 0 COMMENT '(cur.mid - pr.mid) * cnOpnClr * upc',
`opnPnlClrMark` FLOAT NOT NULL DEFAULT 0 COMMENT '(cur.mid - pr.clr) * cnOpnClr * upc',
`opnMarkBrkMny` FLOAT NOT NULL DEFAULT 0 COMMENT '(cur.surface - cur.mid) * cnOpnClr * upc',
`opnTheoEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'opening edge (edge at the end of prior period) (requires a theo model)',
`posTheoEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'current edge (opening positions + trades) (requires a theo model)',
`tVolMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'LN(tVol / tVolPr)',
`tEdgeMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'LN(tVol / iVol) - LN(tVolPr / iVolPr)',
`tEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'LN(tVol / iVol)',
`opnPnlDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * hedgeDe * dUPrc ( pnlSD = sum(pnlDe) [stock + futures + options] )',
`opnPnlGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * 0.5 * optGamma * dUPrc * dUPrc',
`opnPnlTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optTheta * dTime',
`opnPnlVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optVega * dVol',
`opnPnlVo` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * 0.5 * optVolga * dVol * dVol',
`opnPnlVa` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optVanna * dVol * dUPrc',
`opnPnlSl` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * vol/uPrc * slope * optVega * dUPrc',
`opnPnlRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optRho * dRate',
`opnPnlSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optPhi * dSDv',
`opnPnlDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * optPhi * dDDv',
`opnPnlErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'unattributed pnl: SR Vol Pnl - opnPnlDe - opnPnlGa - opnPnlTh - opnPnlVe - opnPnlRat - opnPnlSDiv - opnPnlDDiv',
`opnEdgeChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'open position * mult * (tEdge - tEdgePr) (requires a theo model)',
`posDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * hedgeDe',
`posDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * hedgeDe * UPrc',
`posDBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * hedgeDe * beta * UPrc',
`posGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optGamma',
`posDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optGamma * uPrc * uPrc / 100',
`posVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVega',
`posWVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVega * iVol',
`posTVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVega / sqrt(max(0.1, years * 4))',
`posWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVega * iVol / sqrt(max(0.1, years * 4))',
`posVolga` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVolg',
`posVanna` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optVanna',
`posTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optTheta',
`posRho` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optRho',
`posPhi` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * optPhi',
`posNotional` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * uPrc',
`posMktValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * SR surface mark',
`posPremOPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'live position * mult * premium over parity',
`atmVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'atm volatility',
`symVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier symbol volatility (term.21d;censored)',
`srSlope` FLOAT NOT NULL DEFAULT 0 COMMENT 'strike veSlope (sr surface;options only)',
`prcSVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR Surface Vol',
`prcTOpx` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR Surface Price',
`prcYOpx` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR Yesterday Surface Price',
`prcUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier price',
`prcYears` FLOAT NOT NULL DEFAULT 0 COMMENT 'years-to-expiry',
`prcRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'discount rate-to-expiry',
`prcSdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'continuous stock div rate-to-expiry',
`prcDdiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative discrete dividend paid through expiry',
`uPrcRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'stock price multiplier',
`uPrcMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Underlier price change',
`iVolMove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Implied vol change (fixed strike ivol change from prior period)',
`exDivAmt` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated exDiv amount (if any)',
`borrowRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated stock borrow rate (if any)',
`modelType` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SRPricingLib.CalcModelType',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'underliers per contract',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'underlier type (used for option pricing)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'value of one point',
`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',
`tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'value of one tick',
`multihedge` ENUM('None','Simple','Complex','AllCash','Binary','Fragment') NOT NULL DEFAULT 'None',
`multihedgeSource_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'MH Ticker Key (starts with ''_'') (if exists)',
`multihedgeSource_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 'MH Ticker Key (starts with ''_'') (if exists)',
`multihedgeSource_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'MH Ticker Key (starts with ''_'') (if exists)',
`multihedgePVRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'pv multiplier (fraction of underlier value (uPerCn x uPrc) / SUM(uPerCn x uPrc) associated with this fragment',
`spanPrcIncUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'default (exchange) span price up increment for this asset',
`spanPrcIncDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'default (exchange) span price dn increment for this asset',
`spanVolInc` FLOAT NOT NULL DEFAULT 0 COMMENT 'default (exchange) span volatility increment for this asset',
`prcSpanType` ENUM('None','Pts','Pct','Log') NOT NULL DEFAULT 'None' COMMENT 'exchange prcSpan type',
`volSpanType` ENUM('None','Pts','Pct','Log') NOT NULL DEFAULT 'None' COMMENT 'exchange volSpan type',
`spanPricingModel` ENUM('None','BS','B','M','W','WS','WB','CA','CE','I') NOT NULL DEFAULT 'None' COMMENT 'Exchange-defined model for SPAN option pricing calcs',
`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%',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`accnt`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`tradeDate`,`riskSession`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='RiskCubeDetail records are published by CoreRiskServers and are designed to be aggregated and analyzed over time.\nRiskCubeDetail records are published to the SpiderRock Archive Host data pipeline at the end of each trading period.';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`tradeDate`,
`riskSession`,
`clientFirm`,
`version`,
`clearingFirm`,
`clearingAccnt`,
`riskServerCode`,
`viewGroup1`,
`viewGroup2`,
`viewGroup3`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`riskClass`,
`symbolType`,
`beta`,
`betaSource`,
`sector`,
`indNum`,
`subNum`,
`grpNum`,
`nbrNum`,
`eDays`,
`dDays`,
`xDelta`,
`expCode`,
`skewCode`,
`eDaysCode`,
`iVolRange`,
`skewDD`,
`skewDN`,
`skewAT`,
`skewUP`,
`skewDU`,
`shOpnPos`,
`fcOpnPos`,
`cnOpnPos`,
`cnAtmEquiv`,
`shBot`,
`shSld`,
`shSldShrt`,
`fcBot`,
`fcSld`,
`cnBot`,
`cnSld`,
`cnOpened`,
`cnClosed`,
`opnDir`,
`posDir`,
`unitOpnPos`,
`unitCurPos`,
`unitQtyBot`,
`unitQtySld`,
`dayPnl`,
`dayDnPnl`,
`dayTrdDelta`,
`dayTrdDDelta`,
`dayTrdGamma`,
`dayTrdDGamma`,
`dayTrdVega`,
`dayTrdWVega`,
`dayTrdTVega`,
`dayTrdWtVega`,
`dayTrdTheta`,
`dayEdgeOpened`,
`dayEdgeClosed`,
`dayMnyBot`,
`dayMnySld`,
`opnPnlVolMark`,
`opnPnlMidMark`,
`opnPnlClrMark`,
`opnMarkBrkMny`,
`opnTheoEdge`,
`posTheoEdge`,
`tVolMove`,
`tEdgeMove`,
`tEdge`,
`opnPnlDe`,
`opnPnlGa`,
`opnPnlTh`,
`opnPnlVe`,
`opnPnlVo`,
`opnPnlVa`,
`opnPnlSl`,
`opnPnlRate`,
`opnPnlSDiv`,
`opnPnlDDiv`,
`opnPnlErr`,
`opnEdgeChange`,
`posDelta`,
`posDDelta`,
`posDBeta`,
`posGamma`,
`posDGamma`,
`posVega`,
`posWVega`,
`posTVega`,
`posWtVega`,
`posVolga`,
`posVanna`,
`posTheta`,
`posRho`,
`posPhi`,
`posNotional`,
`posMktValue`,
`posPremOPar`,
`atmVol`,
`symVol`,
`srSlope`,
`prcSVol`,
`prcTOpx`,
`prcYOpx`,
`prcUPrc`,
`prcYears`,
`prcRate`,
`prcSdiv`,
`prcDdiv`,
`uPrcRatio`,
`uPrcMove`,
`iVolMove`,
`exDivAmt`,
`borrowRate`,
`modelType`,
`underliersPerCn`,
`underlierType`,
`pointValue`,
`pointCurrency`,
`tickValue`,
`multihedge`,
`multihedgeSource_at`,
`multihedgeSource_ts`,
`multihedgeSource_tk`,
`multihedgePVRatio`,
`spanPrcIncUp`,
`spanPrcIncDn`,
`spanVolInc`,
`prcSpanType`,
`volSpanType`,
`spanPricingModel`,
`marginType`,
`timestamp`
FROM `SRRisk`.`MsgRiskCubeDetailV5`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_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') */
`secKey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`secKey_tk` = 'Example_secKey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_dy` = 1
AND
/* Replace with a DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Call','Put','Stock','Future','Cash') */
`secType` = '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='RiskCubeDetailV5' ORDER BY ordinal_position ASC;