SRParentAllocation

V8 Message Definiton

METADATA

Attribute	Value
Topic	3695-order-allocation
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT,INSERT

Table Definition

Field	Type	Key	Default Value	Comment
baseParentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
omniAccnt	VARCHAR(16)		''	omnibus accnt SR accnt
clientFirm	VARCHAR(16)		''	SR client firm
secKey_at	enum - AssetType		'None'	security key stock future or option
secKey_ts	enum - TickerSrc		'None'	security key stock future or option
secKey_tk	VARCHAR(12)		''	security key stock future or option
secKey_yr	SMALLINT UNSIGNED		0	security key stock future or option
secKey_mn	TINYINT UNSIGNED		0	security key stock future or option
secKey_dy	TINYINT UNSIGNED		0	security key stock future or option
secKey_xx	DOUBLE		0	security key stock future or option
secKey_cp	enum - CallPut		'Call'	security key stock future or option
secType	enum - SpdrKeyType		'None'	security type
mlegLegKey	TINYTEXT		''	secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
orderSide	enum - BuySell		'None'	order side always buy for MLEG orders
ssaleFlag	enum - ShortSaleFlag		'None'	ssale flag None if not stock
positionType	enum - PositionType		'None'	positionType None if not equity option
spdrSource	enum - SpdrSource		'None'	parent order source
groupingCode	CHAR(19)		'0000-0000-0000-0000'	unique broker code
allocationRule	enum - AllocationRule		'None'
readyToSend	enum - YesNo		'None'	indicates that this noticed is ready to forward to a custodian
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification
FragmentsList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
baseParentNumber	1

JSON Block (FragmentsList)

Field	Type	Comment
allocAccnt	string	target SR alloc accnt
clientFirm	string	SR client firm
allocFraction	float	target alloc size if parent order 100 fills
allocSize	int	target alloc size assuming parent order 100 fills

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentAllocation` (
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `omniAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'omnibus accnt (SR accnt)',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'security key (stock, future, or option)',
    `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' COMMENT 'security key (stock, future, or option)',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key (stock, future, or option)',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key (stock, future, or option)',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type',
    `mlegLegKey` TINYTEXT NOT NULL DEFAULT '' COMMENT '[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side (always buy for MLEG orders)',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'ssale flag (None if not stock)',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'positionType (None if not equity option)',
    `spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None' COMMENT 'parent order source',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code',
    `allocationRule` ENUM('None','Random') NOT NULL DEFAULT 'None',
    `readyToSend` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'indicates that this noticed is ready to forward to a custodian',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    `FragmentsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(FragmentsList)),
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    PRIMARY KEY USING HASH (`baseParentNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `baseParentNumber`,
    `omniAccnt`,
    `clientFirm`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `mlegLegKey`,
    `orderSide`,
    `ssaleFlag`,
    `positionType`,
    `spdrSource`,
    `groupingCode`,
    `allocationRule`,
    `readyToSend`,
    `timestamp`,
    `FragmentsList`
FROM `SRTrade`.`MsgSRParentAllocation`
WHERE 
    /* Replace with a CHAR(19) */
    `baseParentNumber` = 'Example_baseParentNumber';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRParentAllocation`(
    /* Replace with a CHAR(19) */
    `baseParentNumber`,
    /* Replace with a VARCHAR(16) */ 
    `omniAccnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* 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 TINYTEXT */ 
    `mlegLegKey`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType`,
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') */ 
    `spdrSource`,
    /* Replace with a CHAR(19) */
    `groupingCode`,
    /* Replace with a ENUM('None','Random') */ 
    `allocationRule`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `readyToSend`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `FragmentsList`
) 
VALUES(
    'Example_baseParentNumber',
    'Example_omniAccnt',
    'Example_clientFirm',
    'None',
    'None',
    'Example_secKey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    'dummy tiny text',
    'None',
    'None',
    'None',
    'None',
    'Example_groupingCode',
    'None',
    'None',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

Doc Columns Query

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