CREATE TABLE `SRTrade`.`MsgSRStrategyStateLegX` (
`strategyNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'strategy order number',
`legId` BIGINT NOT NULL DEFAULT 0,
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'leg Security',
`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' COMMENT 'leg Security',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg Security',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg Security',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mult` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg ratio',
`side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`legState` ENUM('None','LegBadMkt','LegImprvDelay','LegNewWait','LegNoChng','LegUpdtErr','LegUpdtLmt','NoTgtQty','TgtFilled','LegNoSize','LegHold','LegActive','LegPending','LegClosed','LegRejected','LegRiskHold','LeggerClosed','LeggerPendCls') NOT NULL DEFAULT 'None',
`limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current/live effective limit price',
`orderSize` INT NOT NULL DEFAULT 0 COMMENT 'working size (from parentBrkrState.orderSize)',
`activeSize` INT NOT NULL DEFAULT 0 COMMENT 'order active size (from parentBrkrState.orderActiveSize)',
`cumFillQty` INT NOT NULL DEFAULT 0,
`avgFillPrc` DOUBLE NOT NULL DEFAULT 0,
`cpx1` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #1',
`csz1` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cpx2` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #2',
`csz2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cMore` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of additional child orders at inferior prices (if any)',
`numStateUpdates` INT NOT NULL DEFAULT 0 COMMENT 'number of record updates (cumulative for the day)',
`stateTimestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp',
`spdrBrokerStatus` ENUM('None','Updating','Active','Closing','Closed','Rejected','ActiveHold') NOT NULL DEFAULT 'None',
`spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew' COMMENT 'status of the most recent parent order handled by this broker',
`spdrCloseReason` ENUM('None','Cancelled','Filled','Replaced','Expired','Limit','System','LegReject','DoneForDay','IOCExpire','UserCxl','NoProgress','TooManyRej','ReplReject','AlgoClose','Restart','InvldParentLimit','FilledRepl','ForceClose','DmaReject','DmaExpire','DmaBrkrCxl','ReviewReject','MarketState','AlgoReject','ReviewTimeout','ChildReject','ChildCancel','ReviewClose','UPrcRange','LegBrkrClosed','ExchRisk','CrossFailed') NOT NULL DEFAULT 'None' COMMENT 'close reason of most recent parent order',
`spdrRejectReason` ENUM('None','AccntHold','UnknwnOpt','UnknwnStk','Expired','BadSize','BadOrdNum','DupOrdNum','BadVolPx','BadLmtType','BadMktPrc','BadLimit','SysReject','TestOrder','CustType','NoFirmPos','BadCent','NoSurface','UnknwnAcc','UnknwnRoot','OrdSpacing','BadOptMkt','BadStkMkt','SendFailed','BadExpose','BadPrem','NoOptLeg','Min2Leg','Max6Leg','BadStkSz','BadRatio','BadLegID','DupLegID','MixedRoots','OffMkt','CentVol','CentLeg','CentRng','CentSAtm','CentSpln','CentErr','NoRiskGrp','BadDDivs','NoPricer','CalcErr','TwapLate','TwapTime','NoAcctMap','UserUnk','UserHold','GTCHold','SysException','StkCrossed','BadOrdType','BadSSaleFlag','NoBorrow','NoFacilitateAccnt','UnknwnFut','MktNotOpen','NoRoutes','NoLocate','SSaleRstr','NoLegs','BadSide','BadLegKeyType','UnknwnRefStk','BadRefMktPrc','UnknwnRefFut','UnknwnRefAtm','BadRefVe','BadProdDef','StkOddLot','RiskException','MaxParticipation','MarExemptHold','NoMarRec','NullCounter','StkQty','FutQty','OptQty','StkDDelta','FutDDelta','OptDDelta','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVega','DayShWtVega','DayAbsWtVega','DayLnNValue','DayShNValue','DayAbsNValue','AccFrozen','ConfigErr','NoFMFuture','NoLinkage','NoProdDef','BadRiskID','InvldAutoH','LegChange','CxlSpacing','BadHedgeInst','TooLateToReduce','PendCxlRepl','InvldCxlRepl','InvldCxl','DmaReject','NoUPrc','TwapSteps','UnknwnFirm','NoSSaleFlg','AccntNotMM','BadSource','VwapLate','AlreadyFilled','UnknownSecKey','InvldGTD','NotSupported','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','PointCurrencyErr','StkCollar','FutCollar','OptCollar','LmtCollar','RefUPrcErr','InvldUser','InvldAccnt','UnknownCrossId','WidUMkt','UMktCls','UPrcRange','RiskCollarRng') NOT NULL DEFAULT 'None' COMMENT 'reject reason (if any) of most recent parent order',
`spdrComment` TINYTEXT NOT NULL DEFAULT '',
`brkrUpdateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`riskLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'risk limit size (maximum size to nearest risk limit)',
`riskLimitDesc` ENUM('None','NullCounter','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVe','DayShWtVe','DayAbsWtVe','DayLnNValue','DayShNValue','DayAbsNValue','StkImpact','FutImpact','OptImpact','NullMRC','NullSRC','DDeltaLn','DDeltaSh','DDeltaAbs','WtVegaLn','WtVegaSh','WtVegaAbs','NValueLn','NValueSh','NValueAbs','CtrlDisable','AccEmaDdLn','AccEmaDdSh','AccEmaWvLn','AccEmaWvSh','SymEmaDdLn','SymEmaDdSh','SymEmaWvLn','SymEmaWvSh','ExpDDeltaLn','ExpDDeltaSh','ExpWtVegaLn','ExpWtVegaSh','ExpRm6Ln','ExpRm6Sh','SymDDeltaLn','SymDDeltaSh','SymVegaLn','SymVegaSh','SymWtVegaLn','SymWtVegaSh','SymRm7Ln','SymRm7Sh','GrpDdLn','GrpDdSh','GrpOptQtyLn','GrpOptQtySh','GrpOptQtyAbs','GrpVegaLn','GrpVegaSh','GrpVegaAbs','GrpRm1Ln','GrpRm1Sh','GrpRm1Abs','GrpRm2Ln','GrpRm2Sh','GrpRm3Ln','GrpRm3Sh','GrpRm4Ln','GrpRm4Sh','GrpRm5Ln','GrpRm5Sh','UDn50','UUp50','UDn15','UUp15','OrderSize','SysErr','StkErr','FutErr','OptErr','SSaleErr','SSaleRstr','StkSellLmt','Locate','StkRstct','SizeCap','ZeroCross','PreOpnQ','TrgWait','WaitStart','WaitTrigger','LegStep','TwapStep','MktNotReady','MaxRisk','NoStkBrw','BadMkt','BadLmt','NoAltOrdId','InvldBrkr','MaxChildOrders','MktHalted','UPrcErr','MinUBid','MaxUAsk','PreStart','ClntRteDn','ActiveSize','MktClosed','NoDDeltaMult','InvldDelta','RiskCollarRng','DayFutCnBot','DayFutCnSld','DayFutCnAbs','AccFutCnAbs') NOT NULL DEFAULT 'None' COMMENT 'reason for size reduction',
`brkrLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'simple limit',
`brkrLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`makeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'make limit',
`makeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`takeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'take limit',
`takeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`maxProgress` ENUM('None','Initialize','Rejected','PreOpen','RiskHold','Working','ChkRte','RteRej','WaitAction','InMarket','Filling','Filled','PendingClose','Closed','HedgeHold') NOT NULL DEFAULT 'None' COMMENT 'maximum point of progress for most recent parent order',
`maxProgressDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional detail on point of maximum progress',
`maxProgressTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'time of last max progress advance',
`brokerState` ENUM('None','Start','MarNotEnabled','CloseRequest','WaitTrigger','ChkBrkrFail','NotValid','StepChk','ResetOff','ResetOn','ResetActive','TwapChkWait','TwapChk','VwapChk','VwapVlmFail','CleanupBrkr','AlgoNormal','StkClosed','StkHalted','StkNotOpn','FutClosed','FutHalted','FutNotOpn','TryCxlChildrenCont','BrkrPendNew','BrkrPendClose','BrkrPreOpnQ','BrkrPendRpl','BrkrWaitTrig','TryCxlChildrenTerm','PendChildCxl','Done','BrkrClosing','BrkrClosed','BrkrRejected','MktHalted','LimitErr','RiskHold','SecTypeErr','MktDataErr','LmtErr','StkNotRdy','MinUPrcLmt','MaxUPrcLmt','InvldSysEnv','InvldRunStatus','InvldEngineType','MarketClosed','GoodTillDttmReached','TestExpired','AutoHedgeExpired','EngineClosed','EngPreOpn','OutsideMktDay','OutsideMktDay2','MaxChildRejects','IOCExpired','ProgressTimeout','NoStreetFixSession','StreetFixNotLoggedIn','StreetFixTimeout','HedgeHold','NewParent','AddUpdate','ClearAction','UpdateLegLimit','Exception','AlgoWorking','ReviewReject','ReviewPending','ReviewTimeout','PendTrigger','PendReview','PendCxlRpl','Suspended','LeggerWait','NoStkMkt','CkIncrProgress','TriggerHold','SwitchMOC','HoldMOC','VwapStepWait','MaxChildOrders','ActiveHold') NOT NULL DEFAULT 'None' COMMENT 'broker monitor state',
`brokerCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by broker monitor (note: most checks result in no action)]',
`makeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of non-marketable order handler (maker)',
`makeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by post handler (note: most checks result in no action)',
`takeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of marketable order handler (taker)',
`takeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by take handler (note: most checks result in no action)',
`lastChildEvent` ENUM('None','OK','ChildError','EnvNotValid','NoOrdSide','OptNotReady','ChildErrHold','ImmCxl','MaxChildOrders','RollVlm','MoveVlm') NOT NULL DEFAULT 'None' COMMENT '[enum] last event code from broker/child order handler(s)',
`lastChildRejectDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last child order reject dttm (if any)',
`lastChildRejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'last child order reject reason/text (if any)',
`spdrMktState` ENUM('None','PreOpen','Open','Closed','Halted','EngNotOpen','Exception') NOT NULL DEFAULT 'None' COMMENT '[enum] market state',
`numNewOrders` INT NOT NULL DEFAULT 0 COMMENT 'number of child orders generated by this broker (all parent orders)',
`numParentLimits` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of parent limit messages received for this broker',
`activeSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds that the parent order was active',
`workingSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of child order seconds (can be greater than activeSeconds if working on more than one exchange)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`strategyNumber`,`legId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';