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Version: 8.4.10.2

SpdrParentLimit

V8 Message Definiton

SpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''
secKey_atenum - AssetTypePRI'None'
secKey_tsenum - TickerSrcPRI'None'
secKey_tkVARCHAR(12)PRI, SEC''
secKey_yrSMALLINT UNSIGNEDPRI0
secKey_mnTINYINT UNSIGNEDPRI0
secKey_dyTINYINT UNSIGNEDPRI0
secKey_xxDOUBLEPRI0
secKey_cpenum - CallPutPRI'Call'
secTypeenum - SpdrKeyTypePRI'None'
spdrSourceenum - SpdrSourcePRI'None'
orderSideenum - BuySellPRI'None'
groupingCodeCHAR(19)PRI, SEC'0000-0000-0000-0000'
clientFirmVARCHAR(16)PRI''SR client firm
sysEnvironmentenum - SysEnvironment'None'original source sys environment Stable Current etc
runStatusenum - RunStatus'None'original source run status ProdBeta
orderActiveSizeINT0OrderActiveSize 1 will use all available parent order size OrderActiveSize 0 will cancel any existing child orders
addCumFillQuantityenum - YesNo'None'If Yes then OrderActiveSize is calculated order arrival as requested OrderActiveSize existing CumFillQuantity
orderLimitTypeenum - SpdrLimitType'None'
takeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
makeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
orderPrcLimitDOUBLE0Applies if LimitType Prc
orderRefUPrcDOUBLE0defaultunderliermid
orderRefDeltaFLOAT0defaultoptiondelta
orderRefGammaFLOAT0defaultoptiongamma
orderVolLimitFLOAT0Applies if LimitType Vol uses SR dividends and borrow rates
rateOverrideFLOAT0depricated zero ignore zero override
sdivOverrideFLOAT0depricated
ddivOverrideTINYTEXT''depricated discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount
overrideCodeenum - OverrideCode'None'depricated
orderPrcOffsetDOUBLE0default0
stateModelenum - StateModel'None'
uStateModelenum - StateModel'None'
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'
exchMaskINT UNSIGNED0eligible exchanges 0 all a nonzero mask must be in the subset of the SpdrParentOrder exchMask
cxlUPrcRangeenum - UPrcCxl'None'cancel parent order ifwhen outside the uPrice range Halt also cancel if halted
minUBidFLOAT0optional
maxUAskFLOAT0optional 001 none
minMaxTypeenum - MinMaxType'None'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
startDttmDATETIME(6)'2000-01-01'
activeDurationINT-1optional number of seconds
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 If the order is an Alpha type order updating this will reset the alpha progression
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
theoVolFLOAT0client supplied theoretical volatility used for markup only
clArriveMarkFLOAT0client specified arrival mark passed through to ParentExecution markup only
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
execBrkrCodeVARCHAR(16)''an SR assigned execBrkrCode
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
secKey_tk2
secKey_yr3
secKey_mn4
secKey_dy5
secKey_xx6
secKey_cp7
secKey_at8
secKey_ts9
secType10
spdrSource11
orderSide12
groupingCode13
clientFirm14

SECONDARY INDEX (GroupingCodeIndex) (Not Unique)

FieldSequence
groupingCode1

SECONDARY INDEX (TickerCodeIndex) (Not Unique)

FieldSequence
secKey_tk1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentLimit` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','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',
`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',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
`runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
`orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'OrderActiveSize = -1 will use all available parent order size; OrderActiveSize = 0 will cancel any existing child orders;',
`addCumFillQuantity` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'If Yes then OrderActiveSize is calculated @ order arrival as requested OrderActiveSize + existing ''CumFillQuantity''.',
`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' 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)',
`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 '(depricated) zero = ignore;> zero = override',
`sdivOverride` FLOAT NOT NULL DEFAULT 0 COMMENT '(depricated)',
`ddivOverride` TINYTEXT NOT NULL DEFAULT '' COMMENT '(depricated) discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])',
`overrideCode` ENUM('None','SDivOnly','DDivOnly','Both') NOT NULL DEFAULT 'None' COMMENT '(depricated)',
`orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
`uStateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
`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',
`exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all), a non-zero mask must be in the subset of the SpdrParentOrder exchMask',
`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)',
`minMaxType` ENUM('None','Prc','Pct') NOT NULL DEFAULT 'None' 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',
`startDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01',
`activeDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
`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) (If the order is an Alpha type order, updating this will reset the alpha progression)',
`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)',
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'client supplied theoretical volatility (used for markup only)',
`clArriveMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'client specified arrival mark (passed through to ParentExecution; markup only)',
`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',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'an SR assigned execBrkrCode',
`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',
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
PRIMARY KEY USING HASH (`accnt`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`spdrSource`,`orderSide`,`groupingCode`,`clientFirm`),
KEY `GroupingCodeIndex` (`groupingCode`) USING HASH,
KEY `TickerCodeIndex` (`secKey_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`spdrSource`,
`orderSide`,
`groupingCode`,
`clientFirm`,
`sysEnvironment`,
`runStatus`,
`orderActiveSize`,
`addCumFillQuantity`,
`orderLimitType`,
`takeLimitClass`,
`makeLimitClass`,
`orderPrcLimit`,
`orderRefUPrc`,
`orderRefDelta`,
`orderRefGamma`,
`orderVolLimit`,
`rateOverride`,
`sdivOverride`,
`ddivOverride`,
`overrideCode`,
`orderPrcOffset`,
`stateModel`,
`uStateModel`,
`takeAlphaType`,
`makeAlphaType`,
`takeAlphaFactor`,
`makeAlphaFactor`,
`takeProbability`,
`makeProbability`,
`takeSurfPrcOffset`,
`takeSurfVolOffset`,
`takeSurfWidthOffset`,
`makeSurfPrcOffset`,
`makeSurfVolOffset`,
`makeSurfWidthOffset`,
`orderRefEventMult`,
`orderRefEventDttm`,
`exchMask`,
`cxlUPrcRange`,
`minUBid`,
`maxUAsk`,
`minMaxType`,
`minOptionPx`,
`startDttm`,
`activeDuration`,
`progressExposeTime`,
`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`,
`theoVol`,
`clArriveMark`,
`userData1`,
`userData2`,
`execBrkrCode`,
`timestamp`
FROM `SRTrade`.`MsgSRParentLimit`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at` = 'None'
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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`secKey_ts` = 'None'
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 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` = 'None'
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';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgSRParentLimit` 
SET
/* Replace with a ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') */
`sysEnvironment` = 'None',
/* Replace with a ENUM('None','Prod','Beta','UAT','SysTest') */
`runStatus` = 'None',
/* Replace with a INT */
`orderActiveSize` = 5,
/* Replace with a ENUM('None','Yes','No') */
`addCumFillQuantity` = 'None',
/* 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` = 'None',
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`takeLimitClass` = 'Simple',
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`makeLimitClass` = 'Simple',
/* Replace with a DOUBLE */
`orderPrcLimit` = 4.56,
/* Replace with a DOUBLE */
`orderRefUPrc` = 4.56,
/* Replace with a FLOAT */
`orderRefDelta` = 1.23,
/* Replace with a FLOAT */
`orderRefGamma` = 1.23,
/* Replace with a FLOAT */
`orderVolLimit` = 1.23,
/* Replace with a FLOAT */
`rateOverride` = 1.23,
/* Replace with a FLOAT */
`sdivOverride` = 1.23,
/* Replace with a TINYTEXT */
`ddivOverride` = 'dummy tiny text',
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode` = 'None',
/* Replace with a DOUBLE */
`orderPrcOffset` = 4.56,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`stateModel` = 'None',
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`uStateModel` = 'None',
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`takeAlphaType` = 'None',
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`makeAlphaType` = 'None',
/* Replace with a FLOAT */
`takeAlphaFactor` = 1.23,
/* Replace with a FLOAT */
`makeAlphaFactor` = 1.23,
/* Replace with a FLOAT */
`takeProbability` = 1.23,
/* Replace with a FLOAT */
`makeProbability` = 1.23,
/* Replace with a DOUBLE */
`takeSurfPrcOffset` = 4.56,
/* Replace with a FLOAT */
`takeSurfVolOffset` = 1.23,
/* Replace with a FLOAT */
`takeSurfWidthOffset` = 1.23,
/* Replace with a DOUBLE */
`makeSurfPrcOffset` = 4.56,
/* Replace with a FLOAT */
`makeSurfVolOffset` = 1.23,
/* Replace with a FLOAT */
`makeSurfWidthOffset` = 1.23,
/* Replace with a FLOAT */
`orderRefEventMult` = 1.23,
/* Replace with a DATETIME(6) */
`orderRefEventDttm` = '2022-01-01 12:34:56.000000',
/* Replace with a INT UNSIGNED */
`exchMask` = 0,
/* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
`cxlUPrcRange` = 'None',
/* Replace with a FLOAT */
`minUBid` = 1.23,
/* Replace with a FLOAT */
`maxUAsk` = 1.23,
/* Replace with a ENUM('None','Prc','Pct') */
`minMaxType` = 'None',
/* Replace with a FLOAT */
`minOptionPx` = 1.23,
/* Replace with a DATETIME(6) */
`startDttm` = '2022-01-01 12:34:56.000000',
/* Replace with a INT */
`activeDuration` = 5,
/* Replace with a INT */
`progressExposeTime` = 5,
/* Replace with a FLOAT */
`expDayWtVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxExpDayWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxExpDayWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxExpDayRMetric6Ln` = 1.23,
/* Replace with a FLOAT */
`maxExpDayRMetric6Sh` = 1.23,
/* Replace with a FLOAT */
`symDayDDeltaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`symDayVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayVegaSh` = 1.23,
/* Replace with a FLOAT */
`symDayWtVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxSymDayRMetric7Ln` = 1.23,
/* Replace with a FLOAT */
`maxSymDayRMetric7Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaAbs` = 1.23,
/* Replace with a FLOAT */
`grpDayVegaRatio` = 1.23,
/* Replace with a INT */
`maxGrpDayContractsLn` = 5,
/* Replace with a INT */
`maxGrpDayContractsSh` = 5,
/* Replace with a INT */
`maxGrpDayContractsAbs` = 5,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Abs` = 1.23,
/* Replace with a FLOAT */
`grpDayRMetric1Ratio` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Sh` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`theoVol` = 1.23,
/* Replace with a FLOAT */
`clArriveMark` = 1.23,
/* Replace with a TINYTEXT */
`userData1` = 'dummy tiny text',
/* Replace with a TINYTEXT */
`userData2` = 'dummy tiny text',
/* Replace with a VARCHAR(16) */
`execBrkrCode` = 'Example_execBrkrCode',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at` = 'None'
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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`secKey_ts` = 'None'
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 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` = 'None'
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`.`MsgSRParentLimit`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* 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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','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 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 ENUM('None','Buy','Sell') */
`orderSide`,
/* Replace with a CHAR(19) */
`groupingCode`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') */
`sysEnvironment`,
/* Replace with a ENUM('None','Prod','Beta','UAT','SysTest') */
`runStatus`,
/* Replace with a INT */
`orderActiveSize`,
/* Replace with a ENUM('None','Yes','No') */
`addCumFillQuantity`,
/* 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 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 TINYTEXT */
`ddivOverride`,
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode`,
/* Replace with a DOUBLE */
`orderPrcOffset`,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`stateModel`,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`uStateModel`,
/* 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 FLOAT */
`orderRefEventMult`,
/* Replace with a DATETIME(6) */
`orderRefEventDttm`,
/* Replace with a INT UNSIGNED */
`exchMask`,
/* 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 DATETIME(6) */
`startDttm`,
/* Replace with a INT */
`activeDuration`,
/* Replace with a INT */
`progressExposeTime`,
/* 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 FLOAT */
`theoVol`,
/* Replace with a FLOAT */
`clArriveMark`,
/* Replace with a TINYTEXT */
`userData1`,
/* Replace with a TINYTEXT */
`userData2`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'None',
'None',
'Example_secKey_tk',
123,
1,
1,
4.56,
'Call',
'None',
'None',
'None',
'Example_groupingCode',
'Example_clientFirm',
'None',
'None',
5,
'None',
'None',
'Simple',
'Simple',
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
1.23,
'dummy tiny text',
'None',
4.56,
'None',
'None',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
4.56,
1.23,
1.23,
4.56,
1.23,
1.23,
1.23,
'2022-01-01 12:34:56.000000',
0,
'None',
1.23,
1.23,
'None',
1.23,
'2022-01-01 12:34:56.000000',
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,
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,
1.23,
1.23,
'dummy tiny text',
'dummy tiny text',
'Example_execBrkrCode',
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgSRParentLimit` 
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at` = 'None'
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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`secKey_ts` = 'None'
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 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` = 'None'
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='SpdrParentLimit' ORDER BY ordinal_position ASC;