AutoResponderRC
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
MLink Token | SRATS |
Product | SRTrade |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
accnt | VARCHAR(16) | PRI | '' | |
clientFirm | VARCHAR(16) | PRI | '' | |
root_at | enum - AssetType | PRI | 'None' | |
root_ts | enum - TickerSrc | PRI | 'None' | |
root_tk | VARCHAR(12) | PRI | '' | |
expiry | DATE | PRI | '1900-01-01' | |
respSide | enum - BuySell | PRI | 'None' | auction responder side your side Buy Buy Synthetic Sell Shares |
userName | VARCHAR(24) | '' | username used for responding to auction notices | |
ticker_at | enum - AssetType | 'None' | ||
ticker_ts | enum - TickerSrc | 'None' | ||
ticker_tk | VARCHAR(12) | '' | ||
isDisabled | enum - YesNo | 'None' | if Yes this autoresponder record is disabled | |
expiryQtyAvail | INT | 0 | revcons contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units | |
tickerQtyAvail | INT | 0 | revcons contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units | |
transactFee | DOUBLE | 0 | you pay you receive | |
stockRate | DOUBLE | 0 | 000 no effective lendborrow value 360 day convention | |
moneyRate | DOUBLE | 0 | effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365 | |
ddivPv | DOUBLE | 0 | present value of any expected dividends to expiry | |
divControl | enum - DivControl | 'None' | disable this autoresponder record if SR Dividends exist or are estimates | |
respondFlex | enum - YesNo | 'None' | if not None much match auction notice containsFlex field | |
incFeesInResp | enum - YesNo | 'None' | include all estimated responder fees in final response price | |
roundRule | enum - RoundRule | 'None' | ||
riskGroupId | CHAR(19) | '0000-0000-0000-0000' | ||
modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
modifiedIn | enum - SysEnvironment | 'None' | ||
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
accnt | 1 |
clientFirm | 2 |
root_tk | 3 |
root_at | 4 |
root_ts | 5 |
expiry | 6 |
respSide | 7 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgAutoResponderRC` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`root_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',
`root_tk` VARCHAR(12) NOT NULL DEFAULT '',
`expiry` DATE NOT NULL DEFAULT '1900-01-01',
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side); Buy = Buy Synthetic (Sell Shares)',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'username used for responding to auction notices',
`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 '',
`isDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this auto-responder record is disabled',
`expiryQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'revcons (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]',
`tickerQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'revcons (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]',
`transactFee` DOUBLE NOT NULL DEFAULT 0 COMMENT '(+ = you pay) / (- = you receive)',
`stockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT '0.00 = no effective lend/borrow value (360 day convention)',
`moneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]',
`ddivPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'present value of any expected dividends to expiry',
`divControl` ENUM('None','DisableAny','DisableEstimates') NOT NULL DEFAULT 'None' COMMENT 'disable this auto-responder record if SR Dividends exist or are estimates',
`respondFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if not None, much match auction notice containsFlex field',
`incFeesInResp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'include all estimated responder fees in final response price',
`roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`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',
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`root_tk`,`root_at`,`root_ts`,`expiry`,`respSide`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`accnt`,
`clientFirm`,
`root_at`,
`root_ts`,
`root_tk`,
`expiry`,
`respSide`,
`userName`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`isDisabled`,
`expiryQtyAvail`,
`tickerQtyAvail`,
`transactFee`,
`stockRate`,
`moneyRate`,
`ddivPv`,
`divControl`,
`respondFlex`,
`incFeesInResp`,
`roundRule`,
`riskGroupId`,
`timestamp`
FROM `SRTrade`.`MsgAutoResponderRC`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgAutoResponderRC`
SET
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName',
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a ENUM('None','Yes','No') */
`isDisabled` = 'None',
/* Replace with a INT */
`expiryQtyAvail` = 5,
/* Replace with a INT */
`tickerQtyAvail` = 5,
/* Replace with a DOUBLE */
`transactFee` = 4.56,
/* Replace with a DOUBLE */
`stockRate` = 4.56,
/* Replace with a DOUBLE */
`moneyRate` = 4.56,
/* Replace with a DOUBLE */
`ddivPv` = 4.56,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`respondFlex` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp` = 'None',
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a CHAR(19) */
`riskGroupId` = 'Example_riskGroupId',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgAutoResponderRC`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts`,
/* Replace with a VARCHAR(12) */
`root_tk`,
/* Replace with a DATE */
`expiry`,
/* Replace with a ENUM('None','Buy','Sell') */
`respSide`,
/* Replace with a VARCHAR(24) */
`userName`,
/* 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') */
`isDisabled`,
/* Replace with a INT */
`expiryQtyAvail`,
/* Replace with a INT */
`tickerQtyAvail`,
/* Replace with a DOUBLE */
`transactFee`,
/* Replace with a DOUBLE */
`stockRate`,
/* Replace with a DOUBLE */
`moneyRate`,
/* Replace with a DOUBLE */
`ddivPv`,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl`,
/* Replace with a ENUM('None','Yes','No') */
`respondFlex`,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_root_tk',
'2022-01-01',
'None',
'Example_userName',
'None',
'None',
'Example_ticker_tk',
'None',
5,
5,
4.56,
4.56,
4.56,
4.56,
'None',
'None',
'None',
'None',
'Example_riskGroupId',
'2022-01-01 12:34:56.000000'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgAutoResponderRC`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AutoResponderRC' ORDER BY ordinal_position ASC;