SRFixParentExecution

V8 Message Definiton

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	Internal
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
fillNumber	BIGINT	PRI	0
uniqueMsgID	VARCHAR(30)	PRI	''	internal stream unique messageId Usually either an execId clOrdId or crossId Unique across drop stream drop server and client firm
serverCode	VARCHAR(32)	PRI	''	SR Drop Server Code
clientFirm	VARCHAR(16)	PRI	''	SR Client Firm
streamType	enum - StreamType	PRI	'None'
accnt	VARCHAR(16)		''	SR internal account used for permissioningrouting
secKey_at	enum - AssetType		'None'
secKey_ts	enum - TickerSrc		'None'
secKey_tk	VARCHAR(12)		''
secKey_yr	SMALLINT UNSIGNED		0
secKey_mn	TINYINT UNSIGNED		0
secKey_dy	TINYINT UNSIGNED		0
secKey_xx	DOUBLE		0
secKey_cp	enum - CallPut		'Call'
secType	enum - SpdrKeyType		'None'
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	SpiderRock base parent number
parentNumber	CHAR(19)		'0000-0000-0000-0000'	SpiderRock parent number
fillVersion	TINYINT UNSIGNED		0
clOrdId	CHAR(19)		'0000-0000-0000-0000'	SR Child Order Number matches SpdrChildOrderpkeyclOrdId
side	enum - BuySell		'None'
execStatus	enum - ExecStatus		'None'	SpiderRock execution status FillBustCorrect
lastFillQty	INT		0
lastFillPrice	DOUBLE		0
lastFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
cumFillQty	INT		0	from SpdrParentExecutioncumFillQty
avgFillPrice	DOUBLE		0	from SpdrParentExecutionavgFillPrice
fixClOrdId	VARCHAR(32)		''	stream clOrdID11
fixCrossId	VARCHAR(32)		''	stream crossID548
fixExecId	VARCHAR(32)		''	stream execID17
fixExecType	VARCHAR(4)		''	stream execType150
fixOrdStatus	VARCHAR(4)		''	stream ordStatus39
fixCumFillQty	INT		0	stream cumQty14
fixAvgFillPx	DOUBLE		0	stream avgPx6
fixTransactDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	stream transactTime60
netTimestamp	BIGINT		0	drop gateway arrival timestamp
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fillNumber	1
uniqueMsgID	2
serverCode	3
clientFirm	4
streamType	5

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRFixParentExecution` (
    `fillNumber` BIGINT NOT NULL DEFAULT 0,
    `uniqueMsgID` VARCHAR(30) NOT NULL DEFAULT '' COMMENT 'internal stream unique messageId.  Usually either an execId, clOrdId, or crossId.   Unique across drop stream (drop server and client firm)',
    `serverCode` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'SR Drop Server Code',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR Client Firm',
    `streamType` ENUM('None','ClientGW','DropServer') NOT NULL DEFAULT 'None',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR internal account (used for permissioning/routing)',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `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 'None',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0,
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock base parent number',
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent number',
    `fillVersion` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR Child Order Number (matches SpdrChildOrder.pkey.clOrdId)',
    `side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `execStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct)',
    `lastFillQty` INT NOT NULL DEFAULT 0,
    `lastFillPrice` DOUBLE NOT NULL DEFAULT 0,
    `lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'from SpdrParentExecution.cumFillQty',
    `avgFillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'from SpdrParentExecution.avgFillPrice',
    `fixClOrdId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream clOrdID<11>',
    `fixCrossId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream crossID<548>',
    `fixExecId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream execID<17>',
    `fixExecType` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'stream execType<150>',
    `fixOrdStatus` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'stream ordStatus<39>',
    `fixCumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'stream cumQty<14>',
    `fixAvgFillPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stream avgPx<6>',
    `fixTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'stream transactTime<60>',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'drop gateway arrival timestamp',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
    PRIMARY KEY USING HASH (`fillNumber`,`uniqueMsgID`,`serverCode`,`clientFirm`,`streamType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `fillNumber`,
    `uniqueMsgID`,
    `serverCode`,
    `clientFirm`,
    `streamType`,
    `accnt`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `baseParentNumber`,
    `parentNumber`,
    `fillVersion`,
    `clOrdId`,
    `side`,
    `execStatus`,
    `lastFillQty`,
    `lastFillPrice`,
    `lastFillDttm`,
    `cumFillQty`,
    `avgFillPrice`,
    `fixClOrdId`,
    `fixCrossId`,
    `fixExecId`,
    `fixExecType`,
    `fixOrdStatus`,
    `fixCumFillQty`,
    `fixAvgFillPx`,
    `fixTransactDttm`,
    `netTimestamp`,
    `timestamp`
FROM `SRTrade`.`MsgSRFixParentExecution`
WHERE 
    /* Replace with a BIGINT */ 
    `fillNumber` = 1234567890
  AND
    /* Replace with a VARCHAR(30) */ 
    `uniqueMsgID` = 'Example_uniqueMsgID'
  AND
    /* Replace with a VARCHAR(32) */ 
    `serverCode` = 'Example_serverCode'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','ClientGW','DropServer') */ 
    `streamType` = 'None';

Doc Columns Query

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