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Version: 8.4.10.2

SRParentReport

V8 Message Definiton

SpdrParentReport records contain the current state of a parent order and update as/when the order state changes.\nSpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'SPDR order number
sysRealmenum - SysRealm'None'
sysEnvironmentenum - SysEnvironment'None'
runStatusenum - RunStatus'None'
reportNumberBIGINT0
parentShapeenum - SpdrOrderShape'None'
recordVersionSMALLINT0
recordSourceenum - RecordSource'None'
parentVersionSMALLINT0SPDR order instance number 1 original order 2 1st cancelreplace etc
baseParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
prevParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number order being cancelledreplaced zero if none
nextParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number next order in cxlreplace sequence zero if none
prevParentCreateDttmDATETIME(6)'1900-01-01 00:00:00.000000'noneundefined if first order in a sequence
prevParentCumFillQtyINT0
clientSeqNumInINT0inbound client seq number FIX orders only
altOrderIdVARCHAR(24)''usually client clOrdId from FIX or SRSE
altPrevOrderIdVARCHAR(24)''usually previousorig cxlrepl client clOrdId from FIX or SRSE
altCancelIdVARCHAR(24)''client cancelId from FIX or SRSE identifies the message responsible for user cxl actions
srcRoutingCodeTINYTEXT''inbound FIX routing code if any
packageIdBIGINT0references spread orderNumber if a legged spread order
prevPackageIdBIGINT0
riskGroupIdCHAR(19)'0000-0000-0000-0000'all orders with the same riskGroupId share a common set of risk counters Grp risk limits apply to these shared counters
triggerGroupIdBIGINT0WaitTrigger group Id
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)SEC''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
accntVARCHAR(16)SEC''SR trading account
clientFirmVARCHAR(16)''SR client firm
coreClientFirmVARCHAR(16)''
sponsorClientFirmVARCHAR(16)''
clientAccntVARCHAR(32)''client assigned long account string from AccountConfig used to map between client and SR account strings
userNameVARCHAR(24)''name of the user entering the order
userSourceenum - SpdrSource'None'SpdrSource of this order
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
execBrkrCodeVARCHAR(16)''overrides the default executing broker for this parent order
externExDestVARCHAR(16)''routing code for orders directed to an external order router default null must match an exDest associated with a RouteDefinition
externParamsTINYTEXT''external algo namesparameters usually just an algo name
spdrSourceenum - SpdrSource'None'parent order source enum
groupingCodeCHAR(19)'0000-0000-0000-0000'unique broker code brokerpkey key accnt spdrSource groupingCode
engineNameVARCHAR(32)''execution engine partition handling this parent order
orderDttmDATETIME(6)'1900-01-01 00:00:00.000000'
orderSideenum - BuySell'None'
priceTypeenum - PriceType'None'
orderSizeINT0
orderActiveSizeINT0total activated size total size released for execution 1 all available size
spdrStageTypeenum - SpdrStageType'None'SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size
stageReviewenum - StageReview'None'
parentOrderHandlingenum - ParentOrderHandling'None'
parentBalanceHandlingenum - ParentBalanceHandling'None'
limitPriceDOUBLE0limit price order arrival
orderLimitTypeenum - SpdrLimitType'None'
takeLimitClassenum - SpdrLimitClass'Simple'
makeLimitClassenum - SpdrLimitClass'Simple'
startTypeenum - StartType'None'WaitTrigger associates this order with a triggerGroupId The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received
marketSessionenum - MarketSession'None'
startDttmDATETIME(6)'1900-01-01 00:00:00.000000'optional default 20000101
goodTillDttmDATETIME(6)'1900-01-01 00:00:00.000000'optional default 20990101
autoHedgeenum - AutoHedge'None'
hedgeInstrumentenum - HedgeInst'None'Defaultunderlier EQT or FUT Index Options use ETF FrontMonthunderlier EQT or front month FUT Index Options use FM Fut StockhedgeSecKey FuturehedgeSecKey
hedgeSecKey_atenum - AssetType'None'
hedgeSecKey_tsenum - TickerSrc'None'
hedgeSecKey_tkVARCHAR(12)''
hedgeSecKey_yrSMALLINT UNSIGNED0
hedgeSecKey_mnTINYINT UNSIGNED0
hedgeSecKey_dyTINYINT UNSIGNED0
hedgeSecTypeenum - SpdrKeyType'None'
hedgeBetaRatioFLOAT0portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScopeenum - HedgeScope'None'hedge group scope RiskGroup or Accnt
hedgeSessionenum - MarketSession'None'market session for the autohedge order
orderCreateDttmDATETIME(6)'1900-01-01 00:00:00.000000'order send time
orderCreateLatencyFLOAT0order send to order ack latency in milliseconds
cancelReasonenum - OrderCancelReason'None'
orderCancelDttmDATETIME(6)'1900-01-01 00:00:00.000000'order cancel time
orderCancelLatencyFLOAT0cancel send to cancel ack latency in milliseconds
orderWorkingDttmDATETIME(6)'1900-01-01 00:00:00.000000'order send ack time acknowleged workingnew first exec report indicating the order is active
orderClosedDttmDATETIME(6)'1900-01-01 00:00:00.000000'order terminated ack time first exec report indicating the order is in a terminal stateeg cancelled filled rejected etc
orderClosedTextTINYTEXT''
maxExposureSizeINT0maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
publicSizeenum - PublicSizeHandling'None'public order size handling Nonealgo default Randomizerandomize public size MktSizeexpose typical market size FullSizeexpose entire order size where possible FullSizeRrandomize full size
canOverlapCxlReplenum - YesNo'None'can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
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
progressRuleenum - ProgressRule'None'Immediate all size immediately available TWAP work from arrival to expiration VWAP work order not faster than participation rate
progressSliceCntTINYINT UNSIGNED0number of slices to use default 4 or 8 max 20
vwapParticipationFLOAT0target vwap participation rate target of trade activity
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 maximize participation FeeOrder minimize fees maximize rebates ImprvOnly will only make when improving NBBO RoundRobin will rotate through exch list
cxlUPrcRangeenum - UPrcCxl'None'cancel parent order ifwhen outside the uPrice range Halt also cancel if halted
minUBidFLOAT0optional
maxUAskFLOAT0optional 001 none
minOptionPxFLOAT0optional option price floor for tied to stock orders
maxChildOrdersINT0maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
orderDurationINT0optional number of seconds
takeReachRuleenum - ReachRule'None'Immediate 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
orderPrcLimitDOUBLE0Applies if LimitType Prc
orderRefUPrcDOUBLE0defaultunderliermid
orderRefDeltaFLOAT0defaultoptiondelta
orderRefGammaFLOAT0defaultoptiongamma
orderVolLimitFLOAT0Applies if LimitType Vol uses SR dividends and borrow rates
rateOverrideFLOAT0zero ignore zero override
sdivOverrideFLOAT0
ddivOverrideTINYTEXT''discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount
overrideCodeenum - OverrideCode'None'
orderPrcOffsetDOUBLE0default0 surface relX and pegX limit offsets
takeAlphaTypeenum - AlphaType'None'Applies if takeLimitClass Probability
makeAlphaTypeenum - AlphaType'None'Applies if makeLimitClass Probability
takeAlphaFactorFLOAT022 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if AlphaType Relative
makeAlphaFactorFLOAT022 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if AlphaType Relative
takeProbabilityFLOAT0takeProbLimit takeProbability if AlphaType Static
makeProbabilityFLOAT0makeProbLimit makeProbability if AlphaType Static
takeSurfPrcOffsetDOUBLE0default0
takeSurfVolOffsetFLOAT0default0
takeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
makeSurfPrcOffsetDOUBLE0default0
makeSurfVolOffsetFLOAT0default0
makeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
orderRefEventMultFLOAT0
orderRefEventDttmDATETIME(6)'1900-01-01 00:00:00.000000'
externHedgeExDestVARCHAR(16)''external broker exDest only used if orderHandlingExtern Should match FixRoutingTabledestination type eg Nighthawk
externHedgeParamsTINYTEXT''external algo namesparameters usually just an algo name usually copied from the FixRoutingTableexternParams
spdrOrderStatusenum - SpdrOrderStatus'PendNew'
spdrCloseReasonenum - SpdrCloseReason'None'
spdrRejectReasonenum - SpdrRejectReason'None'
spdrRejectLevelenum - SpdrRiskLevel'None'
firmTypeenum - FirmType'None'
orderCapacityenum - OrderCapacity'None'
ssaleFlagenum - ShortSaleFlag'None'primary short sale flag single leg orders
positionTypeenum - PositionType'None'primary position type single leg orders
arriveFirmPosINT0firm position resolved parent order arrival
arriveSSaleFlagenum - ShortSaleFlag'None'primary short sale flag single leg orders resolved parent order arrival short if any of order size would be short
noCrossGroupVARCHAR(16)''
exchTraderIdVARCHAR(16)''
largeTraderIdVARCHAR(16)''
tradingLocationVARCHAR(16)''
firmPositionINT0
openSellShINT0
locateQuanINT0available locate quantity if selling short arrival time
locateFirmVARCHAR(6)''locate firm usually an MPID
locatePoolVARCHAR(16)''locate pool locate firm
clearingFirmVARCHAR(4)''clearing firm from AccountConfig may not match parent execution
clearingAccntVARCHAR(12)''clearing firm from AccountConfig may not match parent execution
catReportableenum - CatReportType'None'CAT reportable type from AccountConfigcatReportable
catSrcBrkrIMIDVARCHAR(16)''BD firm FDID only exists if a BD is the source supplied by FINRA fbo client from ClientFirmcatSrcBrkrIMID
catSrcAccntTypeenum - CatAccntType'None'CAT account holder type from AccountConfigcatSrcAccntType Eqt Opt
catSrcFirmTypeenum - CatFirmType'None'CAT source type from AccountConfigcatSrcType Eqt Opt
catDestDeptTypeenum - CatDeptType'None'Infer from ParentOrder Agency or ATS BlockInitiateBlockRespond
catAccntTINYTEXT''CAT Firm Designated ID
catBrkrAccntTINYTEXT''Brokers CAT Firm Designated ID
cumFillQuantityINT0
avgFillPriceDOUBLE0
avgFillUPriceDOUBLE0
leavesQtyINT0
lastFillNumberBIGINT0
lastFillDttmDATETIME(6)'1900-01-01 00:00:00.000000'
reviewClOrdIdVARCHAR(24)''
reviewOrigClOrdIdVARCHAR(24)''
reviewCancelClOrdIdVARCHAR(24)''
reviewOrderSizeINT0
reviewOrderActiveSizeINT0
reviewCumFillQuantityINT0
reviewAvgFillPriceDOUBLE0
reviewLeavesQtyINT0
reviewOrderStatusenum - SpdrOrderStatus'PendNew'
maxProgressenum - MaxProgress'None'
maxProgressDetailVARCHAR(48)''
maxProgressTimeDATETIME(6)'1900-01-01 00:00:00.000000'
numChildOrdersINT0is390Eligible numChildOrders 0 if parent order is 390 Eligible and also generated at least 1 child order
nbboBidDOUBLE0best nbbo bid arrival time
nbboAskDOUBLE0best nbbo ask arrival time
nbboBidSzINT0public cumulative bid size nbboBid
nbboAskSzINT0public cumulative ask size nbboAsk
mktStanceenum - MktStance'None'
parentStrategyVARCHAR(36)''client strategy usually client supplied
ticker_atenum - AssetType'None'underlier option only
ticker_tsenum - TickerSrc'None'underlier option only
ticker_tkVARCHAR(12)''underlier option only
tickValueFLOAT0NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValueFLOAT0NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrencyenum - Currency'None'
notionalMultFLOAT0
securityIDVARCHAR(24)''from ProductDefinitionsecurityID
securityDescTINYTEXT''from ProductDefinitionsecurityDesc
productGroupVARCHAR(6)''from ProductDefinitionproductGroup
productClassenum - ProductClass'None'from ProductDefinitionproductClass
undKey_atenum - AssetType'None'from ProductDefinitionundKey
undKey_tsenum - TickerSrc'None'from ProductDefinitionundKey
undKey_tkVARCHAR(12)''from ProductDefinitionundKey
undKey_yrSMALLINT UNSIGNED0from ProductDefinitionundKey
undKey_mnTINYINT UNSIGNED0from ProductDefinitionundKey
undKey_dyTINYINT UNSIGNED0from ProductDefinitionundKey
undTypeenum - SpdrKeyType'None'from ProductDefinitionundType
uSecDescVARCHAR(6)''options only underlier security description
priceFormatenum - PriceFormat'None'
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
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
includeSRNetworkenum - InclExclDisclose'None'
DirectedCounterPartyListJSON'JSON_OBJECT()'
OrderLegsListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1

SECONDARY INDEX (AccntCodeIndex) (Not Unique)

FieldSequence
accnt1

SECONDARY INDEX (TickerCodeIndex) (Not Unique)

FieldSequence
secKey_tk1

JSON Block (DirectedCounterPartyList)

FieldTypeComment
clientFirmstring
inclExclenum - inclExcl

JSON Block (OrderLegsList)

FieldTypeComment
lastLegRefIdlong
lastFillDttmDateTime
cumSquareQtyintcum spread quantity filled all legs received
avgSquarePrcdouble
lastSquareDttmDateTime
cumPartialQtyintcum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
reviewCumSquareQtyintreview cum spread quantity filled all legs received
reviewAvgSquarePrcdouble
reviewLastSquareDttmDateTime
reviewCumPartialQtyintreview cum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
tickerTickerKeystock ticker
stockSideenum - stockSideBuy Sell None
stockSharesintnumber of shares included zero if none
stockLegIdlongSR stock leg Id
altStkLegIdstringclient stock leg Id usually from a FIX order
reviewStkLegIdstringclient review stock leg Id usually from a FIX order
reviewStkLegAltIdstringclient review stock leg alt Id usually from a FIX order
ssaleFlagenum - ssaleFlagstock short sale flag
stockCumFillQtyint
stockAvgFillPrcdouble
stockReviewCumFillQtyint
stockReviewAvgFillPrcdouble
numLegsbytenumber of valid legs below
secKey1OptionKeyleg 1
secType1enum - secType1
mult1ushort
side1enum - side1
legId1longSR leg Id
altLegId1stringclient leg Id usually from a FIX order
reviewLegId1stringclient review leg Id usually from a FIX order
reviewLegAltId1stringclient review leg alt Id usually from a FIX order
posType1enum - posType1
ssaleFlag1enum - ssaleFlag1
legCumFillQty1int
legAvgFillPrc1double
legReviewCumFillQty1int
legReviewAvgFillPrc1double
secKey2OptionKeyleg 2
secType2enum - secType2
mult2ushort
side2enum - side2
legId2longSR leg Id
altLegId2stringclient leg Id usually from a FIX order
reviewLegId2stringclient review leg Id usually from a FIX order
reviewLegAltId2stringclient review leg alt Id usually from a FIX order
posType2enum - posType2
ssaleFlag2enum - ssaleFlag2
legCumFillQty2int
legAvgFillPrc2double
legReviewCumFillQty2int
legReviewAvgFillPrc2double
secKey3OptionKeyleg 3
secType3enum - secType3
mult3ushort
side3enum - side3
legId3longSR leg Id
altLegId3stringclient leg Id usually from a FIX order
reviewLegId3stringclient review leg Id usually from a FIX order
reviewLegAltId3stringclient review leg alt Id usually from a FIX order
posType3enum - posType3
ssaleFlag3enum - ssaleFlag3
legCumFillQty3int
legAvgFillPrc3double
legReviewCumFillQty3int
legReviewAvgFillPrc3double
secKey4OptionKeyleg 4
secType4enum - secType4
mult4ushort
side4enum - side4
legId4longSR leg Id
altLegId4stringclient leg Id usually from a FIX order
reviewLegId4stringclient review leg Id usually from a FIX order
reviewLegAltId4stringclient review leg alt Id usually from a FIX order
posType4enum - posType4
ssaleFlag4enum - ssaleFlag4
legCumFillQty4int
legAvgFillPrc4double
legReviewCumFillQty4int
legReviewAvgFillPrc4double
secKey5OptionKeyleg 5
secType5enum - secType5
mult5ushort
side5enum - side5
legId5longSR leg Id
altLegId5stringclient leg Id usually from a FIX order
reviewLegId5stringclient review leg Id usually from a FIX order
reviewLegAltId5stringclient review leg alt Id usually from a FIX order
posType5enum - posType5
ssaleFlag5enum - ssaleFlag5
legCumFillQty5int
legAvgFillPrc5double
legReviewCumFillQty5int
legReviewAvgFillPrc5double
secKey6OptionKeyleg 6
secType6enum - secType6
mult6ushort
side6enum - side6
legId6longSR leg Id
altLegId6stringclient leg Id usually from a FIX order
reviewLegId6stringclient review leg Id usually from a FIX order
reviewLegAltId6stringclient review leg alt Id usually from a FIX order
posType6enum - posType6
ssaleFlag6enum - ssaleFlag6
legCumFillQty6int
legAvgFillPrc6double
legReviewCumFillQty6int
legReviewAvgFillPrc6double

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentReport` (
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number',
`sysRealm` ENUM('None','SysTest','NMS','CME','FR2','LD4','DR') NOT NULL DEFAULT 'None',
`sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None',
`reportNumber` BIGINT NOT NULL DEFAULT 0,
`parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None',
`recordVersion` SMALLINT NOT NULL DEFAULT 0,
`recordSource` ENUM('None','NewOrder','CancelReplace','CancelRequest','ExecReport','CancelReject','TerminalRec') NOT NULL DEFAULT 'None',
`parentVersion` SMALLINT NOT NULL DEFAULT 0 COMMENT 'SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)',
`prevParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (order being cancelled/replaced) (zero if none)',
`nextParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (next order in cxl/replace sequence) (zero if none)',
`prevParentCreateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'none/undefined if first order in a sequence',
`prevParentCumFillQty` INT NOT NULL DEFAULT 0,
`clientSeqNumIn` INT NOT NULL DEFAULT 0 COMMENT 'inbound client seq number (FIX orders only)',
`altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client clOrdId (from FIX or SRSE)',
`altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually previous/orig (cxl/repl) client clOrdId (from FIX or SRSE)',
`altCancelId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client cancelId (from FIX or SRSE) [identifies the message responsible for user cxl actions]',
`srcRoutingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code, if any',
`packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'references spread orderNumber, if a legged spread order',
`prevPackageId` BIGINT NOT NULL DEFAULT 0,
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'all orders with the same riskGroupId share a common set of risk counters; .Grp. risk limits apply to these shared counters',
`triggerGroupId` BIGINT NOT NULL DEFAULT 0 COMMENT 'WaitTrigger group Id',
`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',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`coreClientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`sponsorClientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`clientAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'client assigned "long" account string (from AccountConfig) [used to map between client and SR account strings]',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'name of the user entering the order',
`userSource` 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 'SpdrSource of this order',
`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]',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'overrides the default executing broker for this parent order',
`externExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'routing code for orders directed to an external order router (default = null); must match an exDest associated with a RouteDefinition',
`externParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name)',
`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 enum',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code; broker.pkey = (key + accnt + spdrSource + groupingCode)',
`engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'execution engine (partition) handling this parent order',
`orderDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`priceType` ENUM('None','Explicit','Offset','Zero') NOT NULL DEFAULT 'None',
`orderSize` INT NOT NULL DEFAULT 0,
`orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
`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)',
`stageReview` ENUM('None','Strict','Normal') NOT NULL DEFAULT 'None',
`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 'None',
`parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'None',
`limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limit price @ order arrival',
`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 'None',
`takeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple',
`makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple',
`startType` ENUM('None','WaitTrigger','TriggerAll') NOT NULL DEFAULT 'None' COMMENT 'WaitTrigger associates this order with a triggerGroupId. The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received.',
`marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None',
`startDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2000-01-01)',
`goodTillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2099-01-01)',
`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 'None' 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 'None',
`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 'None',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`hedgeBetaRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])',
`hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'None' COMMENT 'hedge group scope [RiskGroup or Accnt]',
`hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session for the autohedge order',
`orderCreateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order send time',
`orderCreateLatency` FLOAT NOT NULL DEFAULT 0 COMMENT 'order send to order ack latency (in milliseconds)',
`cancelReason` ENUM('None','UserCxl','SpdrCxl') NOT NULL DEFAULT 'None',
`orderCancelDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order cancel time',
`orderCancelLatency` FLOAT NOT NULL DEFAULT 0 COMMENT 'cancel send to cancel ack latency (in milliseconds)',
`orderWorkingDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order send ack time (acknowleged working/new) (first exec report indicating the order is active)',
`orderClosedDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order terminated ack time (first exec report indicating the order is in a terminal state;eg. cancelled, filled, rejected, etc)',
`orderClosedText` TINYTEXT NOT NULL DEFAULT '',
`maxExposureSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]',
`publicSize` ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') NOT NULL DEFAULT 'None' COMMENT 'public order size handling: None=algo default; Randomize=randomize public size; MktSize=expose typical market size; FullSize=expose entire order size where possible; FullSizeR=randomize full size',
`canOverlapCxlRepl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' 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)',
`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)',
`progressRule` ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') NOT NULL DEFAULT 'None' COMMENT 'Immediate = all size immediately available; TWAP = work from arrival to expiration; VWAP = work order not faster than participation rate',
`progressSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of slices to use (default = 4 or 8) [max 20]',
`vwapParticipation` FLOAT NOT NULL DEFAULT 0 COMMENT 'target vwap participation rate (target % of trade activity)',
`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'' = maximize participation; ''FeeOrder'' = minimize fees [maximize rebates]; ''ImprvOnly'' will only make when improving NBBO; ''RoundRobin'' will rotate through exch list',
`cxlUPrcRange` ENUM('None','Yes','No','YesHalt','NoHalt') NOT NULL DEFAULT 'None' COMMENT 'cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ]',
`minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional]',
`maxUAsk` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] (< $0.01 = none)',
`minOptionPx` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] option price floor for tied to stock orders',
`maxChildOrders` INT NOT NULL DEFAULT 0 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]',
`orderDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
`takeReachRule` ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') NOT NULL DEFAULT 'None' COMMENT 'Immediate = 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]',
`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 0 COMMENT 'default=option.delta',
`orderRefGamma` FLOAT NOT NULL DEFAULT 0 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 0 COMMENT 'zero = ignore; > zero = override',
`sdivOverride` FLOAT NOT NULL DEFAULT 0,
`ddivOverride` TINYTEXT NOT NULL DEFAULT '' COMMENT 'discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])',
`overrideCode` ENUM('None','SDivOnly','DDivOnly','Both') NOT NULL DEFAULT 'None',
`orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0 [surface, relX and pegX limit offsets]',
`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 AlphaType = Relative]',
`makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]',
`takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if AlphaType = Static]',
`makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if AlphaType = 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',
`orderRefEventMult` FLOAT NOT NULL DEFAULT 0,
`orderRefEventDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`externHedgeExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)',
`externHedgeParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams',
`spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
`spdrCloseReason` ENUM('None','Cancelled','Filled','Replaced','Expired','Limit','System','LegReject','DoneForDay','IOCExpire','UserCxl','NoProgress','TooManyRej','ReplReject','AlgoClose','Restart','InvldParentLimit','FilledRepl','ForceClose','DmaReject','DmaExpire','DmaBrkrCxl','ReviewReject','MarketState','AlgoReject','ReviewTimeout','ChildReject','ChildCancel','ReviewClose','UPrcRange','LegBrkrClosed','ExchRisk','CrossFailed') NOT NULL DEFAULT 'None',
`spdrRejectReason` ENUM('None','AccntHold','UnknwnOpt','UnknwnStk','Expired','BadSize','BadOrdNum','DupOrdNum','BadVolPx','BadLmtType','BadMktPrc','BadLimit','SysReject','TestOrder','CustType','NoFirmPos','BadCent','NoSurface','UnknwnAcc','UnknwnRoot','OrdSpacing','BadOptMkt','BadStkMkt','SendFailed','BadExpose','BadPrem','NoOptLeg','Min2Leg','Max6Leg','BadStkSz','BadRatio','BadLegID','DupLegID','MixedRoots','OffMkt','CentVol','CentLeg','CentRng','CentSAtm','CentSpln','CentErr','NoRiskGrp','BadDDivs','NoPricer','CalcErr','TwapLate','TwapTime','NoAcctMap','UserUnk','UserHold','GTCHold','SysException','StkCrossed','BadOrdType','BadSSaleFlag','NoBorrow','NoFacilitateAccnt','UnknwnFut','MktNotOpen','NoRoutes','NoLocate','SSaleRstr','NoLegs','BadSide','BadLegKeyType','UnknwnRefStk','BadRefMktPrc','UnknwnRefFut','UnknwnRefAtm','BadRefVe','BadProdDef','StkOddLot','RiskException','MaxParticipation','MarExemptHold','NoMarRec','NullCounter','StkQty','FutQty','OptQty','StkDDelta','FutDDelta','OptDDelta','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVega','DayShWtVega','DayAbsWtVega','DayLnNValue','DayShNValue','DayAbsNValue','AccFrozen','ConfigErr','NoFMFuture','NoLinkage','NoProdDef','BadRiskID','InvldAutoH','LegChange','CxlSpacing','BadHedgeInst','TooLateToReduce','PendCxlRepl','InvldCxlRepl','InvldCxl','DmaReject','NoUPrc','TwapSteps','UnknwnFirm','NoSSaleFlg','AccntNotMM','BadSource','VwapLate','AlreadyFilled','UnknownSecKey','InvldGTD','NotSupported','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','PointCurrencyErr','StkCollar','FutCollar','OptCollar','LmtCollar','RefUPrcErr','InvldUser','InvldAccnt','UnknownCrossId','WidUMkt','UMktCls','UPrcRange','RiskCollarRng') NOT NULL DEFAULT 'None',
`spdrRejectLevel` ENUM('None','MarExsOnSponsLvl','MarExsOnSponsTkLvl','MarExsOnCoreLvl','MarExsOnCoreTkLvl','MarSponsOnCoreLvl','MarSponsOnCoreTkLvl','MarCoreOnCoreLvl','MarCoreOnCoreTkLvl','MarCoreOnSubLvl','MarCoreOnSubTkLvl','MarCoreOnAccntLvl','MarCoreOnAccntTkLvl','MarSubOnAccntLvl','MarSubOnAccntTkLvl','MarCoreOnCustomLvl','MarCoreOnCustomTkLvl','MarSubOnCustomLvl','MarSubOnCustomTkLvl','UserLvl','UserTkLvl','AccntLvl','AccntTkLvl','CFirmLvl','CFirmTkLvl','RiskGroup','HardLvl','SoftLvl','GblTkLvl') NOT NULL DEFAULT 'None',
`firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None',
`orderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'primary short sale flag (single leg orders)',
`positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'primary position type (single leg orders)',
`arriveFirmPos` INT NOT NULL DEFAULT 0 COMMENT 'firm position [resolved @ parent order arrival]',
`arriveSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'primary short sale flag (single leg orders) [resolved @ parent order arrival; short if any of order size would be short]',
`noCrossGroup` VARCHAR(16) NOT NULL DEFAULT '',
`exchTraderId` VARCHAR(16) NOT NULL DEFAULT '',
`largeTraderId` VARCHAR(16) NOT NULL DEFAULT '',
`tradingLocation` VARCHAR(16) NOT NULL DEFAULT '',
`firmPosition` INT NOT NULL DEFAULT 0,
`openSellSh` INT NOT NULL DEFAULT 0,
`locateQuan` INT NOT NULL DEFAULT 0 COMMENT 'available locate quantity (if selling short) @ arrival time',
`locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'locate firm (usually an MPID)',
`locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ locate firm',
`clearingFirm` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'clearing firm [from AccountConfig; may not match parent execution]',
`clearingAccnt` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'clearing firm [from AccountConfig; may not match parent execution]',
`catReportable` ENUM('None','All','Stock','Options') NOT NULL DEFAULT 'None' COMMENT 'CAT reportable type (from AccountConfig.catReportable)',
`catSrcBrkrIMID` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID)',
`catSrcAccntType` ENUM('None','Institutional','Employee','Foreign','Individual','MktMaking','FirmAvgPx','OtherProp','Error') NOT NULL DEFAULT 'None' COMMENT 'CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt])',
`catSrcFirmType` ENUM('None','Client','ClientBDAgency','ClientBDFirm','SRFirm') NOT NULL DEFAULT 'None' COMMENT 'CAT source type (from AccountConfig.catSrcType [Eqt, Opt])',
`catDestDeptType` ENUM('None','Exchange','Agency','ATS','DMA','Sponsored','Trading','Other') NOT NULL DEFAULT 'None' COMMENT 'Infer from ParentOrder Agency or ATS (BlockInitiate/BlockRespond)',
`catAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'CAT Firm Designated ID',
`catBrkrAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'Brokers CAT Firm Designated ID',
`cumFillQuantity` INT NOT NULL DEFAULT 0,
`avgFillPrice` DOUBLE NOT NULL DEFAULT 0,
`avgFillUPrice` DOUBLE NOT NULL DEFAULT 0,
`leavesQty` INT NOT NULL DEFAULT 0,
`lastFillNumber` BIGINT NOT NULL DEFAULT 0,
`lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`reviewClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
`reviewOrigClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
`reviewCancelClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
`reviewOrderSize` INT NOT NULL DEFAULT 0,
`reviewOrderActiveSize` INT NOT NULL DEFAULT 0,
`reviewCumFillQuantity` INT NOT NULL DEFAULT 0,
`reviewAvgFillPrice` DOUBLE NOT NULL DEFAULT 0,
`reviewLeavesQty` INT NOT NULL DEFAULT 0,
`reviewOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
`maxProgress` ENUM('None','Initialize','Rejected','PreOpen','RiskHold','Working','ChkRte','RteRej','WaitAction','InMarket','Filling','Filled','PendingClose','Closed','HedgeHold') NOT NULL DEFAULT 'None',
`maxProgressDetail` VARCHAR(48) NOT NULL DEFAULT '',
`maxProgressTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`numChildOrders` INT NOT NULL DEFAULT 0 COMMENT '[is390Eligible] (numChildOrders > 0 if parent order is 390 Eligible and also generated at least 1 child order)',
`nbboBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best nbbo bid @ arrival time',
`nbboAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best nbbo ask @ arrival time',
`nbboBidSz` INT NOT NULL DEFAULT 0 COMMENT 'public cumulative bid size @ nbboBid',
`nbboAskSz` INT NOT NULL DEFAULT 0 COMMENT 'public cumulative ask size @ nbboAsk',
`mktStance` ENUM('None','ExchMrkt','NbboMrkt','ExchImpr','NbboImpr','ExchJoin','NbboJoin','Away') NOT NULL DEFAULT 'None',
`parentStrategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'client strategy [usually client supplied]',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier (option only)',
`ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlier (option only)',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier (option only)',
`tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
`pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
`notionalMult` FLOAT NOT NULL DEFAULT 0,
`securityID` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.securityID',
`securityDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.securityDesc',
`productGroup` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.productGroup',
`productClass` ENUM('None','Equity','Index','Future','Option','Spread') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.productClass',
`undKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.undKey',
`undKey_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 'from ProductDefinition.undKey',
`undKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.undKey',
`undKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
`undKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
`undKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
`undType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.undType',
`uSecDesc` VARCHAR(6) NOT NULL DEFAULT '' COMMENT '[options only] underlier security description',
`priceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None',
`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',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`includeSRNetwork` ENUM('None','Include','Exclude','Disclose') NOT NULL DEFAULT 'None',
`DirectedCounterPartyList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(DirectedCounterPartyList)),
`OrderLegsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(OrderLegsList)),
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
CONSTRAINT nonnegative_prevParentNumber CHECK(ASCII(prevParentNumber) < 56),
CONSTRAINT nonnegative_nextParentNumber CHECK(ASCII(nextParentNumber) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
PRIMARY KEY USING HASH (`parentNumber`),
KEY `AccntCodeIndex` (`accnt`) USING HASH,
KEY `TickerCodeIndex` (`secKey_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentReport records contain the current state of a parent order and update as/when the order state changes.\nSpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)';

SELECT TABLE EXAMPLE QUERY

SELECT
`parentNumber`,
`sysRealm`,
`sysEnvironment`,
`runStatus`,
`reportNumber`,
`parentShape`,
`recordVersion`,
`recordSource`,
`parentVersion`,
`baseParentNumber`,
`prevParentNumber`,
`nextParentNumber`,
`prevParentCreateDttm`,
`prevParentCumFillQty`,
`clientSeqNumIn`,
`altOrderId`,
`altPrevOrderId`,
`altCancelId`,
`srcRoutingCode`,
`packageId`,
`prevPackageId`,
`riskGroupId`,
`triggerGroupId`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`accnt`,
`clientFirm`,
`coreClientFirm`,
`sponsorClientFirm`,
`clientAccnt`,
`userName`,
`userSource`,
`altAccnt`,
`altUserName`,
`execBrkrCode`,
`externExDest`,
`externParams`,
`spdrSource`,
`groupingCode`,
`engineName`,
`orderDttm`,
`orderSide`,
`priceType`,
`orderSize`,
`orderActiveSize`,
`spdrStageType`,
`stageReview`,
`parentOrderHandling`,
`parentBalanceHandling`,
`limitPrice`,
`orderLimitType`,
`takeLimitClass`,
`makeLimitClass`,
`startType`,
`marketSession`,
`startDttm`,
`goodTillDttm`,
`autoHedge`,
`hedgeInstrument`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeSecType`,
`hedgeBetaRatio`,
`hedgeScope`,
`hedgeSession`,
`orderCreateDttm`,
`orderCreateLatency`,
`cancelReason`,
`orderCancelDttm`,
`orderCancelLatency`,
`orderWorkingDttm`,
`orderClosedDttm`,
`orderClosedText`,
`maxExposureSize`,
`publicSize`,
`canOverlapCxlRepl`,
`progressExposeTime`,
`progressRule`,
`progressSliceCnt`,
`vwapParticipation`,
`auctionResponder`,
`maxMakeExchFee`,
`maxTakeExchFee`,
`incTakeExchFee`,
`incMakeExchFee`,
`makeExchRule`,
`cxlUPrcRange`,
`minUBid`,
`maxUAsk`,
`minOptionPx`,
`maxChildOrders`,
`orderDuration`,
`takeReachRule`,
`orderPrcLimit`,
`orderRefUPrc`,
`orderRefDelta`,
`orderRefGamma`,
`orderVolLimit`,
`rateOverride`,
`sdivOverride`,
`ddivOverride`,
`overrideCode`,
`orderPrcOffset`,
`takeAlphaType`,
`makeAlphaType`,
`takeAlphaFactor`,
`makeAlphaFactor`,
`takeProbability`,
`makeProbability`,
`takeSurfPrcOffset`,
`takeSurfVolOffset`,
`takeSurfWidthOffset`,
`makeSurfPrcOffset`,
`makeSurfVolOffset`,
`makeSurfWidthOffset`,
`orderRefEventMult`,
`orderRefEventDttm`,
`externHedgeExDest`,
`externHedgeParams`,
`spdrOrderStatus`,
`spdrCloseReason`,
`spdrRejectReason`,
`spdrRejectLevel`,
`firmType`,
`orderCapacity`,
`ssaleFlag`,
`positionType`,
`arriveFirmPos`,
`arriveSSaleFlag`,
`noCrossGroup`,
`exchTraderId`,
`largeTraderId`,
`tradingLocation`,
`firmPosition`,
`openSellSh`,
`locateQuan`,
`locateFirm`,
`locatePool`,
`clearingFirm`,
`clearingAccnt`,
`catReportable`,
`catSrcBrkrIMID`,
`catSrcAccntType`,
`catSrcFirmType`,
`catDestDeptType`,
`catAccnt`,
`catBrkrAccnt`,
`cumFillQuantity`,
`avgFillPrice`,
`avgFillUPrice`,
`leavesQty`,
`lastFillNumber`,
`lastFillDttm`,
`reviewClOrdId`,
`reviewOrigClOrdId`,
`reviewCancelClOrdId`,
`reviewOrderSize`,
`reviewOrderActiveSize`,
`reviewCumFillQuantity`,
`reviewAvgFillPrice`,
`reviewLeavesQty`,
`reviewOrderStatus`,
`maxProgress`,
`maxProgressDetail`,
`maxProgressTime`,
`numChildOrders`,
`nbboBid`,
`nbboAsk`,
`nbboBidSz`,
`nbboAskSz`,
`mktStance`,
`parentStrategy`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`tickValue`,
`pointValue`,
`pointCurrency`,
`notionalMult`,
`securityID`,
`securityDesc`,
`productGroup`,
`productClass`,
`undKey_at`,
`undKey_ts`,
`undKey_tk`,
`undKey_yr`,
`undKey_mn`,
`undKey_dy`,
`undType`,
`uSecDesc`,
`priceFormat`,
`userData1`,
`userData2`,
`timestamp`,
`includeSRNetwork`,
`DirectedCounterPartyList`,
`OrderLegsList`
FROM `SRTrade`.`MsgSRParentReport`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber';

Doc Columns Query

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