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Version: 8.4.08.4

SymbolMarginSummaryV5

V8 Message Definiton

SymbolMarginSummary records are published by the AggRiskServers and consumed by execution engines

METADATA

AttributeValue
Topic4740-risk-v5
MLink TokenSystemData
ProductSRRisk
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
ticker_atenum - AssetTypePRI'None'stock ticker eg MSFT SPY
ticker_tsenum - TickerSrcPRI'None'stock ticker eg MSFT SPY
ticker_tkVARCHAR(12)PRI''stock ticker eg MSFT SPY
accntVARCHAR(16)PRI''SRAccnt SR assignedup to 16 chars
tradeDateDATEPRI'1900-01-01'current live period trading date
clientFirmVARCHAR(16)PRI''SR assigned client firm
stkPosINT0
futPosINT0
optPosINT0
marginUDnVDnFLOAT0Margin uPrc Dn Vol Dn
marginUDnVUpFLOAT0Margin uPrc Dn Vol Up
marginUUpVDnFLOAT0Margin uPrc Up Vol Dn
marginUUpVUpFLOAT0Margin uPrc Up Vol Up
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
ticker_tk1
ticker_at2
ticker_ts3
accnt4
tradeDate5
clientFirm6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgSymbolMarginSummaryV5` (
`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 'stock ticker (eg MSFT, SPY)',
`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 'stock ticker (eg MSFT, SPY)',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'stock ticker (eg MSFT, SPY)',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SRAccnt (SR assigned;up to 16 chars)',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT 'current [live] period trading date',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
`stkPos` INT NOT NULL DEFAULT 0,
`futPos` INT NOT NULL DEFAULT 0,
`optPos` INT NOT NULL DEFAULT 0,
`marginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Margin: uPrc Dn / Vol Dn',
`marginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Margin: uPrc Dn / Vol Up',
`marginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Margin: uPrc Up / Vol Dn',
`marginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Margin: uPrc Up / Vol Up',
`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`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SymbolMarginSummary records are published by the AggRiskServers and consumed by execution engines';

SELECT TABLE EXAMPLE QUERY

SELECT
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`accnt`,
`tradeDate`,
`clientFirm`,
`stkPos`,
`futPos`,
`optPos`,
`marginUDnVDn`,
`marginUDnVUp`,
`marginUUpVDn`,
`marginUUpVUp`,
`timestamp`
FROM `SRRisk`.`MsgSymbolMarginSummaryV5`
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 VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='SymbolMarginSummaryV5' ORDER BY ordinal_position ASC;