Skip to main content
Version: 8.4.08.4

5120-srse-gateway

#Message NameDescription
5130AutoHedgeControlGatewaySpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.
5135AwayStockLocateGatewayRecords inserted into this table represent locates that clients have received away from SpiderRock. After validation, any away locate inserted into this table is turned into a StockLocateResponse record and appears in the StockLocateResponse table.
5140ExternAggGroupGatewayThis table allows clients to enter start-of-day positions, and quantity bot/sld today for each market. AggGroup is a code issued by SpiderRock to indentify the aggregation group that the reported positions and trades belong to. This will usually be your SpiderRock assigned ClientFirm code unless your firm has more than one aggregation unit. Note that start-of-day positions can be truncated if the truncation will not affect order marking. Contact SpiderRock support for details if this is what you intend.
5145FutAwayTktGatewayFutAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.

Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.
5150FutOrderGatewayRecords inserted, updated, or replaced into the FutureOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5155MLegOrderGatewayRecords inserted, updated, or replaced into the MLegOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5160OptAwayTktGatewayOptAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.

Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.
5165OptOrderGatewayRecords inserted, updated, or replaced into the OptionOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5180ParentOrderGatewayRecords inserted, updated, or replaced into the ParentOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5185ParentOrderGatewayExtRecords inserted, updated, or replaced into the ParentOrderGatewayExt table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5190SecDefRequestGateway
5220StkAwayTktGatewayStkAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.

Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.
5225StkOrderGatewayRecords inserted, updated, or replaced into the StockOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.
5230StockLocateRequestGatewayRecords inserted into this gateway become locate requests and are visible in the StockLocateRequest table.
5235ULinkContextGateway