GlobalRiskControl

V8 Message Definiton

GlobalRiskControl records are used to establish ticker specific order size risk control limits

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	ClientControl
Product	SRControl
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
stkEnabled	enum - MarState		'None'	Enabled or not for equities Nonedisabled
futEnabled	enum - MarState		'None'	Enabled or not for futures Nonedisabled
optEnabled	enum - MarState		'None'	Enabled or not for options Nonedisabled
orderMaxMargin	FLOAT		0	Maximum abs margin per parent order SR variation margin
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 percentage in decimals
futCollarPct	FLOAT		0	Maximum user limit vs bidask price control percentage in decimals
optCollarPct	FLOAT		0	Maximum user limit vs bidask price control percentage in decimals
modifiedBy	VARCHAR(24)		''	User that last modified this record
modifiedIn	enum - SysEnvironment		'None'	Environment this record was last updated in
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	Timestamp of this record

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgGlobalRiskControl` (
    `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 '',
    `stkEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for equities (None=disabled)',
    `futEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for futures (None=disabled)',
    `optEnabled` ENUM('None','Enable','Disabled','CloseOnly') NOT NULL DEFAULT 'None' COMMENT 'Enabled or not for options (None=disabled)',
    `orderMaxMargin` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum (abs) margin per parent order (SR variation margin)',
    `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 - percentage in decimals',
    `futCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
    `optCollarPct` FLOAT NOT NULL DEFAULT 0 COMMENT 'Maximum user limit vs bid/ask price control - percentage in decimals',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'User that last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'Environment this record was last updated in',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Timestamp of this record',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='GlobalRiskControl records are used to establish ticker specific order size risk control limits';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `stkEnabled`,
    `futEnabled`,
    `optEnabled`,
    `orderMaxMargin`,
    `orderMaxStkQty`,
    `orderMaxFutQty`,
    `orderMaxOptQty`,
    `orderMaxStkDDelta`,
    `orderMaxFutDDelta`,
    `orderMaxOptDDelta`,
    `stkCollarPct`,
    `futCollarPct`,
    `optCollarPct`,
    `timestamp`
FROM `SRControl`.`MsgGlobalRiskControl`
WHERE 
    /* 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';

Doc Columns Query

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