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Version: 8.4.10.2

UserAuctionFilter

V8 Message Definiton

METADATA

AttributeValue
Topic1800-client-config
MLink TokenSRATS
ProductSRTrade
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
userNameVARCHAR(24)PRI''
filterNameVARCHAR(16)PRI''
clientFirmVARCHAR(16)''client firm of the user this filter belongs to
disabledenum - YesNo'None'
includeCoveredenum - YesNo'None'must match if not None
includeETFsenum - YesNo'None'must match if not None
includeADRsenum - YesNo'None'must match if not None
includeIndexesenum - YesNo'None'must match if not None
minUPrcFLOAT0min underlier price
hasUAvgDailyVlmFilterenum - YesNo'None'if Yes use fields minUAvgDailyVlm maxUAvgDailyVlm
minUAvgDailyVlmFLOAT0min underlier avg daily volume in 1mm increments
maxUAvgDailyVlmFLOAT0max underlier avg daily volume in 1mm increments
minSizeFLOAT0min order size no decimals
minAbsVegaFLOAT0min absolute vega no decimals
hasAbsDeltaFilterenum - YesNo'None'if Yes use fields minAbsDelta maxAbsDelta
minAbsDeltaFLOAT0min absolute delta
maxAbsDeltaFLOAT0max absolute delta
hasXDeltaFilterenum - YesNo'None'if Yes use fields minXDelta maxXDelta
minXDeltaFLOAT0
maxXDeltaFLOAT0
hasAtmSVolFilterenum - YesNo'None'if Yes use fields minAtmSVol maxAtmSVol
minAtmSVolFLOAT0
maxAtmSVolFLOAT0
hasAtmSDivFilterenum - YesNo'None'if Yes use fields minAtmSDiv maxAtmSDiv
minAtmSDivFLOAT0
maxAtmSDivFLOAT0
hasExpiryDaysenum - YesNo'None'if Yes use fields minExpiryDays maxExpiryDays
minExpiryDaysINT0min days to expiration
maxExpiryDaysINT0max days to expiration
includeZDteenum - YesNo'None'must match if not None
includeDailyenum - YesNo'None'must match if not None
includeWeeklyenum - YesNo'None'must match if not None
includeRegularenum - YesNo'None'must match if not None
includeQuarterlyenum - YesNo'None'must match if not None
includeLongTermenum - YesNo'None'must match if not None
includeOtherExpenum - YesNo'None'must match if not None
includeFlexenum - YesNo'None'must match if not None
includeDirectedenum - YesNo'None'must match if not None
includeCommPayingenum - YesNo'None'must match if not None
directionenum - BuySell'None'must match if not None Buy Buy Regular or Sell Flipped Buy cust is buying
netVegaDirectionenum - BuySell'None'must match if not None Buy cust is buying net vega
modifiedByVARCHAR(24)''
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
AuctionSourcesListJSON'JSON_OBJECT()'
AuctionTypesListJSON'JSON_OBJECT()'
ExcludeTickerListJSON'JSON_OBJECT()'
IncludeTickerListJSON'JSON_OBJECT()'
IndustryListJSON'JSON_OBJECT()'
SpreadClassListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
userName1
filterName2

JSON Block (AuctionSourcesList)

FieldTypeComment
auctionSourceenum - auctionSource

JSON Block (AuctionTypesList)

FieldTypeComment
auctionTypeenum - auctionType

JSON Block (ExcludeTickerList)

FieldTypeComment
tickerTickerKey

JSON Block (IncludeTickerList)

FieldTypeComment
tickerTickerKey

JSON Block (IndustryList)

FieldTypeComment
industrystringindustry string prefix must match left edge

JSON Block (SpreadClassList)

FieldTypeComment
spreadClassenum - 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;