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Version: 8.4.08.4

SpdrParentReviewRequest

V8 Message Definiton

SpdrParentReviewRequest records created when a parent order is submitted with StageType=StageReview. These records indicate that an external review of the parent order has been requested.

METADATA

AttributeValue
Topic4195-parent-review
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'SPDR order number
sysEnvironmentenum - SysEnvironment'None'original source sys environment Stable Current etc
runStatusenum - RunStatus'None'original source run status ProdBeta
parentShapeenum - SpdrOrderShape'None'Parent Shape Single Cross MLeg MLegCross
altOrderIdVARCHAR(24)''alternate order ID usually clOrdId from client
altPrevOrderIdVARCHAR(24)''alternate prev order ID usually origClOrdId from client during cxlreplace
altAccntVARCHAR(32)''alternate client assigned long account string optional used to map between client and SR account strings
altUserNameVARCHAR(24)''alternate client assigned user name optional used to map between client and SR account strings
secKey_atenum - AssetType'None'Composite Security Key
secKey_tsenum - TickerSrc'None'Composite Security Key
secKey_tkVARCHAR(12)''Composite Security Key
secKey_yrSMALLINT UNSIGNED0Composite Security Key
secKey_mnTINYINT UNSIGNED0Composite Security Key
secKey_dyTINYINT UNSIGNED0Composite Security Key
secKey_xxDOUBLE0Composite Security Key
secKey_cpenum - CallPut'Call'Composite Security Key
secTypeenum - SpdrKeyType'None'Security Type Stock Future Option
securityDescTINYTEXT''additional security description
accntVARCHAR(16)''SR trading account
clientFirmVARCHAR(16)''SR client firm
spdrSourceenum - SpdrSource'None'from original parent order
groupingCodeCHAR(19)'0000-0000-0000-0000'from original parent order
strategyVARCHAR(36)''clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports
userNameVARCHAR(24)''name of the user entering the order
orderSideenum - BuySell'None'
orderSizeINT0maximum fill size contracts
firmTypeenum - FirmType'None'used to override firmType in account config
orderCapacityenum - OrderCapacity'None'
positionTypeenum - PositionType'None'
ssaleFlagenum - ShortSaleFlag'None'used to determine stock autohedge flags
locateQuanINT0available locate quantity if selling short
locateFirmVARCHAR(6)''firm granting the locate also locate firm used on street FIX orders
locatePoolVARCHAR(16)''locate pool firm granting the locate
noCrossGroupVARCHAR(16)''
exchTraderIdVARCHAR(16)''
largeTraderIdVARCHAR(16)''
tradingLocationVARCHAR(16)''
hedgeSecKey_atenum - AssetType'None'
hedgeSecKey_tsenum - TickerSrc'None'
hedgeSecKey_tkVARCHAR(12)''
hedgeSecKey_yrSMALLINT UNSIGNED0
hedgeSecKey_mnTINYINT UNSIGNED0
hedgeSecKey_dyTINYINT UNSIGNED0
hedgeSecTypeenum - SpdrKeyType'None'
hedgeUnitsFLOAT0
userData1TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
childDataTINYTEXT''client supplied data field passes through to down stream child orders
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
OrderLegsListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1

JSON Block (OrderLegsList)

FieldTypeComment
tickerTickerKeystock ticker
stockSideenum - stockSideBuy Sell None
stockSharesintnumber of shares included zero if none
stockLegIdlongSR stock leg ID
altStkLegIdstringclient stock leg ID usually from a FIX order
ssaleFlagenum - ssaleFlagstock short sale flag
numLegsbytenumber of valid legs below
secKey1OptionKeyleg 1
secType1enum - secType1
mult1ushort
side1enum - side1
legId1longSR leg Id
altLegId1stringclient leg Id usually from a FIX order
posType1enum - posType1
ssaleFlag1enum - ssaleFlag1
secKey2OptionKeyleg 2
secType2enum - secType2
mult2ushort
side2enum - side2
legId2longSR leg Id
altLegId2stringclient leg Id usually from a FIX order
posType2enum - posType2
ssaleFlag2enum - ssaleFlag2
secKey3OptionKeyleg 3
secType3enum - secType3
mult3ushort
side3enum - side3
legId3longSR leg Id
altLegId3stringclient leg Id usually from a FIX order
posType3enum - posType3
ssaleFlag3enum - ssaleFlag3
secKey4OptionKeyleg 4
secType4enum - secType4
mult4ushort
side4enum - side4
legId4longSR leg Id
altLegId4stringclient leg Id usually from a FIX order
posType4enum - posType4
ssaleFlag4enum - ssaleFlag4
secKey5OptionKeyleg 5
secType5enum - secType5
mult5ushort
side5enum - side5
legId5longSR leg Id
altLegId5stringclient leg Id usually from a FIX order
posType5enum - posType5
ssaleFlag5enum - ssaleFlag5
secKey6OptionKeyleg 6
secType6enum - secType6
mult6ushort
side6enum - side6
legId6longSR leg Id
altLegId6stringclient leg Id usually from a FIX order
posType6enum - posType6
ssaleFlag6enum - ssaleFlag6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentReviewRequest` (
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order 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]',
`parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None' COMMENT 'Parent Shape [Single, Cross, MLeg, MLegCross]',
`altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
`altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate prev order ID (usually origClOrdId from client during cxl/replace)',
`altAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]',
`altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional) [used to map between client and SR account strings]',
`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 'Composite Security Key',
`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 'Composite Security Key',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Composite Security Key',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'Composite Security Key',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
`securityDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional security description',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`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 'from original parent order',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'from original parent order',
`strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'client-supplied strategy string;visible on SpiderRock GUI tools and other order reports.',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'name of the user entering the order',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`orderSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum fill size (contracts)',
`firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'used to override firmType in account config',
`orderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None',
`positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'used to determine stock auto-hedge flags',
`locateQuan` INT NOT NULL DEFAULT 0 COMMENT 'available locate quantity (if selling short)',
`locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'firm granting the locate (also locate firm used on street FIX orders)',
`locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ firm granting the locate',
`noCrossGroup` VARCHAR(16) NOT NULL DEFAULT '',
`exchTraderId` VARCHAR(16) NOT NULL DEFAULT '',
`largeTraderId` VARCHAR(16) NOT NULL DEFAULT '',
`tradingLocation` VARCHAR(16) NOT NULL DEFAULT '',
`hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`hedgeSecKey_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',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`hedgeUnits` FLOAT NOT NULL DEFAULT 0,
`userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`childData` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to down stream child orders',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`OrderLegsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(OrderLegsList)),
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
PRIMARY KEY USING HASH (`parentNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentReviewRequest records created when a parent order is submitted with StageType=StageReview. These records indicate that an external review of the parent order has been requested.';

SELECT TABLE EXAMPLE QUERY

SELECT
`parentNumber`,
`sysEnvironment`,
`runStatus`,
`parentShape`,
`altOrderId`,
`altPrevOrderId`,
`altAccnt`,
`altUserName`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`securityDesc`,
`accnt`,
`clientFirm`,
`spdrSource`,
`groupingCode`,
`strategy`,
`userName`,
`orderSide`,
`orderSize`,
`firmType`,
`orderCapacity`,
`positionType`,
`ssaleFlag`,
`locateQuan`,
`locateFirm`,
`locatePool`,
`noCrossGroup`,
`exchTraderId`,
`largeTraderId`,
`tradingLocation`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeSecType`,
`hedgeUnits`,
`userData1`,
`userData2`,
`childData`,
`timestamp`,
`OrderLegsList`
FROM `SRTrade`.`MsgSRParentReviewRequest`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber';

Doc Columns Query

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