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Version: 8.4.08.4

ResponderMarkupRC

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 Sell Shares
ticker_atenum - AssetType'None'
ticker_tsenum - TickerSrc'None'
ticker_tkVARCHAR(12)''
isDisabledenum - YesNo'None'if Yes this autoresponder record is disabled
expiryQtyAvailINT0revcons contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units
tickerQtyAvailINT0revcons contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units
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
respondFlexenum - YesNo'None'if not None much match auction notice containsFlex field
incFeesInRespenum - YesNo'None'include all estimated responder fees in final response price
roundRuleenum - RoundRule'None'
openExpiryQtyINT0remaining revcons 100 share units available for responding day total this tickerexpiry all strikes
openTickerQtyINT0remaining revcons 100 share units available for responding day total ticker all strikes
cumFillQtyINT0revcons 100 share units traded day total this expiry all strikes
cumFillMoneyDOUBLE0cumulative fill money creditdebit this expiry
avgFillRateDOUBLE0avg fill effective stock rate this expiry
isDivControlDisabledenum - YesNo'None'yes if dividend control above is triggered
uBidDOUBLE0live stock nbbo bid price SR Supplied
uAskDOUBLE0live stock nbbo ask price SR Supplied
iDaysDOUBLE0iDays effective interest days SR supplied
iYearsDOUBLE0iYears iDays 3600
strikeDOUBLE0SR selected strike standard day strike
rcEExPremDOUBLE0rcEExPrem pRvprice pRvEprice cRvprice cRvEprice american price european price same model parameters SR supplied parameters including DDivs is zero for flex revcons
strikePvDOUBLE0strikePv strike 10 moneyRate iYears moneyRate supplied above
stockLendPvDOUBLE0stockLendPv uPrc stockRate iYears stockRate supplied above
revConPremDOUBLE0revConPrem stockLendPv strikePv ddivPv rcEExPrem if any uPrc pRvprice cRvprice ddivPv supplied above
effRevConLimitDOUBLE0effRevConLimit refConPrem transactFee lendborrow
limitPriceDOUBLE0limitPrice ROUNDeffRevConLimit this is your response limit
effStockLendPvDOUBLE0effStockLendPv limitPrice strikePv ddivPv rcEExPrem
effStockRateDOUBLE0effStockRate effStockLendPv uPrc iYears
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`.`MsgResponderMarkupRC` (
`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 (Sell Shares)',
`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 'revcons (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]',
`tickerQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'revcons (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]',
`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',
`respondFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if not None, much match auction notice containsFlex field',
`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',
`openExpiryQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining revcons (100 share units) available for responding (day total; this ticker/expiry; all strikes)',
`openTickerQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining revcons (100 share units) available for responding (day total; ticker; all strikes)',
`cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'revcons (100 share units) traded (day total; this expiry; all strikes)',
`cumFillMoney` DOUBLE NOT NULL DEFAULT 0 COMMENT 'cumulative fill money (credit/debit) (this expiry)',
`avgFillRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'avg fill effective stock rate (this expiry)',
`isDivControlDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'yes if dividend control above is triggered',
`uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock nbbo bid price [SR Supplied]',
`uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock nbbo ask price [SR Supplied]',
`iDays` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iDays = effective interest days [SR supplied]',
`iYears` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iYears = iDays / 360.0',
`strike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR selected strike (standard day strike)',
`rcEExPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'rcEExPrem = (pRv.price - pRvE.price) - (cRv.price - cRvE.price) [american price - european price] (same model parameters; SR supplied parameters including DDivs; is zero for flex revcons)',
`strikePv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]',
`stockLendPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stockLendPv = uPrc * stockRate * iYears [stockRate supplied above]',
`revConPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'revConPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]',
`effRevConLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effRevConLimit = refConPrem +/- transactFee [lend/borrow]',
`limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limitPrice = ROUND(effRevConLimit) [this is your response limit]',
`effStockLendPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effStockLendPv = limitPrice - strikePv - ddivPv - rcEExPrem',
`effStockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effStockRate = effStockLendPv / (uPrc * iYears)',
`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',
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`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`isDisabled`,
`expiryQtyAvail`,
`tickerQtyAvail`,
`transactFee`,
`stockRate`,
`moneyRate`,
`ddivPv`,
`divControl`,
`respondFlex`,
`incFeesInResp`,
`roundRule`,
`openExpiryQty`,
`openTickerQty`,
`cumFillQty`,
`cumFillMoney`,
`avgFillRate`,
`isDivControlDisabled`,
`uBid`,
`uAsk`,
`iDays`,
`iYears`,
`strike`,
`rcEExPrem`,
`strikePv`,
`stockLendPv`,
`revConPrem`,
`effRevConLimit`,
`limitPrice`,
`effStockLendPv`,
`effStockRate`,
`timestamp`
FROM `SRTrade`.`MsgResponderMarkupRC`
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`.`MsgResponderMarkupRC` 
SET
/* 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 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') */
`respondFlex` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp` = 'None',
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a INT */
`openExpiryQty` = 5,
/* Replace with a INT */
`openTickerQty` = 5,
/* Replace with a INT */
`cumFillQty` = 5,
/* Replace with a DOUBLE */
`cumFillMoney` = 4.56,
/* Replace with a DOUBLE */
`avgFillRate` = 4.56,
/* Replace with a ENUM('None','Yes','No') */
`isDivControlDisabled` = 'None',
/* Replace with a DOUBLE */
`uBid` = 4.56,
/* Replace with a DOUBLE */
`uAsk` = 4.56,
/* Replace with a DOUBLE */
`iDays` = 4.56,
/* Replace with a DOUBLE */
`iYears` = 4.56,
/* Replace with a DOUBLE */
`strike` = 4.56,
/* Replace with a DOUBLE */
`rcEExPrem` = 4.56,
/* Replace with a DOUBLE */
`strikePv` = 4.56,
/* Replace with a DOUBLE */
`stockLendPv` = 4.56,
/* Replace with a DOUBLE */
`revConPrem` = 4.56,
/* Replace with a DOUBLE */
`effRevConLimit` = 4.56,
/* Replace with a DOUBLE */
`limitPrice` = 4.56,
/* Replace with a DOUBLE */
`effStockLendPv` = 4.56,
/* Replace with a DOUBLE */
`effStockRate` = 4.56,
/* 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`.`MsgResponderMarkupRC`(
/* 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 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 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') */
`respondFlex`,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a INT */
`openExpiryQty`,
/* Replace with a INT */
`openTickerQty`,
/* Replace with a INT */
`cumFillQty`,
/* Replace with a DOUBLE */
`cumFillMoney`,
/* Replace with a DOUBLE */
`avgFillRate`,
/* Replace with a ENUM('None','Yes','No') */
`isDivControlDisabled`,
/* Replace with a DOUBLE */
`uBid`,
/* Replace with a DOUBLE */
`uAsk`,
/* Replace with a DOUBLE */
`iDays`,
/* Replace with a DOUBLE */
`iYears`,
/* Replace with a DOUBLE */
`strike`,
/* Replace with a DOUBLE */
`rcEExPrem`,
/* Replace with a DOUBLE */
`strikePv`,
/* Replace with a DOUBLE */
`stockLendPv`,
/* Replace with a DOUBLE */
`revConPrem`,
/* Replace with a DOUBLE */
`effRevConLimit`,
/* Replace with a DOUBLE */
`limitPrice`,
/* Replace with a DOUBLE */
`effStockLendPv`,
/* Replace with a DOUBLE */
`effStockRate`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_root_tk',
'2022-01-01',
'None',
'None',
'None',
'Example_ticker_tk',
'None',
5,
5,
4.56,
4.56,
4.56,
4.56,
'None',
'None',
'None',
'None',
5,
5,
5,
4.56,
4.56,
'None',
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgResponderMarkupRC` 
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='ResponderMarkupRC' ORDER BY ordinal_position ASC;