SRFixParentExecution
METADATA
| Attribute | Value |
|---|---|
| Topic | 3985-parent-orders |
| MLink Token | Internal |
| Product | SRTrade |
| accessType | SELECT |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| fillNumber | BIGINT | PRI | 0 | |
| uniqueMsgID | VARCHAR(30) | PRI | '' | internal stream unique messageId Usually either an execId clOrdId or crossId Unique across drop stream drop server and client firm |
| serverCode | VARCHAR(32) | PRI | '' | SR Drop Server Code |
| clientFirm | VARCHAR(16) | PRI | '' | SR Client Firm |
| streamType | enum - StreamType | PRI | 'None' | |
| accnt | VARCHAR(16) | '' | SR internal account used for permissioningrouting | |
| 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' | ||
| baseParentNumber | CHAR(19) | '0000-0000-0000-0000' | SpiderRock base parent number | |
| parentNumber | CHAR(19) | '0000-0000-0000-0000' | SpiderRock parent number | |
| fillVersion | TINYINT UNSIGNED | 0 | ||
| clOrdId | CHAR(19) | '0000-0000-0000-0000' | SR Child Order Number matches SpdrChildOrderpkeyclOrdId | |
| side | enum - BuySell | 'None' | ||
| execStatus | enum - ExecStatus | 'None' | SpiderRock execution status FillBustCorrect | |
| lastFillQty | INT | 0 | ||
| lastFillPrice | DOUBLE | 0 | ||
| lastFillDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| cumFillQty | INT | 0 | from SpdrParentExecutioncumFillQty | |
| avgFillPrice | DOUBLE | 0 | from SpdrParentExecutionavgFillPrice | |
| fixClOrdId | VARCHAR(32) | '' | stream clOrdID11 | |
| fixCrossId | VARCHAR(32) | '' | stream crossID548 | |
| fixExecId | VARCHAR(32) | '' | stream execID17 | |
| fixExecType | VARCHAR(4) | '' | stream execType150 | |
| fixOrdStatus | VARCHAR(4) | '' | stream ordStatus39 | |
| fixCumFillQty | INT | 0 | stream cumQty14 | |
| fixAvgFillPx | DOUBLE | 0 | stream avgPx6 | |
| fixTransactDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | stream transactTime60 | |
| netTimestamp | BIGINT | 0 | drop gateway arrival timestamp | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| fillNumber | 1 |
| uniqueMsgID | 2 |
| serverCode | 3 |
| clientFirm | 4 |
| streamType | 5 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgSRFixParentExecution` (
`fillNumber` BIGINT NOT NULL DEFAULT 0,
`uniqueMsgID` VARCHAR(30) NOT NULL DEFAULT '' COMMENT 'internal stream unique messageId. Usually either an execId, clOrdId, or crossId. Unique across drop stream (drop server and client firm)',
`serverCode` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'SR Drop Server Code',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR Client Firm',
`streamType` ENUM('None','ClientGW','DropServer') NOT NULL DEFAULT 'None',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR internal account (used for permissioning/routing)',
`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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','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',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock base parent number',
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent number',
`fillVersion` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR Child Order Number (matches SpdrChildOrder.pkey.clOrdId)',
`side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`execStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct)',
`lastFillQty` INT NOT NULL DEFAULT 0,
`lastFillPrice` DOUBLE NOT NULL DEFAULT 0,
`lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'from SpdrParentExecution.cumFillQty',
`avgFillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'from SpdrParentExecution.avgFillPrice',
`fixClOrdId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream clOrdID<11>',
`fixCrossId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream crossID<548>',
`fixExecId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'stream execID<17>',
`fixExecType` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'stream execType<150>',
`fixOrdStatus` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'stream ordStatus<39>',
`fixCumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'stream cumQty<14>',
`fixAvgFillPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stream avgPx<6>',
`fixTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'stream transactTime<60>',
`netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'drop gateway arrival timestamp',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
PRIMARY KEY USING HASH (`fillNumber`,`uniqueMsgID`,`serverCode`,`clientFirm`,`streamType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`fillNumber`,
`uniqueMsgID`,
`serverCode`,
`clientFirm`,
`streamType`,
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`baseParentNumber`,
`parentNumber`,
`fillVersion`,
`clOrdId`,
`side`,
`execStatus`,
`lastFillQty`,
`lastFillPrice`,
`lastFillDttm`,
`cumFillQty`,
`avgFillPrice`,
`fixClOrdId`,
`fixCrossId`,
`fixExecId`,
`fixExecType`,
`fixOrdStatus`,
`fixCumFillQty`,
`fixAvgFillPx`,
`fixTransactDttm`,
`netTimestamp`,
`timestamp`
FROM `SRTrade`.`MsgSRFixParentExecution`
WHERE
/* Replace with a BIGINT */
`fillNumber` = 1234567890
AND
/* Replace with a VARCHAR(30) */
`uniqueMsgID` = 'Example_uniqueMsgID'
AND
/* Replace with a VARCHAR(32) */
`serverCode` = 'Example_serverCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','ClientGW','DropServer') */
`streamType` = 'None';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SRFixParentExecution' ORDER BY ordinal_position ASC;