SRStrategyReportLegX

V8 Message Definiton

METADATA

Attribute	Value
Topic	5355-strategy-legger
MLink Token	Internal
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
strategyNumber	BIGINT	PRI	0	strategy order number
legId	BIGINT	PRI	0
accnt	VARCHAR(16)		''	SR trading account
clientFirm	VARCHAR(16)		''	SR client firm
spdrSource	enum - SpdrSource		'None'
secKey_at	enum - AssetType		'None'	leg Security
secKey_ts	enum - TickerSrc		'None'	leg Security
secKey_tk	VARCHAR(12)		''	leg Security
secKey_yr	SMALLINT UNSIGNED		0	leg Security
secKey_mn	TINYINT UNSIGNED		0	leg Security
secKey_dy	TINYINT UNSIGNED		0	leg Security
secKey_xx	DOUBLE		0	leg Security
secKey_cp	enum - CallPut		'Call'	leg Security
secType	enum - SpdrKeyType		'None'
orderSize	INT		0	order size strategyorderSize mult
mult	SMALLINT UNSIGNED		0	leg ratio
side	enum - BuySell		'None'
posType	enum - PositionType		'None'
ssaleFlag	enum - ShortSaleFlag		'None'
exchMask	INT UNSIGNED		0	eligible exchanges 0 all
legPriority	enum - LegPriority		'None'
minUBid	DOUBLE		0	optional 0 is any leg limit is only valid if all uMkt prices are between minUBid maxUAsk
maxUAsk	DOUBLE		0	optional 0 is any
minMaxType	enum - MinMaxType		'None'	if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
refUPrc	DOUBLE		0	reference underlier price PrcDe orders
refDelta	FLOAT		0	reference delta for PrcDe order handling
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
strategyNumber	1
legId	2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRStrategyReportLegX` (
    `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',
    `orderSize` INT NOT NULL DEFAULT 0 COMMENT 'order size (strategy.orderSize * mult)',
    `mult` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg ratio',
    `side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `posType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
    `exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all)',
    `legPriority` ENUM('None','Lead') NOT NULL DEFAULT 'None',
    `minUBid` DOUBLE NOT NULL DEFAULT 0 COMMENT '[optional] (<= 0 is any) (leg limit is only valid if all uMkt prices are between [minUBid, maxUAsk])',
    `maxUAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT '[optional] (<= 0 is any)',
    `minMaxType` ENUM('None','Prc','Pct') NOT NULL DEFAULT 'None' COMMENT 'if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival',
    `refUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price (PrcDe orders)',
    `refDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference delta (for PrcDe order handling)',
    `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='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `strategyNumber`,
    `legId`,
    `accnt`,
    `clientFirm`,
    `spdrSource`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `orderSize`,
    `mult`,
    `side`,
    `posType`,
    `ssaleFlag`,
    `exchMask`,
    `legPriority`,
    `minUBid`,
    `maxUAsk`,
    `minMaxType`,
    `refUPrc`,
    `refDelta`,
    `timestamp`
FROM `SRTrade`.`MsgSRStrategyReportLegX`
WHERE 
    /* Replace with a BIGINT */ 
    `strategyNumber` = 1234567890
  AND
    /* Replace with a BIGINT */ 
    `legId` = 1234567890;

Doc Columns Query

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