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Version: 8.4.08.4

SpdrClientFirmRiskMgmt

V8 Message Definiton

SpdrClientFirmRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.

METADATA

AttributeValue
Topic3895-order-routing-counter
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
clientFirmVARCHAR(16)PRI''
ticker_atenum - AssetTypePRI'None'will be empty if riskMgmtLevel ClientFirm
ticker_tsenum - TickerSrcPRI'None'will be empty if riskMgmtLevel ClientFirm
ticker_tkVARCHAR(12)PRI''will be empty if riskMgmtLevel ClientFirm
orderExDestVARCHAR(12)PRI''
riskMgmtLevelenum - RiskMgmtLevelPRI'None'
numRejectsINT0
accntVARCHAR(16)''most recently rejected accnt
secKey_atenum - AssetType'None'most recently rejected secKey
secKey_tsenum - TickerSrc'None'most recently rejected secKey
secKey_tkVARCHAR(12)''most recently rejected secKey
secKey_yrSMALLINT UNSIGNED0most recently rejected secKey
secKey_mnTINYINT UNSIGNED0most recently rejected secKey
secKey_dyTINYINT UNSIGNED0most recently rejected secKey
secKey_xxDOUBLE0most recently rejected secKey
secKey_cpenum - CallPut'Call'most recently rejected secKey
secTypeenum - SpdrKeyType'None'
spdrSourceenum - SpdrSource'None'
userNameVARCHAR(24)''
rejectTextTINYTEXT''most recent rejectText
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
clientFirm1
ticker_tk2
ticker_at3
ticker_ts4
orderExDest5
riskMgmtLevel6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRClientFirmRiskMgmt` (
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`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 'will be empty if riskMgmtLevel = ClientFirm',
`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 'will be empty if riskMgmtLevel = ClientFirm',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'will be empty if riskMgmtLevel = ClientFirm',
`orderExDest` VARCHAR(12) NOT NULL DEFAULT '',
`riskMgmtLevel` ENUM('None','ClientFirm','Symbol') NOT NULL DEFAULT 'None',
`numRejects` INT NOT NULL DEFAULT 0,
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'most recently rejected accnt',
`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 'most recently rejected secKey',
`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 'most recently rejected secKey',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'most recently rejected secKey',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'most recently rejected secKey',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`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',
`userName` VARCHAR(24) NOT NULL DEFAULT '',
`rejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'most recent rejectText',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`clientFirm`,`ticker_tk`,`ticker_at`,`ticker_ts`,`orderExDest`,`riskMgmtLevel`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrClientFirmRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.';

SELECT TABLE EXAMPLE QUERY

SELECT
`clientFirm`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`orderExDest`,
`riskMgmtLevel`,
`numRejects`,
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`spdrSource`,
`userName`,
`rejectText`,
`timestamp`
FROM `SRTrade`.`MsgSRClientFirmRiskMgmt`
WHERE
/* 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') */
`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(12) */
`orderExDest` = 'Example_orderExDest'
AND
/* Replace with a ENUM('None','ClientFirm','Symbol') */
`riskMgmtLevel` = 'None';

Doc Columns Query

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