SRExchRiskMgmt

V8 Message Definiton

SpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.

METADATA

Attribute	Value
Topic	3895-order-routing-counter
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
clientFirm	VARCHAR(16)	PRI	''
exch	VARCHAR(8)	PRI	''
securityGroup	VARCHAR(6)	PRI	''
status	enum - RiskStatus		'None'
numRejects	INT		0
secKey_at	enum - AssetType		'None'	most recently rejected secKey
secKey_ts	enum - TickerSrc		'None'	most recently rejected secKey
secKey_tk	VARCHAR(12)		''	most recently rejected secKey
secKey_yr	SMALLINT UNSIGNED		0	most recently rejected secKey
secKey_mn	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_dy	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_xx	DOUBLE		0	most recently rejected secKey
secKey_cp	enum - CallPut		'Call'	most recently rejected secKey
secType	enum - SpdrKeyType		'None'
accnt	VARCHAR(16)		''	most recently rejected accnt
rejectText	TINYTEXT		''	most recent rejectText
spdrSource	enum - SpdrSource		'None'
expires	DATETIME(6)		'1900-01-01 00:00:00.000000'	Time the riggered Risk limit expires
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
clientFirm	1
exch	2
securityGroup	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRExchRiskMgmt` (
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `exch` VARCHAR(8) NOT NULL DEFAULT '',
    `securityGroup` VARCHAR(6) NOT NULL DEFAULT '',
    `status` ENUM('None','LimitOk','LimitHit','ResetPending','ResetSent') NOT NULL DEFAULT 'None',
    `numRejects` INT NOT NULL DEFAULT 0,
    `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 'most recently rejected secKey',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'most recently rejected secKey',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'most recently rejected secKey',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'most recently rejected secKey',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'most recently rejected secKey',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'most recently rejected accnt',
    `rejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'most recent rejectText',
    `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',
    `expires` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Time the riggered Risk limit expires',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '',
    `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',
    PRIMARY KEY USING HASH (`clientFirm`,`exch`,`securityGroup`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `clientFirm`,
    `exch`,
    `securityGroup`,
    `status`,
    `numRejects`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `accnt`,
    `rejectText`,
    `spdrSource`,
    `expires`,
    `timestamp`
FROM `SRTrade`.`MsgSRExchRiskMgmt`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(8) */ 
    `exch` = 'Example_exch'
  AND
    /* Replace with a VARCHAR(6) */ 
    `securityGroup` = 'Example_securityGroup';

Doc Columns Query

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