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Version: 8.4.08.4

SpdrAvailExecAllocation

V8 Message Definiton

METADATA

AttributeValue
Topic3695-order-allocation
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
availExecNumberBIGINTPRI0unique number for this message
omniAccntVARCHAR(16)''omnibus accnt SR accnt
clientFirmVARCHAR(16)''SR client firm
secKey_atenum - AssetType'None'security key stock future or option
secKey_tsenum - TickerSrc'None'security key stock future or option
secKey_tkVARCHAR(12)''security key stock future or option
secKey_yrSMALLINT UNSIGNED0security key stock future or option
secKey_mnTINYINT UNSIGNED0security key stock future or option
secKey_dyTINYINT UNSIGNED0security key stock future or option
secKey_xxDOUBLE0security key stock future or option
secKey_cpenum - CallPut'Call'security key stock future or option
secTypeenum - SpdrKeyType'None'security type
orderSideenum - BuySell'None'order side always buy for MLEG orders
ssaleFlagenum - ShortSaleFlag'None'ssale flag None if not stock
positionTypeenum - PositionType'None'positionType None if not equity option
spdrSourceenum - SpdrSource'None'parent order source
groupingCodeCHAR(19)'0000-0000-0000-0000'unique broker code
mlegLegKeyTINYTEXT''secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
baseParentNumberCHAR(19)'0000-0000-0000-0000'SR BaseParentNumber these executions belong to can be zero if executions are drop
cumFillQtyINT0net cumFillQty total for the day
avgFillPrcDOUBLE0average fill price
allocStatusenum - ExecAllocStatus'None'allocation status
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
ChildOrdersListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
availExecNumber1

JSON Block (ChildOrdersList)

FieldTypeComment
clOrdIdlongchildOrders in the above allocation

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRAvailExecAllocation` (
`availExecNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'unique number for this message',
`omniAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'omnibus accnt (SR accnt)',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'security key (stock, future, or option)',
`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' COMMENT 'security key (stock, future, or option)',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key (stock, future, or option)',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key (stock, future, or option)',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side (always buy for MLEG orders)',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'ssale flag (None if not stock)',
`positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'positionType (None if not equity option)',
`spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None' COMMENT 'parent order source',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code',
`mlegLegKey` TINYTEXT NOT NULL DEFAULT '' COMMENT '[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR BaseParentNumber these executions belong to (can be zero if executions are drop)',
`cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'net cumFillQty (total for the day)',
`avgFillPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average fill price',
`allocStatus` ENUM('None','ReadyToAlloc','Pending','Allocated','Error') NOT NULL DEFAULT 'None' COMMENT 'allocation status',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`ChildOrdersList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ChildOrdersList)),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
PRIMARY KEY USING HASH (`availExecNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`availExecNumber`,
`omniAccnt`,
`clientFirm`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`orderSide`,
`ssaleFlag`,
`positionType`,
`spdrSource`,
`groupingCode`,
`mlegLegKey`,
`baseParentNumber`,
`cumFillQty`,
`avgFillPrc`,
`allocStatus`,
`timestamp`,
`ChildOrdersList`
FROM `SRTrade`.`MsgSRAvailExecAllocation`
WHERE
/* Replace with a BIGINT */
`availExecNumber` = 1234567890;

Doc Columns Query

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