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Version: 8.4.10.2

ParentOrderGatewayExt

V8 Message Definiton

Records 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.\nSee the SpiderRock Execution Engine concept guide for more details.

METADATA

AttributeValue
Topic5120-srse-gateway
MLink TokenInternal
ProductSRTrade
accessTypeSELECT,UPDATE(spdrActionType),INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
secKey_atenum - AssetTypePRI'EQT'SR SecKey
secKey_tsenum - TickerSrcPRI'NMS'SR SecKey
secKey_tkVARCHAR(12)PRI''SR SecKey
secKey_yrSMALLINT UNSIGNEDPRI0SR SecKey
secKey_mnTINYINT UNSIGNEDPRI0SR SecKey
secKey_dyTINYINT UNSIGNEDPRI0SR SecKey
secKey_xxDOUBLEPRI0SR SecKey
secKey_cpenum - CallPutPRI'Call'SR SecKey
secTypeenum - SpdrKeyTypePRI'None'SR SecKeyType Stock Future or Option
accntVARCHAR(16)PRI''SR Account default primary account associated with SRSE login
orderSideenum - BuySellPRI'None'Parent Order Size
groupingCodeCHAR(19)PRI'0000-0000-0000-0000'Parent Grouping Code
clientFirmVARCHAR(16)PRI''
spdrActionTypeenum - SpdrActionType'Add'Add new order AddReplace add or replace order Cancel cxl existing Replace update existing only Release modify order active size
altOrderIdVARCHAR(24)''Alternate client order ID This order ID will be copied to all execution reports
altAutoHedgeIdVARCHAR(24)''alternate order ID for child autohedge orders if any
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
accntRouteCodeTINYTEXT''accntRoute acronym
execBrkrCodeVARCHAR(16)''
externExDestVARCHAR(16)''routing code for orders directed to an external order router default null should match FixRoutingTabledestination in SR accnt config
externParamsTINYTEXT''external algo namesparameters usually just an algo name
strategyVARCHAR(36)''Client strategy string This value will appear on the SR Trade Monitor and in execution reports
securityDescTINYTEXT''additional security description
orderDttmDATETIME(6)'1900-01-01 00:00:00.000000'order entry time from clientif any
orderSizeINT-1parent order size contracts 1 no changeused when spdrActionTypeRelease
orderActiveSizeINT-1total activated size total size released for execution 1 all available size
curCumFillQuantityINT0set order size orderSize Max0 curCumFillQty eecumFillQty used to ensure integrity of submitted cxlreplace orders
addCumFillQuantityenum - YesNo'No'If Yes then OrderSize is calculated order arrival as requested OrderSize existing CumFillQuantity
exchMaskINT UNSIGNED0eligible exchanges 0 all
maxExposureSizeINT-1maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchangesTINYINT UNSIGNED1number of exchanges 1 4 on which to publish public making orders Effective number might be less than requested number if sufficient exchanges are not available
publicSizeenum - PublicSizeHandling'None'public order size handling Noneuse default size handling usually limits public size to typical market size Randomizerandomize public size MktSizeexpose only typical market size FullSizeexpose entire order size where possible
randomizeSizeenum - YesNo'Yes'randomize public order size
canOverlapCxlReplenum - YesNo'No'can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
progressRuleenum - ProgressRule'None'None all size immediately availableTWAP size released in time intervalsVWAP size released in volume intervals
twapSliceCntTINYINT UNSIGNED0ProgressSliceCnt number of progress slices to use if none given will compute based on active size and duration max 20
progressExposeTimeINT0minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
auctionResponderenum - AuctionResponder'None'if set parent order can be an auction responder
maxMakeExchFeeFLOAT0maximum making exchange fee in point value zero no limit use nonzero number for limit to apply
maxTakeExchFeeFLOAT0maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply
incTakeExchFeeenum - IncExchFee'None'include exchange fee in probability and surface based take limit calculations
incMakeExchFeeenum - IncExchFee'None'include exchange fee in probability and surface based make limit calculations
makeExchRuleenum - MakeExchRule'None'ActiveMaker exchange preference rule MaxPart will pick exchanges to maximize participation FeeOrder will pick exchanges to minimize fees maximize rebates ImprvOnly will only make when improving NBBO
minMktOnClosePctTINYINT UNSIGNED0
triggerTypeenum - TriggerType'None'type of trigger PrintVolSurfVol only for options print print or actionable quote
triggerLevelFLOAT0stoptrigger price for parent order to go active
cxlUPrcRangeenum - UPrcCxl'None'cancel parent order ifwhen outside minmax uPrc range Halt also cancel if the securityunderlier has been halted
minUBidFLOAT0optional
maxUAskFLOAT0optional 001 none
minMaxTypeenum - MinMaxType'Prc'if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
minOptionPxFLOAT0optional option price floor for tied to stock orders
maxChildOrdersINT1000maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
spdrStageTypeenum - SpdrStageType'None'SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size
marketSessionenum - MarketSession'RegMkt'
startDttmDATETIME(6)'2000-01-01'optional parent order start time
orderDurationINT-1optional number of seconds
activeDurationINT-1optional number of seconds
goodTillDttmDATETIME(6)'2000-01-01'optional default 20000101
startTypeenum - StartType'None'WaitTrigger
triggerGroupIdBIGINT-1WaitTrigger group Id all child orders parent orders with the same triggerGroupId will optimized and released together when the group is triggered used to effect cross exchange and cross product market ISO and price level sweeps
triggerTimestampBIGINT0WaitTrigger trigger timestamp nanoseconds since epoch
parentOrderHandlingenum - ParentOrderHandling'ActiveTaker'
parentBalanceHandlingenum - ParentBalanceHandling'PostLimit'
orderLimitTypeenum - SpdrLimitType'Market'Various Prc PrcDe Vol Rel Market establishes the primary LimitPrice for a parent order
takeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
makeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
takeReachRuleenum - ReachRule'None'None reach room immediately available Delayed available after 13 seconds Passive available if contra side aggresses WeakOnly only take if available size avgMarketSize ISOSweep Intermarket Sweep requires WaitTrigger
leadSideenum - BuySell'None'for legged orders which side to lead with optional None ok
maxCompletionSlippageDOUBLE0Maximum price slippage to complete an open basket or a cross auction face side slippage
orderPrcLimitDOUBLE0Applies if LimitType Prc
orderRefUPrcDOUBLE0defaultunderliermid
orderRefDeltaFLOAT-99defaultoptiondelta
orderRefGammaFLOAT-99defaultoptiongamma
orderVolLimitFLOAT0Applies if LimitType Vol uses SR dividends and borrow rates
rateOverrideFLOAT-1zero ignore zero override
sdivOverrideFLOAT-1Default 0
ddivOverrideTEXT''Discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount
overrideCodeenum - OverrideCode'None'override default SR dividend and rate details only used if LimitType Vol
orderPrcOffsetDOUBLE0default0
orderRefEventMultFLOAT0
orderRefEventDttmDATETIME(6)'1900-01-01 00:00:00.000000'
takeAlphaTypeenum - AlphaType'None'Applies if takeLimitClass Probability
makeAlphaTypeenum - AlphaType'None'Applies if makeLimitClass Probability
takeAlphaFactorFLOAT022 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if takeAlphaType Relative
makeAlphaFactorFLOAT022 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if makeAlphaType Relative
takeProbabilityFLOAT0takeProbLimit takeProbability if takeAlphaType Static
makeProbabilityFLOAT0makeProbLimit makeProbability if makeAlphaType Static
takeSurfPrcOffsetDOUBLE0default0
takeSurfVolOffsetFLOAT0default0
takeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
makeSurfPrcOffsetDOUBLE0default0
makeSurfVolOffsetFLOAT0default0
makeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
autoHedgeenum - AutoHedge'None'
hedgeInstrumentenum - HedgeInst'Default'Defaultunderlier EQT or FUT Index Options use ETF FrontMonthunderlier EQT or front month FUT Index Options use FM Fut StockhedgeSecKey FuturehedgeSecKey
hedgeSecKey_atenum - AssetType'EQT'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tsenum - TickerSrc'NMS'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tkVARCHAR(12)''autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_yrSMALLINT UNSIGNED1900autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_mnTINYINT UNSIGNED1autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_dyTINYINT UNSIGNED1autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeBetaRatioFLOAT1.0portion of executed delta to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScopeenum - HedgeScope'RiskGroup'
hedgeSessionenum - MarketSession'RegMkt'
positionTypeenum - PositionType'Auto'
ssaleFlagenum - ShortSaleFlag'Auto'Used to determine stock autohedge flags
firmTypeenum - FirmType'None'Used to override firmType in account config Default None use SpiderRock account configuration
theoVolFLOAT0client supplied theoretical volatility used for markup only
riskGroupIdCHAR(19)'0000-0000-0000-0000'All group grp risk limits below are relative to this riskGroupId Default 0 none Required to be nonzero if autoHedge is something other than None
reqAuxRiskGroupCtrlenum - YesNo'None'
refRMetric1Srcenum - RMetricSource'None'
refRMetric2Srcenum - RMetricSource'None'
refRMetric3Srcenum - RMetricSource'None'
refRMetric4Srcenum - RMetricSource'None'
refRMetric5Srcenum - RMetricSource'None'
refRMetric6Srcenum - RMetricSource'None'
refRMetric7Srcenum - RMetricSource'None'
orderRefRMetric1FLOAT0user supplied RMetric1 value used in RiskGroupID risk controls netRMetric1 sumfillQty orderRefRMetric1 underlierPerCn
orderRefRMetric2FLOAT0user supplied RMetric2 value used in RiskGroupID risk controls netRMetric2 sumfillQty orderRefRMetric2 underlierPerCn
orderRefRMetric3FLOAT0user supplied RMetric3 value used in RiskGroupID risk controls netRMetric3 sumfillQty orderRefRMetric3 underlierPerCn
orderRefRMetric4FLOAT0user supplied RMetric4 value used in RiskGroupID risk controls netRMetric4 sumfillQty orderRefRMetric4 underlierPerCn
orderRefRMetric5FLOAT0user supplied RMetric5 value used in RiskGroupID risk controls netRMetric5 sumfillQty orderRefRMetric5 underlierPerCn
orderRefRMetric6FLOAT0user supplied RMetric6 value used in ExpDay risk controls netRMetric6 sumfillQty orderRefRMetric6 underlierPerCn
orderRefRMetric7FLOAT0user supplied RMetric7 value used in SymDay risk controls netRMetric7 sumfillQty orderRefRMetric7 underlierPerCn
expDayWtVegaOffsetFLOAT-1max acctsymbol day wtVega offset target
maxExpDayWtVegaLnFLOAT-1max accntexpiration day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxExpDayWtVegaShFLOAT-1max accntexpiration day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxExpDayRMetric6LnFLOAT-1max acctexpiration day rMetric6 long positive number1no limitrisk limit max limit current net counter
maxExpDayRMetric6ShFLOAT-1max acctexpiration day rMetric6 short positive number1no limitrisk limit max limit current net counter
symDayDDeltaOffsetFLOAT-1max acctsymbol day delta offset target
maxSymDayDDeltaLnFLOAT-1max acctsymbol day delta long positive number1no limitrisk limit max limit current net counter offset
maxSymDayDDeltaShFLOAT-1max acctsymbol day delta short positive number1no limitrisk limit max limit current net counter offset
symDayVegaOffsetFLOAT-1max acctsymbol day vega offset target
maxSymDayVegaLnFLOAT-1max acctsymbol day vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayVegaShFLOAT-1max acctsymbol day vega short positive number1no limitrisk limit max limit current net counter offset
symDayWtVegaOffsetFLOAT-1max acctsymbol day wtVega offset target
maxSymDayWtVegaLnFLOAT-1max acctsymbol day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayWtVegaShFLOAT-1max acctsymbol day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxSymDayRMetric7LnFLOAT-1max acctsymbol day rMetric7 long positive number1no limitrisk limit max limit current net counter
maxSymDayRMetric7ShFLOAT-1max acctsymbol day rMetric7 short positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaLnFLOAT-1max acctriskGroup day delta long positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaShFLOAT-1max acctriskGroup day delta short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaLnFLOAT-1max acctriskGroup day vega long positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaShFLOAT-1max acctriskGroup day vega short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaAbsFLOAT-1max acctriskGroup day vega abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayVegaRatioFLOAT1.0target bot sld ratio eg ratio20 means that neutral is bot vega 2x sld vega
maxGrpDayContractsLnINT-1max acctriskGroup day opt contracts long positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsShINT-1max acctriskGroup day opt contracts short positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsAbsINT-1max acctriskGroup day opt contracts abs positive number1no limitrisk limit max limit abscurrent net counter
maxGrpDayRMetric1LnFLOAT-1max acctriskGroup day rMetric1 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1ShFLOAT-1max acctriskGroup day rMetric1 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1AbsFLOAT-1max acctriskGroup day rMetric1 abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayRMetric1RatioFLOAT1.0target bot sld ratio eg ratio05 means that neutral is bot rMetric1 05x sld rMetric1
maxGrpDayRMetric2LnFLOAT-1max acctriskGroup day rMetric2 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric2ShFLOAT-1max acctriskGroup day rMetric2 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3LnFLOAT-1max acctriskGroup day rMetric3 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3ShFLOAT-1max acctriskGroup day rMetric3 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4LnFLOAT-1max acctriskGroup day rMetric4 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4ShFLOAT-1max acctriskGroup day rMetric4 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5LnFLOAT-1max acctriskGroup day rMetric5 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5ShFLOAT-1max acctriskGroup day rMetric5 short positive number1no limitrisk limit max limit current net counter
symEmaCxlDDeltaLnFLOAT-1max acctsymbol 60s EMA delta long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlDDeltaShFLOAT-1max acctsymbol 60s EMA delta short positive number 0 is no limit
symEmaCxlWtVegaLnFLOAT-1max acctsymbol 60s EMA wtVega long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlWtVegaShFLOAT-1max acctsymbol 60s EMA wtVega short positive number 0 is no limit
traderNameVARCHAR(32)''Name of the trader associated with the order
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
mlegTicker_atenum - AssetType'None'stock ticker
mlegTicker_tsenum - TickerSrc'None'stock ticker
mlegTicker_tkVARCHAR(12)''stock ticker
mlegStockSideenum - BuySell'None'Buy Sell None
mlegStockSharesINT0number of shares included zero if none
mlegStockLegIdBIGINT0SR stock leg ID
mlegAltStkLegIdVARCHAR(24)''client stock leg ID usually from a FIX order
mlegSSaleFlagenum - ShortSaleFlag'None'stock short sale flag
mlegRefUPrcFLOAT0reference underlier price PrcDe orders
mlegNumLegsTINYINT UNSIGNED0number of valid legs below
mlegSecKey1_atenum - AssetType'None'leg 1
mlegSecKey1_tsenum - TickerSrc'None'leg 1
mlegSecKey1_tkVARCHAR(12)''leg 1
mlegSecKey1_yrSMALLINT UNSIGNED1900leg 1
mlegSecKey1_mnTINYINT UNSIGNED0leg 1
mlegSecKey1_dyTINYINT UNSIGNED0leg 1
mlegSecKey1_xxDOUBLE0leg 1
mlegSecKey1_cpenum - CallPut'Call'leg 1
mlegSecType1enum - SpdrKeyType'None'
mlegMult1SMALLINT UNSIGNED0
mlegSide1enum - BuySell'None'
mlegLegId1BIGINT0SR leg Id
mlegAltLegId1VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType1enum - PositionType'None'
mlegSsaleFlag1enum - ShortSaleFlag'None'
mlegVega1FLOAT0
mlegRefUPrc1DOUBLE0reference underlier price PrcDe orders
mlegRefDelta1FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt1TINYINT UNSIGNED0reference of earnings moves before expiration
mlegSecKey2_atenum - AssetType'None'leg 2
mlegSecKey2_tsenum - TickerSrc'None'leg 2
mlegSecKey2_tkVARCHAR(12)''leg 2
mlegSecKey2_yrSMALLINT UNSIGNED1900leg 2
mlegSecKey2_mnTINYINT UNSIGNED0leg 2
mlegSecKey2_dyTINYINT UNSIGNED0leg 2
mlegSecKey2_xxDOUBLE0leg 2
mlegSecKey2_cpenum - CallPut'Call'leg 2
mlegSecType2enum - SpdrKeyType'None'
mlegMult2SMALLINT UNSIGNED0
mlegSide2enum - BuySell'None'
mlegLegId2BIGINT0SR leg Id
mlegAltLegId2VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType2enum - PositionType'None'
mlegSsaleFlag2enum - ShortSaleFlag'None'
mlegVega2FLOAT0
mlegRefUPrc2DOUBLE0reference underlier price PrcDe orders
mlegRefDelta2FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt2TINYINT UNSIGNED0reference of earnings moves before expiration
mlegSecKey3_atenum - AssetType'None'leg 3
mlegSecKey3_tsenum - TickerSrc'None'leg 3
mlegSecKey3_tkVARCHAR(12)''leg 3
mlegSecKey3_yrSMALLINT UNSIGNED1900leg 3
mlegSecKey3_mnTINYINT UNSIGNED0leg 3
mlegSecKey3_dyTINYINT UNSIGNED0leg 3
mlegSecKey3_xxDOUBLE0leg 3
mlegSecKey3_cpenum - CallPut'Call'leg 3
mlegSecType3enum - SpdrKeyType'None'
mlegMult3SMALLINT UNSIGNED0
mlegSide3enum - BuySell'None'
mlegLegId3BIGINT0SR leg Id
mlegAltLegId3VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType3enum - PositionType'None'
mlegSsaleFlag3enum - ShortSaleFlag'None'
mlegVega3FLOAT0
mlegRefUPrc3DOUBLE0reference underlier price PrcDe orders
mlegRefDelta3FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt3TINYINT UNSIGNED0reference of earnings moves before expiration
mlegSecKey4_atenum - AssetType'None'leg 4
mlegSecKey4_tsenum - TickerSrc'None'leg 4
mlegSecKey4_tkVARCHAR(12)''leg 4
mlegSecKey4_yrSMALLINT UNSIGNED1900leg 4
mlegSecKey4_mnTINYINT UNSIGNED0leg 4
mlegSecKey4_dyTINYINT UNSIGNED0leg 4
mlegSecKey4_xxDOUBLE0leg 4
mlegSecKey4_cpenum - CallPut'Call'leg 4
mlegSecType4enum - SpdrKeyType'None'
mlegMult4SMALLINT UNSIGNED0
mlegSide4enum - BuySell'None'
mlegLegId4BIGINT0SR leg Id
mlegAltLegId4VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType4enum - PositionType'None'
mlegSsaleFlag4enum - ShortSaleFlag'None'
mlegVega4FLOAT0
mlegRefUPrc4DOUBLE0reference underlier price PrcDe orders
mlegRefDelta4FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt4TINYINT UNSIGNED0reference of earnings moves before expiration
mlegSecKey5_atenum - AssetType'None'leg 5
mlegSecKey5_tsenum - TickerSrc'None'leg 5
mlegSecKey5_tkVARCHAR(12)''leg 5
mlegSecKey5_yrSMALLINT UNSIGNED1900leg 5
mlegSecKey5_mnTINYINT UNSIGNED0leg 5
mlegSecKey5_dyTINYINT UNSIGNED0leg 5
mlegSecKey5_xxDOUBLE0leg 5
mlegSecKey5_cpenum - CallPut'Call'leg 5
mlegSecType5enum - SpdrKeyType'None'
mlegMult5SMALLINT UNSIGNED0
mlegSide5enum - BuySell'None'
mlegLegId5BIGINT0SR leg Id
mlegAltLegId5VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType5enum - PositionType'None'
mlegSsaleFlag5enum - ShortSaleFlag'None'
mlegVega5FLOAT0
mlegRefUPrc5DOUBLE0reference underlier price PrcDe orders
mlegRefDelta5FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt5TINYINT UNSIGNED0reference of earnings moves before expiration
mlegSecKey6_atenum - AssetType'None'leg 6
mlegSecKey6_tsenum - TickerSrc'None'leg 6
mlegSecKey6_tkVARCHAR(12)''leg 6
mlegSecKey6_yrSMALLINT UNSIGNED1900leg 6
mlegSecKey6_mnTINYINT UNSIGNED0leg 6
mlegSecKey6_dyTINYINT UNSIGNED0leg 6
mlegSecKey6_xxDOUBLE0leg 6
mlegSecKey6_cpenum - CallPut'Call'leg 6
mlegSecType6enum - SpdrKeyType'None'
mlegMult6SMALLINT UNSIGNED0
mlegSide6enum - BuySell'None'
mlegLegId6BIGINT0SR leg Id
mlegAltLegId6VARCHAR(24)''client leg Id usually from a FIX order
mlegPosType6enum - PositionType'None'
mlegSsaleFlag6enum - ShortSaleFlag'None'
mlegVega6FLOAT0
mlegRefUPrc6DOUBLE0reference underlier price PrcDe orders
mlegRefDelta6FLOAT0reference delta for PrcDe order handling
mlegRefEarnCnt6TINYINT UNSIGNED0reference of earnings moves before expiration
optPremiumFLOAT0The premium for the option legs a contribution to the order premium Valid range is 99990 99990 Default 0
checksumTINYINT UNSIGNED0Must be set to 13 This helps detect some columnvalue misalignments

PRIMARY KEY DEFINITION (Unique)

FieldSequence
secKey_tk1
secKey_yr2
secKey_mn3
secKey_dy4
secKey_xx5
secKey_cp6
secKey_at7
secKey_ts8
secType9
accnt10
orderSide11
groupingCode12
clientFirm13

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgParentOrderGatewayExt` (
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'EQT' COMMENT 'SR SecKey',
`secKey_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 'NMS' COMMENT 'SR SecKey',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR SecKey',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR SecKey',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR SecKey',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR SecKey',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR SecKey',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'SR SecKey',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'SR SecKeyType (Stock, Future, or Option)',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR Account (default = primary account associated with SRSE login)',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'Parent Order Size',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'Parent Grouping Code',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`spdrActionType` ENUM('Add','AddReplace','Replace','Cancel','Modify') NOT NULL DEFAULT 'Add' COMMENT '[Add (new order), AddReplace (add or replace order), Cancel (cxl existing), Replace (update existing only), Release (modify order active size)]',
`altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'Alternate client order ID. This order ID will be copied to all execution reports.',
`altAutoHedgeId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID for child autohedge orders (if any)',
`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]',
`accntRouteCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'accntRoute acronym',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '',
`externExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)',
`externParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name)',
`strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'Client strategy string. This value will appear on the SR Trade Monitor and in execution reports.',
`securityDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional security description',
`orderDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order entry time (from client;if any)',
`orderSize` INT NOT NULL DEFAULT -1 COMMENT 'parent order size (contracts) [-1 = no change;used when spdrActionType=Release]',
`orderActiveSize` INT NOT NULL DEFAULT -1 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
`curCumFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'set order size = orderSize - Max(0, curCumFillQty - ee.cumFillQty) (used to ensure integrity of submitted cxl/replace orders)',
`addCumFillQuantity` ENUM('Yes','No') NOT NULL DEFAULT 'No' COMMENT 'If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing ''CumFillQuantity''.',
`exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all)',
`maxExposureSize` INT NOT NULL DEFAULT -1 COMMENT 'maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]',
`numMakeExchanges` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'number of exchanges (1 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.',
`publicSize` ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR') NOT NULL DEFAULT 'None' COMMENT 'public order size handling: None=use default size handling (usually limits public size to ''typical'' market size); Randomize=randomize public size; MktSize=expose only ''typical'' market size; FullSize=expose entire order size where possible',
`randomizeSize` ENUM('Yes','No') NOT NULL DEFAULT 'Yes' COMMENT 'randomize public order size',
`canOverlapCxlRepl` ENUM('Yes','No') NOT NULL DEFAULT 'No' COMMENT 'can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)',
`progressRule` ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') NOT NULL DEFAULT 'None' COMMENT 'None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;',
`twapSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT '[ProgressSliceCnt] number of progress slices to use. if none given will compute based on active size and duration. [max 20]',
`progressExposeTime` INT NOT NULL DEFAULT 0 COMMENT 'minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)',
`auctionResponder` ENUM('None','Any') NOT NULL DEFAULT 'None' COMMENT 'if set, parent order can be an auction responder',
`maxMakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
`maxTakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
`incTakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability and surface based take limit calculations',
`incMakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability and surface based make limit calculations',
`makeExchRule` ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') NOT NULL DEFAULT 'None' COMMENT 'ActiveMaker exchange preference rule: ''MaxPart'' will pick exchanges to maximize participation; ''FeeOrder'' will pick exchanges to minimize fees [maximize rebates]; ''ImprvOnly'' will only make when improving NBBO.',
`minMktOnClosePct` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`triggerType` ENUM('None','PrintPrc','PrintVol','SurfVol','PrtSurfVol') NOT NULL DEFAULT 'None' COMMENT 'type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]',
`triggerLevel` FLOAT NOT NULL DEFAULT 0 COMMENT 'stop/trigger price for parent order to go active',
`cxlUPrcRange` ENUM('None','Yes','No','YesHalt','NoHalt') NOT NULL DEFAULT 'None' COMMENT 'cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]',
`minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional]',
`maxUAsk` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] (< $0.01 = none)',
`minMaxType` ENUM('None','Prc','Pct') NOT NULL DEFAULT 'Prc' COMMENT 'if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival',
`minOptionPx` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] option price floor for tied to stock orders',
`maxChildOrders` INT NOT NULL DEFAULT 1000 COMMENT 'maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]',
`spdrStageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)',
`marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'RegMkt',
`startDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01' COMMENT '[optional] (parent order start time)',
`orderDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
`activeDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
`goodTillDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01' COMMENT '[optional] (default: 2000-01-01)',
`startType` ENUM('None','WaitTrigger') NOT NULL DEFAULT 'None' COMMENT '[WaitTrigger]',
`triggerGroupId` BIGINT NOT NULL DEFAULT -1 COMMENT 'WaitTrigger group Id; all child orders parent orders with the same triggerGroupId will optimized and released together when the group is triggered; used to effect cross exchange and cross product market ISO and price level sweeps',
`triggerTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'WaitTrigger trigger timestamp (nanoseconds since epoch)',
`parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') NOT NULL DEFAULT 'ActiveTaker',
`parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'PostLimit',
`orderLimitType` ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') NOT NULL DEFAULT 'Market' COMMENT 'Various (Prc, PrcDe, Vol, Rel, Market); establishes the primary LimitPrice for a parent order',
`takeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)',
`makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)',
`takeReachRule` ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') NOT NULL DEFAULT 'None' COMMENT 'None = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger]',
`leadSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'for legged orders, which side to lead with. (optional, None ok)',
`maxCompletionSlippage` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Maximum price slippage to complete an open basket or a cross auction (face side slippage)',
`orderPrcLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Prc[]',
`orderRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=underlier.mid',
`orderRefDelta` FLOAT NOT NULL DEFAULT -99 COMMENT 'default=option.delta',
`orderRefGamma` FLOAT NOT NULL DEFAULT -99 COMMENT 'default=option.gamma',
`orderVolLimit` FLOAT NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Vol[] [uses SR dividends and borrow rates]',
`rateOverride` FLOAT NOT NULL DEFAULT -1 COMMENT 'zero = ignore;> zero = override',
`sdivOverride` FLOAT NOT NULL DEFAULT -1 COMMENT 'Default: 0.',
`ddivOverride` TEXT NOT NULL DEFAULT '' COMMENT 'Discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])' CHECK(LENGTH(ddivOverride) <= 10000),
`overrideCode` ENUM('None','SDivOnly','DDivOnly','Both') NOT NULL DEFAULT 'None' COMMENT 'override default SR dividend and rate details (only used if LimitType = Vol)',
`orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`orderRefEventMult` FLOAT NOT NULL DEFAULT 0,
`orderRefEventDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`takeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if takeLimitClass = Probability',
`makeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if makeLimitClass = Probability',
`takeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]',
`makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]',
`takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if takeAlphaType = Static]',
`makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if makeAlphaType = Static]',
`takeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`takeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
`takeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
`makeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`makeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
`makeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
`autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None',
`hedgeInstrument` ENUM('None','Default','FrontMonth','Stock','Future') NOT NULL DEFAULT 'Default' COMMENT 'Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey',
`hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'EQT' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_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 'NMS' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeBetaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])',
`hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'RiskGroup',
`hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'RegMkt',
`positionType` ENUM('Opening','Closing','Auto') NOT NULL DEFAULT 'Auto',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Cover','Auto','NA') NOT NULL DEFAULT 'Auto' COMMENT 'Used to determine stock auto-hedge flags.',
`firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'Used to override firmType in account config. Default: None (use SpiderRock account configuration).',
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'client supplied theoretical volatility (used for markup only)',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'All group (grp) risk limits below are relative to this riskGroupId. Default: 0 (none). Required to be non-zero if `autoHedge` is something other than None.',
`reqAuxRiskGroupCtrl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`refRMetric1Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric2Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric3Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric4Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric5Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric6Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`refRMetric7Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
`orderRefRMetric1` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]',
`orderRefRMetric2` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]',
`orderRefRMetric3` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]',
`orderRefRMetric4` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]',
`orderRefRMetric5` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]',
`orderRefRMetric6` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]',
`orderRefRMetric7` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]',
`expDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
`maxExpDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxExpDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`maxExpDayRMetric6Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxExpDayRMetric6Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`symDayDDeltaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta offset (target)',
`maxSymDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`symDayVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega offset (target)',
`maxSymDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`symDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
`maxSymDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`maxSymDayRMetric7Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxSymDayRMetric7Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayVegaAbs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`grpDayVegaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)',
`maxGrpDayContractsLn` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayContractsSh` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayContractsAbs` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`maxGrpDayRMetric1Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric1Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric1Abs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`grpDayRMetric1Ratio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)',
`maxGrpDayRMetric2Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric2Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric3Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric3Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric4Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric4Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric5Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric5Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`symEmaCxlDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
`symEmaCxlDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)',
`symEmaCxlWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
`symEmaCxlWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)',
`traderName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'Name of the trader associated with the order',
`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',
`mlegTicker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'stock ticker',
`mlegTicker_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 'stock ticker',
`mlegTicker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'stock ticker',
`mlegStockSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT '[Buy | Sell | None]',
`mlegStockShares` INT NOT NULL DEFAULT 0 COMMENT 'number of shares included (zero if none)',
`mlegStockLegId` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR stock leg ID',
`mlegAltStkLegId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client stock leg ID (usually from a FIX order)',
`mlegSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'stock short sale flag',
`mlegRefUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegNumLegs` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of valid legs below',
`mlegSecKey1_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #1',
`mlegSecKey1_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 'leg #1',
`mlegSecKey1_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #1',
`mlegSecKey1_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #1',
`mlegSecKey1_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #1',
`mlegSecKey1_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #1',
`mlegSecKey1_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #1',
`mlegSecKey1_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #1',
`mlegSecType1` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult1` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide1` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId1` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId1` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType1` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag1` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega1` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc1` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta1` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt1` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`mlegSecKey2_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #2',
`mlegSecKey2_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 'leg #2',
`mlegSecKey2_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #2',
`mlegSecKey2_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #2',
`mlegSecKey2_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #2',
`mlegSecKey2_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #2',
`mlegSecKey2_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #2',
`mlegSecKey2_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #2',
`mlegSecType2` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult2` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide2` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId2` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId2` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType2` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag2` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega2` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc2` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta2` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt2` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`mlegSecKey3_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #3',
`mlegSecKey3_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 'leg #3',
`mlegSecKey3_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #3',
`mlegSecKey3_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #3',
`mlegSecKey3_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #3',
`mlegSecKey3_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #3',
`mlegSecKey3_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #3',
`mlegSecKey3_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #3',
`mlegSecType3` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult3` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide3` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId3` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId3` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType3` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag3` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega3` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc3` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta3` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt3` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`mlegSecKey4_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #4',
`mlegSecKey4_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 'leg #4',
`mlegSecKey4_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #4',
`mlegSecKey4_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #4',
`mlegSecKey4_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #4',
`mlegSecKey4_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #4',
`mlegSecKey4_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #4',
`mlegSecKey4_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #4',
`mlegSecType4` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult4` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide4` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId4` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId4` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType4` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag4` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega4` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc4` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta4` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt4` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`mlegSecKey5_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #5',
`mlegSecKey5_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 'leg #5',
`mlegSecKey5_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #5',
`mlegSecKey5_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #5',
`mlegSecKey5_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #5',
`mlegSecKey5_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #5',
`mlegSecKey5_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #5',
`mlegSecKey5_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #5',
`mlegSecType5` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult5` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide5` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId5` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId5` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType5` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag5` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega5` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc5` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta5` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt5` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`mlegSecKey6_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg #6',
`mlegSecKey6_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 'leg #6',
`mlegSecKey6_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg #6',
`mlegSecKey6_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'leg #6',
`mlegSecKey6_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #6',
`mlegSecKey6_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg #6',
`mlegSecKey6_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg #6',
`mlegSecKey6_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg #6',
`mlegSecType6` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mlegMult6` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`mlegSide6` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`mlegLegId6` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR leg Id',
`mlegAltLegId6` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client leg Id (usually from a FIX order)',
`mlegPosType6` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
`mlegSsaleFlag6` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
`mlegVega6` FLOAT NOT NULL DEFAULT 0,
`mlegRefUPrc6` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
`mlegRefDelta6` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
`mlegRefEarnCnt6` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'reference # of earnings moves before expiration',
`optPremium` FLOAT NOT NULL DEFAULT 0 COMMENT 'The premium for the option legs, a contribution to the order premium. Valid range is [-9999.0, 9999.0]. Default: 0.',
`checksum` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Must be set to 13. This helps detect some column/value misalignments.',
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`accnt`,`orderSide`,`groupingCode`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Records 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.\nSee the SpiderRock Execution Engine concept guide for more details.';

SELECT TABLE EXAMPLE QUERY

SELECT
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`accnt`,
`orderSide`,
`groupingCode`,
`clientFirm`,
`spdrActionType`,
`altOrderId`,
`altAutoHedgeId`,
`altAccnt`,
`altUserName`,
`accntRouteCode`,
`execBrkrCode`,
`externExDest`,
`externParams`,
`strategy`,
`securityDesc`,
`orderDttm`,
`orderSize`,
`orderActiveSize`,
`curCumFillQuantity`,
`addCumFillQuantity`,
`exchMask`,
`maxExposureSize`,
`numMakeExchanges`,
`publicSize`,
`randomizeSize`,
`canOverlapCxlRepl`,
`progressRule`,
`twapSliceCnt`,
`progressExposeTime`,
`auctionResponder`,
`maxMakeExchFee`,
`maxTakeExchFee`,
`incTakeExchFee`,
`incMakeExchFee`,
`makeExchRule`,
`minMktOnClosePct`,
`triggerType`,
`triggerLevel`,
`cxlUPrcRange`,
`minUBid`,
`maxUAsk`,
`minMaxType`,
`minOptionPx`,
`maxChildOrders`,
`spdrStageType`,
`marketSession`,
`startDttm`,
`orderDuration`,
`activeDuration`,
`goodTillDttm`,
`startType`,
`triggerGroupId`,
`triggerTimestamp`,
`parentOrderHandling`,
`parentBalanceHandling`,
`orderLimitType`,
`takeLimitClass`,
`makeLimitClass`,
`takeReachRule`,
`leadSide`,
`maxCompletionSlippage`,
`orderPrcLimit`,
`orderRefUPrc`,
`orderRefDelta`,
`orderRefGamma`,
`orderVolLimit`,
`rateOverride`,
`sdivOverride`,
`ddivOverride`,
`overrideCode`,
`orderPrcOffset`,
`orderRefEventMult`,
`orderRefEventDttm`,
`takeAlphaType`,
`makeAlphaType`,
`takeAlphaFactor`,
`makeAlphaFactor`,
`takeProbability`,
`makeProbability`,
`takeSurfPrcOffset`,
`takeSurfVolOffset`,
`takeSurfWidthOffset`,
`makeSurfPrcOffset`,
`makeSurfVolOffset`,
`makeSurfWidthOffset`,
`autoHedge`,
`hedgeInstrument`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeBetaRatio`,
`hedgeScope`,
`hedgeSession`,
`positionType`,
`ssaleFlag`,
`firmType`,
`theoVol`,
`riskGroupId`,
`reqAuxRiskGroupCtrl`,
`refRMetric1Src`,
`refRMetric2Src`,
`refRMetric3Src`,
`refRMetric4Src`,
`refRMetric5Src`,
`refRMetric6Src`,
`refRMetric7Src`,
`orderRefRMetric1`,
`orderRefRMetric2`,
`orderRefRMetric3`,
`orderRefRMetric4`,
`orderRefRMetric5`,
`orderRefRMetric6`,
`orderRefRMetric7`,
`expDayWtVegaOffset`,
`maxExpDayWtVegaLn`,
`maxExpDayWtVegaSh`,
`maxExpDayRMetric6Ln`,
`maxExpDayRMetric6Sh`,
`symDayDDeltaOffset`,
`maxSymDayDDeltaLn`,
`maxSymDayDDeltaSh`,
`symDayVegaOffset`,
`maxSymDayVegaLn`,
`maxSymDayVegaSh`,
`symDayWtVegaOffset`,
`maxSymDayWtVegaLn`,
`maxSymDayWtVegaSh`,
`maxSymDayRMetric7Ln`,
`maxSymDayRMetric7Sh`,
`maxGrpDayDDeltaLn`,
`maxGrpDayDDeltaSh`,
`maxGrpDayVegaLn`,
`maxGrpDayVegaSh`,
`maxGrpDayVegaAbs`,
`grpDayVegaRatio`,
`maxGrpDayContractsLn`,
`maxGrpDayContractsSh`,
`maxGrpDayContractsAbs`,
`maxGrpDayRMetric1Ln`,
`maxGrpDayRMetric1Sh`,
`maxGrpDayRMetric1Abs`,
`grpDayRMetric1Ratio`,
`maxGrpDayRMetric2Ln`,
`maxGrpDayRMetric2Sh`,
`maxGrpDayRMetric3Ln`,
`maxGrpDayRMetric3Sh`,
`maxGrpDayRMetric4Ln`,
`maxGrpDayRMetric4Sh`,
`maxGrpDayRMetric5Ln`,
`maxGrpDayRMetric5Sh`,
`symEmaCxlDDeltaLn`,
`symEmaCxlDDeltaSh`,
`symEmaCxlWtVegaLn`,
`symEmaCxlWtVegaSh`,
`traderName`,
`userData1`,
`userData2`,
`childData`,
`mlegTicker_at`,
`mlegTicker_ts`,
`mlegTicker_tk`,
`mlegStockSide`,
`mlegStockShares`,
`mlegStockLegId`,
`mlegAltStkLegId`,
`mlegSSaleFlag`,
`mlegRefUPrc`,
`mlegNumLegs`,
`mlegSecKey1_at`,
`mlegSecKey1_ts`,
`mlegSecKey1_tk`,
`mlegSecKey1_yr`,
`mlegSecKey1_mn`,
`mlegSecKey1_dy`,
`mlegSecKey1_xx`,
`mlegSecKey1_cp`,
`mlegSecType1`,
`mlegMult1`,
`mlegSide1`,
`mlegLegId1`,
`mlegAltLegId1`,
`mlegPosType1`,
`mlegSsaleFlag1`,
`mlegVega1`,
`mlegRefUPrc1`,
`mlegRefDelta1`,
`mlegRefEarnCnt1`,
`mlegSecKey2_at`,
`mlegSecKey2_ts`,
`mlegSecKey2_tk`,
`mlegSecKey2_yr`,
`mlegSecKey2_mn`,
`mlegSecKey2_dy`,
`mlegSecKey2_xx`,
`mlegSecKey2_cp`,
`mlegSecType2`,
`mlegMult2`,
`mlegSide2`,
`mlegLegId2`,
`mlegAltLegId2`,
`mlegPosType2`,
`mlegSsaleFlag2`,
`mlegVega2`,
`mlegRefUPrc2`,
`mlegRefDelta2`,
`mlegRefEarnCnt2`,
`mlegSecKey3_at`,
`mlegSecKey3_ts`,
`mlegSecKey3_tk`,
`mlegSecKey3_yr`,
`mlegSecKey3_mn`,
`mlegSecKey3_dy`,
`mlegSecKey3_xx`,
`mlegSecKey3_cp`,
`mlegSecType3`,
`mlegMult3`,
`mlegSide3`,
`mlegLegId3`,
`mlegAltLegId3`,
`mlegPosType3`,
`mlegSsaleFlag3`,
`mlegVega3`,
`mlegRefUPrc3`,
`mlegRefDelta3`,
`mlegRefEarnCnt3`,
`mlegSecKey4_at`,
`mlegSecKey4_ts`,
`mlegSecKey4_tk`,
`mlegSecKey4_yr`,
`mlegSecKey4_mn`,
`mlegSecKey4_dy`,
`mlegSecKey4_xx`,
`mlegSecKey4_cp`,
`mlegSecType4`,
`mlegMult4`,
`mlegSide4`,
`mlegLegId4`,
`mlegAltLegId4`,
`mlegPosType4`,
`mlegSsaleFlag4`,
`mlegVega4`,
`mlegRefUPrc4`,
`mlegRefDelta4`,
`mlegRefEarnCnt4`,
`mlegSecKey5_at`,
`mlegSecKey5_ts`,
`mlegSecKey5_tk`,
`mlegSecKey5_yr`,
`mlegSecKey5_mn`,
`mlegSecKey5_dy`,
`mlegSecKey5_xx`,
`mlegSecKey5_cp`,
`mlegSecType5`,
`mlegMult5`,
`mlegSide5`,
`mlegLegId5`,
`mlegAltLegId5`,
`mlegPosType5`,
`mlegSsaleFlag5`,
`mlegVega5`,
`mlegRefUPrc5`,
`mlegRefDelta5`,
`mlegRefEarnCnt5`,
`mlegSecKey6_at`,
`mlegSecKey6_ts`,
`mlegSecKey6_tk`,
`mlegSecKey6_yr`,
`mlegSecKey6_mn`,
`mlegSecKey6_dy`,
`mlegSecKey6_xx`,
`mlegSecKey6_cp`,
`mlegSecType6`,
`mlegMult6`,
`mlegSide6`,
`mlegLegId6`,
`mlegAltLegId6`,
`mlegPosType6`,
`mlegSsaleFlag6`,
`mlegVega6`,
`mlegRefUPrc6`,
`mlegRefDelta6`,
`mlegRefEarnCnt6`,
`optPremium`,
`checksum`
FROM `SRTrade`.`MsgParentOrderGatewayExt`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at` = 'EQT'
AND
/* 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') */
`secKey_ts` = 'NMS'
AND
/* Replace with a VARCHAR(12) */
`secKey_tk` = 'Example_secKey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_dy` = 1
AND
/* Replace with a DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = 'None'
AND
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgParentOrderGatewayExt`(
/* 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','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 VARCHAR(16) */
`accnt`,
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide`,
/* Replace with a CHAR(19) */
`groupingCode`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('Add','AddReplace','Replace','Cancel','Modify') */
`spdrActionType`,
/* Replace with a VARCHAR(24) */
`altOrderId`,
/* Replace with a VARCHAR(24) */
`altAutoHedgeId`,
/* Replace with a VARCHAR(32) */
`altAccnt`,
/* Replace with a VARCHAR(24) */
`altUserName`,
/* Replace with a TINYTEXT */
`accntRouteCode`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a VARCHAR(16) */
`externExDest`,
/* Replace with a TINYTEXT */
`externParams`,
/* Replace with a VARCHAR(36) */
`strategy`,
/* Replace with a TINYTEXT */
`securityDesc`,
/* Replace with a DATETIME(6) */
`orderDttm`,
/* Replace with a INT */
`orderSize`,
/* Replace with a INT */
`orderActiveSize`,
/* Replace with a INT */
`curCumFillQuantity`,
/* Replace with a ENUM('Yes','No') */
`addCumFillQuantity`,
/* Replace with a INT UNSIGNED */
`exchMask`,
/* Replace with a INT */
`maxExposureSize`,
/* Replace with a TINYINT UNSIGNED */
`numMakeExchanges`,
/* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR') */
`publicSize`,
/* Replace with a ENUM('Yes','No') */
`randomizeSize`,
/* Replace with a ENUM('Yes','No') */
`canOverlapCxlRepl`,
/* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') */
`progressRule`,
/* Replace with a TINYINT UNSIGNED */
`twapSliceCnt`,
/* Replace with a INT */
`progressExposeTime`,
/* Replace with a ENUM('None','Any') */
`auctionResponder`,
/* Replace with a FLOAT */
`maxMakeExchFee`,
/* Replace with a FLOAT */
`maxTakeExchFee`,
/* Replace with a ENUM('None','ExclFee','IncFee') */
`incTakeExchFee`,
/* Replace with a ENUM('None','ExclFee','IncFee') */
`incMakeExchFee`,
/* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */
`makeExchRule`,
/* Replace with a TINYINT UNSIGNED */
`minMktOnClosePct`,
/* Replace with a ENUM('None','PrintPrc','PrintVol','SurfVol','PrtSurfVol') */
`triggerType`,
/* Replace with a FLOAT */
`triggerLevel`,
/* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
`cxlUPrcRange`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a ENUM('None','Prc','Pct') */
`minMaxType`,
/* Replace with a FLOAT */
`minOptionPx`,
/* Replace with a INT */
`maxChildOrders`,
/* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */
`spdrStageType`,
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`marketSession`,
/* Replace with a DATETIME(6) */
`startDttm`,
/* Replace with a INT */
`orderDuration`,
/* Replace with a INT */
`activeDuration`,
/* Replace with a DATETIME(6) */
`goodTillDttm`,
/* Replace with a ENUM('None','WaitTrigger') */
`startType`,
/* Replace with a BIGINT */
`triggerGroupId`,
/* Replace with a BIGINT */
`triggerTimestamp`,
/* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */
`parentOrderHandling`,
/* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */
`parentBalanceHandling`,
/* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */
`orderLimitType`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`takeLimitClass`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`makeLimitClass`,
/* Replace with a ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') */
`takeReachRule`,
/* Replace with a ENUM('None','Buy','Sell') */
`leadSide`,
/* Replace with a DOUBLE */
`maxCompletionSlippage`,
/* Replace with a DOUBLE */
`orderPrcLimit`,
/* Replace with a DOUBLE */
`orderRefUPrc`,
/* Replace with a FLOAT */
`orderRefDelta`,
/* Replace with a FLOAT */
`orderRefGamma`,
/* Replace with a FLOAT */
`orderVolLimit`,
/* Replace with a FLOAT */
`rateOverride`,
/* Replace with a FLOAT */
`sdivOverride`,
/* Replace with a TEXT */
`ddivOverride`,
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode`,
/* Replace with a DOUBLE */
`orderPrcOffset`,
/* Replace with a FLOAT */
`orderRefEventMult`,
/* Replace with a DATETIME(6) */
`orderRefEventDttm`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`takeAlphaType`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`makeAlphaType`,
/* Replace with a FLOAT */
`takeAlphaFactor`,
/* Replace with a FLOAT */
`makeAlphaFactor`,
/* Replace with a FLOAT */
`takeProbability`,
/* Replace with a FLOAT */
`makeProbability`,
/* Replace with a DOUBLE */
`takeSurfPrcOffset`,
/* Replace with a FLOAT */
`takeSurfVolOffset`,
/* Replace with a FLOAT */
`takeSurfWidthOffset`,
/* Replace with a DOUBLE */
`makeSurfPrcOffset`,
/* Replace with a FLOAT */
`makeSurfVolOffset`,
/* Replace with a FLOAT */
`makeSurfWidthOffset`,
/* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */
`autoHedge`,
/* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */
`hedgeInstrument`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`hedgeSecKey_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') */
`hedgeSecKey_ts`,
/* Replace with a VARCHAR(12) */
`hedgeSecKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`hedgeSecKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_dy`,
/* Replace with a FLOAT */
`hedgeBetaRatio`,
/* Replace with a ENUM('None','Accnt','RiskGroup') */
`hedgeScope`,
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`hedgeSession`,
/* Replace with a ENUM('Opening','Closing','Auto') */
`positionType`,
/* Replace with a ENUM('None','Long','Short','Exempt','Cover','Auto','NA') */
`ssaleFlag`,
/* Replace with a ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') */
`firmType`,
/* Replace with a FLOAT */
`theoVol`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a ENUM('None','Yes','No') */
`reqAuxRiskGroupCtrl`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric1Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric2Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric3Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric4Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric5Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric6Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') */
`refRMetric7Src`,
/* Replace with a FLOAT */
`orderRefRMetric1`,
/* Replace with a FLOAT */
`orderRefRMetric2`,
/* Replace with a FLOAT */
`orderRefRMetric3`,
/* Replace with a FLOAT */
`orderRefRMetric4`,
/* Replace with a FLOAT */
`orderRefRMetric5`,
/* Replace with a FLOAT */
`orderRefRMetric6`,
/* Replace with a FLOAT */
`orderRefRMetric7`,
/* Replace with a FLOAT */
`expDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxExpDayWtVegaLn`,
/* Replace with a FLOAT */
`maxExpDayWtVegaSh`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Ln`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Sh`,
/* Replace with a FLOAT */
`symDayDDeltaOffset`,
/* Replace with a FLOAT */
`maxSymDayDDeltaLn`,
/* Replace with a FLOAT */
`maxSymDayDDeltaSh`,
/* Replace with a FLOAT */
`symDayVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayVegaLn`,
/* Replace with a FLOAT */
`maxSymDayVegaSh`,
/* Replace with a FLOAT */
`symDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayWtVegaLn`,
/* Replace with a FLOAT */
`maxSymDayWtVegaSh`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Ln`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Sh`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaLn`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaLn`,
/* Replace with a FLOAT */
`maxGrpDayVegaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaAbs`,
/* Replace with a FLOAT */
`grpDayVegaRatio`,
/* Replace with a INT */
`maxGrpDayContractsLn`,
/* Replace with a INT */
`maxGrpDayContractsSh`,
/* Replace with a INT */
`maxGrpDayContractsAbs`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Abs`,
/* Replace with a FLOAT */
`grpDayRMetric1Ratio`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Sh`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaLn`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaSh`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaLn`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaSh`,
/* Replace with a VARCHAR(32) */
`traderName`,
/* Replace with a TINYTEXT */
`userData1`,
/* Replace with a TINYTEXT */
`userData2`,
/* Replace with a TINYTEXT */
`childData`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegTicker_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') */
`mlegTicker_ts`,
/* Replace with a VARCHAR(12) */
`mlegTicker_tk`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegStockSide`,
/* Replace with a INT */
`mlegStockShares`,
/* Replace with a BIGINT */
`mlegStockLegId`,
/* Replace with a VARCHAR(24) */
`mlegAltStkLegId`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSSaleFlag`,
/* Replace with a FLOAT */
`mlegRefUPrc`,
/* Replace with a TINYINT UNSIGNED */
`mlegNumLegs`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey1_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') */
`mlegSecKey1_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey1_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey1_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey1_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey1_dy`,
/* Replace with a DOUBLE */
`mlegSecKey1_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey1_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType1`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult1`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide1`,
/* Replace with a BIGINT */
`mlegLegId1`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId1`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType1`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag1`,
/* Replace with a FLOAT */
`mlegVega1`,
/* Replace with a DOUBLE */
`mlegRefUPrc1`,
/* Replace with a FLOAT */
`mlegRefDelta1`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt1`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey2_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') */
`mlegSecKey2_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey2_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey2_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey2_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey2_dy`,
/* Replace with a DOUBLE */
`mlegSecKey2_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey2_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType2`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult2`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide2`,
/* Replace with a BIGINT */
`mlegLegId2`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId2`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType2`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag2`,
/* Replace with a FLOAT */
`mlegVega2`,
/* Replace with a DOUBLE */
`mlegRefUPrc2`,
/* Replace with a FLOAT */
`mlegRefDelta2`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt2`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey3_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') */
`mlegSecKey3_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey3_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey3_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey3_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey3_dy`,
/* Replace with a DOUBLE */
`mlegSecKey3_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey3_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType3`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult3`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide3`,
/* Replace with a BIGINT */
`mlegLegId3`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId3`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType3`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag3`,
/* Replace with a FLOAT */
`mlegVega3`,
/* Replace with a DOUBLE */
`mlegRefUPrc3`,
/* Replace with a FLOAT */
`mlegRefDelta3`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt3`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey4_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') */
`mlegSecKey4_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey4_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey4_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey4_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey4_dy`,
/* Replace with a DOUBLE */
`mlegSecKey4_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey4_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType4`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult4`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide4`,
/* Replace with a BIGINT */
`mlegLegId4`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId4`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType4`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag4`,
/* Replace with a FLOAT */
`mlegVega4`,
/* Replace with a DOUBLE */
`mlegRefUPrc4`,
/* Replace with a FLOAT */
`mlegRefDelta4`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt4`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey5_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') */
`mlegSecKey5_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey5_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey5_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey5_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey5_dy`,
/* Replace with a DOUBLE */
`mlegSecKey5_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey5_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType5`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult5`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide5`,
/* Replace with a BIGINT */
`mlegLegId5`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId5`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType5`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag5`,
/* Replace with a FLOAT */
`mlegVega5`,
/* Replace with a DOUBLE */
`mlegRefUPrc5`,
/* Replace with a FLOAT */
`mlegRefDelta5`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt5`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`mlegSecKey6_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') */
`mlegSecKey6_ts`,
/* Replace with a VARCHAR(12) */
`mlegSecKey6_tk`,
/* Replace with a SMALLINT UNSIGNED */
`mlegSecKey6_yr`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey6_mn`,
/* Replace with a TINYINT UNSIGNED */
`mlegSecKey6_dy`,
/* Replace with a DOUBLE */
`mlegSecKey6_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`mlegSecKey6_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`mlegSecType6`,
/* Replace with a SMALLINT UNSIGNED */
`mlegMult6`,
/* Replace with a ENUM('None','Buy','Sell') */
`mlegSide6`,
/* Replace with a BIGINT */
`mlegLegId6`,
/* Replace with a VARCHAR(24) */
`mlegAltLegId6`,
/* Replace with a ENUM('None','Opening','Closing','Auto') */
`mlegPosType6`,
/* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */
`mlegSsaleFlag6`,
/* Replace with a FLOAT */
`mlegVega6`,
/* Replace with a DOUBLE */
`mlegRefUPrc6`,
/* Replace with a FLOAT */
`mlegRefDelta6`,
/* Replace with a TINYINT UNSIGNED */
`mlegRefEarnCnt6`,
/* Replace with a FLOAT */
`optPremium`,
/* Replace with a TINYINT UNSIGNED */
`checksum`
)
VALUES(
'EQT',
'NMS',
'Example_secKey_tk',
123,
1,
1,
4.56,
'Call',
'None',
'Example_accnt',
'None',
'Example_groupingCode',
'Example_clientFirm',
'Add',
'Example_altOrderId',
'Example_altAutoHedgeId',
'Example_altAccnt',
'Example_altUserName',
'dummy tiny text',
'Example_execBrkrCode',
'Example_externExDest',
'dummy tiny text',
'Example_strategy',
'dummy tiny text',
'2022-01-01 12:34:56.000000',
5,
5,
5,
'No',
0,
5,
1,
'None',
'Yes',
'No',
'None',
1,
5,
'None',
1.23,
1.23,
'None',
'None',
'None',
1,
'None',
1.23,
'None',
1.23,
1.23,
'Prc',
1.23,
5,
'None',
'RegMkt',
'2022-01-01 12:34:56.000000',
5,
5,
'2022-01-01 12:34:56.000000',
'None',
1234567890,
1234567890,
'ActiveTaker',
'PostLimit',
'Market',
'Simple',
'Simple',
'None',
'None',
4.56,
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
1.23,
'dummy text',
'None',
4.56,
1.23,
'2022-01-01 12:34:56.000000',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
4.56,
1.23,
1.23,
4.56,
1.23,
1.23,
'None',
'Default',
'EQT',
'NMS',
'Example_hedgeSecKey_tk',
123,
1,
1,
1.23,
'RiskGroup',
'RegMkt',
'Auto',
'Auto',
'None',
1.23,
'Example_riskGroupId',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
5,
5,
5,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'Example_traderName',
'dummy tiny text',
'dummy tiny text',
'dummy tiny text',
'None',
'None',
'Example_mlegTicker_tk',
'None',
5,
1234567890,
'Example_mlegAltStkLegId',
'None',
1.23,
1,
'None',
'None',
'Example_mlegSecKey1_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId1',
'None',
'None',
1.23,
4.56,
1.23,
1,
'None',
'None',
'Example_mlegSecKey2_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId2',
'None',
'None',
1.23,
4.56,
1.23,
1,
'None',
'None',
'Example_mlegSecKey3_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId3',
'None',
'None',
1.23,
4.56,
1.23,
1,
'None',
'None',
'Example_mlegSecKey4_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId4',
'None',
'None',
1.23,
4.56,
1.23,
1,
'None',
'None',
'Example_mlegSecKey5_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId5',
'None',
'None',
1.23,
4.56,
1.23,
1,
'None',
'None',
'Example_mlegSecKey6_tk',
123,
1,
1,
4.56,
'Call',
'None',
123,
'None',
1234567890,
'Example_mlegAltLegId6',
'None',
'None',
1.23,
4.56,
1.23,
1,
1.23,
1
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgParentOrderGatewayExt` 
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at` = 'EQT'
AND
/* 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') */
`secKey_ts` = 'NMS'
AND
/* Replace with a VARCHAR(12) */
`secKey_tk` = 'Example_secKey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_dy` = 1
AND
/* Replace with a DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = 'None'
AND
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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