Version: 8.4.12.1

StkOrderGateway

Records inserted, updated, or replaced into the StockOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release. See the SpiderRock Execution Engine concept guide for more details.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	Internal
Product	SRTrade
accessType	SELECT,UPDATE(spdrActionType),INSERT,DELETE

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	''
accnt	VARCHAR(16)	PRI	''	SR Account default primary account associated with SRSE login
orderSide	enum - BuySell	PRI	'None'	Order side Values BuySell
groupingCode	CHAR(19)	PRI	'0000-0000-0000-0000'	Client supplied order
clientFirm	VARCHAR(16)	PRI	''
spdrActionType	enum - SpdrActionType		'Add'	Add new order AddReplace add or replace order Cancel cxl existing Replace update existing only Release modify order active size
altOrderId	VARCHAR(24)		''	Alternate client order ID This order ID will be copied to all execution reports
altAccnt	VARCHAR(32)		''	alternate client assigned long account string optional used to map between client and SR account strings
altUserName	VARCHAR(24)		''	alternate client assigned user name optional used to map between client and SR account strings
execBrkrCode	VARCHAR(16)		''	optional override the default execBrkrCode for this order
externExDest	VARCHAR(16)		''	routing code for orders directed to an external order router default null should match FixRoutingTabledestination in SR accnt config
externParams	TINYTEXT		''	external algo namesparameters usually just an algo name
strategy	VARCHAR(36)		''	Client strategy string This value will appear on the SR Trade Monitor and in execution reports
orderDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order entry time from clientif any
orderSize	INT		-1	parent order size contracts 1 no changeused when spdrActionTypeRelease
orderActiveSize	INT		-1	total activated size total size released for execution 1 all available size
addCumFillQuantity	enum - YesNo		'No'	If Yes then OrderSize is calculated order arrival as requested OrderSize existing CumFillQuantity
exchMask	INT UNSIGNED		0	eligible exchanges 0 all
maxExposureSize	INT		-1	maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchanges	TINYINT UNSIGNED		1	number of exchanges 1 4 on which to publish public making orders Effective number might be less than requested number if sufficient exchanges are not available
publicSize	enum - PublicSizeHandling		'None'	public order size handling Noneuse default size handling usually limits public size to typical market size Randomizerandomize public size MktSizeexpose only typical market size FullSizeexpose entire order size where possible
randomizeSize	enum - YesNo		'Yes'	randomize public order size
canOverlapCxlRepl	enum - YesNo		'No'	can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
progressRule	enum - ProgressRule		'None'	None all size immediately availableTWAP size released in time intervalsVWAP size released in volume intervals
twapSliceCnt	TINYINT UNSIGNED		0	ProgressSliceCnt number of progress slices to use if none given will compute based on active size and duration max 20
progressExposeTime	INT		0	minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
vwapParticipation	FLOAT		0.10	target vwap participation rate target of trade activity
minMktOnClosePct	TINYINT UNSIGNED		0	Minimum pct 0 100 of order reserved for the onclose auction
auctionResponder	enum - AuctionResponder		'None'	if set parent order can be an auction responder
maxMakeExchFee	FLOAT		0	maximum making exchange fee in point value zero no limit use nonzero number for limit to apply
maxTakeExchFee	FLOAT		0	maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply
triggerType	enum - TriggerType		'None'	type of trigger PrintVolSurfVol only for options print print or actionable quote
triggerLevel	FLOAT		0	stoptrigger price for parent order to go active
cxlUPrcRange	enum - UPrcCxl		'None'	cancel parent order ifwhen outside minmax uPrc range Halt also cancel if the securityunderlier has been halted
minUBid	FLOAT		0	optional
maxUAsk	FLOAT		0	optional 001 none
minMaxType	enum - MinMaxType		'Prc'	if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
maxChildOrders	INT		1000	maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
spdrStageType	enum - SpdrStageType		'None'	SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size
marketSession	enum - MarketSession		'RegMkt'
startDttm	DATETIME(6)		'2000-01-01'	optional parent order start time
orderDuration	INT		-1	optional number of seconds
activeDuration	INT		-1	optional number of seconds
goodTillDttm	DATETIME(6)		'2000-01-01'	optional default 20000101
startType	enum - StartType		'None'	None WaitTrigger
parentOrderHandling	enum - ParentOrderHandling		'ActiveTaker'
parentBalanceHandling	enum - ParentBalanceHandling		'PostLimit'
orderLimitType	enum - SpdrLimitType		'Market'	Various Market Prc etc establishes the primary LimitPrice for a parent order
takeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
makeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
takeReachRule	enum - ReachRule		'None'	None reach room immediately available Delayed available after 13 seconds Passive available if contra side aggresses WeakOnly only take if available size avgMarketSize ISOSweep Intermarket Sweep requires WaitTrigger
orderPrcLimit	DOUBLE		0	Applies if LimitType Prc
orderPrcOffset	DOUBLE		0	default0
takeAlphaType	enum - AlphaType		'None'	Applies if takeLimitClass Probability
makeAlphaType	enum - AlphaType		'None'	Applies if makeLimitClass Probability
takeAlphaFactor	FLOAT		0	22 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if takeAlphaType Relative
makeAlphaFactor	FLOAT		0	22 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if makeAlphaType Relative
takeProbability	FLOAT		0	takeProbLimit takeProbability if takeAlphaType Static
makeProbability	FLOAT		0	makeProbLimit makeProbability if makeAlphaType Static
autoHedge	enum - AutoHedge		'None'
hedgeSecKey_at	enum - AssetType		'EQT'	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecKey_ts	enum - TickerSrc		'NMS'	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecKey_tk	VARCHAR(12)		''	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecKey_yr	SMALLINT UNSIGNED		1900	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecKey_mn	TINYINT UNSIGNED		1	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecKey_dy	TINYINT UNSIGNED		1	autohedge instrument either TickerKey or ExpiryKey hedgeSecKeyTickerKey cannot equal orderticker
hedgeSecType	enum - SpdrKeyType		'None'	None Stock or Future
hedgeBetaRatio	FLOAT		1.0	Portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScope	enum - HedgeScope		'RiskGroup'	Autohedge at the RiskGroup or Accnt level
hedgeSession	enum - MarketSession		'RegMkt'
ssaleFlag	enum - ShortSaleFlag		'Auto'	Used to determine stock autohedge flags
locateFirm	VARCHAR(6)		''	firm granting the locate if using an away locate source for this order
locatePool	VARCHAR(16)		''	locate pool firm granting the locate
maxExchFee	FLOAT		99	maximum exchange fee allowed when generating orders
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	All group grp risk limits below are relative to this riskGroupId Default 0 none Required to be nonzero if autoHedge is something other than None
reqAuxRiskGroupCtrl	enum - YesNo		'None'
symDayDDeltaOffset	FLOAT		-1	max acctsymbol day delta offset target
maxSymDayDDeltaLn	FLOAT		-1	max acctsymbol day delta long positive number1no limitrisk limit max limit current net counter offset
maxSymDayDDeltaSh	FLOAT		-1	max acctsymbol day delta short positive number1no limitrisk limit max limit current net counter offset
maxGrpDayDDeltaLn	FLOAT		-1	max acctriskGroup day delta long positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaSh	FLOAT		-1	max acctriskGroup day delta short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1Ln	FLOAT		-1	max acctriskGroup day rMetric1 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1Sh	FLOAT		-1	max acctriskGroup day rMetric1 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1Abs	FLOAT		-1	max acctriskGroup day rMetric1 abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayRMetric1Ratio	FLOAT		1.0	target bot sld ratio eg ratio05 means that neutral is bot rMetric1 05x sld rMetric1
traderName	VARCHAR(32)		''	Name of the trader associated with the order
userData1	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX child orders and drops
userData2	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX child orders and drops
childData	TINYTEXT		''	client supplied data field passes through to down stream child orders
checksum	TINYINT UNSIGNED		0	Must be set to 13 This helps detect some columnvalue misalignments

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
accnt	4
orderSide	5
groupingCode	6
clientFirm	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgStkOrderGateway` (
    `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 '',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR Account (default = primary account associated with SRSE login)',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'Order side.  Values: Buy/Sell.',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'Client supplied order',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `spdrActionType` ENUM('Add','AddReplace','Replace','Cancel','Modify') NOT NULL DEFAULT 'Add' COMMENT '[Add (new order), AddReplace (add or replace order), Cancel (cxl existing), Replace (update existing only), Release (modify order active size)]',
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'Alternate client order ID.  This order ID will be copied to all execution reports.',
    `altAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]',
    `altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional) [used to map between client and SR account strings]',
    `execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(optional) override the default execBrkrCode for this order',
    `externExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)',
    `externParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name)',
    `strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'Client strategy string.  This value will appear on the SR Trade Monitor and in execution reports.',
    `orderDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order entry time (from client;if any)',
    `orderSize` INT NOT NULL DEFAULT -1 COMMENT 'parent order size (contracts) [-1 = no change;used when spdrActionType=Release]',
    `orderActiveSize` INT NOT NULL DEFAULT -1 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
    `addCumFillQuantity` ENUM('Yes','No') NOT NULL DEFAULT 'No' COMMENT 'If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing ''CumFillQuantity''.',
    `exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all)',
    `maxExposureSize` INT NOT NULL DEFAULT -1 COMMENT 'maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]',
    `numMakeExchanges` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'number of exchanges (1 - 4) on which to publish public making orders.  Effective number might be less than requested number if sufficient exchanges are not available.',
    `publicSize` ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR') NOT NULL DEFAULT 'None' COMMENT 'public order size handling: None=use default size handling (usually limits public size to ''typical'' market size); Randomize=randomize public size; MktSize=expose only ''typical'' market size; FullSize=expose entire order size where possible',
    `randomizeSize` ENUM('Yes','No') NOT NULL DEFAULT 'Yes' COMMENT 'randomize public order size',
    `canOverlapCxlRepl` ENUM('Yes','No') NOT NULL DEFAULT 'No' COMMENT 'can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)',
    `progressRule` ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') NOT NULL DEFAULT 'None' COMMENT 'None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;',
    `twapSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT '[ProgressSliceCnt] number of progress slices to use. if none given will compute based on active size and duration. [max 20]',
    `progressExposeTime` INT NOT NULL DEFAULT 0 COMMENT 'minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)',
    `vwapParticipation` FLOAT NOT NULL DEFAULT 0.10 COMMENT 'target vwap participation rate (target % of trade activity)',
    `minMktOnClosePct` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Minimum pct [0 - 100] of order reserved for the on-close auction',
    `auctionResponder` ENUM('None','Any') NOT NULL DEFAULT 'None' COMMENT 'if set, parent order can be an auction responder',
    `maxMakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
    `maxTakeExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]',
    `triggerType` ENUM('None','PrintPrc','PrintVol','SurfVol','PrtSurfVol') NOT NULL DEFAULT 'None' COMMENT 'type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]',
    `triggerLevel` FLOAT NOT NULL DEFAULT 0 COMMENT 'stop/trigger price for parent order to go active',
    `cxlUPrcRange` ENUM('None','Yes','No','YesHalt','NoHalt') NOT NULL DEFAULT 'None' COMMENT 'cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]',
    `minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional]',
    `maxUAsk` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] (< $0.01 = none)',
    `minMaxType` ENUM('None','Prc','Pct') NOT NULL DEFAULT 'Prc' COMMENT 'if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival',
    `maxChildOrders` INT NOT NULL DEFAULT 1000 COMMENT 'maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]',
    `spdrStageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'RegMkt',
    `startDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01' COMMENT '[optional] (parent order start time)',
    `orderDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
    `activeDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
    `goodTillDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01' COMMENT '[optional] (default: 2000-01-01)',
    `startType` ENUM('None','WaitTrigger') NOT NULL DEFAULT 'None' COMMENT '[None, WaitTrigger]',
    `parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','TestParent') NOT NULL DEFAULT 'ActiveTaker',
    `parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'PostLimit',
    `orderLimitType` ENUM('Market','MarketArrival','Prc','RelMid','RelJoin','RelCross','RelTurn','SmrtFast','SmrtNorm','Aux') NOT NULL DEFAULT 'Market' COMMENT 'Various (Market, Prc, etc.); establishes the primary LimitPrice for a parent order',
    `takeLimitClass` ENUM('Simple','Probability') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `makeLimitClass` ENUM('Simple','Probability') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `takeReachRule` ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') NOT NULL DEFAULT 'None' COMMENT 'None = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger]',
    `orderPrcLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Prc[]',
    `orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
    `takeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if takeLimitClass = Probability',
    `makeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if makeLimitClass = Probability',
    `takeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]',
    `makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]',
    `takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if takeAlphaType = Static]',
    `makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if makeAlphaType = Static]',
    `autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'EQT' COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecKey_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 'NMS' COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 1900 COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 1 COMMENT 'auto-hedge instrument (either TickerKey or ExpiryKey) [hedgeSecKey.TickerKey cannot equal order.ticker]',
    `hedgeSecType` ENUM('None','Stock','Future') NOT NULL DEFAULT 'None' COMMENT 'None, Stock, or Future',
    `hedgeBetaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'Portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]',
    `hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'RiskGroup' COMMENT 'Auto-hedge at the RiskGroup or Accnt level',
    `hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'RegMkt',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Cover','Auto','NA') NOT NULL DEFAULT 'Auto' COMMENT 'Used to determine stock auto-hedge flags.',
    `locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'firm granting the locate if using an away locate source for this order',
    `locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ firm granting the locate',
    `maxExchFee` FLOAT NOT NULL DEFAULT 99 COMMENT 'maximum exchange fee allowed when generating orders',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'All group (grp) risk limits below are relative to this riskGroupId.  Default: 0 (none).  Required to be non-zero if `autoHedge` is something other than None.',
    `reqAuxRiskGroupCtrl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `symDayDDeltaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta offset (target)',
    `maxSymDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
    `maxSymDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
    `maxGrpDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayRMetric1Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayRMetric1Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayRMetric1Abs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
    `grpDayRMetric1Ratio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)',
    `traderName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'Name of the trader associated with the order',
    `userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX child orders and drops',
    `userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX child orders and drops',
    `childData` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to down stream child orders',
    `checksum` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Must be set to 13.  This helps detect some column/value misalignments.',
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`accnt`,`orderSide`,`groupingCode`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Records inserted, updated, or replaced into the StockOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing.  Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.\nSee the SpiderRock Execution Engine concept guide for more details.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `accnt`,
    `orderSide`,
    `groupingCode`,
    `clientFirm`,
    `spdrActionType`,
    `altOrderId`,
    `altAccnt`,
    `altUserName`,
    `execBrkrCode`,
    `externExDest`,
    `externParams`,
    `strategy`,
    `orderDttm`,
    `orderSize`,
    `orderActiveSize`,
    `addCumFillQuantity`,
    `exchMask`,
    `maxExposureSize`,
    `numMakeExchanges`,
    `publicSize`,
    `randomizeSize`,
    `canOverlapCxlRepl`,
    `progressRule`,
    `twapSliceCnt`,
    `progressExposeTime`,
    `vwapParticipation`,
    `minMktOnClosePct`,
    `auctionResponder`,
    `maxMakeExchFee`,
    `maxTakeExchFee`,
    `triggerType`,
    `triggerLevel`,
    `cxlUPrcRange`,
    `minUBid`,
    `maxUAsk`,
    `minMaxType`,
    `maxChildOrders`,
    `spdrStageType`,
    `marketSession`,
    `startDttm`,
    `orderDuration`,
    `activeDuration`,
    `goodTillDttm`,
    `startType`,
    `parentOrderHandling`,
    `parentBalanceHandling`,
    `orderLimitType`,
    `takeLimitClass`,
    `makeLimitClass`,
    `takeReachRule`,
    `orderPrcLimit`,
    `orderPrcOffset`,
    `takeAlphaType`,
    `makeAlphaType`,
    `takeAlphaFactor`,
    `makeAlphaFactor`,
    `takeProbability`,
    `makeProbability`,
    `autoHedge`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `hedgeBetaRatio`,
    `hedgeScope`,
    `hedgeSession`,
    `ssaleFlag`,
    `locateFirm`,
    `locatePool`,
    `maxExchFee`,
    `riskGroupId`,
    `reqAuxRiskGroupCtrl`,
    `symDayDDeltaOffset`,
    `maxSymDayDDeltaLn`,
    `maxSymDayDDeltaSh`,
    `maxGrpDayDDeltaLn`,
    `maxGrpDayDDeltaSh`,
    `maxGrpDayRMetric1Ln`,
    `maxGrpDayRMetric1Sh`,
    `maxGrpDayRMetric1Abs`,
    `grpDayRMetric1Ratio`,
    `traderName`,
    `userData1`,
    `userData2`,
    `childData`,
    `checksum`
FROM `SRTrade`.`MsgStkOrderGateway`
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgStkOrderGateway`(
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide`,
    /* Replace with a CHAR(19) */
    `groupingCode`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('Add','AddReplace','Replace','Cancel','Modify') */
    `spdrActionType`,
    /* Replace with a VARCHAR(24) */
    `altOrderId`,
    /* Replace with a VARCHAR(32) */
    `altAccnt`,
    /* Replace with a VARCHAR(24) */
    `altUserName`,
    /* Replace with a VARCHAR(16) */
    `execBrkrCode`,
    /* Replace with a VARCHAR(16) */
    `externExDest`,
    /* Replace with a TINYTEXT */
    `externParams`,
    /* Replace with a VARCHAR(36) */
    `strategy`,
    /* Replace with a DATETIME(6) */
    `orderDttm`,
    /* Replace with a INT */
    `orderSize`,
    /* Replace with a INT */
    `orderActiveSize`,
    /* Replace with a ENUM('Yes','No') */
    `addCumFillQuantity`,
    /* Replace with a INT UNSIGNED */
    `exchMask`,
    /* Replace with a INT */
    `maxExposureSize`,
    /* Replace with a TINYINT UNSIGNED */
    `numMakeExchanges`,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR') */
    `publicSize`,
    /* Replace with a ENUM('Yes','No') */
    `randomizeSize`,
    /* Replace with a ENUM('Yes','No') */
    `canOverlapCxlRepl`,
    /* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') */
    `progressRule`,
    /* Replace with a TINYINT UNSIGNED */
    `twapSliceCnt`,
    /* Replace with a INT */
    `progressExposeTime`,
    /* Replace with a FLOAT */
    `vwapParticipation`,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct`,
    /* Replace with a ENUM('None','Any') */
    `auctionResponder`,
    /* Replace with a FLOAT */
    `maxMakeExchFee`,
    /* Replace with a FLOAT */
    `maxTakeExchFee`,
    /* Replace with a ENUM('None','PrintPrc','PrintVol','SurfVol','PrtSurfVol') */
    `triggerType`,
    /* Replace with a FLOAT */
    `triggerLevel`,
    /* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
    `cxlUPrcRange`,
    /* Replace with a FLOAT */
    `minUBid`,
    /* Replace with a FLOAT */
    `maxUAsk`,
    /* Replace with a ENUM('None','Prc','Pct') */
    `minMaxType`,
    /* Replace with a INT */
    `maxChildOrders`,
    /* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */
    `spdrStageType`,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
    `marketSession`,
    /* Replace with a DATETIME(6) */
    `startDttm`,
    /* Replace with a INT */
    `orderDuration`,
    /* Replace with a INT */
    `activeDuration`,
    /* Replace with a DATETIME(6) */
    `goodTillDttm`,
    /* Replace with a ENUM('None','WaitTrigger') */
    `startType`,
    /* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','TestParent') */
    `parentOrderHandling`,
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */
    `parentBalanceHandling`,
    /* Replace with a ENUM('Market','MarketArrival','Prc','RelMid','RelJoin','RelCross','RelTurn','SmrtFast','SmrtNorm','Aux') */
    `orderLimitType`,
    /* Replace with a ENUM('Simple','Probability') */
    `takeLimitClass`,
    /* Replace with a ENUM('Simple','Probability') */
    `makeLimitClass`,
    /* Replace with a ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') */
    `takeReachRule`,
    /* Replace with a DOUBLE */
    `orderPrcLimit`,
    /* Replace with a DOUBLE */
    `orderPrcOffset`,
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
    `takeAlphaType`,
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
    `makeAlphaType`,
    /* Replace with a FLOAT */
    `takeAlphaFactor`,
    /* Replace with a FLOAT */
    `makeAlphaFactor`,
    /* Replace with a FLOAT */
    `takeProbability`,
    /* Replace with a FLOAT */
    `makeProbability`,
    /* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */
    `autoHedge`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
    `hedgeSecKey_ts`,
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr`,
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_mn`,
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_dy`,
    /* Replace with a ENUM('None','Stock','Future') */
    `hedgeSecType`,
    /* Replace with a FLOAT */
    `hedgeBetaRatio`,
    /* Replace with a ENUM('None','Accnt','RiskGroup') */
    `hedgeScope`,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
    `hedgeSession`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Cover','Auto','NA') */
    `ssaleFlag`,
    /* Replace with a VARCHAR(6) */ 
    `locateFirm`,
    /* Replace with a VARCHAR(16) */ 
    `locatePool`,
    /* Replace with a FLOAT */
    `maxExchFee`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `reqAuxRiskGroupCtrl`,
    /* Replace with a FLOAT */
    `symDayDDeltaOffset`,
    /* Replace with a FLOAT */
    `maxSymDayDDeltaLn`,
    /* Replace with a FLOAT */
    `maxSymDayDDeltaSh`,
    /* Replace with a FLOAT */
    `maxGrpDayDDeltaLn`,
    /* Replace with a FLOAT */
    `maxGrpDayDDeltaSh`,
    /* Replace with a FLOAT */
    `maxGrpDayRMetric1Ln`,
    /* Replace with a FLOAT */
    `maxGrpDayRMetric1Sh`,
    /* Replace with a FLOAT */
    `maxGrpDayRMetric1Abs`,
    /* Replace with a FLOAT */
    `grpDayRMetric1Ratio`,
    /* Replace with a VARCHAR(32) */
    `traderName`,
    /* Replace with a TINYTEXT */
    `userData1`,
    /* Replace with a TINYTEXT */
    `userData2`,
    /* Replace with a TINYTEXT */
    `childData`,
    /* Replace with a TINYINT UNSIGNED */ 
    `checksum`
) 
VALUES(
    'None',
    'None',
    'Example_ticker_tk',
    'Example_accnt',
    'None',
    'Example_groupingCode',
    'Example_clientFirm',
    'Add',
    'Example_altOrderId',
    'Example_altAccnt',
    'Example_altUserName',
    'Example_execBrkrCode',
    'Example_externExDest',
    'dummy tiny text',
    'Example_strategy',
    '2022-01-01 12:34:56.000000',
    5,
    5,
    'No',
    0,
    5,
    1,
    'None',
    'Yes',
    'No',
    'None',
    1,
    5,
    1.23,
    1,
    'None',
    1.23,
    1.23,
    'None',
    1.23,
    'None',
    1.23,
    1.23,
    'Prc',
    5,
    'None',
    'RegMkt',
    '2022-01-01 12:34:56.000000',
    5,
    5,
    '2022-01-01 12:34:56.000000',
    'None',
    'ActiveTaker',
    'PostLimit',
    'Market',
    'Simple',
    'Simple',
    'None',
    4.56,
    4.56,
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    'None',
    'EQT',
    'NMS',
    'Example_hedgeSecKey_tk',
    123,
    1,
    1,
    'None',
    1.23,
    'RiskGroup',
    'RegMkt',
    'Auto',
    'Example_locateFirm',
    'Example_locatePool',
    1.23,
    'Example_riskGroupId',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    'Example_traderName',
    'dummy tiny text',
    'dummy tiny text',
    'dummy tiny text',
    1
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgStkOrderGateway` 
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

INSERT TABLE EXAMPLE QUERY​

DELETE TABLE EXAMPLE QUERY​

Doc Columns Query​