UserAuctionFilter
METADATA
Attribute | Value |
---|---|
Topic | 1800-client-config |
MLink Token | SRATS |
Product | SRTrade |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
userName | VARCHAR(24) | PRI | '' | |
filterName | VARCHAR(16) | PRI | '' | |
clientFirm | VARCHAR(16) | '' | client firm of the user this filter belongs to | |
disabled | enum - YesNo | 'None' | ||
includeCovered | enum - YesNo | 'None' | must match if not None | |
includeETFs | enum - YesNo | 'None' | must match if not None | |
includeADRs | enum - YesNo | 'None' | must match if not None | |
includeIndexes | enum - YesNo | 'None' | must match if not None | |
minUPrc | FLOAT | 0 | min underlier price | |
hasUAvgDailyVlmFilter | enum - YesNo | 'None' | if Yes use fields minUAvgDailyVlm maxUAvgDailyVlm | |
minUAvgDailyVlm | FLOAT | 0 | min underlier avg daily volume in 1mm increments | |
maxUAvgDailyVlm | FLOAT | 0 | max underlier avg daily volume in 1mm increments | |
minSize | FLOAT | 0 | min order size no decimals | |
minAbsVega | FLOAT | 0 | min absolute vega no decimals | |
hasAbsDeltaFilter | enum - YesNo | 'None' | if Yes use fields minAbsDelta maxAbsDelta | |
minAbsDelta | FLOAT | 0 | min absolute delta | |
maxAbsDelta | FLOAT | 0 | max absolute delta | |
hasXDeltaFilter | enum - YesNo | 'None' | if Yes use fields minXDelta maxXDelta | |
minXDelta | FLOAT | 0 | ||
maxXDelta | FLOAT | 0 | ||
hasAtmSVolFilter | enum - YesNo | 'None' | if Yes use fields minAtmSVol maxAtmSVol | |
minAtmSVol | FLOAT | 0 | ||
maxAtmSVol | FLOAT | 0 | ||
hasAtmSDivFilter | enum - YesNo | 'None' | if Yes use fields minAtmSDiv maxAtmSDiv | |
minAtmSDiv | FLOAT | 0 | ||
maxAtmSDiv | FLOAT | 0 | ||
hasExpiryDays | enum - YesNo | 'None' | if Yes use fields minExpiryDays maxExpiryDays | |
minExpiryDays | INT | 0 | min days to expiration | |
maxExpiryDays | INT | 0 | max days to expiration | |
includeZDte | enum - YesNo | 'None' | must match if not None | |
includeDaily | enum - YesNo | 'None' | must match if not None | |
includeWeekly | enum - YesNo | 'None' | must match if not None | |
includeRegular | enum - YesNo | 'None' | must match if not None | |
includeQuarterly | enum - YesNo | 'None' | must match if not None | |
includeLongTerm | enum - YesNo | 'None' | must match if not None | |
includeOtherExp | enum - YesNo | 'None' | must match if not None | |
includeFlex | enum - YesNo | 'None' | must match if not None | |
includeDirected | enum - YesNo | 'None' | must match if not None | |
includeCommPaying | enum - YesNo | 'None' | must match if not None | |
direction | enum - BuySell | 'None' | must match if not None Buy Buy Regular or Sell Flipped Buy cust is buying | |
netVegaDirection | enum - BuySell | 'None' | must match if not None Buy cust is buying net vega | |
modifiedBy | VARCHAR(24) | '' | ||
modifiedIn | enum - SysEnvironment | 'None' | ||
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
AuctionSourcesList | JSON | 'JSON_OBJECT()' | ||
AuctionTypesList | JSON | 'JSON_OBJECT()' | ||
ExcludeTickerList | JSON | 'JSON_OBJECT()' | ||
IncludeTickerList | JSON | 'JSON_OBJECT()' | ||
IndustryList | JSON | 'JSON_OBJECT()' | ||
SpreadClassList | JSON | 'JSON_OBJECT()' |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
userName | 1 |
filterName | 2 |
JSON Block (AuctionSourcesList)
Field | Type | Comment |
---|---|---|
auctionSource | enum - auctionSource |
JSON Block (AuctionTypesList)
Field | Type | Comment |
---|---|---|
auctionType | enum - auctionType |
JSON Block (ExcludeTickerList)
Field | Type | Comment |
---|---|---|
ticker | TickerKey |
JSON Block (IncludeTickerList)
Field | Type | Comment |
---|---|---|
ticker | TickerKey |
JSON Block (IndustryList)
Field | Type | Comment |
---|---|---|
industry | string | industry string prefix must match left edge |
JSON Block (SpreadClassList)
Field | Type | Comment |
---|---|---|
spreadClass | enum - spreadClass |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgUserAuctionFilter` (
`userName` VARCHAR(24) NOT NULL DEFAULT '',
`filterName` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm of the user this filter belongs to',
`disabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`includeCovered` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeETFs` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeADRs` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeIndexes` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`minUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'min underlier price',
`hasUAvgDailyVlmFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minUAvgDailyVlm, maxUAvgDailyVlm',
`minUAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'min underlier avg daily volume (in $1mm increments)',
`maxUAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'max underlier avg daily volume (in $1mm increments)',
`minSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'min order size (no decimals)',
`minAbsVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'min absolute vega (no decimals)',
`hasAbsDeltaFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAbsDelta, maxAbsDelta',
`minAbsDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'min absolute delta',
`maxAbsDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'max absolute delta',
`hasXDeltaFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minXDelta, maxXDelta',
`minXDelta` FLOAT NOT NULL DEFAULT 0,
`maxXDelta` FLOAT NOT NULL DEFAULT 0,
`hasAtmSVolFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAtmSVol, maxAtmSVol',
`minAtmSVol` FLOAT NOT NULL DEFAULT 0,
`maxAtmSVol` FLOAT NOT NULL DEFAULT 0,
`hasAtmSDivFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAtmSDiv, maxAtmSDiv',
`minAtmSDiv` FLOAT NOT NULL DEFAULT 0,
`maxAtmSDiv` FLOAT NOT NULL DEFAULT 0,
`hasExpiryDays` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minExpiryDays, maxExpiryDays',
`minExpiryDays` INT NOT NULL DEFAULT 0 COMMENT 'min days to expiration',
`maxExpiryDays` INT NOT NULL DEFAULT 0 COMMENT 'max days to expiration',
`includeZDte` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeDaily` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeWeekly` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeRegular` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeQuarterly` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeLongTerm` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeOtherExp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeDirected` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeCommPaying` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`direction` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'must match if not None (Buy = Buy Regular or Sell Flipped) (Buy = cust is buying)',
`netVegaDirection` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'must match if not None (Buy = cust is buying net vega)',
`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',
`AuctionSourcesList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(AuctionSourcesList)),
`AuctionTypesList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(AuctionTypesList)),
`ExcludeTickerList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ExcludeTickerList)),
`IncludeTickerList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(IncludeTickerList)),
`IndustryList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(IndustryList)),
`SpreadClassList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(SpreadClassList)),
PRIMARY KEY USING HASH (`userName`,`filterName`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`userName`,
`filterName`,
`clientFirm`,
`disabled`,
`includeCovered`,
`includeETFs`,
`includeADRs`,
`includeIndexes`,
`minUPrc`,
`hasUAvgDailyVlmFilter`,
`minUAvgDailyVlm`,
`maxUAvgDailyVlm`,
`minSize`,
`minAbsVega`,
`hasAbsDeltaFilter`,
`minAbsDelta`,
`maxAbsDelta`,
`hasXDeltaFilter`,
`minXDelta`,
`maxXDelta`,
`hasAtmSVolFilter`,
`minAtmSVol`,
`maxAtmSVol`,
`hasAtmSDivFilter`,
`minAtmSDiv`,
`maxAtmSDiv`,
`hasExpiryDays`,
`minExpiryDays`,
`maxExpiryDays`,
`includeZDte`,
`includeDaily`,
`includeWeekly`,
`includeRegular`,
`includeQuarterly`,
`includeLongTerm`,
`includeOtherExp`,
`includeFlex`,
`includeDirected`,
`includeCommPaying`,
`direction`,
`netVegaDirection`,
`timestamp`,
`AuctionSourcesList`,
`AuctionTypesList`,
`ExcludeTickerList`,
`IncludeTickerList`,
`IndustryList`,
`SpreadClassList`
FROM `SRTrade`.`MsgUserAuctionFilter`
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgUserAuctionFilter`
SET
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm',
/* Replace with a ENUM('None','Yes','No') */
`disabled` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeCovered` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeETFs` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeADRs` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeIndexes` = 'None',
/* Replace with a FLOAT */
`minUPrc` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasUAvgDailyVlmFilter` = 'None',
/* Replace with a FLOAT */
`minUAvgDailyVlm` = 1.23,
/* Replace with a FLOAT */
`maxUAvgDailyVlm` = 1.23,
/* Replace with a FLOAT */
`minSize` = 1.23,
/* Replace with a FLOAT */
`minAbsVega` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAbsDeltaFilter` = 'None',
/* Replace with a FLOAT */
`minAbsDelta` = 1.23,
/* Replace with a FLOAT */
`maxAbsDelta` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasXDeltaFilter` = 'None',
/* Replace with a FLOAT */
`minXDelta` = 1.23,
/* Replace with a FLOAT */
`maxXDelta` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSVolFilter` = 'None',
/* Replace with a FLOAT */
`minAtmSVol` = 1.23,
/* Replace with a FLOAT */
`maxAtmSVol` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSDivFilter` = 'None',
/* Replace with a FLOAT */
`minAtmSDiv` = 1.23,
/* Replace with a FLOAT */
`maxAtmSDiv` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasExpiryDays` = 'None',
/* Replace with a INT */
`minExpiryDays` = 5,
/* Replace with a INT */
`maxExpiryDays` = 5,
/* Replace with a ENUM('None','Yes','No') */
`includeZDte` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeDaily` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeWeekly` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeRegular` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeQuarterly` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeLongTerm` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeOtherExp` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeFlex` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeDirected` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeCommPaying` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`direction` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`netVegaDirection` = 'None',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000',
/* Replace with a JSON */
`AuctionSourcesList` = '{"key": "value"}',
/* Replace with a JSON */
`AuctionTypesList` = '{"key": "value"}',
/* Replace with a JSON */
`ExcludeTickerList` = '{"key": "value"}',
/* Replace with a JSON */
`IncludeTickerList` = '{"key": "value"}',
/* Replace with a JSON */
`IndustryList` = '{"key": "value"}',
/* Replace with a JSON */
`SpreadClassList` = '{"key": "value"}'
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgUserAuctionFilter`(
/* Replace with a VARCHAR(24) */
`userName`,
/* Replace with a VARCHAR(16) */
`filterName`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','Yes','No') */
`disabled`,
/* Replace with a ENUM('None','Yes','No') */
`includeCovered`,
/* Replace with a ENUM('None','Yes','No') */
`includeETFs`,
/* Replace with a ENUM('None','Yes','No') */
`includeADRs`,
/* Replace with a ENUM('None','Yes','No') */
`includeIndexes`,
/* Replace with a FLOAT */
`minUPrc`,
/* Replace with a ENUM('None','Yes','No') */
`hasUAvgDailyVlmFilter`,
/* Replace with a FLOAT */
`minUAvgDailyVlm`,
/* Replace with a FLOAT */
`maxUAvgDailyVlm`,
/* Replace with a FLOAT */
`minSize`,
/* Replace with a FLOAT */
`minAbsVega`,
/* Replace with a ENUM('None','Yes','No') */
`hasAbsDeltaFilter`,
/* Replace with a FLOAT */
`minAbsDelta`,
/* Replace with a FLOAT */
`maxAbsDelta`,
/* Replace with a ENUM('None','Yes','No') */
`hasXDeltaFilter`,
/* Replace with a FLOAT */
`minXDelta`,
/* Replace with a FLOAT */
`maxXDelta`,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSVolFilter`,
/* Replace with a FLOAT */
`minAtmSVol`,
/* Replace with a FLOAT */
`maxAtmSVol`,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSDivFilter`,
/* Replace with a FLOAT */
`minAtmSDiv`,
/* Replace with a FLOAT */
`maxAtmSDiv`,
/* Replace with a ENUM('None','Yes','No') */
`hasExpiryDays`,
/* Replace with a INT */
`minExpiryDays`,
/* Replace with a INT */
`maxExpiryDays`,
/* Replace with a ENUM('None','Yes','No') */
`includeZDte`,
/* Replace with a ENUM('None','Yes','No') */
`includeDaily`,
/* Replace with a ENUM('None','Yes','No') */
`includeWeekly`,
/* Replace with a ENUM('None','Yes','No') */
`includeRegular`,
/* Replace with a ENUM('None','Yes','No') */
`includeQuarterly`,
/* Replace with a ENUM('None','Yes','No') */
`includeLongTerm`,
/* Replace with a ENUM('None','Yes','No') */
`includeOtherExp`,
/* Replace with a ENUM('None','Yes','No') */
`includeFlex`,
/* Replace with a ENUM('None','Yes','No') */
`includeDirected`,
/* Replace with a ENUM('None','Yes','No') */
`includeCommPaying`,
/* Replace with a ENUM('None','Buy','Sell') */
`direction`,
/* Replace with a ENUM('None','Buy','Sell') */
`netVegaDirection`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`AuctionSourcesList`,
/* Replace with a JSON */
`AuctionTypesList`,
/* Replace with a JSON */
`ExcludeTickerList`,
/* Replace with a JSON */
`IncludeTickerList`,
/* Replace with a JSON */
`IndustryList`,
/* Replace with a JSON */
`SpreadClassList`
)
VALUES(
'Example_userName',
'Example_filterName',
'Example_clientFirm',
'None',
'None',
'None',
'None',
'None',
1.23,
'None',
1.23,
1.23,
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
5,
5,
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'2022-01-01 12:34:56.000000',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgUserAuctionFilter`
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='UserAuctionFilter' ORDER BY ordinal_position ASC;