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Version: 8.4.12.1

SRFixParentExecution

V8 Message Definiton

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenInternal
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
fillNumberBIGINTPRI0
uniqueMsgIDVARCHAR(30)PRI''internal stream unique messageId Usually either an execId clOrdId or crossId Unique across drop stream drop server and client firm
serverCodeVARCHAR(32)PRI''SR Drop Server Code
clientFirmVARCHAR(16)PRI''SR Client Firm
streamTypeenum - StreamTypePRI'None'
accntVARCHAR(16)''SR internal account used for permissioningrouting
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
baseParentNumberCHAR(19)'0000-0000-0000-0000'SpiderRock base parent number
parentNumberCHAR(19)'0000-0000-0000-0000'SpiderRock parent number
fillVersionTINYINT UNSIGNED0
clOrdIdCHAR(19)'0000-0000-0000-0000'SR Child Order Number matches SpdrChildOrderpkeyclOrdId
sideenum - BuySell'None'
execStatusenum - ExecStatus'None'SpiderRock execution status FillBustCorrect
lastFillQtyINT0
lastFillPriceDOUBLE0
lastFillDttmDATETIME(6)'1900-01-01 00:00:00.000000'
cumFillQtyINT0from SpdrParentExecutioncumFillQty
avgFillPriceDOUBLE0from SpdrParentExecutionavgFillPrice
fixClOrdIdVARCHAR(32)''stream clOrdID11
fixCrossIdVARCHAR(32)''stream crossID548
fixExecIdVARCHAR(32)''stream execID17
fixExecTypeVARCHAR(4)''stream execType150
fixOrdStatusVARCHAR(4)''stream ordStatus39
fixCumFillQtyINT0stream cumQty14
fixAvgFillPxDOUBLE0stream avgPx6
fixTransactDttmDATETIME(6)'1900-01-01 00:00:00.000000'stream transactTime60
netTimestampBIGINT0drop gateway arrival timestamp
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
fillNumber1
uniqueMsgID2
serverCode3
clientFirm4
streamType5

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;