NoticeResponse
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
MLink Token | SRATS |
Product | SRTrade |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
noticeNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | required AuctionNoticenoticeNumber |
accnt | VARCHAR(16) | PRI | '' | required SR Accnt |
clientFirm | VARCHAR(16) | PRI | '' | optional SR ClientFirm |
responseId | VARCHAR(24) | PRI | '' | required client ResponseId of this response reflected back on NoticeExecReport messages |
ticker_at | enum - AssetType | 'None' | filled in on server underlier ticker | |
ticker_ts | enum - TickerSrc | 'None' | filled in on server underlier ticker | |
ticker_tk | VARCHAR(12) | '' | filled in on server underlier ticker | |
tradeDate | DATE | '1900-01-01' | filled in on server | |
stageType | enum - SpdrStageType | 'None' | optional default is NoneLive can only be supplied on the initial notice response in a cancelreplace chain | |
respSide | enum - BuySell | 'None' | ||
respSize | INT | 0 | ||
respPrice | DOUBLE | 0 | ||
refUPrc | DOUBLE | 0 | ||
refDe | FLOAT | 0 | ||
refGa | FLOAT | 0 | ||
minUBid | FLOAT | 0 | ||
maxUAsk | FLOAT | 0 | ||
riskGroupId | CHAR(19) | '0000-0000-0000-0000' | optional any auction response is associated with this riskGroupID and SpdrRiskGroupControl | |
strategy | VARCHAR(32) | '' | optional user strategy field visible on SR tools | |
userData1 | TINYTEXT | '' | optional user data field free text reflected on NoticeResponse | |
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
OrderLegsList | JSON | 'JSON_OBJECT()' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
noticeNumber | 1 |
accnt | 2 |
clientFirm | 3 |
responseId | 4 |
JSON Block (OrderLegsList)
Field | Type | Comment |
---|---|---|
secKey | OptionKey | |
secType | enum - secType | |
side | enum - side | |
positionType | enum - positionType |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgNoticeResponse` (
`noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(required) AuctionNotice.noticeNumber',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(required) SR Accnt',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(optional) SR ClientFirm',
`responseId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT '(required) client ResponseId of this response; reflected back on NoticeExecReport messages',
`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 '(filled in on server) underlier ticker',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT '(filled in on server) underlier ticker',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '(filled in on server) underlier ticker',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT '(filled in on server)',
`stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT '(optional) (default is None/Live) can only be supplied on the initial notice response in a cancel/replace chain',
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`respSize` INT NOT NULL DEFAULT 0,
`respPrice` DOUBLE NOT NULL DEFAULT 0,
`refUPrc` DOUBLE NOT NULL DEFAULT 0,
`refDe` FLOAT NOT NULL DEFAULT 0,
`refGa` FLOAT NOT NULL DEFAULT 0,
`minUBid` FLOAT NOT NULL DEFAULT 0,
`maxUAsk` FLOAT NOT NULL DEFAULT 0,
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(optional) any auction response is associated with this riskGroupID (and SpdrRiskGroupControl)',
`strategy` VARCHAR(32) NOT NULL DEFAULT '' COMMENT '(optional) user strategy field (visible on SR tools)',
`userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT '(optional) user data field (free text) (reflected on NoticeResponse)',
`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_noticeNumber CHECK(ASCII(noticeNumber) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`noticeNumber`,`accnt`,`clientFirm`,`responseId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`noticeNumber`,
`accnt`,
`clientFirm`,
`responseId`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`tradeDate`,
`stageType`,
`respSide`,
`respSize`,
`respPrice`,
`refUPrc`,
`refDe`,
`refGa`,
`minUBid`,
`maxUAsk`,
`riskGroupId`,
`strategy`,
`userData1`,
`timestamp`,
`OrderLegsList`
FROM `SRTrade`.`MsgNoticeResponse`
WHERE
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber'
AND
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a VARCHAR(24) */
`responseId` = 'Example_responseId';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgNoticeResponse`
SET
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts` = 'None',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a DATE */
`tradeDate` = '2022-01-01',
/* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */
`stageType` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None',
/* Replace with a INT */
`respSize` = 5,
/* Replace with a DOUBLE */
`respPrice` = 4.56,
/* Replace with a DOUBLE */
`refUPrc` = 4.56,
/* Replace with a FLOAT */
`refDe` = 1.23,
/* Replace with a FLOAT */
`refGa` = 1.23,
/* Replace with a FLOAT */
`minUBid` = 1.23,
/* Replace with a FLOAT */
`maxUAsk` = 1.23,
/* Replace with a CHAR(19) */
`riskGroupId` = 'Example_riskGroupId',
/* Replace with a VARCHAR(32) */
`strategy` = 'Example_strategy',
/* Replace with a TINYTEXT */
`userData1` = 'dummy tiny text',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000',
/* Replace with a JSON */
`OrderLegsList` = '{"key": "value"}'
WHERE
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber'
AND
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a VARCHAR(24) */
`responseId` = 'Example_responseId';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgNoticeResponse`(
/* Replace with a CHAR(19) */
`noticeNumber`,
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a VARCHAR(24) */
`responseId`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a DATE */
`tradeDate`,
/* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */
`stageType`,
/* Replace with a ENUM('None','Buy','Sell') */
`respSide`,
/* Replace with a INT */
`respSize`,
/* Replace with a DOUBLE */
`respPrice`,
/* Replace with a DOUBLE */
`refUPrc`,
/* Replace with a FLOAT */
`refDe`,
/* Replace with a FLOAT */
`refGa`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a VARCHAR(32) */
`strategy`,
/* Replace with a TINYTEXT */
`userData1`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`OrderLegsList`
)
VALUES(
'Example_noticeNumber',
'Example_accnt',
'Example_clientFirm',
'Example_responseId',
'None',
'None',
'Example_ticker_tk',
'2022-01-01',
'None',
'None',
5,
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
'Example_riskGroupId',
'Example_strategy',
'dummy tiny text',
'2022-01-01 12:34:56.000000',
'{"key": "value"}'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgNoticeResponse`
WHERE
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber'
AND
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a VARCHAR(24) */
`responseId` = 'Example_responseId';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='NoticeResponse' ORDER BY ordinal_position ASC;