SodCashRecordV5

V8 Message Definiton

SodCashRecords contain a start-of-day currency position that derived from dividend or corporate action being applied to a prior period position. These records are computed and published by SR rotation servers.

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
currency	enum - Currency	PRI	'None'
tradeDate	DATE	PRI	'1900-01-01'
srcTransaction	enum - SrcTransaction	PRI	'None'
srcSecKey_at	enum - AssetType	PRI	'None'	prior period sec key that this position record derived from if any
srcSecKey_ts	enum - TickerSrc	PRI	'None'	prior period sec key that this position record derived from if any
srcSecKey_tk	VARCHAR(12)	PRI	''	prior period sec key that this position record derived from if any
srcSecKey_yr	SMALLINT UNSIGNED	PRI	0	prior period sec key that this position record derived from if any
srcSecKey_mn	TINYINT UNSIGNED	PRI	0	prior period sec key that this position record derived from if any
srcSecKey_dy	TINYINT UNSIGNED	PRI	0	prior period sec key that this position record derived from if any
srcSecKey_xx	DOUBLE	PRI	0	prior period sec key that this position record derived from if any
srcSecKey_cp	enum - CallPut	PRI	'Call'	prior period sec key that this position record derived from if any
srcSecType	enum - SpdrKeyType	PRI	'None'
srcTradeDate	DATE	PRI	'1900-01-01'	prior period trade date that this position record derived from
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
srCashAmount	DOUBLE		0
clrCashAmount	DOUBLE		0
comment	TINYTEXT		''	source description if any
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
currency	2
tradeDate	3
srcTransaction	4
srcSecKey_tk	5
srcSecKey_yr	6
srcSecKey_mn	7
srcSecKey_dy	8
srcSecKey_xx	9
srcSecKey_cp	10
srcSecKey_at	11
srcSecKey_ts	12
srcSecType	13
srcTradeDate	14
clientFirm	15

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgSodCashRecordV5` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `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',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `srcTransaction` ENUM('None','ExAsTrans','Dividend','CashTakeout','SecLending') NOT NULL DEFAULT 'None',
    `srcSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_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 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'prior period sec key that this position record derived from (if any)',
    `srcSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `srcTradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT 'prior period trade date that this position record derived from',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
    `srCashAmount` DOUBLE NOT NULL DEFAULT 0,
    `clrCashAmount` DOUBLE NOT NULL DEFAULT 0,
    `comment` TINYTEXT NOT NULL DEFAULT '' COMMENT 'source description (if any)',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`accnt`,`currency`,`tradeDate`,`srcTransaction`,`srcSecKey_tk`,`srcSecKey_yr`,`srcSecKey_mn`,`srcSecKey_dy`,`srcSecKey_xx`,`srcSecKey_cp`,`srcSecKey_at`,`srcSecKey_ts`,`srcSecType`,`srcTradeDate`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SodCashRecords contain a start-of-day currency position that derived from dividend or corporate action being applied to a prior period position.\nThese records are computed and published by SR rotation servers.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `currency`,
    `tradeDate`,
    `srcTransaction`,
    `srcSecKey_at`,
    `srcSecKey_ts`,
    `srcSecKey_tk`,
    `srcSecKey_yr`,
    `srcSecKey_mn`,
    `srcSecKey_dy`,
    `srcSecKey_xx`,
    `srcSecKey_cp`,
    `srcSecType`,
    `srcTradeDate`,
    `clientFirm`,
    `srCashAmount`,
    `clrCashAmount`,
    `comment`,
    `timestamp`
FROM `SRRisk`.`MsgSodCashRecordV5`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* 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 DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a ENUM('None','ExAsTrans','Dividend','CashTakeout','SecLending') */ 
    `srcTransaction` = 'None'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `srcSecKey_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') */ 
    `srcSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `srcSecKey_tk` = 'Example_srcSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `srcSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `srcSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `srcSecKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `srcSecKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `srcSecKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `srcSecType` = 'None'
  AND
    /* Replace with a DATE */
    `srcTradeDate` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='SodCashRecordV5' ORDER BY ordinal_position ASC;