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Version: 8.4.12.1

SRSE Product: SRRisk

#Message NameDescription
4745AccountRiskRecordV5AccountRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute.
1945ClientBeta
4750CurrencyPositionRecordV5CurrencyPositionRecords are live risk records that contain start-of-day positions and all subsequent transactions.
4755CurrencyTransaction
4760EquityCorpActionRecordV5corp action record (managed by SR)
4765ExpirationRiskRecordV5ExpirationRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute.
4775FuturePositionRecordV5FuturePositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away.
4780FutureRiskDetailV5FutureRiskDetail records contain semi-static markup detail for FutureRiskSummary records.
4785FutureRiskSummaryV5FutureRiskSummary records contain live future level risk aggregation of OptionPositionRecord and FuturePositionRecord details.
4790IndustryRiskRecordV5IndustryRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute.
4795OptionCorpActionRecordV5
4800OptionExAsRecordV5Option exercise/assigment records (either from SR clearing loaders or uploaded directly by client)
4805OptionPositionRecordV5OptionPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away.
4810ProductRiskDetailV5ProductRiskDetail records contain semi-static markup detail for FutureRiskSummary records.
4815ProductRiskSummaryV5ProductRiskSummary records contain live risk aggregation of FutureRiskSummaryV5 records.
4820RiskAggGroupStateV5RiskAggGroupState records are published by AggRiskServer immediately if/when a position update occurs. These records are consumed by execution engines and influence child order position markup.
4825RiskCubeDetailV5RiskCubeDetail records are published by CoreRiskServers and are designed to be aggregated and analyzed over time.
4830SodCashRecordV5SodCashRecords contain a start-of-day currency position that derived from dividend or corporate action being applied to a prior period position.
4835SodClearingRecordV5SodClearingRecords contain start-of-day option position and mark details. They can be source directly from a prime broker by SpiderRock or inserted by clients.
4850StockPositionRecordV5StockPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away.
4855SymbolMarginSummaryV5SymbolMarginSummary records are published by the AggRiskServers and consumed by execution engines
4860SymbolRiskDetailV5SymbolRiskDetail records contain semi-static markup detail for SymbolRiskSummary records.
4865SymbolRiskSummaryV5SymbolRiskSummary records contain live symbol level risk aggregation of StockPositionRecord and OptionPositionRecord values.
4870TradeCubeDetailV5TradeCubeDetail records are published by CoreRiskServers and are visible in SRSE throughout the day. They are designed to be aggregated and analyzed over time.