CurrencyPositionRecordV5

V8 Message Definiton

CurrencyPositionRecords are live risk records that contain start-of-day positions and all subsequent transactions. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single currency. New records are published immediately when a position changes and about once per minute if no position has changed.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
Product	SRRisk
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
currency	enum - Currency	PRI	'None'
accnt	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
mnyOpnPosPrv	INT		0	startofday SR currency position rotated from prior day record
mnyOpnPosClr	INT		0	startofday CLR currency position supplied by clientclearing firm via clearing position load
mnyOpnPos	INT		0	start of period currency position effective can be from either CLR or SR
mnyOpnPosSrc	enum - PositionSource		'None'	start of period position source
mnyBot	INT		0	currency units bot today
mnySld	INT		0	currency units sld today
numExecutions	INT		0	number of currency transactions included in mnyBot and mnySld today
maxExecDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	max timestamp of included currency transaction records
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
currency	1
accnt	2
tradeDate	3
clientFirm	4

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgCurrencyPositionRecordV5` (
    `currency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
    `mnyOpnPosPrv` INT NOT NULL DEFAULT 0 COMMENT 'start-of-day SR currency position (rotated from prior day record)',
    `mnyOpnPosClr` INT NOT NULL DEFAULT 0 COMMENT 'start-of-day CLR currency position (supplied by client/clearing firm via clearing position load)',
    `mnyOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'start of period currency position (effective; can be from either CLR or SR)',
    `mnyOpnPosSrc` ENUM('None','Zero','SR','CLR') NOT NULL DEFAULT 'None' COMMENT 'start of period position source',
    `mnyBot` INT NOT NULL DEFAULT 0 COMMENT 'currency units bot today',
    `mnySld` INT NOT NULL DEFAULT 0 COMMENT 'currency units sld today',
    `numExecutions` INT NOT NULL DEFAULT 0 COMMENT 'number of currency transactions included in mnyBot and mnySld today',
    `maxExecDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'max (timestamp) of included currency transaction records',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`currency`,`accnt`,`tradeDate`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='CurrencyPositionRecords are live risk records that contain start-of-day positions and all subsequent transactions.\nThese records are published by a CoreRiskServer and represent the position and risk markup detail for a single currency.\nNew records are published immediately when a position changes and about once per minute if no position has changed.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `currency`,
    `accnt`,
    `tradeDate`,
    `clientFirm`,
    `mnyOpnPosPrv`,
    `mnyOpnPosClr`,
    `mnyOpnPos`,
    `mnyOpnPosSrc`,
    `mnyBot`,
    `mnySld`,
    `numExecutions`,
    `maxExecDttm`,
    `timestamp`
FROM `SRRisk`.`MsgCurrencyPositionRecordV5`
WHERE 
    /* Replace with a ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') */ 
    `currency` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='CurrencyPositionRecordV5' ORDER BY ordinal_position ASC;