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Version: 8.4.08.4

SpdrDropExecution

V8 Message Definiton

METADATA

AttributeValue
Topic1450-away-drop
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
dropNumberBIGINTPRI0SR drop record number
sysEnvironmentenum - SysEnvironment'None'original source sys environment Stable Current etc
runStatusenum - RunStatus'None'original source run status ProdBeta
routingCodeTINYTEXT''
routingSeqNumINT0
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
securityDescVARCHAR(16)''
securityTypeVARCHAR(4)''
symbolVARCHAR(12)''symbol symbolSfx
maturityDateDATETIME(6)'1900-01-01 00:00:00.000000'
strikeDOUBLE0
callPutenum - CallPut'Call'
accountTINYTEXT''FixTag1
giveupFirmVARCHAR(6)''
giveupAccntTINYTEXT''
clearingFirmVARCHAR(6)''
clearingAccntTINYTEXT''
dropData1TINYTEXT''
dropData2TINYTEXT''
clOrdIdVARCHAR(32)''child order clOrdId if available
fillVersionTINYINT UNSIGNED0cancelcorrect version number initial fill is version1
fillExecStatusenum - ExecStatus'None'SpiderRock execution status FillBustCorrectRejectSysRej
fillDttmDATETIME(6)'1900-01-01 00:00:00.000000'fill DateTime from SRDateTime
fillQuantityINT0fill size from execReportlastSize
fillSideenum - BuySell'None'fill side from execReportside
fillSSaleFlagenum - ShortSaleFlag'None'fill side from execReportside
fillPositionTypeenum - PositionType'None'
fillPriceDOUBLE0fill price from execReportlastPrice
fillTransactDttmDATETIME(6)'1900-01-01 00:00:00.000000'fill DateTime from execReportfillDttm
fillMarketVARCHAR(8)''fill market from execReportlastMarket
fillSRLiqTagVARCHAR(2)''fill SR normalized liquidity tag
fillExchLiqTagVARCHAR(4)''fill exchange liquidity code
fillExchFeeFLOAT0fill exchange fee if available
fillExecIdTINYTEXT''fill execution id from execReportexecId
fillRefExecIdTINYTEXT''fill ref execution id from execReportrefExecId only set on a cancel or correct
fillLegRefIdBIGINT0fill leg ref id from execReportlegRefId
fillFirmTypeVARCHAR(16)''fill firm type as reported from street side
fillExecBrokerVARCHAR(16)''fill execution broker as reported from street side
fillOrderCapacityenum - OrderCapacity'None'fill order capacity as reported from street side
fillContraDetailVARCHAR(16)''fill contra party additional detail if available
fillContraCapacityenum - OrderCapacity'None'fill order capacity of contra party if available
fillStreetTextTINYTEXT''
netTimestampBIGINT0drop gateway arrival timestamp
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
dropNumber1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRDropExecution` (
`dropNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR drop record number',
`sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
`runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
`routingCode` TINYTEXT NOT NULL DEFAULT '',
`routingSeqNum` INT NOT NULL DEFAULT 0,
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_xx` DOUBLE NOT NULL DEFAULT 0,
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`securityDesc` VARCHAR(16) NOT NULL DEFAULT '',
`securityType` VARCHAR(4) NOT NULL DEFAULT '',
`symbol` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'symbol (+ ''.'' + symbolSfx)',
`maturityDate` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`strike` DOUBLE NOT NULL DEFAULT 0,
`callPut` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`account` TINYTEXT NOT NULL DEFAULT '' COMMENT 'FixTag.1',
`giveupFirm` VARCHAR(6) NOT NULL DEFAULT '',
`giveupAccnt` TINYTEXT NOT NULL DEFAULT '',
`clearingFirm` VARCHAR(6) NOT NULL DEFAULT '',
`clearingAccnt` TINYTEXT NOT NULL DEFAULT '',
`dropData1` TINYTEXT NOT NULL DEFAULT '',
`dropData2` TINYTEXT NOT NULL DEFAULT '',
`clOrdId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'child order clOrdId (if available)',
`fillVersion` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'cancel/correct version number (initial fill is version=1)',
`fillExecStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)',
`fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'fill DateTime (from SRDateTime)',
`fillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'fill size (from execReport.lastSize)',
`fillSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'fill side (from execReport.side)',
`fillSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'fill side (from execReport.side)',
`fillPositionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price (from execReport.lastPrice)',
`fillTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'fill DateTime (from execReport.fillDttm)',
`fillMarket` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'fill market (from execReport.lastMarket)',
`fillSRLiqTag` VARCHAR(2) NOT NULL DEFAULT '' COMMENT 'fill SR normalized liquidity tag',
`fillExchLiqTag` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'fill exchange liquidity code',
`fillExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill exchange fee (if available)',
`fillExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'fill execution id (from execReport.execId)',
`fillRefExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'fill ref execution id (from execReport.refExecId) [only set on a cancel or correct]',
`fillLegRefId` BIGINT NOT NULL DEFAULT 0 COMMENT 'fill leg ref id (from execReport.legRefId)',
`fillFirmType` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'fill firm type (as reported from street side)',
`fillExecBroker` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'fill execution broker (as reported from street side)',
`fillOrderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None' COMMENT 'fill order capacity (as reported from street side)',
`fillContraDetail` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'fill contra party additional detail (if available)',
`fillContraCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None' COMMENT 'fill order capacity of contra party (if available)',
`fillStreetText` TINYTEXT NOT NULL DEFAULT '',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'drop gateway arrival timestamp',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`dropNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`dropNumber`,
`sysEnvironment`,
`runStatus`,
`routingCode`,
`routingSeqNum`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`securityDesc`,
`securityType`,
`symbol`,
`maturityDate`,
`strike`,
`callPut`,
`account`,
`giveupFirm`,
`giveupAccnt`,
`clearingFirm`,
`clearingAccnt`,
`dropData1`,
`dropData2`,
`clOrdId`,
`fillVersion`,
`fillExecStatus`,
`fillDttm`,
`fillQuantity`,
`fillSide`,
`fillSSaleFlag`,
`fillPositionType`,
`fillPrice`,
`fillTransactDttm`,
`fillMarket`,
`fillSRLiqTag`,
`fillExchLiqTag`,
`fillExchFee`,
`fillExecId`,
`fillRefExecId`,
`fillLegRefId`,
`fillFirmType`,
`fillExecBroker`,
`fillOrderCapacity`,
`fillContraDetail`,
`fillContraCapacity`,
`fillStreetText`,
`netTimestamp`,
`timestamp`
FROM `SRTrade`.`MsgSRDropExecution`
WHERE
/* Replace with a BIGINT */
`dropNumber` = 1234567890;

Doc Columns Query

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