SRParentOrder

V8 Message Definiton

SpdrParentOrder records are visible in SRSE immediately after receipt. Parent orders received via FIX, SRSE or SpiderRock GUI tools, or 3rd party vendor systems are all visible in this table. Parent orders can be for stocks, futures, options or spreads. And they can be one-sided (agency) or two-sided (facilitation) orders. Parent order records should be immutable and not update. SpdrParentOrder records are published to the SpiderRock elatic cluster on arrival.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
parentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	SPDR order number
sysEnvironment	enum - SysEnvironment		'None'	original source sys environment Stable Current etc
runStatus	enum - RunStatus		'None'	original source run status ProdBeta
spdrActionType	enum - SpdrActionType		'Add'
parentShape	enum - SpdrOrderShape		'None'
clientSeqNumIn	INT		0	inbound client seq number FIX orders only
altOrderId	VARCHAR(24)		''	alternate order ID usually clOrdId from client
altPrevOrderId	VARCHAR(24)		''	alternate prev order ID usually origClOrdId from client during cxlreplace
altAutoHedgeId	VARCHAR(24)		''	alternate order ID for child autohedge orders if any
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	TINYTEXT		''	inbound FIX routing code or SRSEtool server appID if any
packageId	BIGINT		0	references spread orderNumber if a legged spread order or autohedge order
secKey_at	enum - AssetType	SEC	'None'	Composite Security Key
secKey_ts	enum - TickerSrc	SEC	'None'	Composite Security Key
secKey_tk	VARCHAR(12)	SEC	''	Composite Security Key
secKey_yr	SMALLINT UNSIGNED	SEC	0	Composite Security Key
secKey_mn	TINYINT UNSIGNED	SEC	0	Composite Security Key
secKey_dy	TINYINT UNSIGNED	SEC	0	Composite Security Key
secKey_xx	DOUBLE	SEC	0	Composite Security Key
secKey_cp	enum - CallPut	SEC	'Call'	Composite Security Key
secType	enum - SpdrKeyType		'None'	Security Type Stock Future Option
securityDesc	TINYTEXT		''	additional security description
accnt	VARCHAR(16)	SEC	''	SR trading account
clientFirm	VARCHAR(16)		''	SR client firm
spdrSource	enum - SpdrSource		'None'
groupingCode	CHAR(19)		'0000-0000-0000-0000'	unique broker codebrokerpkey key accnt spdrSource groupingCode
execBrkrCode	VARCHAR(16)		''	overrides the default executing broker for this parent order
externExDest	VARCHAR(16)		''	routing code for orders directed to an external order router default null must match an exDest associated with a RouteDefinition
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
userSource	enum - SpdrSource		'None'	SpdrSource of this order assumed to be the same as spdrSource if None
orderDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order entry time from clientif any
orderSide	enum - BuySell		'None'
orderSize	INT		0	maximum fill size contracts
orderActiveSize	INT		0	total activated size total size released for execution 1 all available size
curCumFillQuantity	INT		0	set order size orderSize Max0 curCumFillQty eecumFillQty used to ensure integrity of submitted cxlreplace orders
addCumFillQuantity	enum - YesNo		'None'	If Yes then OrderSize is calculated order arrival as requested OrderSize existing CumFillQuantity
maxExposureSize	INT		0	maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchanges	TINYINT UNSIGNED		0	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 Nonealgo default Randomizerandomize public size MktSizeexpose typical market size FullSizeexpose entire order size where possible FullSizeRrandomize full size
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 work from arrival to expiration VWAP work order not faster than participation rate
blockVisibility	enum - BlockVisibility		'None'	for BlockAuction orders visibility to responders is neither side only or side price
progressSliceCnt	TINYINT UNSIGNED		0	number of 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 MOC auction
triggerType	enum - TriggerType		'None'	type of trigger PrintVolSurfVol only for options print print or actionable quote
triggerLevel	FLOAT		0	stoptrigger level for parent order to go active can be either a price or vol
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
incTakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability and surface based take limit calculations
incMakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability and surface based make limit calculations
makeExchRule	enum - MakeExchRule		'None'	ActiveMaker exch preference MaxPart max participation FeeOrder minimize fees max rebates ImprvOnly will only make when improving NBBO RoundRobin will rotate through exch list ProRataOptim will post on prorata only
cxlUPrcRange	enum - UPrcCxl		'None'	cancel parent order ifwhen outside the uPrice range Halt also cancel if halted
minUBid	FLOAT		0	optional
maxUAsk	FLOAT		0	optional 001 none
minMaxType	enum - MinMaxType		'None'	if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
minOptionPx	FLOAT		0	optional option price floor for tied to stock orders
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
spdrStageType	enum - SpdrStageType		'None'	note stageType None implies both KeepAlive behavior and makes the order visible on tools
marketSession	enum - MarketSession		'None'
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
startType	enum - StartType		'None'	WaitTrigger associates this order with a triggerGroupId The initial wave of child orders from the TriggerGroup will be send when a final parent order with startTypeTriggerAll or when an external trigger signal is received
triggerGroupId	BIGINT		0	triggerGroupId is required if startTypeWaitTrigger note that child orders from all parent orders in the trigger group will be organized and released optimally when the triggerGroup is released
triggerTimestamp	BIGINT		0	WaitTrigger trigger timestamp nanoseconds since epoch
parentOrderHandling	enum - ParentOrderHandling		'None'
parentBalanceHandling	enum - ParentBalanceHandling		'None'
orderLimitType	enum - SpdrLimitType		'None'
takeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice offset Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit SurfProb BESTLimitPrice SurfLimit ProbLimit
makeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice offset Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit SurfProb BESTLimitPrice SurfLimit ProbLimit
takeReachRule	enum - ReachRule		'None'	None size 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
orderRefUPrc	DOUBLE		0	defaultunderliermid
orderRefDelta	FLOAT		0	defaultoptiondelta
orderRefGamma	FLOAT		0	defaultoptiongamma
orderVolLimit	FLOAT		0	Applies if LimitType Vol uses SR dividends and borrow rates
rateOverride	FLOAT		0	zero ignore zero override
sdivOverride	FLOAT		0
ddivOverride	TINYTEXT		''	discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount
overrideCode	enum - OverrideCode		'None'
orderPrcOffset	DOUBLE		0	default0 surface relX and pegX limit offsets
stateModel	enum - StateModel		'None'
uStateModel	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
takeSurfPrcOffset	DOUBLE		0	default0
takeSurfVolOffset	FLOAT		0	default0
takeSurfWidthOffset	FLOAT		0	1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
makeSurfPrcOffset	DOUBLE		0	default0
makeSurfVolOffset	FLOAT		0	default0
makeSurfWidthOffset	FLOAT		0	1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
orderRefEventMult	FLOAT		0	expected underlier abs move 001 1 orderRefEventDttm
orderRefEventDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	Datetime of the next event Note that events are usually earnings but are not required to be
autoHedge	enum - AutoHedge		'None'
hedgeInstrument	enum - HedgeInst		'Default'	Defaultactual underlier EQT or FUT IndexOptions use ETF FrontMonthactual underlier EQT or front month FUT IndexOptions use FM Fut StockhedgeSecKeyTickerKey FuturehedgeSecKeyExpiryKey
hedgeSecKey_at	enum - AssetType		'None'	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_ts	enum - TickerSrc		'None'	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tk	VARCHAR(12)		''	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_yr	SMALLINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_mn	TINYINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_dy	TINYINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeBetaRatio	FLOAT		0	portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScope	enum - HedgeScope		'None'	hedge group scope RiskGroup or Accnt
hedgeSession	enum - MarketSession		'None'	market session for the autohedge order defaults to pOrdermarketSession
externHedgeExDest	VARCHAR(16)		''	external broker exDest only used if orderHandlingExtern Should match FixRoutingTabledestination type eg Nighthawk
externHedgeParams	TINYTEXT		''	external algo namesparameters usually just an algo name usually copied from the FixRoutingTableexternParams
firmType	enum - FirmType		'None'	used to override firmType in account config
orderCapacity	enum - OrderCapacity		'None'
positionType	enum - PositionType		'None'
ssaleFlag	enum - ShortSaleFlag		'None'	used to determine stock autohedge flags
locateFirm	VARCHAR(6)		''	firm granting the locate also locate firm used on street FIX orders required if selling short and no autolocate is available
locatePool	VARCHAR(16)		''	locate pool firm granting the locate
noCrossGroup	VARCHAR(16)		''
exchTraderId	VARCHAR(16)		''
largeTraderId	VARCHAR(16)		''
tradingLocation	VARCHAR(16)		''
leadSide	enum - BuySell		'None'	for legged orders which side to lead with optional None ok
maxCompletionSlippage	DOUBLE		0	maximum price slippage to complete an open basket
orderRefPremium	FLOAT		0	reference premium mleg orders only
noticeNumber	CHAR(19)		'0000-0000-0000-0000'	required when parentOrderHandling BlockResponse
theoVol	FLOAT		0	client supplied theoretical volatility used for markup only
clArriveMark	FLOAT		0	client specified arrival mark passed through to ParentExecution markup only
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	all orders with the same riskGroupId share a common set of risk countersGrp risk limits apply to these shared counters
reqAuxRiskGroupCtrl	enum - YesNo		'None'
refRMetric1Src	enum - RMetricSource		'None'
refRMetric2Src	enum - RMetricSource		'None'
refRMetric3Src	enum - RMetricSource		'None'
refRMetric4Src	enum - RMetricSource		'None'
refRMetric5Src	enum - RMetricSource		'None'
refRMetric6Src	enum - RMetricSource		'None'
refRMetric7Src	enum - RMetricSource		'None'
orderRefRMetric1	FLOAT		0	user supplied RMetric1 value used in RiskGroupID risk controls netRMetric1 sumfillQty orderRefRMetric1 underlierPerCn
orderRefRMetric2	FLOAT		0	user supplied RMetric2 value used in RiskGroupID risk controls netRMetric2 sumfillQty orderRefRMetric2 underlierPerCn
orderRefRMetric3	FLOAT		0	user supplied RMetric3 value used in RiskGroupID risk controls netRMetric3 sumfillQty orderRefRMetric3 underlierPerCn
orderRefRMetric4	FLOAT		0	user supplied RMetric4 value used in RiskGroupID risk controls netRMetric4 sumfillQty orderRefRMetric4 underlierPerCn
orderRefRMetric5	FLOAT		0	user supplied RMetric5 value used in RiskGroupID risk controls netRMetric5 sumfillQty orderRefRMetric5 underlierPerCn
orderRefRMetric6	FLOAT		0	user supplied RMetric6 value used in ExpDay risk controls netRMetric6 sumfillQty orderRefRMetric6 underlierPerCn
orderRefRMetric7	FLOAT		0	user supplied RMetric7 value used in SymDay risk controls netRMetric7 sumfillQty orderRefRMetric7 underlierPerCn
expDayWtVegaOffset	FLOAT		-1	max acctsymbol day wtVega offset target
maxExpDayWtVegaLn	FLOAT		-1	max accntexpiration day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxExpDayWtVegaSh	FLOAT		-1	max accntexpiration day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxExpDayRMetric6Ln	FLOAT		-1	max acctexpiration day rMetric6 long positive number1no limitrisk limit max limit current net counter
maxExpDayRMetric6Sh	FLOAT		-1	max acctexpiration day rMetric6 short positive number1no limitrisk limit max limit current net counter
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
symDayVegaOffset	FLOAT		-1	max acctsymbol day vega offset target
maxSymDayVegaLn	FLOAT		-1	max acctsymbol day vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayVegaSh	FLOAT		-1	max acctsymbol day vega short positive number1no limitrisk limit max limit current net counter offset
symDayWtVegaOffset	FLOAT		-1	max acctsymbol day wtVega offset target
maxSymDayWtVegaLn	FLOAT		-1	max acctsymbol day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayWtVegaSh	FLOAT		-1	max acctsymbol day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxSymDayRMetric7Ln	FLOAT		-1	max acctsymbol day rMetric7 long positive number1no limitrisk limit max limit current net counter
maxSymDayRMetric7Sh	FLOAT		-1	max acctsymbol day rMetric7 short positive number1no limitrisk limit max limit current net counter
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
maxGrpDayVegaLn	FLOAT		-1	max acctriskGroup day vega long positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaSh	FLOAT		-1	max acctriskGroup day vega short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaAbs	FLOAT		-1	max acctriskGroup day vega abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayVegaRatio	FLOAT		1.0	target bot sld ratio eg ratio20 means that neutral is bot vega 2x sld vega
maxGrpDayContractsLn	INT		-1	max acctriskGroup day opt contracts long positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsSh	INT		-1	max acctriskGroup day opt contracts short positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsAbs	INT		-1	max acctriskGroup day opt contracts abs positive number1no limitrisk limit max limit abscurrent 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
maxGrpDayRMetric2Ln	FLOAT		-1	max acctriskGroup day rMetric2 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric2Sh	FLOAT		-1	max acctriskGroup day rMetric2 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3Ln	FLOAT		-1	max acctriskGroup day rMetric3 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3Sh	FLOAT		-1	max acctriskGroup day rMetric3 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4Ln	FLOAT		-1	max acctriskGroup day rMetric4 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4Sh	FLOAT		-1	max acctriskGroup day rMetric4 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5Ln	FLOAT		-1	max acctriskGroup day rMetric5 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5Sh	FLOAT		-1	max acctriskGroup day rMetric5 short positive number1no limitrisk limit max limit current net counter
symEmaCxlDDeltaLn	FLOAT		-1	max acctsymbol 60s EMA delta long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlDDeltaSh	FLOAT		-1	max acctsymbol 60s EMA delta short positive number 0 is no limit
symEmaCxlWtVegaLn	FLOAT		-1	max acctsymbol 60s EMA wtVega long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlWtVegaSh	FLOAT		-1	max acctsymbol 60s EMA wtVega short positive number 0 is no limit
lastFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
userData1	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
childData	TINYTEXT		''	client supplied data field passes through to down stream child orders
srcTimestamp	BIGINT		0
sgwTimestamp	BIGINT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
includeSRNetwork	enum - InclExclDisclose		'None'
DirectedCounterPartyList	JSON		'JSON_ARRAY()'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
parentNumber	1

SECONDARY INDEX (AccntCodeIndex) (Not Unique)

Field	Sequence
accnt	1

SECONDARY INDEX (SecKeyIndex) (Not Unique)

Field	Sequence
secKey_at	1
secKey_ts	2
secKey_tk	3
secKey_yr	4
secKey_mn	5
secKey_dy	6
secKey_xx	7
secKey_cp	8

JSON Block (DirectedCounterPartyList)

Field	Type	Comment
clientFirm	enum - clientFirm
inclExcl	enum - InclExclDisclose

JSON Block (OrderLegsList)

Field	Type	Comment
ticker	enum - ticker	stock ticker
stockSide	enum - BuySell	Buy Sell None
stockShares	enum - stockShares	number of shares included zero if none
stockLegId	enum - stockLegId	SR stock leg ID
altStkLegId	enum - altStkLegId	client stock leg ID usually from a FIX order
ssaleFlag	enum - ShortSaleFlag	stock short sale flag
refUPrc	enum - refUPrc	reference underlier price PrcDe orders
numLegs	enum - numLegs	number of valid legs below
secKey1	enum - secKey1	leg 1
secType1	enum - SpdrKeyType
mult1	enum - mult1
side1	enum - BuySell
legId1	enum - legId1	SR leg Id
altLegId1	enum - altLegId1	client leg Id usually from a FIX order
posType1	enum - PositionType
ssaleFlag1	enum - ShortSaleFlag
vega1	enum - vega1
refUPrc1	enum - refUPrc1	reference underlier price PrcDe orders
refDelta1	enum - refDelta1	reference delta for PrcDe order handling
refEarnCnt1	enum - refEarnCnt1	reference of earnings moves before expiration
secKey2	enum - secKey2	leg 2
secType2	enum - SpdrKeyType
mult2	enum - mult2
side2	enum - BuySell
legId2	enum - legId2	SR leg Id
altLegId2	enum - altLegId2	client leg Id usually from a FIX order
posType2	enum - PositionType
ssaleFlag2	enum - ShortSaleFlag
vega2	enum - vega2
refUPrc2	enum - refUPrc2	reference underlier price PrcDe orders
refDelta2	enum - refDelta2	reference delta for PrcDe order handling
refEarnCnt2	enum - refEarnCnt2	reference of earnings moves before expiration
secKey3	enum - secKey3	leg 3
secType3	enum - SpdrKeyType
mult3	enum - mult3
side3	enum - BuySell
legId3	enum - legId3	SR leg Id
altLegId3	enum - altLegId3	client leg Id usually from a FIX order
posType3	enum - PositionType
ssaleFlag3	enum - ShortSaleFlag
vega3	enum - vega3
refUPrc3	enum - refUPrc3	reference underlier price PrcDe orders
refDelta3	enum - refDelta3	reference delta for PrcDe order handling
refEarnCnt3	enum - refEarnCnt3	reference of earnings moves before expiration
secKey4	enum - secKey4	leg 4
secType4	enum - SpdrKeyType
mult4	enum - mult4
side4	enum - BuySell
legId4	enum - legId4	SR leg Id
altLegId4	enum - altLegId4	client leg Id usually from a FIX order
posType4	enum - PositionType
ssaleFlag4	enum - ShortSaleFlag
vega4	enum - vega4
refUPrc4	enum - refUPrc4	reference underlier price PrcDe orders
refDelta4	enum - refDelta4	reference delta for PrcDe order handling
refEarnCnt4	enum - refEarnCnt4	reference of earnings moves before expiration
secKey5	enum - secKey5	leg 5
secType5	enum - SpdrKeyType
mult5	enum - mult5
side5	enum - BuySell
legId5	enum - legId5	SR leg Id
altLegId5	enum - altLegId5	client leg Id usually from a FIX order
posType5	enum - PositionType
ssaleFlag5	enum - ShortSaleFlag
vega5	enum - vega5
refUPrc5	enum - refUPrc5	reference underlier price PrcDe orders
refDelta5	enum - refDelta5	reference delta for PrcDe order handling
refEarnCnt5	enum - refEarnCnt5	reference of earnings moves before expiration
secKey6	enum - secKey6	leg 6
secType6	enum - SpdrKeyType
mult6	enum - mult6
side6	enum - BuySell
legId6	enum - legId6	SR leg Id
altLegId6	enum - altLegId6	client leg Id usually from a FIX order
posType6	enum - PositionType
ssaleFlag6	enum - ShortSaleFlag
vega6	enum - vega6
refUPrc6	enum - refUPrc6	reference underlier price PrcDe orders
refDelta6	enum - refDelta6	reference delta for PrcDe order handling
refEarnCnt6	enum - refEarnCnt6	reference of earnings moves before expiration

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentOrder` (
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number',
    `sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
    `runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
    `spdrActionType` ENUM('Add','AddReplace','Replace','Cancel','Modify') NOT NULL DEFAULT 'Add',
    `parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None',
    `clientSeqNumIn` INT NOT NULL DEFAULT 0 COMMENT 'inbound client seq number (FIX orders only)',
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
    `altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate prev order ID (usually origClOrdId from client during cxl/replace)',
    `altAutoHedgeId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID for child autohedge orders (if any)',
    `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` TINYTEXT NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code or SRSE/tool server appID (if any)',
    `packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'references spread orderNumber, if a legged spread order or auto-hedge order',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'Composite Security Key',
    `secKey_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 'Composite Security Key',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Composite Security Key',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'Composite Security Key',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
    `securityDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional security description',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code;broker.pkey = (key + accnt + spdrSource + groupingCode)',
    `execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'overrides the default executing broker for this parent order',
    `externExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'routing code for orders directed to an external order router (default = null); must match an exDest associated with a RouteDefinition',
    `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',
    `userSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None' COMMENT 'SpdrSource of this order (assumed to be the same as spdrSource if None)',
    `orderDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order entry time (from client;if any)',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `orderSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum fill size (contracts)',
    `orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
    `curCumFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'set order size = orderSize - Max(0, curCumFillQty - ee.cumFillQty) (used to ensure integrity of submitted cxl/replace orders)',
    `addCumFillQuantity` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing ''CumFillQuantity''.',
    `maxExposureSize` INT NOT NULL DEFAULT 0 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 0 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=algo default; Randomize=randomize public size; MktSize=expose typical market size; FullSize=expose entire order size where possible; FullSizeR=randomize full size',
    `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 = work from arrival to expiration; VWAP = work order not faster than participation rate',
    `blockVisibility` ENUM('None','Neither','Side','SidePrice') NOT NULL DEFAULT 'None' COMMENT 'for BlockAuction orders, visibility (to responders) is neither, side only, or side + price',
    `progressSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of 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 (MOC) auction',
    `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 level for parent order to go active (can be either a price or vol)',
    `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]',
    `incTakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability and surface based take limit calculations',
    `incMakeExchFee` ENUM('None','ExclFee','IncFee') NOT NULL DEFAULT 'None' COMMENT 'include exchange fee in probability and surface based make limit calculations',
    `makeExchRule` ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') NOT NULL DEFAULT 'None' COMMENT 'ActiveMaker exch preference: ''MaxPart'' = max participation; ''FeeOrder'' = minimize fees [max rebates]; ''ImprvOnly'' will only make when improving NBBO; ''RoundRobin'' will rotate through exch list; ''ProRataOptim'' will post on pro-rata only.',
    `cxlUPrcRange` ENUM('None','Yes','No','YesHalt','NoHalt') NOT NULL DEFAULT 'None' COMMENT 'cancel parent order if/when outside the uPrice range [ _Halt = also cancel if 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 'None' COMMENT 'if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival',
    `minOptionPx` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] option price floor for tied to stock orders',
    `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)',
    `spdrStageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'note: stageType != None implies both KeepAlive behavior and makes the order visible on tools',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None',
    `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)',
    `startType` ENUM('None','WaitTrigger','TriggerAll') NOT NULL DEFAULT 'None' COMMENT 'WaitTrigger associates this order with a triggerGroupId.  The initial wave of child orders from the TriggerGroup will be send when a (final) parent order with startType=TriggerAll or when an external trigger signal is received.',
    `triggerGroupId` BIGINT NOT NULL DEFAULT 0 COMMENT 'triggerGroupId is required if startType=WaitTrigger; note that child orders from all parent orders in the trigger group will be organized and released optimally when the triggerGroup is released',
    `triggerTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'WaitTrigger trigger timestamp (nanoseconds since epoch)',
    `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 +/- offset, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit), SurfProb  = BEST(LimitPrice, SurfLimit, ProbLimit)',
    `makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice +/- offset, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit), SurfProb  = BEST(LimitPrice, SurfLimit, ProbLimit)',
    `takeReachRule` ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') NOT NULL DEFAULT 'None' COMMENT 'None = size 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[]',
    `orderRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=underlier.mid',
    `orderRefDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=option.delta',
    `orderRefGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=option.gamma',
    `orderVolLimit` FLOAT NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Vol[] [uses SR dividends and borrow rates]',
    `rateOverride` FLOAT NOT NULL DEFAULT 0 COMMENT 'zero = ignore; > zero = override',
    `sdivOverride` FLOAT NOT NULL DEFAULT 0,
    `ddivOverride` TINYTEXT NOT NULL DEFAULT '' COMMENT 'discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])',
    `overrideCode` ENUM('None','SDivOnly','DDivOnly','Both') NOT NULL DEFAULT 'None',
    `orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0 [surface, relX and pegX limit offsets]',
    `stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
    `uStateModel` 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]',
    `takeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
    `takeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
    `takeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x]       -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
    `makeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
    `makeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
    `makeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x]       -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
    `orderRefEventMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'expected underlier abs move (0.01 = 1%) @ orderRefEventDttm',
    `orderRefEventDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Date/time of the next event.  Note that events are usually earnings but are not required to be.',
    `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',
    `hedgeInstrument` ENUM('None','Default','FrontMonth','Stock','Future') NOT NULL DEFAULT 'Default' COMMENT 'Default=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey',
    `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 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `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 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeBetaRatio` FLOAT NOT NULL DEFAULT 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 'None' COMMENT 'hedge group scope [RiskGroup or Accnt]',
    `hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session for the autohedge order [defaults to pOrder.marketSession]',
    `externHedgeExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'external broker exDest (only used if orderHandling=Extern)			# Should match FixRoutingTable.destination type (eg. #Nighthawk)',
    `externHedgeParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name)			# usually copied from the FixRoutingTable.externParams',
    `firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'used to override firmType in account config',
    `orderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'used to determine stock auto-hedge flags',
    `locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'firm granting the locate (also locate firm used on street FIX orders) (required if selling short and no auto-locate is available)',
    `locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ firm granting the locate',
    `noCrossGroup` VARCHAR(16) NOT NULL DEFAULT '',
    `exchTraderId` VARCHAR(16) NOT NULL DEFAULT '',
    `largeTraderId` VARCHAR(16) NOT NULL DEFAULT '',
    `tradingLocation` VARCHAR(16) NOT NULL DEFAULT '',
    `leadSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'for legged orders, which side to lead with.  (optional, None ok)',
    `maxCompletionSlippage` DOUBLE NOT NULL DEFAULT 0 COMMENT 'maximum price slippage to complete an open basket',
    `orderRefPremium` FLOAT NOT NULL DEFAULT 0 COMMENT 'reference premium (mleg orders only)',
    `noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'required when parentOrderHandling = BlockResponse',
    `theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'client supplied theoretical volatility (used for markup only)',
    `clArriveMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'client specified arrival mark (passed through to ParentExecution; markup only)',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters',
    `reqAuxRiskGroupCtrl` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `refRMetric1Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric2Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric3Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric4Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric5Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric6Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `refRMetric7Src` ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional') NOT NULL DEFAULT 'None',
    `orderRefRMetric1` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]',
    `orderRefRMetric2` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]',
    `orderRefRMetric3` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]',
    `orderRefRMetric4` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]',
    `orderRefRMetric5` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]',
    `orderRefRMetric6` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]',
    `orderRefRMetric7` FLOAT NOT NULL DEFAULT 0 COMMENT 'user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]',
    `expDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
    `maxExpDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
    `maxExpDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
    `maxExpDayRMetric6Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxExpDayRMetric6Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `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)',
    `symDayVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega offset (target)',
    `maxSymDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
    `maxSymDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
    `symDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
    `maxSymDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
    `maxSymDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
    `maxSymDayRMetric7Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxSymDayRMetric7Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `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',
    `maxGrpDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayVegaAbs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
    `grpDayVegaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)',
    `maxGrpDayContractsLn` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayContractsSh` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayContractsAbs` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(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)',
    `maxGrpDayRMetric2Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayRMetric2Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayRMetric3Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayRMetric3Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayRMetric4Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayRMetric4Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `maxGrpDayRMetric5Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter',
    `maxGrpDayRMetric5Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter',
    `symEmaCxlDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
    `symEmaCxlDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)',
    `symEmaCxlWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
    `symEmaCxlWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)',
    `lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
    `userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
    `childData` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to down stream child orders',
    `srcTimestamp` BIGINT NOT NULL DEFAULT 0,
    `sgwTimestamp` BIGINT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `includeSRNetwork` ENUM('None','Include','Exclude','Disclose') NOT NULL DEFAULT 'None',
    `DirectedCounterPartyList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(DirectedCounterPartyList)),
    `OrderLegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(OrderLegsList)),
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`parentNumber`),
    KEY `AccntCodeIndex` (`accnt`) USING HASH,
    KEY `SecKeyIndex` (`secKey_at`,`secKey_ts`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentOrder records are visible in SRSE immediately after receipt.  Parent orders received via FIX, SRSE or SpiderRock GUI tools, or 3rd party vendor systems are all visible in this table.\nParent orders can be for stocks, futures, options or spreads.  And they can be one-sided (agency) or two-sided (facilitation) orders.  Parent order records should be immutable and not update.\nSpdrParentOrder records are published to the SpiderRock elatic cluster on arrival.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `parentNumber`,
    `sysEnvironment`,
    `runStatus`,
    `spdrActionType`,
    `parentShape`,
    `clientSeqNumIn`,
    `altOrderId`,
    `altPrevOrderId`,
    `altAutoHedgeId`,
    `altAccnt`,
    `altUserName`,
    `srcRoutingCode`,
    `packageId`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `securityDesc`,
    `accnt`,
    `clientFirm`,
    `spdrSource`,
    `groupingCode`,
    `execBrkrCode`,
    `externExDest`,
    `externParams`,
    `strategy`,
    `userName`,
    `userSource`,
    `orderDttm`,
    `orderSide`,
    `orderSize`,
    `orderActiveSize`,
    `curCumFillQuantity`,
    `addCumFillQuantity`,
    `maxExposureSize`,
    `numMakeExchanges`,
    `publicSize`,
    `canOverlapCxlRepl`,
    `progressRule`,
    `blockVisibility`,
    `progressSliceCnt`,
    `progressExposeTime`,
    `vwapParticipation`,
    `minMktOnClosePct`,
    `triggerType`,
    `triggerLevel`,
    `auctionResponder`,
    `maxMakeExchFee`,
    `maxTakeExchFee`,
    `incTakeExchFee`,
    `incMakeExchFee`,
    `makeExchRule`,
    `cxlUPrcRange`,
    `minUBid`,
    `maxUAsk`,
    `minMaxType`,
    `minOptionPx`,
    `maxChildOrders`,
    `exchMask`,
    `spdrStageType`,
    `marketSession`,
    `startDttm`,
    `orderDuration`,
    `activeDuration`,
    `goodTillDttm`,
    `startType`,
    `triggerGroupId`,
    `triggerTimestamp`,
    `parentOrderHandling`,
    `parentBalanceHandling`,
    `orderLimitType`,
    `takeLimitClass`,
    `makeLimitClass`,
    `takeReachRule`,
    `orderPrcLimit`,
    `orderRefUPrc`,
    `orderRefDelta`,
    `orderRefGamma`,
    `orderVolLimit`,
    `rateOverride`,
    `sdivOverride`,
    `ddivOverride`,
    `overrideCode`,
    `orderPrcOffset`,
    `stateModel`,
    `uStateModel`,
    `takeAlphaType`,
    `makeAlphaType`,
    `takeAlphaFactor`,
    `makeAlphaFactor`,
    `takeProbability`,
    `makeProbability`,
    `takeSurfPrcOffset`,
    `takeSurfVolOffset`,
    `takeSurfWidthOffset`,
    `makeSurfPrcOffset`,
    `makeSurfVolOffset`,
    `makeSurfWidthOffset`,
    `orderRefEventMult`,
    `orderRefEventDttm`,
    `autoHedge`,
    `hedgeInstrument`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeBetaRatio`,
    `hedgeScope`,
    `hedgeSession`,
    `externHedgeExDest`,
    `externHedgeParams`,
    `firmType`,
    `orderCapacity`,
    `positionType`,
    `ssaleFlag`,
    `locateFirm`,
    `locatePool`,
    `noCrossGroup`,
    `exchTraderId`,
    `largeTraderId`,
    `tradingLocation`,
    `leadSide`,
    `maxCompletionSlippage`,
    `orderRefPremium`,
    `noticeNumber`,
    `theoVol`,
    `clArriveMark`,
    `riskGroupId`,
    `reqAuxRiskGroupCtrl`,
    `refRMetric1Src`,
    `refRMetric2Src`,
    `refRMetric3Src`,
    `refRMetric4Src`,
    `refRMetric5Src`,
    `refRMetric6Src`,
    `refRMetric7Src`,
    `orderRefRMetric1`,
    `orderRefRMetric2`,
    `orderRefRMetric3`,
    `orderRefRMetric4`,
    `orderRefRMetric5`,
    `orderRefRMetric6`,
    `orderRefRMetric7`,
    `expDayWtVegaOffset`,
    `maxExpDayWtVegaLn`,
    `maxExpDayWtVegaSh`,
    `maxExpDayRMetric6Ln`,
    `maxExpDayRMetric6Sh`,
    `symDayDDeltaOffset`,
    `maxSymDayDDeltaLn`,
    `maxSymDayDDeltaSh`,
    `symDayVegaOffset`,
    `maxSymDayVegaLn`,
    `maxSymDayVegaSh`,
    `symDayWtVegaOffset`,
    `maxSymDayWtVegaLn`,
    `maxSymDayWtVegaSh`,
    `maxSymDayRMetric7Ln`,
    `maxSymDayRMetric7Sh`,
    `maxGrpDayDDeltaLn`,
    `maxGrpDayDDeltaSh`,
    `maxGrpDayVegaLn`,
    `maxGrpDayVegaSh`,
    `maxGrpDayVegaAbs`,
    `grpDayVegaRatio`,
    `maxGrpDayContractsLn`,
    `maxGrpDayContractsSh`,
    `maxGrpDayContractsAbs`,
    `maxGrpDayRMetric1Ln`,
    `maxGrpDayRMetric1Sh`,
    `maxGrpDayRMetric1Abs`,
    `grpDayRMetric1Ratio`,
    `maxGrpDayRMetric2Ln`,
    `maxGrpDayRMetric2Sh`,
    `maxGrpDayRMetric3Ln`,
    `maxGrpDayRMetric3Sh`,
    `maxGrpDayRMetric4Ln`,
    `maxGrpDayRMetric4Sh`,
    `maxGrpDayRMetric5Ln`,
    `maxGrpDayRMetric5Sh`,
    `symEmaCxlDDeltaLn`,
    `symEmaCxlDDeltaSh`,
    `symEmaCxlWtVegaLn`,
    `symEmaCxlWtVegaSh`,
    `lastFillDttm`,
    `userData1`,
    `userData2`,
    `childData`,
    `srcTimestamp`,
    `sgwTimestamp`,
    `timestamp`,
    `includeSRNetwork`,
    `DirectedCounterPartyList`,
    `OrderLegsList`
FROM `SRTrade`.`MsgSRParentOrder`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber';

Doc Columns Query

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