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Version: 8.4.08.4

AutoResponderSN

V8 Message Definiton

METADATA

AttributeValue
Topic2450-liquidity-notice
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''
clientFirmVARCHAR(16)PRI''
root_atenum - AssetTypePRI'None'
root_tsenum - TickerSrcPRI'None'
root_tkVARCHAR(12)PRI''
expiryDATEPRI'1900-01-01'
respSideenum - BuySellPRI'None'auction responder side your side Buy Buy Synthetic EuropeanFlex
userNameVARCHAR(24)''username used for responding to auction notices
ticker_atenum - AssetType'None'
ticker_tsenum - TickerSrc'None'
ticker_tkVARCHAR(12)''
isDisabledenum - YesNo'None'if Yes this autoresponder record is disabled
expiryQtyAvailINT0synthetics contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units
tickerQtyAvailINT0synthetics contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units
refUPrcTypeenum - RefUPrcType'None'mid or cross bidask mid 05 uBid uAsk cross stk best bid if you are buying the synthetic stk best ask if you are selling the synthetic
transactFeeDOUBLE0you pay you receive
stockRateDOUBLE0000 no effective lendborrow value 360 day convention
moneyRateDOUBLE0effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365
ddivPvDOUBLE0present value of any expected dividends to expiry
divControlenum - DivControl'None'disable this autoresponder record if SR Dividends exist or are estimates
incFeesInRespenum - YesNo'None'include all estimated responder fees in final response price
roundRuleenum - RoundRule'None'
riskGroupIdCHAR(19)'0000-0000-0000-0000'
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
clientFirm2
root_tk3
root_at4
root_ts5
expiry6
respSide7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgAutoResponderSN` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`root_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',
`root_tk` VARCHAR(12) NOT NULL DEFAULT '',
`expiry` DATE NOT NULL DEFAULT '1900-01-01',
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side); Buy = Buy Synthetic (European/Flex)',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'username used for responding to auction notices',
`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 '',
`isDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this auto-responder record is disabled',
`expiryQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'synthetics (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]',
`tickerQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'synthetics (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]',
`refUPrcType` ENUM('None','Mid','Cross','Join') NOT NULL DEFAULT 'None' COMMENT 'mid or cross (bid/ask); mid = 0.5 * (uBid + uAsk), cross = stk best bid (if you are buying the synthetic) | stk best ask (if you are selling the synthetic)',
`transactFee` DOUBLE NOT NULL DEFAULT 0 COMMENT '(+ = you pay) / (- = you receive)',
`stockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT '0.00 = no effective lend/borrow value (360 day convention)',
`moneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]',
`ddivPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'present value of any expected dividends to expiry',
`divControl` ENUM('None','DisableAny','DisableEstimates') NOT NULL DEFAULT 'None' COMMENT 'disable this auto-responder record if SR Dividends exist or are estimates',
`incFeesInResp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'include all estimated responder fees in final response price',
`roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`root_tk`,`root_at`,`root_ts`,`expiry`,`respSide`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`clientFirm`,
`root_at`,
`root_ts`,
`root_tk`,
`expiry`,
`respSide`,
`userName`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`isDisabled`,
`expiryQtyAvail`,
`tickerQtyAvail`,
`refUPrcType`,
`transactFee`,
`stockRate`,
`moneyRate`,
`ddivPv`,
`divControl`,
`incFeesInResp`,
`roundRule`,
`riskGroupId`,
`timestamp`
FROM `SRTrade`.`MsgAutoResponderSN`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgAutoResponderSN` 
SET
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName',
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a ENUM('None','Yes','No') */
`isDisabled` = 'None',
/* Replace with a INT */
`expiryQtyAvail` = 5,
/* Replace with a INT */
`tickerQtyAvail` = 5,
/* Replace with a ENUM('None','Mid','Cross','Join') */
`refUPrcType` = 'None',
/* Replace with a DOUBLE */
`transactFee` = 4.56,
/* Replace with a DOUBLE */
`stockRate` = 4.56,
/* Replace with a DOUBLE */
`moneyRate` = 4.56,
/* Replace with a DOUBLE */
`ddivPv` = 4.56,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp` = 'None',
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a CHAR(19) */
`riskGroupId` = 'Example_riskGroupId',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgAutoResponderSN`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_at`,
/* 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') */
`root_ts`,
/* Replace with a VARCHAR(12) */
`root_tk`,
/* Replace with a DATE */
`expiry`,
/* Replace with a ENUM('None','Buy','Sell') */
`respSide`,
/* Replace with a VARCHAR(24) */
`userName`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at`,
/* 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`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a ENUM('None','Yes','No') */
`isDisabled`,
/* Replace with a INT */
`expiryQtyAvail`,
/* Replace with a INT */
`tickerQtyAvail`,
/* Replace with a ENUM('None','Mid','Cross','Join') */
`refUPrcType`,
/* Replace with a DOUBLE */
`transactFee`,
/* Replace with a DOUBLE */
`stockRate`,
/* Replace with a DOUBLE */
`moneyRate`,
/* Replace with a DOUBLE */
`ddivPv`,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl`,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_root_tk',
'2022-01-01',
'None',
'Example_userName',
'None',
'None',
'Example_ticker_tk',
'None',
5,
5,
'None',
4.56,
4.56,
4.56,
4.56,
'None',
'None',
'None',
'Example_riskGroupId',
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgAutoResponderSN` 
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AutoResponderSN' ORDER BY ordinal_position ASC;