SpdrSweepDetail

V8 Message Definiton

SpdrSweepDetail records are published by execution engines when sweep trigger groups are processed

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
parentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
engineName	VARCHAR(32)		''	SpiderRock execution engine that handled the parent order
accnt	VARCHAR(16)		''
clientFirm	VARCHAR(16)		''
riskGroupId	CHAR(19)		'0000-0000-0000-0000'
triggerGroupId	BIGINT		0	WaitTrigger group Id
secKey_at	enum - AssetType		'None'
secKey_ts	enum - TickerSrc		'None'
secKey_tk	VARCHAR(12)		''
secKey_yr	SMALLINT UNSIGNED		0
secKey_mn	TINYINT UNSIGNED		0
secKey_dy	TINYINT UNSIGNED		0
secKey_xx	DOUBLE		0
secKey_cp	enum - CallPut		'Call'
secType	enum - SpdrKeyType		'None'
parentOrderSize	INT		0
parentLimitPrice	DOUBLE		0
orderSide	enum - BuySell		'None'
isISOSweep	enum - YesNo		'None'
riskLimitSize	INT		0
riskLimitReason	enum - SpdrRisk		'None'
riskLimitDetail	TINYTEXT		''
nbboBid1	DOUBLE		0
nbboAsk1	DOUBLE		0
nbboBidSize1	INT		0
nbboAskSize1	INT		0
nbboBidCnt1	TINYINT UNSIGNED		0
nbboAskCnt1	TINYINT UNSIGNED		0
nbboBidMask1	INT UNSIGNED		0
nbboAskMask1	INT UNSIGNED		0
nbboBid2	DOUBLE		0
nbboAsk2	DOUBLE		0
nbboBidSize2	INT		0
nbboAskSize2	INT		0
nbboBidCnt2	TINYINT UNSIGNED		0
nbboAskCnt2	TINYINT UNSIGNED		0
nbboBidMask2	INT UNSIGNED		0
nbboAskMask2	INT UNSIGNED		0
netTimestamp	BIGINT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
parentNumber	1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRSweepDetail` (
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'SpiderRock execution engine that handled the parent order',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `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','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',
    `parentOrderSize` INT NOT NULL DEFAULT 0,
    `parentLimitPrice` DOUBLE NOT NULL DEFAULT 0,
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `isISOSweep` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `riskLimitSize` INT NOT NULL DEFAULT 0,
    `riskLimitReason` ENUM('None','NullCounter','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVe','DayShWtVe','DayAbsWtVe','DayLnNValue','DayShNValue','DayAbsNValue','StkImpact','FutImpact','OptImpact','NullMRC','NullSRC','DDeltaLn','DDeltaSh','DDeltaAbs','WtVegaLn','WtVegaSh','WtVegaAbs','NValueLn','NValueSh','NValueAbs','CtrlDisable','AccEmaDdLn','AccEmaDdSh','AccEmaWvLn','AccEmaWvSh','SymEmaDdLn','SymEmaDdSh','SymEmaWvLn','SymEmaWvSh','ExpDDeltaLn','ExpDDeltaSh','ExpWtVegaLn','ExpWtVegaSh','ExpRm6Ln','ExpRm6Sh','SymDDeltaLn','SymDDeltaSh','SymVegaLn','SymVegaSh','SymWtVegaLn','SymWtVegaSh','SymRm7Ln','SymRm7Sh','GrpDdLn','GrpDdSh','GrpOptQtyLn','GrpOptQtySh','GrpOptQtyAbs','GrpVegaLn','GrpVegaSh','GrpVegaAbs','GrpRm1Ln','GrpRm1Sh','GrpRm1Abs','GrpRm2Ln','GrpRm2Sh','GrpRm3Ln','GrpRm3Sh','GrpRm4Ln','GrpRm4Sh','GrpRm5Ln','GrpRm5Sh','UDn50','UUp50','UDn15','UUp15','OrderSize','SysErr','StkErr','FutErr','OptErr','SSaleErr','SSaleRstr','StkSellLmt','Locate','StkRstct','SizeCap','ZeroCross','PreOpnQ','TrgWait','WaitStart','WaitTrigger','LegStep','TwapStep','MktNotReady','MaxRisk','NoStkBrw','BadMkt','BadLmt','NoAltOrdId','InvldBrkr','MaxChildOrders','MktHalted','UPrcErr','MinUBid','MaxUAsk','PreStart','ClntRteDn','ActiveSize','MktClosed','NoDDeltaMult','InvldDelta','RiskCollarRng','DayFutCnBot','DayFutCnSld','DayFutCnAbs','AccFutCnAbs') NOT NULL DEFAULT 'None',
    `riskLimitDetail` TINYTEXT NOT NULL DEFAULT '',
    `nbboBid1` DOUBLE NOT NULL DEFAULT 0,
    `nbboAsk1` DOUBLE NOT NULL DEFAULT 0,
    `nbboBidSize1` INT NOT NULL DEFAULT 0,
    `nbboAskSize1` INT NOT NULL DEFAULT 0,
    `nbboBidCnt1` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `nbboAskCnt1` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `nbboBidMask1` INT UNSIGNED NOT NULL DEFAULT 0,
    `nbboAskMask1` INT UNSIGNED NOT NULL DEFAULT 0,
    `nbboBid2` DOUBLE NOT NULL DEFAULT 0,
    `nbboAsk2` DOUBLE NOT NULL DEFAULT 0,
    `nbboBidSize2` INT NOT NULL DEFAULT 0,
    `nbboAskSize2` INT NOT NULL DEFAULT 0,
    `nbboBidCnt2` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `nbboAskCnt2` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `nbboBidMask2` INT UNSIGNED NOT NULL DEFAULT 0,
    `nbboAskMask2` INT UNSIGNED NOT NULL DEFAULT 0,
    `netTimestamp` BIGINT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`parentNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrSweepDetail records are published by execution engines when sweep trigger groups are processed';

SELECT TABLE EXAMPLE QUERY

SELECT
    `parentNumber`,
    `engineName`,
    `accnt`,
    `clientFirm`,
    `riskGroupId`,
    `triggerGroupId`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `parentOrderSize`,
    `parentLimitPrice`,
    `orderSide`,
    `isISOSweep`,
    `riskLimitSize`,
    `riskLimitReason`,
    `riskLimitDetail`,
    `nbboBid1`,
    `nbboAsk1`,
    `nbboBidSize1`,
    `nbboAskSize1`,
    `nbboBidCnt1`,
    `nbboAskCnt1`,
    `nbboBidMask1`,
    `nbboAskMask1`,
    `nbboBid2`,
    `nbboAsk2`,
    `nbboBidSize2`,
    `nbboAskSize2`,
    `nbboBidCnt2`,
    `nbboAskCnt2`,
    `nbboBidMask2`,
    `nbboAskMask2`,
    `netTimestamp`,
    `timestamp`
FROM `SRTrade`.`MsgSRSweepDetail`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber';

Doc Columns Query

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