Version: 8.4.12.1

AutoHedgeControlGateway

SpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
riskGroupId	CHAR(19)	PRI	'0000-0000-0000-0000'	riskGroupId 0 means hedgeScope Accnt
hedgeSecKey_at	enum - AssetType	PRI	'None'	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_ts	enum - TickerSrc	PRI	'None'	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_tk	VARCHAR(12)	PRI	''	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_yr	SMALLINT UNSIGNED	PRI	2000	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_mn	TINYINT UNSIGNED	PRI	0	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_dy	TINYINT UNSIGNED	PRI	0	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecType	enum - SpdrKeyType	PRI	'None'	Execution Hedge SecType Stock or Future
clientFirm	VARCHAR(16)	PRI	''
altOrderId	VARCHAR(24)		''	alternate order ID usually clOrdId from client
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
srcRoutingCode	VARCHAR(65)		''	inbound FIX routing code or SRSEtool server appID if any
accntRouteCode	TINYTEXT		''	accntRoute acronym
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)		''	clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports
userName	VARCHAR(24)		''	name of the user entering the order
autoHedge	enum - AutoHedge		'None'	autohedge algorithm used for restoring tickets
hedgeTarget	enum - HedgeTarget		'None'
minHedgeDDelta	FLOAT		0	do not generate autohedge orders if total group Delta is between minHedgeDDelta and maxHedgeDDelta eg100000 100000
maxHedgeDDelta	FLOAT		0
orderSize	INT		0	initial and maximum size of a hedge parent buy or sell order note actual working size will be controlled by the autohedge server based on filled deltas but working size cannot exceed orderSize
ssaleFlag	enum - ShortSaleFlag		'None'
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 FullSizeexpose entire order size where possible
canOverlapCxlRepl	enum - YesNo		'None'	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'	Immediate all size immediately available TWAP size released in time intervalsVWAP size released in volume intervalsTwapForce size released in intervalsexecution forced at the end of interval
progressSliceCnt	TINYINT UNSIGNED		0	number of twap slices to use default 4 or 8 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	target vwap participation rate target of trade activity
minMktOnClosePct	TINYINT UNSIGNED		0	Minimum pct 0 100 of order reserved for the onclose auction
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
incTakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability
incMakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability
makeExchRule	enum - MakeExchRule		'None'	ActiveMaker exchange preference rule MaxPart will pick exchanges to maximize participation FeeOrder will pick exchanges to minimize fees maximize rebates ImprvOnly will only make when improving NBBO
maxChildOrders	INT		0	maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
exchMask	INT UNSIGNED		0	eligible exchanges 0 all
marketSession	enum - MarketSession		'RegMkt'
startDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional parent order start time
orderDuration	INT		0	optional number of seconds
activeDuration	INT		0
goodTillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional default 20990101
parentOrderHandling	enum - ParentOrderHandling		'None'
parentBalanceHandling	enum - ParentBalanceHandling		'None'
orderLimitType	enum - SpdrLimitType		'None'
takeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
makeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
orderPrcLimit	DOUBLE		0	Applies if LimitType Prc
orderPrcOffset	DOUBLE		0	default0
stateModel	enum - StateModel		'None'
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 AlphaType Relative
makeAlphaFactor	FLOAT		0	22 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if AlphaType Relative
takeProbability	FLOAT		0	takeProbLimit takeProbability if AlphaType Static
makeProbability	FLOAT		0	makeProbLimit makeProbability if AlphaType Static
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	record timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
riskGroupId	2
hedgeSecKey_tk	3
hedgeSecKey_yr	4
hedgeSecKey_mn	5
hedgeSecKey_dy	6
hedgeSecKey_at	7
hedgeSecKey_ts	8
hedgeSecType	9
clientFirm	10

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgAutoHedgeControlGateway` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId = 0 means hedgeScope = Accnt',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `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 'None' COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 2000 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Execution Hedge SecKey (from SpdrParentExecution.hedgeSecKey)',
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Execution Hedge SecType (Stock or Future)',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
    `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]',
    `srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code or SRSE/tool server appID (if any)',
    `accntRouteCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'accntRoute acronym',
    `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-supplied strategy string;visible on SpiderRock GUI tools and other order reports.',
    `userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'name of the user entering the order',
    `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' COMMENT 'auto-hedge algorithm (used for restoring tickets)',
    `hedgeTarget` ENUM('None','HedgeToZero','HedgeToBand') NOT NULL DEFAULT 'None',
    `minHedgeDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'do not generate autohedge orders if total group $Delta is between [minHedgeDDelta and maxHedgeDDelta] (eg.[-$100,000, +$100,000])',
    `maxHedgeDDelta` FLOAT NOT NULL DEFAULT 0,
    `orderSize` INT NOT NULL DEFAULT 0 COMMENT 'initial (and maximum) size of a hedge parent buy or sell order.  note: actual working size will be controlled by the autohedge server based on filled deltas but working size cannot exceed orderSize',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None',
    `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','Max25Pct','Max50Pct','Max75Pct','NoSize') 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; FullSize=expose entire order size where possible',
    `canOverlapCxlRepl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' 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 'Immediate = all size immediately available; TWAP = size released in time intervals;VWAP = size released in volume intervals;TwapForce = size released in intervals/execution forced at the end of interval',
    `progressSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of twap slices to use (default = 4 or 8) [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 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',
    `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]',
    `incTakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability',
    `incMakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability',
    `makeExchRule` ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') NOT NULL DEFAULT 'None' COMMENT 'ActiveMaker exchange preference rule: ''MaxPart'' will pick exchanges to maximize participation; ''FeeOrder'' will pick exchanges to minimize fees [maximize rebates]; ''ImprvOnly'' will only make when improving NBBO.',
    `maxChildOrders` INT NOT NULL DEFAULT 0 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]',
    `exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all)',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'RegMkt',
    `startDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (parent order start time)',
    `orderDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
    `activeDuration` INT NOT NULL DEFAULT 0,
    `goodTillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2099-01-01)',
    `parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') NOT NULL DEFAULT 'None',
    `parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'None',
    `orderLimitType` ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') NOT NULL DEFAULT 'None',
    `takeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Probability = BEST(LimitPrice, ProbLimit)',
    `orderPrcLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Prc[]',
    `orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
    `stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
    `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 AlphaType = Relative]',
    `makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]',
    `takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if AlphaType = Static]',
    `makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if AlphaType = Static]',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'record timestamp',
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`accnt`,`riskGroupId`,`hedgeSecKey_tk`,`hedgeSecKey_yr`,`hedgeSecKey_mn`,`hedgeSecKey_dy`,`hedgeSecKey_at`,`hedgeSecKey_ts`,`hedgeSecType`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrAutoHedgeControl contains autohedge / risk group control details.  Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `riskGroupId`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `clientFirm`,
    `altOrderId`,
    `altAccnt`,
    `altUserName`,
    `srcRoutingCode`,
    `accntRouteCode`,
    `externExDest`,
    `externParams`,
    `strategy`,
    `userName`,
    `autoHedge`,
    `hedgeTarget`,
    `minHedgeDDelta`,
    `maxHedgeDDelta`,
    `orderSize`,
    `ssaleFlag`,
    `maxExposureSize`,
    `numMakeExchanges`,
    `publicSize`,
    `canOverlapCxlRepl`,
    `progressRule`,
    `progressSliceCnt`,
    `progressExposeTime`,
    `vwapParticipation`,
    `minMktOnClosePct`,
    `maxMakeExchFee`,
    `maxTakeExchFee`,
    `incTakeExchFee`,
    `incMakeExchFee`,
    `makeExchRule`,
    `maxChildOrders`,
    `exchMask`,
    `marketSession`,
    `startDttm`,
    `orderDuration`,
    `activeDuration`,
    `goodTillDttm`,
    `parentOrderHandling`,
    `parentBalanceHandling`,
    `orderLimitType`,
    `takeLimitClass`,
    `makeLimitClass`,
    `orderPrcLimit`,
    `orderPrcOffset`,
    `stateModel`,
    `takeAlphaType`,
    `makeAlphaType`,
    `takeAlphaFactor`,
    `makeAlphaFactor`,
    `takeProbability`,
    `makeProbability`,
    `timestamp`
FROM `SRTrade`.`MsgAutoHedgeControlGateway`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgAutoHedgeControlGateway` 
SET
    /* Replace with a VARCHAR(24) */ 
    `altOrderId` = 'Example_altOrderId',
    /* Replace with a VARCHAR(32) */ 
    `altAccnt` = 'Example_altAccnt',
    /* Replace with a VARCHAR(24) */ 
    `altUserName` = 'Example_altUserName',
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode',
    /* Replace with a TINYTEXT */ 
    `accntRouteCode` = 'dummy tiny text',
    /* Replace with a VARCHAR(16) */ 
    `externExDest` = 'Example_externExDest',
    /* Replace with a TINYTEXT */ 
    `externParams` = 'dummy tiny text',
    /* Replace with a VARCHAR(36) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName',
    /* 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` = 'None',
    /* Replace with a ENUM('None','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget` = 'None',
    /* Replace with a FLOAT */ 
    `minHedgeDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta` = 1.23,
    /* Replace with a INT */ 
    `orderSize` = 5,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag` = 'None',
    /* Replace with a INT */
    `maxExposureSize` = 5,
    /* Replace with a TINYINT UNSIGNED */
    `numMakeExchanges` = 1,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canOverlapCxlRepl` = 'None',
    /* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC') */ 
    `progressRule` = 'None',
    /* Replace with a TINYINT UNSIGNED */ 
    `progressSliceCnt` = 1,
    /* Replace with a INT */ 
    `progressExposeTime` = 5,
    /* Replace with a FLOAT */ 
    `vwapParticipation` = 1.23,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct` = 1,
    /* Replace with a FLOAT */ 
    `maxMakeExchFee` = 1.23,
    /* Replace with a FLOAT */ 
    `maxTakeExchFee` = 1.23,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incTakeExchFee` = 'None',
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incMakeExchFee` = 'None',
    /* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */ 
    `makeExchRule` = 'None',
    /* Replace with a INT */ 
    `maxChildOrders` = 5,
    /* Replace with a INT UNSIGNED */ 
    `exchMask` = 0,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
    `marketSession` = 'RegMkt',
    /* Replace with a DATETIME(6) */
    `startDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a INT */ 
    `orderDuration` = 5,
    /* Replace with a INT */ 
    `activeDuration` = 5,
    /* Replace with a DATETIME(6) */
    `goodTillDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */ 
    `parentOrderHandling` = 'None',
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */ 
    `parentBalanceHandling` = 'None',
    /* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */ 
    `orderLimitType` = 'None',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `takeLimitClass` = 'Simple',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `makeLimitClass` = 'Simple',
    /* Replace with a DOUBLE */ 
    `orderPrcLimit` = 4.56,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset` = 4.56,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `takeAlphaType` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `makeAlphaType` = 'None',
    /* Replace with a FLOAT */ 
    `takeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `makeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `takeProbability` = 1.23,
    /* Replace with a FLOAT */ 
    `makeProbability` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgAutoHedgeControlGateway`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* 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','Option','MLeg') */ 
    `hedgeSecType`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `altOrderId`,
    /* Replace with a VARCHAR(32) */ 
    `altAccnt`,
    /* Replace with a VARCHAR(24) */ 
    `altUserName`,
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode`,
    /* Replace with a TINYTEXT */ 
    `accntRouteCode`,
    /* Replace with a VARCHAR(16) */ 
    `externExDest`,
    /* Replace with a TINYTEXT */ 
    `externParams`,
    /* Replace with a VARCHAR(36) */ 
    `strategy`,
    /* Replace with a VARCHAR(24) */ 
    `userName`,
    /* 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','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget`,
    /* Replace with a FLOAT */ 
    `minHedgeDDelta`,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta`,
    /* Replace with a INT */ 
    `orderSize`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a INT */
    `maxExposureSize`,
    /* Replace with a TINYINT UNSIGNED */
    `numMakeExchanges`,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize`,
    /* Replace with a ENUM('None','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 */ 
    `progressSliceCnt`,
    /* Replace with a INT */ 
    `progressExposeTime`,
    /* Replace with a FLOAT */ 
    `vwapParticipation`,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct`,
    /* Replace with a FLOAT */ 
    `maxMakeExchFee`,
    /* Replace with a FLOAT */ 
    `maxTakeExchFee`,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incTakeExchFee`,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incMakeExchFee`,
    /* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */ 
    `makeExchRule`,
    /* Replace with a INT */ 
    `maxChildOrders`,
    /* Replace with a INT UNSIGNED */ 
    `exchMask`,
    /* 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','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */ 
    `parentOrderHandling`,
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */ 
    `parentBalanceHandling`,
    /* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */ 
    `orderLimitType`,
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `takeLimitClass`,
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `makeLimitClass`,
    /* Replace with a DOUBLE */ 
    `orderPrcLimit`,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset`,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel`,
    /* 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 DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_riskGroupId',
    'None',
    'None',
    'Example_hedgeSecKey_tk',
    123,
    1,
    1,
    'None',
    'Example_clientFirm',
    'Example_altOrderId',
    'Example_altAccnt',
    'Example_altUserName',
    'Example_srcRoutingCode',
    'dummy tiny text',
    'Example_externExDest',
    'dummy tiny text',
    'Example_strategy',
    'Example_userName',
    'None',
    'None',
    1.23,
    1.23,
    5,
    'None',
    5,
    1,
    'None',
    'None',
    'None',
    1,
    5,
    1.23,
    1,
    1.23,
    1.23,
    'None',
    'None',
    'None',
    5,
    0,
    'RegMkt',
    '2022-01-01 12:34:56.000000',
    5,
    5,
    '2022-01-01 12:34:56.000000',
    'None',
    'None',
    'None',
    'Simple',
    'Simple',
    4.56,
    4.56,
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgAutoHedgeControlGateway` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

UPDATE TABLE EXAMPLE QUERY​

INSERT TABLE EXAMPLE QUERY​

DELETE TABLE EXAMPLE QUERY​

Doc Columns Query​

METADATA

Table Definition

PRIMARY KEY DEFINITION (Unique)

CREATE TABLE EXAMPLE QUERY

SELECT TABLE EXAMPLE QUERY

UPDATE TABLE EXAMPLE QUERY

INSERT TABLE EXAMPLE QUERY

DELETE TABLE EXAMPLE QUERY

Doc Columns Query