ResponderMarkupRC
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
MLink Token | SystemData |
Product | SRTrade |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
accnt | VARCHAR(16) | PRI | '' | |
clientFirm | VARCHAR(16) | PRI | '' | |
root_at | enum - AssetType | PRI | 'None' | |
root_ts | enum - TickerSrc | PRI | 'None' | |
root_tk | VARCHAR(12) | PRI | '' | |
expiry | DATE | PRI | '1900-01-01' | |
respSide | enum - BuySell | PRI | 'None' | auction responder side your side Buy Buy Synthetic Sell Shares |
ticker_at | enum - AssetType | 'None' | ||
ticker_ts | enum - TickerSrc | 'None' | ||
ticker_tk | VARCHAR(12) | '' | ||
isDisabled | enum - YesNo | 'None' | if Yes this autoresponder record is disabled | |
expiryQtyAvail | INT | 0 | revcons contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units | |
tickerQtyAvail | INT | 0 | revcons contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units | |
transactFee | DOUBLE | 0 | you pay you receive | |
stockRate | DOUBLE | 0 | 000 no effective lendborrow value 360 day convention | |
moneyRate | DOUBLE | 0 | effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365 | |
ddivPv | DOUBLE | 0 | present value of any expected dividends to expiry | |
divControl | enum - DivControl | 'None' | disable this autoresponder record if SR Dividends exist or are estimates | |
respondFlex | enum - YesNo | 'None' | if not None much match auction notice containsFlex field | |
incFeesInResp | enum - YesNo | 'None' | include all estimated responder fees in final response price | |
roundRule | enum - RoundRule | 'None' | ||
openExpiryQty | INT | 0 | remaining revcons 100 share units available for responding day total this tickerexpiry all strikes | |
openTickerQty | INT | 0 | remaining revcons 100 share units available for responding day total ticker all strikes | |
cumFillQty | INT | 0 | revcons 100 share units traded day total this expiry all strikes | |
cumFillMoney | DOUBLE | 0 | cumulative fill money creditdebit this expiry | |
avgFillRate | DOUBLE | 0 | avg fill effective stock rate this expiry | |
isDivControlDisabled | enum - YesNo | 'None' | yes if dividend control above is triggered | |
uBid | DOUBLE | 0 | live stock nbbo bid price SR Supplied | |
uAsk | DOUBLE | 0 | live stock nbbo ask price SR Supplied | |
iDays | DOUBLE | 0 | iDays effective interest days SR supplied | |
iYears | DOUBLE | 0 | iYears iDays 3600 | |
strike | DOUBLE | 0 | SR selected strike standard day strike | |
rcEExPrem | DOUBLE | 0 | rcEExPrem pRvprice pRvEprice cRvprice cRvEprice american price european price same model parameters SR supplied parameters including DDivs is zero for flex revcons | |
strikePv | DOUBLE | 0 | strikePv strike 10 moneyRate iYears moneyRate supplied above | |
stockLendPv | DOUBLE | 0 | stockLendPv uPrc stockRate iYears stockRate supplied above | |
revConPrem | DOUBLE | 0 | revConPrem stockLendPv strikePv ddivPv rcEExPrem if any uPrc pRvprice cRvprice ddivPv supplied above | |
effRevConLimit | DOUBLE | 0 | effRevConLimit refConPrem transactFee lendborrow | |
limitPrice | DOUBLE | 0 | limitPrice ROUNDeffRevConLimit this is your response limit | |
effStockLendPv | DOUBLE | 0 | effStockLendPv limitPrice strikePv ddivPv rcEExPrem | |
effStockRate | DOUBLE | 0 | effStockRate effStockLendPv uPrc iYears | |
modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
modifiedIn | enum - SysEnvironment | 'None' | ||
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
accnt | 1 |
clientFirm | 2 |
root_tk | 3 |
root_at | 4 |
root_ts | 5 |
expiry | 6 |
respSide | 7 |
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;