SpdrFixParentReject

V8 Message Definiton

Record indicates that either a SpdrParentOrder (Add or Replace) or FixParentCancel request failed

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
altOrderId	VARCHAR(24)	PRI	''	usually client FIX clOrdId
srcRoutingCode	VARCHAR(65)	PRI	''	client FIX session
clientSeqNumIn	INT		0
altPrevOrderId	VARCHAR(24)		''	usually client FIX origClOrdId
parentNumber	CHAR(19)		'0000-0000-0000-0000'
accnt	VARCHAR(16)		''	accnt
clientFirm	VARCHAR(16)		''	SR client firm
secKey_at	enum - AssetType		'None'	security key
secKey_ts	enum - TickerSrc		'None'	security key
secKey_tk	VARCHAR(12)		''	security key
secKey_yr	SMALLINT UNSIGNED		0	security key
secKey_mn	TINYINT UNSIGNED		0	security key
secKey_dy	TINYINT UNSIGNED		0	security key
secKey_xx	DOUBLE		0	security key
secKey_cp	enum - CallPut		'Call'	security key
secType	enum - SpdrKeyType		'None'	security type Stock Future Option
rejectType	enum - RejectType		'None'
spdrOrderStatus	enum - SpdrOrderStatus		'PendNew'
spdrCloseReason	enum - SpdrCloseReason		'None'
spdrRejectReason	enum - SpdrRejectReason		'None'
spdrRejectLevel	enum - SpdrRiskLevel		'None'
text	TINYTEXT		''
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
altOrderId	1
srcRoutingCode	2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRFixParentReject` (
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX clOrdId',
    `srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'client FIX session',
    `clientSeqNumIn` INT NOT NULL DEFAULT 0,
    `altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX origClOrdId',
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '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',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'security key',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type [Stock, Future, Option]',
    `rejectType` ENUM('None','ParentOrder','ParentCancel') NOT NULL DEFAULT 'None',
    `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','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','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',
    `text` TINYTEXT NOT NULL DEFAULT '',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    PRIMARY KEY USING HASH (`altOrderId`,`srcRoutingCode`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Record indicates that either a SpdrParentOrder (Add or Replace) or FixParentCancel request failed';

SELECT TABLE EXAMPLE QUERY

SELECT
    `altOrderId`,
    `srcRoutingCode`,
    `clientSeqNumIn`,
    `altPrevOrderId`,
    `parentNumber`,
    `accnt`,
    `clientFirm`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `rejectType`,
    `spdrOrderStatus`,
    `spdrCloseReason`,
    `spdrRejectReason`,
    `spdrRejectLevel`,
    `text`,
    `timestamp`
FROM `SRTrade`.`MsgSRFixParentReject`
WHERE 
    /* Replace with a VARCHAR(24) */ 
    `altOrderId` = 'Example_altOrderId'
  AND
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode';

Doc Columns Query

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