SpdrRiskExecution

V8 Message Definiton

SpdrRiskExecution records are published every time a SpdrParentExecution record is published

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	SystemData
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
fillNumber	BIGINT	PRI	0	SpiderRock execution number globally unique over trailing 10 days
sysRealm	enum - SysRealm		'None'
sysEnvironment	enum - SysEnvironment		'None'	original source sys environment Stable Current etc
runStatus	enum - RunStatus		'None'	original source run status ProdBeta
version	TINYINT UNSIGNED		0	record version numberstarts at zero and goes up every time an execution record is republished eg bust 1m marks 10m marks etc
execStatus	enum - ExecStatus		'None'	SpiderRock execution status FillBustCorrectRejectSysRej
execShape	enum - ExecShape		'None'
packageId	BIGINT		0	SR package Id
parentNumber	CHAR(19)		'0000-0000-0000-0000'	SR parent number
parentVersion	SMALLINT		0	SPDR order instance number 1 original order 2 1st cancelreplace etc
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
clOrdId	CHAR(19)		'0000-0000-0000-0000'	SR child order clOrdID resulting in fill
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	riskGroupId parent order group ID for this execution report
parentShape	enum - SpdrOrderShape		'None'	shape of originating parent order
secKey_at	enum - AssetType		'None'	execution security key
secKey_ts	enum - TickerSrc		'None'	execution security key
secKey_tk	VARCHAR(12)		''	execution security key
secKey_yr	SMALLINT UNSIGNED		0	execution security key
secKey_mn	TINYINT UNSIGNED		0	execution security key
secKey_dy	TINYINT UNSIGNED		0	execution security key
secKey_xx	DOUBLE		0	execution security key
secKey_cp	enum - CallPut		'Call'	execution security key
secType	enum - SpdrKeyType		'None'	execution security type Stock Future Option
ticker_at	enum - AssetType		'None'	base stock key used for symbol risk aggregation
ticker_ts	enum - TickerSrc		'None'	base stock key used for symbol risk aggregation
ticker_tk	VARCHAR(12)		''	base stock key used for symbol risk aggregation
accnt	VARCHAR(16)	SEC	''	SpiderRock trading accnt broker pkey
clientFirm	VARCHAR(16)	SEC	''	SR client firm
spdrSource	enum - SpdrSource		'None'	SpiderRock parent order source code broker pkey
groupingCode	CHAR(19)		'0000-0000-0000-0000'	SpiderRock parent broker number broker pkey
engineName	VARCHAR(32)		''	SpiderRock execution engine that handled the parent order
execRole	enum - ExecRole		'None'	SpiderRock relationship to this execution record
childOrderHandling	VARCHAR(24)		''	child order handling string from the algo that generated the child order responsible for this fill
childAlgoHandler	enum - ChildHandler		'None'	algo handler for this child order
childSSaleFlag	enum - ShortSaleFlag		'None'	short sale flag
userName	VARCHAR(24)		''	user name associated with the parent order
orderSide	enum - BuySell		'None'	order side
spdrOrderStatus	enum - SpdrOrderStatus		'PendNew'
spdrCloseReason	enum - SpdrCloseReason		'None'
cumFillQuantity	INT		0	cumulative fills this parent number only
avgFillPrice	DOUBLE		0
cumLegFillQuantity	INT		0	cumulative fills spread only
avgLegFillPrice	DOUBLE		0
leavesQty	INT		0
priceType	enum - PriceType		'None'
firmType	enum - FirmType		'None'	child order firm type Customer ProCust Firm MM etc
priAggGroup	VARCHAR(16)		''	primary aggregation group
secAggGroup	VARCHAR(16)		''	secondary aggregation group
fillTransactDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	transaction datetime as reported by exchange or down stream broker
fillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	Datetime of fill arrival SRDateTime
fillExch	VARCHAR(12)		''	ExDest code from child order execution report
fillExecId	TINYTEXT		''	street side execution Id
fillExecRefId	TINYTEXT		''	street side execution ref Id only used when busting an execution
fillLegRefId	BIGINT		0	legRefId for multileg fills
fillLegRatio	INT		0	legRatio if spread order
fillExchFee	FLOAT		0	SpiderRock estimate of the exchange fee based on liquidity tags best effort
fillMarket	VARCHAR(8)		''	usually from execReportlastMkt as reported by child order venue
fillPrice	DOUBLE		0	fill price
fillQuantity	INT		0	fill quantity
fillBid	DOUBLE		0	market bid fill arrival
fillAsk	DOUBLE		0	market ask fill arrival
fillMark	DOUBLE		0	midmarket or SR surface price if option fill arrival
fillUBid	DOUBLE		0	underlier market bid fill arrival
fillUAsk	DOUBLE		0	underlier market bid fill arrival
fillVol	FLOAT		0	fill volatility fillLimitRefUPrc
fillVe	FLOAT		0	fill vega
fillGa	FLOAT		0	fill gamma
fillDe	FLOAT		0	fill delta
fillTh	FLOAT		0	fill theta
fillBeta	FLOAT		0	SpiderRock estimate of beta to SPX
riskVega	FLOAT		0	risk vega
riskWtVega	FLOAT		0	risk gamma
riskNValue	FLOAT		0	risk delta
riskDelta	FLOAT		0	risk delta
riskDDelta	FLOAT		0	risk ddelta
riskRm1	FLOAT		0	user defined from parent order used to manage order groups
riskRm2	FLOAT		0	user defined from parent order used to manage order groups
riskRm3	FLOAT		0	user defined from parent order used to manage order groups
riskRm4	FLOAT		0	user defined from parent order used to manage order groups
riskRm5	FLOAT		0	user defined from parent order used to manage order groups
riskRm6	FLOAT		0	user defined from parent order used to manage order groups
riskRm7	FLOAT		0	user defined from parent order used to manage order groups
marginUDnVDn	FLOAT		0	underlier down vol down
marginUDnVUp	FLOAT		0	underlier down vol up
marginUUpVDn	FLOAT		0	underlier up vol down
marginUUpVUp	FLOAT		0	underlier up vol up
riskU50Dn	FLOAT		0	underlier dn 50 shock slide
riskU50Up	FLOAT		0	underlier up 50 shock slide
years	FLOAT		0	years to expiration
underliersPerCn	INT		0	option delivery underliers per contract
underlierType	enum - UnderlierType		'None'	type of underlier affects greek calculations
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
uPrcRatio	FLOAT		0	UPrcRatio SymbolRatio from product definition
minTickSize	FLOAT		0	minimum market price variation dnTickSize if on a boundary
priceFormat	enum - PriceFormat		'None'	SpiderRock price display format code
uPriceFormat	enum - PriceFormat		'None'	SpiderRock underlier price display format code
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of this record not necessarily the timestamp of the fill itself

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fillNumber	1

SECONDARY INDEX (AccntIndex) (Not Unique)

Field	Sequence
accnt	1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

Field	Sequence
clientFirm	1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRRiskExecution` (
    `fillNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SpiderRock execution number (globally unique over trailing 10 days)',
    `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' 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]',
    `version` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'record version number;starts at zero and goes up every time an execution record is re-published (eg, bust, +1m marks, +10m marks, etc)',
    `execStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)',
    `execShape` ENUM('None','Single','MLegTop','MLegLeg','SpreadTop','SpreadLeg','SingleLeg') NOT NULL DEFAULT 'None',
    `packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR package Id',
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR parent number',
    `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)',
    `clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR child order clOrdID resulting in fill',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId (parent order group ID) for this execution report',
    `parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None' COMMENT 'shape of originating parent order',
    `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 'execution 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 'execution security key',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'execution security key',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'execution security key',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'execution security key',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'execution security type [Stock, Future, Option]',
    `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 'base stock key (used for symbol risk aggregation)',
    `ticker_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 'base stock key (used for symbol risk aggregation)',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'base stock key (used for symbol risk aggregation)',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock trading accnt [broker pkey]',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `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 'SpiderRock parent order source code [broker pkey]',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent broker number [broker pkey]',
    `engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'SpiderRock execution engine that handled the parent order',
    `execRole` ENUM('None','DirectAccnt','AwayGiveup','RiskDrop','AwayDrop','PullDrop') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock relationship to this execution record',
    `childOrderHandling` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'child order handling string from the algo that generated the child order responsible for this fill',
    `childAlgoHandler` ENUM('None','ActiveTaker','ActiveMaker','Auction','Responder','Matrix','Cross','Face','Extern','MLegHandler','AutoHedge','Sprayer','Legger','Restart','Orphan','UDefSpread','RFQRequest','MLegResponder','LeggerX','ExchPing','BrkrReview','AuctionResponder','TakeSweep','TestChild') NOT NULL DEFAULT 'None' COMMENT 'algo handler for this child order',
    `childSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'short sale flag',
    `userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user name associated with the parent order',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side',
    `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',
    `cumFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fills (this parent number only)',
    `avgFillPrice` DOUBLE NOT NULL DEFAULT 0,
    `cumLegFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fills (spread only)',
    `avgLegFillPrice` DOUBLE NOT NULL DEFAULT 0,
    `leavesQty` INT NOT NULL DEFAULT 0,
    `priceType` ENUM('None','Explicit','Offset','Zero') NOT NULL DEFAULT 'None',
    `firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'child order firm type [Customer, ProCust, Firm, MM, etc]',
    `priAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'primary aggregation group',
    `secAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'secondary aggregation group',
    `fillTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'transaction date/time as reported by exchange or down stream broker',
    `fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Date/time of fill arrival (SRDateTime)',
    `fillExch` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'ExDest code from child order execution report',
    `fillExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'street side execution Id',
    `fillExecRefId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'street side execution ref Id (only used when busting an execution)',
    `fillLegRefId` BIGINT NOT NULL DEFAULT 0 COMMENT 'legRefId for multileg fills',
    `fillLegRatio` INT NOT NULL DEFAULT 0 COMMENT 'legRatio (if spread order)',
    `fillExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock estimate of the exchange fee based on liquidity tags (best effort)',
    `fillMarket` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'usually from execReport.lastMkt as reported by child order venue',
    `fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price',
    `fillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'fill quantity',
    `fillBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market bid @ fill arrival',
    `fillAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market ask @ fill arrival',
    `fillMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'mid-market (or SR surface price if option) @ fill arrival',
    `fillUBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier market bid @ fill arrival',
    `fillUAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier market bid @ fill arrival',
    `fillVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill volatility @ fillLimitRefUPrc',
    `fillVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill vega',
    `fillGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill gamma',
    `fillDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill delta',
    `fillTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill theta',
    `fillBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock estimate of beta to SPX',
    `riskVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk vega',
    `riskWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk gamma',
    `riskNValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk delta',
    `riskDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk delta',
    `riskDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk ddelta',
    `riskRm1` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups',
    `riskRm2` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `riskRm3` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `riskRm4` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `riskRm5` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `riskRm6` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `riskRm7` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
    `marginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier down, vol down',
    `marginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier down, vol up',
    `marginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up, vol down',
    `marginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up, vol up',
    `riskU50Dn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier dn 50% shock slide',
    `riskU50Up` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up 50% shock slide',
    `years` FLOAT NOT NULL DEFAULT 0 COMMENT 'years to expiration',
    `underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'option delivery underliers per contract',
    `underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'type of underlier (affects $greek calculations)',
    `tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$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',
    `uPrcRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'UPrcRatio (SymbolRatio) from product definition',
    `minTickSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum market price variation (dnTickSize if on a boundary)',
    `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' COMMENT 'SpiderRock price display format code',
    `uPriceFormat` 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' COMMENT 'SpiderRock underlier price display format code',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of this record [not necessarily the timestamp of the fill itself]',
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    PRIMARY KEY USING HASH (`fillNumber`),
    KEY `AccntIndex` (`accnt`) USING HASH,
    KEY `ClientFirmIndex` (`clientFirm`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrRiskExecution records are published every time a SpdrParentExecution record is published';

SELECT TABLE EXAMPLE QUERY

SELECT
    `fillNumber`,
    `sysRealm`,
    `sysEnvironment`,
    `runStatus`,
    `version`,
    `execStatus`,
    `execShape`,
    `packageId`,
    `parentNumber`,
    `parentVersion`,
    `baseParentNumber`,
    `clOrdId`,
    `riskGroupId`,
    `parentShape`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `accnt`,
    `clientFirm`,
    `spdrSource`,
    `groupingCode`,
    `engineName`,
    `execRole`,
    `childOrderHandling`,
    `childAlgoHandler`,
    `childSSaleFlag`,
    `userName`,
    `orderSide`,
    `spdrOrderStatus`,
    `spdrCloseReason`,
    `cumFillQuantity`,
    `avgFillPrice`,
    `cumLegFillQuantity`,
    `avgLegFillPrice`,
    `leavesQty`,
    `priceType`,
    `firmType`,
    `priAggGroup`,
    `secAggGroup`,
    `fillTransactDttm`,
    `fillDttm`,
    `fillExch`,
    `fillExecId`,
    `fillExecRefId`,
    `fillLegRefId`,
    `fillLegRatio`,
    `fillExchFee`,
    `fillMarket`,
    `fillPrice`,
    `fillQuantity`,
    `fillBid`,
    `fillAsk`,
    `fillMark`,
    `fillUBid`,
    `fillUAsk`,
    `fillVol`,
    `fillVe`,
    `fillGa`,
    `fillDe`,
    `fillTh`,
    `fillBeta`,
    `riskVega`,
    `riskWtVega`,
    `riskNValue`,
    `riskDelta`,
    `riskDDelta`,
    `riskRm1`,
    `riskRm2`,
    `riskRm3`,
    `riskRm4`,
    `riskRm5`,
    `riskRm6`,
    `riskRm7`,
    `marginUDnVDn`,
    `marginUDnVUp`,
    `marginUUpVDn`,
    `marginUUpVUp`,
    `riskU50Dn`,
    `riskU50Up`,
    `years`,
    `underliersPerCn`,
    `underlierType`,
    `tickValue`,
    `pointValue`,
    `pointCurrency`,
    `uPrcRatio`,
    `minTickSize`,
    `priceFormat`,
    `uPriceFormat`,
    `timestamp`
FROM `SRTrade`.`MsgSRRiskExecution`
WHERE 
    /* Replace with a BIGINT */ 
    `fillNumber` = 1234567890;

Doc Columns Query

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