ResponderMarkupRC

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
root_at	enum - AssetType	PRI	'None'
root_ts	enum - TickerSrc	PRI	'None'
root_tk	VARCHAR(12)	PRI	''
expiry	DATE	PRI	'1900-01-01'
respSide	enum - BuySell	PRI	'None'	auction responder side your side Buy Buy Synthetic Sell Shares
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)		''
isDisabled	enum - YesNo		'None'	if Yes this autoresponder record is disabled
expiryQtyAvail	INT		0	revcons contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units
tickerQtyAvail	INT		0	revcons contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units
transactFee	DOUBLE		0	you pay you receive
stockRate	DOUBLE		0	000 no effective lendborrow value 360 day convention
moneyRate	DOUBLE		0	effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365
ddivPv	DOUBLE		0	present value of any expected dividends to expiry
divControl	enum - DivControl		'None'	disable this autoresponder record if SR Dividends exist or are estimates
respondFlex	enum - YesNo		'None'	if not None much match auction notice containsFlex field
incFeesInResp	enum - YesNo		'None'	include all estimated responder fees in final response price
roundRule	enum - RoundRule		'None'
openExpiryQty	INT		0	remaining revcons 100 share units available for responding day total this tickerexpiry all strikes
openTickerQty	INT		0	remaining revcons 100 share units available for responding day total ticker all strikes
cumFillQty	INT		0	revcons 100 share units traded day total this expiry all strikes
cumFillMoney	DOUBLE		0	cumulative fill money creditdebit this expiry
avgFillRate	DOUBLE		0	avg fill effective stock rate this expiry
isDivControlDisabled	enum - YesNo		'None'	yes if dividend control above is triggered
uBid	DOUBLE		0	live stock nbbo bid price SR Supplied
uAsk	DOUBLE		0	live stock nbbo ask price SR Supplied
iDays	DOUBLE		0	iDays effective interest days SR supplied
iYears	DOUBLE		0	iYears iDays 3600
strike	DOUBLE		0	SR selected strike standard day strike
rcEExPrem	DOUBLE		0	rcEExPrem pRvprice pRvEprice cRvprice cRvEprice american price european price same model parameters SR supplied parameters including DDivs is zero for flex revcons
strikePv	DOUBLE		0	strikePv strike 10 moneyRate iYears moneyRate supplied above
stockLendPv	DOUBLE		0	stockLendPv uPrc stockRate iYears stockRate supplied above
revConPrem	DOUBLE		0	revConPrem stockLendPv strikePv ddivPv rcEExPrem if any uPrc pRvprice cRvprice ddivPv supplied above
effRevConLimit	DOUBLE		0	effRevConLimit refConPrem transactFee lendborrow
limitPrice	DOUBLE		0	limitPrice ROUNDeffRevConLimit this is your response limit
effStockLendPv	DOUBLE		0	effStockLendPv limitPrice strikePv ddivPv rcEExPrem
effStockRate	DOUBLE		0	effStockRate effStockLendPv uPrc iYears
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2
root_tk	3
root_at	4
root_ts	5
expiry	6
respSide	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgResponderMarkupRC` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `root_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',
    `root_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `expiry` DATE NOT NULL DEFAULT '1900-01-01',
    `respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side); Buy = Buy Synthetic (Sell Shares)',
    `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 '',
    `isDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this auto-responder record is disabled',
    `expiryQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'revcons (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]',
    `tickerQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'revcons (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]',
    `transactFee` DOUBLE NOT NULL DEFAULT 0 COMMENT '(+ = you pay) / (- = you receive)',
    `stockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT '0.00 = no effective lend/borrow value  (360 day convention)',
    `moneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]',
    `ddivPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'present value of any expected dividends to expiry',
    `divControl` ENUM('None','DisableAny','DisableEstimates') NOT NULL DEFAULT 'None' COMMENT 'disable this auto-responder record if SR Dividends exist or are estimates',
    `respondFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if not None, much match auction notice containsFlex field',
    `incFeesInResp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'include all estimated responder fees in final response price',
    `roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
    `openExpiryQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining revcons (100 share units) available for responding (day total; this ticker/expiry; all strikes)',
    `openTickerQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining revcons (100 share units) available for responding (day total; ticker; all strikes)',
    `cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'revcons (100 share units) traded (day total; this expiry; all strikes)',
    `cumFillMoney` DOUBLE NOT NULL DEFAULT 0 COMMENT 'cumulative fill money (credit/debit) (this expiry)',
    `avgFillRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'avg fill effective stock rate (this expiry)',
    `isDivControlDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'yes if dividend control above is triggered',
    `uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock nbbo bid price [SR Supplied]',
    `uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock nbbo ask price [SR Supplied]',
    `iDays` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iDays = effective interest days [SR supplied]',
    `iYears` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iYears = iDays / 360.0',
    `strike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR selected strike (standard day strike)',
    `rcEExPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'rcEExPrem = (pRv.price - pRvE.price) - (cRv.price - cRvE.price) [american price - european price] (same model parameters; SR supplied parameters including DDivs; is zero for flex revcons)',
    `strikePv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]',
    `stockLendPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stockLendPv = uPrc * stockRate * iYears [stockRate supplied above]',
    `revConPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'revConPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]',
    `effRevConLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effRevConLimit = refConPrem +/- transactFee [lend/borrow]',
    `limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limitPrice = ROUND(effRevConLimit) [this is your response limit]',
    `effStockLendPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effStockLendPv = limitPrice - strikePv - ddivPv - rcEExPrem',
    `effStockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effStockRate = effStockLendPv / (uPrc * iYears)',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`root_tk`,`root_at`,`root_ts`,`expiry`,`respSide`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `clientFirm`,
    `root_at`,
    `root_ts`,
    `root_tk`,
    `expiry`,
    `respSide`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `isDisabled`,
    `expiryQtyAvail`,
    `tickerQtyAvail`,
    `transactFee`,
    `stockRate`,
    `moneyRate`,
    `ddivPv`,
    `divControl`,
    `respondFlex`,
    `incFeesInResp`,
    `roundRule`,
    `openExpiryQty`,
    `openTickerQty`,
    `cumFillQty`,
    `cumFillMoney`,
    `avgFillRate`,
    `isDivControlDisabled`,
    `uBid`,
    `uAsk`,
    `iDays`,
    `iYears`,
    `strike`,
    `rcEExPrem`,
    `strikePv`,
    `stockLendPv`,
    `revConPrem`,
    `effRevConLimit`,
    `limitPrice`,
    `effStockLendPv`,
    `effStockRate`,
    `timestamp`
FROM `SRTrade`.`MsgResponderMarkupRC`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `root_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') */ 
    `root_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `root_tk` = 'Example_root_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgResponderMarkupRC` 
SET
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None',
    /* 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',
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk',
    /* Replace with a ENUM('None','Yes','No') */ 
    `isDisabled` = 'None',
    /* Replace with a INT */ 
    `expiryQtyAvail` = 5,
    /* Replace with a INT */ 
    `tickerQtyAvail` = 5,
    /* Replace with a DOUBLE */ 
    `transactFee` = 4.56,
    /* Replace with a DOUBLE */ 
    `stockRate` = 4.56,
    /* Replace with a DOUBLE */ 
    `moneyRate` = 4.56,
    /* Replace with a DOUBLE */ 
    `ddivPv` = 4.56,
    /* Replace with a ENUM('None','DisableAny','DisableEstimates') */ 
    `divControl` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `respondFlex` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `incFeesInResp` = 'None',
    /* Replace with a ENUM('None','Exact','Fuzzy') */ 
    `roundRule` = 'None',
    /* Replace with a INT */ 
    `openExpiryQty` = 5,
    /* Replace with a INT */ 
    `openTickerQty` = 5,
    /* Replace with a INT */ 
    `cumFillQty` = 5,
    /* Replace with a DOUBLE */ 
    `cumFillMoney` = 4.56,
    /* Replace with a DOUBLE */ 
    `avgFillRate` = 4.56,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isDivControlDisabled` = 'None',
    /* Replace with a DOUBLE */ 
    `uBid` = 4.56,
    /* Replace with a DOUBLE */ 
    `uAsk` = 4.56,
    /* Replace with a DOUBLE */ 
    `iDays` = 4.56,
    /* Replace with a DOUBLE */ 
    `iYears` = 4.56,
    /* Replace with a DOUBLE */ 
    `strike` = 4.56,
    /* Replace with a DOUBLE */ 
    `rcEExPrem` = 4.56,
    /* Replace with a DOUBLE */ 
    `strikePv` = 4.56,
    /* Replace with a DOUBLE */ 
    `stockLendPv` = 4.56,
    /* Replace with a DOUBLE */ 
    `revConPrem` = 4.56,
    /* Replace with a DOUBLE */ 
    `effRevConLimit` = 4.56,
    /* Replace with a DOUBLE */ 
    `limitPrice` = 4.56,
    /* Replace with a DOUBLE */ 
    `effStockLendPv` = 4.56,
    /* Replace with a DOUBLE */ 
    `effStockRate` = 4.56,
    /* 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 VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `root_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') */ 
    `root_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `root_tk` = 'Example_root_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgResponderMarkupRC`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `root_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') */ 
    `root_ts`,
    /* Replace with a VARCHAR(12) */ 
    `root_tk`,
    /* Replace with a DATE */
    `expiry`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide`,
    /* 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 ENUM('None','Yes','No') */ 
    `isDisabled`,
    /* Replace with a INT */ 
    `expiryQtyAvail`,
    /* Replace with a INT */ 
    `tickerQtyAvail`,
    /* Replace with a DOUBLE */ 
    `transactFee`,
    /* Replace with a DOUBLE */ 
    `stockRate`,
    /* Replace with a DOUBLE */ 
    `moneyRate`,
    /* Replace with a DOUBLE */ 
    `ddivPv`,
    /* Replace with a ENUM('None','DisableAny','DisableEstimates') */ 
    `divControl`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `respondFlex`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `incFeesInResp`,
    /* Replace with a ENUM('None','Exact','Fuzzy') */ 
    `roundRule`,
    /* Replace with a INT */ 
    `openExpiryQty`,
    /* Replace with a INT */ 
    `openTickerQty`,
    /* Replace with a INT */ 
    `cumFillQty`,
    /* Replace with a DOUBLE */ 
    `cumFillMoney`,
    /* Replace with a DOUBLE */ 
    `avgFillRate`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isDivControlDisabled`,
    /* Replace with a DOUBLE */ 
    `uBid`,
    /* Replace with a DOUBLE */ 
    `uAsk`,
    /* Replace with a DOUBLE */ 
    `iDays`,
    /* Replace with a DOUBLE */ 
    `iYears`,
    /* Replace with a DOUBLE */ 
    `strike`,
    /* Replace with a DOUBLE */ 
    `rcEExPrem`,
    /* Replace with a DOUBLE */ 
    `strikePv`,
    /* Replace with a DOUBLE */ 
    `stockLendPv`,
    /* Replace with a DOUBLE */ 
    `revConPrem`,
    /* Replace with a DOUBLE */ 
    `effRevConLimit`,
    /* Replace with a DOUBLE */ 
    `limitPrice`,
    /* Replace with a DOUBLE */ 
    `effStockLendPv`,
    /* Replace with a DOUBLE */ 
    `effStockRate`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_clientFirm',
    'None',
    'None',
    'Example_root_tk',
    '2022-01-01',
    'None',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    5,
    5,
    4.56,
    4.56,
    4.56,
    4.56,
    'None',
    'None',
    'None',
    'None',
    5,
    5,
    5,
    4.56,
    4.56,
    'None',
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    4.56,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgResponderMarkupRC` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `root_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') */ 
    `root_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `root_tk` = 'Example_root_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None';

Doc Columns Query

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