SpdrFixParentCancel

V8 Message Definiton

Records inserted into this table causes the corresponding parent order to be cancelled if it is active and cancellable.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	SystemData
Product	SRTrade
accessType	SELECT,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
altCancelId	VARCHAR(24)	PRI	''	usually client FIX clOrdId of the inbound OrderCancel request
srcRoutingCode	VARCHAR(65)	PRI	''	client FIX session
clientSeqNumIn	INT		0
altOrderId	VARCHAR(24)		''	usually client FIX origClOrdId order to be cancelled
secKey_at	enum - AssetType		'None'	Composite Security Key
secKey_ts	enum - TickerSrc		'None'	Composite Security Key
secKey_tk	VARCHAR(12)		''	Composite Security Key
secKey_yr	SMALLINT UNSIGNED		0	Composite Security Key
secKey_mn	TINYINT UNSIGNED		0	Composite Security Key
secKey_dy	TINYINT UNSIGNED		0	Composite Security Key
secKey_xx	DOUBLE		0	Composite Security Key
secKey_cp	enum - CallPut		'Call'	Composite Security Key
secType	enum - SpdrKeyType		'None'	Security Type Stock Future Option
cxlReason	VARCHAR(16)		''
spdrCloseReason	enum - SpdrCloseReason		'None'	Valid values from CGW UserCxl System
engineName	VARCHAR(32)		''	set by the engine handling event should be blank on arrival
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
altCancelId	1
srcRoutingCode	2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRFixParentCancel` (
    `altCancelId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX clOrdId of the inbound OrderCancel request',
    `srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'client FIX session',
    `clientSeqNumIn` INT NOT NULL DEFAULT 0,
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX origClOrdId (order to be cancelled)',
    `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 'Composite Security Key',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'Composite Security Key',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Composite Security Key',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'Composite Security Key',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
    `cxlReason` VARCHAR(16) NOT NULL DEFAULT '',
    `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 'Valid values from CGW: UserCxl, System',
    `engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'set by the engine handling event (should be blank on arrival)',
    `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',
    PRIMARY KEY USING HASH (`altCancelId`,`srcRoutingCode`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Records inserted into this table causes the corresponding parent order to be cancelled if it is active and cancellable.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `altCancelId`,
    `srcRoutingCode`,
    `clientSeqNumIn`,
    `altOrderId`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `cxlReason`,
    `spdrCloseReason`,
    `engineName`,
    `timestamp`
FROM `SRTrade`.`MsgSRFixParentCancel`
WHERE 
    /* Replace with a VARCHAR(24) */ 
    `altCancelId` = 'Example_altCancelId'
  AND
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRFixParentCancel`(
    /* Replace with a VARCHAR(24) */ 
    `altCancelId`,
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode`,
    /* Replace with a INT */ 
    `clientSeqNumIn`,
    /* Replace with a VARCHAR(24) */ 
    `altOrderId`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `secKey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy`,
    /* Replace with a DOUBLE */ 
    `secKey_xx`,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp`,
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType`,
    /* Replace with a VARCHAR(16) */ 
    `cxlReason`,
    /* Replace with a 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') */ 
    `spdrCloseReason`,
    /* Replace with a VARCHAR(32) */
    `engineName`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_altCancelId',
    'Example_srcRoutingCode',
    5,
    'Example_altOrderId',
    'None',
    'None',
    'Example_secKey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    'Example_cxlReason',
    'None',
    'Example_engineName',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgSRFixParentCancel` 
WHERE
    /* Replace with a VARCHAR(24) */ 
    `altCancelId` = 'Example_altCancelId'
  AND
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SpdrFixParentCancel' ORDER BY ordinal_position ASC;