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Version: 8.4.08.4

SpdrExecutionAllocation

V8 Message Definiton

METADATA

AttributeValue
Topic3695-order-allocation
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT,INSERT

Table Definition

FieldTypeKeyDefault ValueComment
allocNumberBIGINTPRI0unique number for this allocation request
baseParentNumberCHAR(19)'0000-0000-0000-0000'Filled only when generated from SpdrParentAllocation 0 otherwise
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
mlegLegKeyTINYTEXT''secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
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
allocationRuleenum - AllocationRule'None'
readyToSendenum - YesNo'None'indicates that this noticed is ready to forward to a custodian
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification
ChildOrdersListJSON'JSON_OBJECT()'
FragmentsListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
allocNumber1

JSON Block (ChildOrdersList)

FieldTypeComment
clOrdIdlong

JSON Block (FragmentsList)

FieldTypeComment
allocAccntstringSR alloc accnt
allocSizeinttarget alloc size

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRExecutionAllocation` (
`allocNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'unique number for this allocation request',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'Filled only when generated from SpdrParentAllocation. 0 otherwise',
`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',
`mlegLegKey` TINYTEXT NOT NULL DEFAULT '' COMMENT '[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]',
`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)',
`allocationRule` ENUM('None','Random') NOT NULL DEFAULT 'None',
`readyToSend` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'indicates that this noticed is ready to forward to a custodian',
`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',
`ChildOrdersList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ChildOrdersList)),
`FragmentsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(FragmentsList)),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
PRIMARY KEY USING HASH (`allocNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`allocNumber`,
`baseParentNumber`,
`omniAccnt`,
`clientFirm`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`mlegLegKey`,
`orderSide`,
`ssaleFlag`,
`positionType`,
`allocationRule`,
`readyToSend`,
`timestamp`,
`ChildOrdersList`,
`FragmentsList`
FROM `SRTrade`.`MsgSRExecutionAllocation`
WHERE
/* Replace with a BIGINT */
`allocNumber` = 1234567890;

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRExecutionAllocation`(
/* Replace with a BIGINT */
`allocNumber`,
/* Replace with a CHAR(19) */
`baseParentNumber`,
/* Replace with a VARCHAR(16) */
`omniAccnt`,
/* 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') */
`secKey_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') */
`secKey_ts`,
/* Replace with a VARCHAR(12) */
`secKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`secKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`secKey_dy`,
/* Replace with a DOUBLE */
`secKey_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType`,
/* Replace with a TINYTEXT */
`mlegLegKey`,
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`ssaleFlag`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`positionType`,
/* Replace with a ENUM('None','Random') */
`allocationRule`,
/* Replace with a ENUM('None','Yes','No') */
`readyToSend`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`ChildOrdersList`,
/* Replace with a JSON */
`FragmentsList`
)
VALUES(
1234567890,
'Example_baseParentNumber',
'Example_omniAccnt',
'Example_clientFirm',
'None',
'None',
'Example_secKey_tk',
123,
1,
1,
4.56,
'Call',
'None',
'dummy tiny text',
'None',
'None',
'None',
'None',
'None',
'2022-01-01 12:34:56.000000',
'{"key": "value"}',
'{"key": "value"}'
);

Doc Columns Query

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