MarRiskControlTkOverride

V8 Message Definiton

MarRiskControlTkOverride records are used to establish ticker-specific risk controls SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	ClientControl
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
riskFirm	VARCHAR(16)	PRI	''
riskGroup	VARCHAR(16)	PRI	''
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
isTestAccnt	enum - YesNo	PRI	'None'	if Yes this control applies only to risk from test accnts
stkEnabled	enum - MarState		'None'
futEnabled	enum - MarState		'None'
optEnabled	enum - MarState		'None'
blockShortSales	enum - YesNo		'None'	block all short sales
orderMaxStkQty	INT		0	number of equity shares that can be bought or sold by a single parent order
orderMaxFutQty	INT		0	number of futures contracts that can be bought or sold by a single parent order
orderMaxOptQty	INT		0	number of option contracts that can be bought or sold by a single parent order
orderMaxStkDDelta	FLOAT		0	maximum abs mny per stock parent order ddelta 001 shares pointValue midPrc
orderMaxFutDDelta	FLOAT		0	maximum abs mny per future parent order ddelta 001 contracts pointValue midPrc
orderMaxOptDDelta	FLOAT		0	maximum abs mny per option parent order ddelta 001 contracts pointValue ABSde uMidPrc
stkCollarPct	FLOAT		0	maximum user limit vs bidask price control
futCollarPct	FLOAT		0	maximum user limit vs bidask price control
optCollarPct	FLOAT		0	maximum user limit vs bidask price control
maxAccFutCnAbs	INT		0	max absolute net accnt future contracts
maxDayFutCnBot	INT		0	day future contracts bot
maxDayFutCnSld	INT		0	day future contracts sld
maxDayFutCnAbs	INT		0	max absolute net day future contracts
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
riskFirm	1
riskGroup	2
ticker_tk	3
ticker_at	4
ticker_ts	5
isTestAccnt	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgMarRiskControlTkOverride` (
    `riskFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `riskGroup` VARCHAR(16) NOT NULL DEFAULT '',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ticker_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',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `isTestAccnt` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this control applies only to risk from test accnts',
    `stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None',
    `blockShortSales` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'block all short sales',
    `orderMaxStkQty` INT NOT NULL DEFAULT 0 COMMENT 'number of equity shares that can be bought or sold by a single parent order',
    `orderMaxFutQty` INT NOT NULL DEFAULT 0 COMMENT 'number of futures contracts that can be bought or sold by a single parent order',
    `orderMaxOptQty` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts that can be bought or sold by a single parent order',
    `orderMaxStkDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc',
    `orderMaxFutDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc',
    `orderMaxOptDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc',
    `stkCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum user limit vs bid/ask price control',
    `futCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum user limit vs bid/ask price control',
    `optCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum user limit vs bid/ask price control',
    `maxAccFutCnAbs` INT NOT NULL DEFAULT 0 COMMENT 'max absolute (net) accnt future contracts',
    `maxDayFutCnBot` INT NOT NULL DEFAULT 0 COMMENT 'day future contracts bot',
    `maxDayFutCnSld` INT NOT NULL DEFAULT 0 COMMENT 'day future contracts sld',
    `maxDayFutCnAbs` INT NOT NULL DEFAULT 0 COMMENT 'max absolute (net) day future contracts',
    `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',
    PRIMARY KEY USING HASH (`riskFirm`,`riskGroup`,`ticker_tk`,`ticker_at`,`ticker_ts`,`isTestAccnt`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='MarRiskControlTkOverride records are used to establish ticker-specific risk controls SpiderRock execution engines.  These records are only viewable and editable by users belonging to the same riskFirm as the control records.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `riskFirm`,
    `riskGroup`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `isTestAccnt`,
    `stkEnabled`,
    `futEnabled`,
    `optEnabled`,
    `blockShortSales`,
    `orderMaxStkQty`,
    `orderMaxFutQty`,
    `orderMaxOptQty`,
    `orderMaxStkDDelta`,
    `orderMaxFutDDelta`,
    `orderMaxOptDDelta`,
    `stkCollarPct`,
    `futCollarPct`,
    `optCollarPct`,
    `maxAccFutCnAbs`,
    `maxDayFutCnBot`,
    `maxDayFutCnSld`,
    `maxDayFutCnAbs`,
    `timestamp`
FROM `SRControl`.`MsgMarRiskControlTkOverride`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None'
  AND
    /* Replace with a 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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgMarRiskControlTkOverride` 
SET
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales` = 'None',
    /* Replace with a INT */ 
    `orderMaxStkQty` = 5,
    /* Replace with a INT */ 
    `orderMaxFutQty` = 5,
    /* Replace with a INT */ 
    `orderMaxOptQty` = 5,
    /* Replace with a FLOAT */ 
    `orderMaxStkDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `orderMaxFutDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `orderMaxOptDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `stkCollarPct` = 1.23,
    /* Replace with a FLOAT */ 
    `futCollarPct` = 1.23,
    /* Replace with a FLOAT */ 
    `optCollarPct` = 1.23,
    /* Replace with a INT */ 
    `maxAccFutCnAbs` = 5,
    /* Replace with a INT */ 
    `maxDayFutCnBot` = 5,
    /* Replace with a INT */ 
    `maxDayFutCnSld` = 5,
    /* Replace with a INT */ 
    `maxDayFutCnAbs` = 5,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None'
  AND
    /* Replace with a 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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgMarRiskControlTkOverride`(
    /* Replace with a VARCHAR(16) */ 
    `riskFirm`,
    /* Replace with a VARCHAR(16) */ 
    `riskGroup`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at`,
    /* Replace with a 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') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales`,
    /* Replace with a INT */ 
    `orderMaxStkQty`,
    /* Replace with a INT */ 
    `orderMaxFutQty`,
    /* Replace with a INT */ 
    `orderMaxOptQty`,
    /* Replace with a FLOAT */ 
    `orderMaxStkDDelta`,
    /* Replace with a FLOAT */ 
    `orderMaxFutDDelta`,
    /* Replace with a FLOAT */ 
    `orderMaxOptDDelta`,
    /* Replace with a FLOAT */ 
    `stkCollarPct`,
    /* Replace with a FLOAT */ 
    `futCollarPct`,
    /* Replace with a FLOAT */ 
    `optCollarPct`,
    /* Replace with a INT */ 
    `maxAccFutCnAbs`,
    /* Replace with a INT */ 
    `maxDayFutCnBot`,
    /* Replace with a INT */ 
    `maxDayFutCnSld`,
    /* Replace with a INT */ 
    `maxDayFutCnAbs`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_riskFirm',
    'Example_riskGroup',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    'None',
    'None',
    'None',
    'None',
    5,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    5,
    5,
    5,
    5,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgMarRiskControlTkOverride` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None'
  AND
    /* Replace with a 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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='MarRiskControlTkOverride' ORDER BY ordinal_position ASC;