SRParentReport

V8 Message Definiton

SpdrParentReport records contain the current state of a parent order and update as/when the order state changes. SpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)

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
sysRealm	enum - SysRealm		'None'
sysEnvironment	enum - SysEnvironment		'None'
runStatus	enum - RunStatus		'None'
reportNumber	BIGINT		0
parentShape	enum - SpdrOrderShape		'None'
recordVersion	SMALLINT		0
recordSource	enum - RecordSource		'None'
parentVersion	SMALLINT		0	SPDR order instance number 1 original order 2 1st cancelreplace etc
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
prevParentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR order number order being cancelledreplaced zero if none
nextParentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR order number next order in cxlreplace sequence zero if none
spdrActionType	enum - SpdrActionType		'Add'
prevParentCreateDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	noneundefined if first order in a sequence
prevParentCumFillQty	INT		0
clientSeqNumIn	INT		0	inbound client seq number FIX orders only
altOrderId	VARCHAR(24)		''	usually client clOrdId from FIX or SRSE
altPrevOrderId	VARCHAR(24)		''	usually previousorig cxlrepl client clOrdId from FIX or SRSE
altCancelId	VARCHAR(24)		''	client cancelId from FIX or SRSE identifies the message responsible for user cxl actions
srcRoutingCode	TINYTEXT		''	inbound FIX routing code if any
packageId	BIGINT		0	references spread orderNumber if a legged spread order
prevPackageId	BIGINT		0
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	all orders with the same riskGroupId share a common set of risk counters Grp risk limits apply to these shared counters
triggerGroupId	BIGINT		0	WaitTrigger group Id
secKey_at	enum - AssetType		'None'
secKey_ts	enum - TickerSrc		'None'
secKey_tk	VARCHAR(12)	SEC	''
secKey_yr	SMALLINT UNSIGNED		0
secKey_mn	TINYINT UNSIGNED		0
secKey_dy	TINYINT UNSIGNED		0
secKey_xx	DOUBLE		0
secKey_cp	enum - CallPut		'Call'
secType	enum - SpdrKeyType		'None'
accnt	VARCHAR(16)	SEC	''	SR trading account
clientFirm	VARCHAR(16)		''	SR client firm
coreClientFirm	VARCHAR(16)		''
sponsorClientFirm	VARCHAR(16)		''
clientAccnt	VARCHAR(32)		''	client assigned long account string from AccountConfig used to map between client and SR account strings
userName	VARCHAR(24)		''	name of the user entering the order
userSource	enum - SpdrSource		'None'	SpdrSource of this order
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
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
spdrSource	enum - SpdrSource		'None'	parent order source enum
groupingCode	CHAR(19)		'0000-0000-0000-0000'	unique broker code brokerpkey key accnt spdrSource groupingCode
engineName	VARCHAR(32)		''	execution engine partition handling this parent order
orderDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
orderSide	enum - BuySell		'None'
priceType	enum - PriceType		'None'
orderSize	INT		0
orderActiveSize	INT		0	total activated size total size released for execution 1 all available size
spdrStageType	enum - SpdrStageType		'None'	SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size
stageReview	enum - StageReview		'None'
parentOrderHandling	enum - ParentOrderHandling		'None'
parentBalanceHandling	enum - ParentBalanceHandling		'None'
limitPrice	DOUBLE		0	limit price order arrival
orderLimitType	enum - SpdrLimitType		'None'
takeLimitClass	enum - SpdrLimitClass		'Simple'
makeLimitClass	enum - SpdrLimitClass		'Simple'
startType	enum - StartType		'None'	WaitTrigger associates this order with a triggerGroupId The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received
marketSession	enum - MarketSession		'None'
activeDuration	INT		0
startDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional default 20000101
goodTillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional default 20990101
autoHedge	enum - AutoHedge		'None'
hedgeInstrument	enum - HedgeInst		'None'	Defaultunderlier EQT or FUT Index Options use ETF FrontMonthunderlier EQT or front month FUT Index Options use FM Fut StockhedgeSecKey FuturehedgeSecKey
hedgeSecKey_at	enum - AssetType		'None'
hedgeSecKey_ts	enum - TickerSrc		'None'
hedgeSecKey_tk	VARCHAR(12)		''
hedgeSecKey_yr	SMALLINT UNSIGNED		0
hedgeSecKey_mn	TINYINT UNSIGNED		0
hedgeSecKey_dy	TINYINT UNSIGNED		0
hedgeSecType	enum - SpdrKeyType		'None'
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
orderCreateDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order send time
orderCreateLatency	FLOAT		0	order send to order ack latency in milliseconds
cancelReason	enum - OrderCancelReason		'None'
orderCancelDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order cancel time
orderCancelLatency	FLOAT		0	cancel send to cancel ack latency in milliseconds
orderWorkingDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order send ack time acknowleged workingnew first exec report indicating the order is active
orderClosedDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order terminated ack time first exec report indicating the order is in a terminal stateeg cancelled filled rejected etc
orderClosedText	TINYTEXT		''
maxExposureSize	INT		0	maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
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
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
progressRule	enum - ProgressRule		'None'	Immediate all size immediately available TWAP work from arrival to expiration VWAP work order not faster than participation rate
progressSliceCnt	TINYINT UNSIGNED		0	number of slices to use default 4 or 8 max 20
vwapParticipation	FLOAT		0	target vwap participation rate target of trade activity
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 exchange preference rule MaxPart maximize participation FeeOrder minimize fees maximize rebates ImprvOnly will only make when improving NBBO RoundRobin will rotate through exch list
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
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
orderDuration	INT		0	optional number of seconds
takeReachRule	enum - ReachRule		'None'	Immediate reach room 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
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
orderRefEventDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
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
spdrOrderStatus	enum - SpdrOrderStatus		'PendNew'
spdrCloseReason	enum - SpdrCloseReason		'None'
spdrRejectReason	enum - SpdrRejectReason		'None'
spdrRejectLevel	enum - SpdrRiskLevel		'None'
firmType	enum - FirmType		'None'
orderCapacity	enum - OrderCapacity		'None'
ssaleFlag	enum - ShortSaleFlag		'None'	primary short sale flag single leg orders
positionType	enum - PositionType		'None'	primary position type single leg orders
arriveFirmPos	INT		0	firm position resolved parent order arrival
arriveSSaleFlag	enum - ShortSaleFlag		'None'	primary short sale flag single leg orders resolved parent order arrival short if any of order size would be short
noCrossGroup	VARCHAR(16)		''
exchTraderId	VARCHAR(16)		''
largeTraderId	VARCHAR(16)		''
tradingLocation	VARCHAR(16)		''
firmPosition	INT		0
openSellSh	INT		0
locateQuan	INT		0	available locate quantity if selling short arrival time
locateFirm	VARCHAR(6)		''	locate firm usually an MPID
locatePool	VARCHAR(16)		''	locate pool locate firm
clearingFirm	VARCHAR(4)		''	clearing firm from AccountConfig may not match parent execution
clearingAccnt	VARCHAR(12)		''	clearing firm from AccountConfig may not match parent execution
catReportable	enum - CatReportType		'None'	CAT reportable type from AccountConfigcatReportable
catSrcBrkrIMID	VARCHAR(16)		''	BD firm FDID only exists if a BD is the source supplied by FINRA fbo client from ClientFirmcatSrcBrkrIMID
catSrcAccntType	enum - CatAccntType		'None'	CAT account holder type from AccountConfigcatSrcAccntType Eqt Opt
catSrcFirmType	enum - CatFirmType		'None'	CAT source type from AccountConfigcatSrcType Eqt Opt
catDestDeptType	enum - CatDeptType		'None'	Infer from ParentOrder Agency or ATS BlockInitiateBlockRespond
catAccnt	TINYTEXT		''	CAT Firm Designated ID
catBrkrAccnt	TINYTEXT		''	Brokers CAT Firm Designated ID
cumFillQuantity	INT		0
avgFillPrice	DOUBLE		0
avgFillUPrice	DOUBLE		0
leavesQty	INT		0
lastFillNumber	BIGINT		0
lastFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
reviewClOrdId	VARCHAR(24)		''
reviewOrigClOrdId	VARCHAR(24)		''
reviewCancelClOrdId	VARCHAR(24)		''
reviewOrderSize	INT		0
reviewOrderActiveSize	INT		0
reviewCumFillQuantity	INT		0
reviewAvgFillPrice	DOUBLE		0
reviewLeavesQty	INT		0
reviewOrderStatus	enum - SpdrOrderStatus		'PendNew'
maxProgress	enum - MaxProgress		'None'
maxProgressDetail	VARCHAR(48)		''
maxProgressTime	DATETIME(6)		'1900-01-01 00:00:00.000000'
numChildOrders	INT		0	is390Eligible numChildOrders 0 if parent order is 390 Eligible and also generated at least 1 child order
nbboBid	DOUBLE		0	best nbbo bid arrival time
nbboAsk	DOUBLE		0	best nbbo ask arrival time
nbboBidSz	INT		0	public cumulative bid size nbboBid
nbboAskSz	INT		0	public cumulative ask size nbboAsk
mktStance	enum - MktStance		'None'
parentStrategy	VARCHAR(36)		''	client strategy usually client supplied
ticker_at	enum - AssetType		'None'	underlier option only
ticker_ts	enum - TickerSrc		'None'	underlier option only
ticker_tk	VARCHAR(12)		''	underlier option only
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
notionalMult	FLOAT		0
securityID	VARCHAR(24)		''	from ProductDefinitionsecurityID
securityDesc	TINYTEXT		''	from ProductDefinitionsecurityDesc
productGroup	VARCHAR(6)		''	from ProductDefinitionproductGroup
productClass	enum - ProductClass		'None'	from ProductDefinitionproductClass
undKey_at	enum - AssetType		'None'	from ProductDefinitionundKey
undKey_ts	enum - TickerSrc		'None'	from ProductDefinitionundKey
undKey_tk	VARCHAR(12)		''	from ProductDefinitionundKey
undKey_yr	SMALLINT UNSIGNED		0	from ProductDefinitionundKey
undKey_mn	TINYINT UNSIGNED		0	from ProductDefinitionundKey
undKey_dy	TINYINT UNSIGNED		0	from ProductDefinitionundKey
undType	enum - SpdrKeyType		'None'	from ProductDefinitionundType
uSecDesc	VARCHAR(6)		''	options only underlier security description
priceFormat	enum - PriceFormat		'None'
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
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 (TickerCodeIndex) (Not Unique)

Field	Sequence
secKey_tk	1

JSON Block (DirectedCounterPartyList)

Field	Type	Comment
clientFirm	enum - clientFirm
inclExcl	enum - InclExclDisclose

JSON Block (OrderLegsList)

Field	Type	Comment
lastLegRefId	enum - lastLegRefId
lastFillDttm	enum - lastFillDttm
cumSquareQty	enum - cumSquareQty	cum spread quantity filled all legs received
avgSquarePrc	enum - avgSquarePrc
lastSquareDttm	enum - lastSquareDttm
cumPartialQty	enum - cumPartialQty	cum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
reviewCumSquareQty	enum - reviewCumSquareQty	review cum spread quantity filled all legs received
reviewAvgSquarePrc	enum - reviewAvgSquarePrc
reviewLastSquareDttm	enum - reviewLastSquareDttm
reviewCumPartialQty	enum - reviewCumPartialQty	review cum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
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
reviewStkLegId	enum - reviewStkLegId	client review stock leg Id usually from a FIX order
reviewStkLegAltId	enum - reviewStkLegAltId	client review stock leg alt Id usually from a FIX order
ssaleFlag	enum - ShortSaleFlag	stock short sale flag
stockCumFillQty	enum - stockCumFillQty
stockAvgFillPrc	enum - stockAvgFillPrc
stockReviewCumFillQty	enum - stockReviewCumFillQty
stockReviewAvgFillPrc	enum - stockReviewAvgFillPrc
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
reviewLegId1	enum - reviewLegId1	client review leg Id usually from a FIX order
reviewLegAltId1	enum - reviewLegAltId1	client review leg alt Id usually from a FIX order
posType1	enum - PositionType
ssaleFlag1	enum - ShortSaleFlag
legCumFillQty1	enum - legCumFillQty1
legAvgFillPrc1	enum - legAvgFillPrc1
legReviewCumFillQty1	enum - legReviewCumFillQty1
legReviewAvgFillPrc1	enum - legReviewAvgFillPrc1
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
reviewLegId2	enum - reviewLegId2	client review leg Id usually from a FIX order
reviewLegAltId2	enum - reviewLegAltId2	client review leg alt Id usually from a FIX order
posType2	enum - PositionType
ssaleFlag2	enum - ShortSaleFlag
legCumFillQty2	enum - legCumFillQty2
legAvgFillPrc2	enum - legAvgFillPrc2
legReviewCumFillQty2	enum - legReviewCumFillQty2
legReviewAvgFillPrc2	enum - legReviewAvgFillPrc2
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
reviewLegId3	enum - reviewLegId3	client review leg Id usually from a FIX order
reviewLegAltId3	enum - reviewLegAltId3	client review leg alt Id usually from a FIX order
posType3	enum - PositionType
ssaleFlag3	enum - ShortSaleFlag
legCumFillQty3	enum - legCumFillQty3
legAvgFillPrc3	enum - legAvgFillPrc3
legReviewCumFillQty3	enum - legReviewCumFillQty3
legReviewAvgFillPrc3	enum - legReviewAvgFillPrc3
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
reviewLegId4	enum - reviewLegId4	client review leg Id usually from a FIX order
reviewLegAltId4	enum - reviewLegAltId4	client review leg alt Id usually from a FIX order
posType4	enum - PositionType
ssaleFlag4	enum - ShortSaleFlag
legCumFillQty4	enum - legCumFillQty4
legAvgFillPrc4	enum - legAvgFillPrc4
legReviewCumFillQty4	enum - legReviewCumFillQty4
legReviewAvgFillPrc4	enum - legReviewAvgFillPrc4
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
reviewLegId5	enum - reviewLegId5	client review leg Id usually from a FIX order
reviewLegAltId5	enum - reviewLegAltId5	client review leg alt Id usually from a FIX order
posType5	enum - PositionType
ssaleFlag5	enum - ShortSaleFlag
legCumFillQty5	enum - legCumFillQty5
legAvgFillPrc5	enum - legAvgFillPrc5
legReviewCumFillQty5	enum - legReviewCumFillQty5
legReviewAvgFillPrc5	enum - legReviewAvgFillPrc5
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
reviewLegId6	enum - reviewLegId6	client review leg Id usually from a FIX order
reviewLegAltId6	enum - reviewLegAltId6	client review leg alt Id usually from a FIX order
posType6	enum - PositionType
ssaleFlag6	enum - ShortSaleFlag
legCumFillQty6	enum - legCumFillQty6
legAvgFillPrc6	enum - legAvgFillPrc6
legReviewCumFillQty6	enum - legReviewCumFillQty6
legReviewAvgFillPrc6	enum - legReviewAvgFillPrc6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentReport` (
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number',
    `sysRealm` ENUM('None','SysTest','NMS','CME','FR2','LD4','DR') NOT NULL DEFAULT 'None',
    `sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None',
    `reportNumber` BIGINT NOT NULL DEFAULT 0,
    `parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None',
    `recordVersion` SMALLINT NOT NULL DEFAULT 0,
    `recordSource` ENUM('None','NewOrder','CancelReplace','CancelRequest','ExecReport','CancelReject','TerminalRec') NOT NULL DEFAULT 'None',
    `parentVersion` SMALLINT NOT NULL DEFAULT 0 COMMENT 'SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)',
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)',
    `prevParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (order being cancelled/replaced) (zero if none)',
    `nextParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (next order in cxl/replace sequence) (zero if none)',
    `spdrActionType` ENUM('Add','AddReplace','Replace','Cancel','Modify') NOT NULL DEFAULT 'Add',
    `prevParentCreateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'none/undefined if first order in a sequence',
    `prevParentCumFillQty` INT NOT NULL DEFAULT 0,
    `clientSeqNumIn` INT NOT NULL DEFAULT 0 COMMENT 'inbound client seq number (FIX orders only)',
    `altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client clOrdId (from FIX or SRSE)',
    `altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually previous/orig (cxl/repl) client clOrdId (from FIX or SRSE)',
    `altCancelId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client cancelId (from FIX or SRSE) [identifies the message responsible for user cxl actions]',
    `srcRoutingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code, if any',
    `packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'references spread orderNumber, if a legged spread order',
    `prevPackageId` BIGINT NOT NULL DEFAULT 0,
    `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',
    `triggerGroupId` BIGINT NOT NULL DEFAULT 0 COMMENT 'WaitTrigger group Id',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `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',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0,
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `coreClientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `sponsorClientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `clientAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'client assigned "long" account string (from AccountConfig) [used to map between client and SR account strings]',
    `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',
    `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]',
    `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)',
    `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' COMMENT 'parent order source enum',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code; broker.pkey = (key + accnt + spdrSource + groupingCode)',
    `engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'execution engine (partition) handling this parent order',
    `orderDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `priceType` ENUM('None','Explicit','Offset','Zero') NOT NULL DEFAULT 'None',
    `orderSize` INT NOT NULL DEFAULT 0,
    `orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
    `spdrStageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)',
    `stageReview` ENUM('None','Strict','Normal') NOT NULL DEFAULT 'None',
    `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',
    `limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limit price @ order arrival',
    `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',
    `makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple',
    `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 simultaneously delivered when a trigger signal is received.',
    `marketSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None',
    `activeDuration` INT NOT NULL DEFAULT 0,
    `startDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2000-01-01)',
    `goodTillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT '[optional] (default: 2099-01-01)',
    `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 'None' COMMENT 'Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `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',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `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',
    `orderCreateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order send time',
    `orderCreateLatency` FLOAT NOT NULL DEFAULT 0 COMMENT 'order send to order ack latency (in milliseconds)',
    `cancelReason` ENUM('None','UserCxl','SpdrCxl') NOT NULL DEFAULT 'None',
    `orderCancelDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order cancel time',
    `orderCancelLatency` FLOAT NOT NULL DEFAULT 0 COMMENT 'cancel send to cancel ack latency (in milliseconds)',
    `orderWorkingDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order send ack time (acknowleged working/new) (first exec report indicating the order is active)',
    `orderClosedDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order terminated ack time (first exec report indicating the order is in a terminal state;eg. cancelled, filled, rejected, etc)',
    `orderClosedText` TINYTEXT NOT NULL DEFAULT '',
    `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]',
    `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)',
    `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)',
    `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',
    `progressSliceCnt` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of slices to use (default = 4 or 8) [max 20]',
    `vwapParticipation` FLOAT NOT NULL DEFAULT 0 COMMENT 'target vwap participation rate (target % of trade activity)',
    `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 exchange preference rule: ''MaxPart'' = maximize participation; ''FeeOrder'' = minimize fees [maximize rebates]; ''ImprvOnly'' will only make when improving NBBO; ''RoundRobin'' will rotate through exch list',
    `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)',
    `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]',
    `orderDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
    `takeReachRule` ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee') NOT NULL DEFAULT 'None' COMMENT 'Immediate = reach room 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]',
    `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,
    `orderRefEventDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `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',
    `spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
    `spdrCloseReason` ENUM('None','Cancelled','Filled','Replaced','Expired','Limit','System','LegReject','DoneForDay','IOCExpire','UserCxl','NoProgress','TooManyRej','ReplReject','AlgoClose','Restart','InvldParentLimit','FilledRepl','ForceClose','DmaReject','DmaExpire','DmaBrkrCxl','ReviewReject','MarketState','AlgoReject','ReviewTimeout','ChildReject','ChildCancel','ReviewClose','UPrcRange','LegBrkrClosed','ExchRisk','CrossFailed') NOT NULL DEFAULT 'None',
    `spdrRejectReason` ENUM('None','AccntHold','UnknwnOpt','UnknwnStk','Expired','BadSize','BadOrdNum','DupOrdNum','BadVolPx','BadLmtType','BadMktPrc','BadLimit','SysReject','TestOrder','CustType','NoFirmPos','BadCent','NoSurface','UnknwnAcc','UnknwnRoot','OrdSpacing','BadOptMkt','BadStkMkt','SendFailed','BadExpose','BadPrem','NoOptLeg','Min2Leg','Max6Leg','BadStkSz','BadRatio','BadLegID','DupLegID','MixedRoots','OffMkt','CentVol','CentLeg','CentRng','CentSAtm','CentSpln','CentErr','NoRiskGrp','BadDDivs','NoPricer','CalcErr','TwapLate','TwapTime','NoAcctMap','UserUnk','UserHold','GTCHold','SysException','StkCrossed','BadOrdType','BadSSaleFlag','NoBorrow','NoFacilitateAccnt','UnknwnFut','MktNotOpen','NoRoutes','NoLocate','SSaleRstr','NoLegs','BadSide','BadLegKeyType','UnknwnRefStk','BadRefMktPrc','UnknwnRefFut','UnknwnRefAtm','BadRefVe','BadProdDef','StkOddLot','RiskException','MaxParticipation','MarExemptHold','NoMarRec','NullCounter','StkQty','FutQty','OptQty','StkDDelta','FutDDelta','OptDDelta','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVega','DayShWtVega','DayAbsWtVega','DayLnNValue','DayShNValue','DayAbsNValue','AccFrozen','ConfigErr','NoFMFuture','NoLinkage','NoProdDef','BadRiskID','InvldAutoH','LegChange','CxlSpacing','BadHedgeInst','TooLateToReduce','PendCxlRepl','InvldCxlRepl','InvldCxl','DmaReject','NoUPrc','TwapSteps','UnknwnFirm','NoSSaleFlg','AccntNotMM','BadSource','VwapLate','AlreadyFilled','UnknownSecKey','InvldGTD','NotSupported','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','PointCurrencyErr','StkCollar','FutCollar','OptCollar','LmtCollar','RefUPrcErr','InvldUser','InvldAccnt','UnknownCrossId','WidUMkt','UMktCls','UPrcRange','RiskCollarRng') NOT NULL DEFAULT 'None',
    `spdrRejectLevel` ENUM('None','MarExsOnSponsLvl','MarExsOnSponsTkLvl','MarExsOnCoreLvl','MarExsOnCoreTkLvl','MarSponsOnCoreLvl','MarSponsOnCoreTkLvl','MarCoreOnCoreLvl','MarCoreOnCoreTkLvl','MarCoreOnSubLvl','MarCoreOnSubTkLvl','MarCoreOnAccntLvl','MarCoreOnAccntTkLvl','MarSubOnAccntLvl','MarSubOnAccntTkLvl','MarCoreOnCustomLvl','MarCoreOnCustomTkLvl','MarSubOnCustomLvl','MarSubOnCustomTkLvl','UserLvl','UserTkLvl','AccntLvl','AccntTkLvl','CFirmLvl','CFirmTkLvl','RiskGroup','HardLvl','SoftLvl','GblTkLvl') NOT NULL DEFAULT 'None',
    `firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None',
    `orderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'primary short sale flag (single leg orders)',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'primary position type (single leg orders)',
    `arriveFirmPos` INT NOT NULL DEFAULT 0 COMMENT 'firm position [resolved @ parent order arrival]',
    `arriveSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'primary short sale flag (single leg orders) [resolved @ parent order arrival; short if any of order size would be short]',
    `noCrossGroup` VARCHAR(16) NOT NULL DEFAULT '',
    `exchTraderId` VARCHAR(16) NOT NULL DEFAULT '',
    `largeTraderId` VARCHAR(16) NOT NULL DEFAULT '',
    `tradingLocation` VARCHAR(16) NOT NULL DEFAULT '',
    `firmPosition` INT NOT NULL DEFAULT 0,
    `openSellSh` INT NOT NULL DEFAULT 0,
    `locateQuan` INT NOT NULL DEFAULT 0 COMMENT 'available locate quantity (if selling short) @ arrival time',
    `locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'locate firm (usually an MPID)',
    `locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ locate firm',
    `clearingFirm` VARCHAR(4) NOT NULL DEFAULT '' COMMENT 'clearing firm [from AccountConfig; may not match parent execution]',
    `clearingAccnt` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'clearing firm [from AccountConfig; may not match parent execution]',
    `catReportable` ENUM('None','All','Stock','Options') NOT NULL DEFAULT 'None' COMMENT 'CAT reportable type (from AccountConfig.catReportable)',
    `catSrcBrkrIMID` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID)',
    `catSrcAccntType` ENUM('None','Institutional','Employee','Foreign','Individual','MktMaking','FirmAvgPx','OtherProp','Error') NOT NULL DEFAULT 'None' COMMENT 'CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt])',
    `catSrcFirmType` ENUM('None','Client','ClientBDAgency','ClientBDFirm','SRFirm') NOT NULL DEFAULT 'None' COMMENT 'CAT source type (from AccountConfig.catSrcType [Eqt, Opt])',
    `catDestDeptType` ENUM('None','Exchange','Agency','ATS','DMA','Sponsored','Trading','Other') NOT NULL DEFAULT 'None' COMMENT 'Infer from ParentOrder Agency or ATS (BlockInitiate/BlockRespond)',
    `catAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'CAT Firm Designated ID',
    `catBrkrAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'Brokers CAT Firm Designated ID',
    `cumFillQuantity` INT NOT NULL DEFAULT 0,
    `avgFillPrice` DOUBLE NOT NULL DEFAULT 0,
    `avgFillUPrice` DOUBLE NOT NULL DEFAULT 0,
    `leavesQty` INT NOT NULL DEFAULT 0,
    `lastFillNumber` BIGINT NOT NULL DEFAULT 0,
    `lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `reviewClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
    `reviewOrigClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
    `reviewCancelClOrdId` VARCHAR(24) NOT NULL DEFAULT '',
    `reviewOrderSize` INT NOT NULL DEFAULT 0,
    `reviewOrderActiveSize` INT NOT NULL DEFAULT 0,
    `reviewCumFillQuantity` INT NOT NULL DEFAULT 0,
    `reviewAvgFillPrice` DOUBLE NOT NULL DEFAULT 0,
    `reviewLeavesQty` INT NOT NULL DEFAULT 0,
    `reviewOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
    `maxProgress` ENUM('None','Initialize','Rejected','PreOpen','RiskHold','Working','ChkRte','RteRej','WaitAction','InMarket','Filling','Filled','PendingClose','Closed','HedgeHold') NOT NULL DEFAULT 'None',
    `maxProgressDetail` VARCHAR(48) NOT NULL DEFAULT '',
    `maxProgressTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `numChildOrders` INT NOT NULL DEFAULT 0 COMMENT '[is390Eligible] (numChildOrders > 0 if parent order is 390 Eligible and also generated at least 1 child order)',
    `nbboBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best nbbo bid @ arrival time',
    `nbboAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'best nbbo ask @ arrival time',
    `nbboBidSz` INT NOT NULL DEFAULT 0 COMMENT 'public cumulative bid size @ nbboBid',
    `nbboAskSz` INT NOT NULL DEFAULT 0 COMMENT 'public cumulative ask size @ nbboAsk',
    `mktStance` ENUM('None','ExchMrkt','NbboMrkt','ExchImpr','NbboImpr','ExchJoin','NbboJoin','Away') NOT NULL DEFAULT 'None',
    `parentStrategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'client strategy [usually client supplied]',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier (option only)',
    `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' COMMENT 'underlier (option only)',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier (option only)',
    `tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium	(pointValue = tickValue / tickSize)',
    `pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
    `pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
    `notionalMult` FLOAT NOT NULL DEFAULT 0,
    `securityID` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.securityID',
    `securityDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.securityDesc',
    `productGroup` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.productGroup',
    `productClass` ENUM('None','Equity','Index','Future','Option','Spread') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.productClass',
    `undKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.undKey',
    `undKey_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 'from ProductDefinition.undKey',
    `undKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'from ProductDefinition.undKey',
    `undKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
    `undKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
    `undKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'from ProductDefinition.undKey',
    `undType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'from ProductDefinition.undType',
    `uSecDesc` VARCHAR(6) NOT NULL DEFAULT '' COMMENT '[options only] underlier security description',
    `priceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None',
    `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',
    `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_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    CONSTRAINT nonnegative_prevParentNumber CHECK(ASCII(prevParentNumber) < 56),
    CONSTRAINT nonnegative_nextParentNumber CHECK(ASCII(nextParentNumber) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    PRIMARY KEY USING HASH (`parentNumber`),
    KEY `AccntCodeIndex` (`accnt`) USING HASH,
    KEY `TickerCodeIndex` (`secKey_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentReport records contain the current state of a parent order and update as/when the order state changes.\nSpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)';

SELECT TABLE EXAMPLE QUERY

SELECT
    `parentNumber`,
    `sysRealm`,
    `sysEnvironment`,
    `runStatus`,
    `reportNumber`,
    `parentShape`,
    `recordVersion`,
    `recordSource`,
    `parentVersion`,
    `baseParentNumber`,
    `prevParentNumber`,
    `nextParentNumber`,
    `spdrActionType`,
    `prevParentCreateDttm`,
    `prevParentCumFillQty`,
    `clientSeqNumIn`,
    `altOrderId`,
    `altPrevOrderId`,
    `altCancelId`,
    `srcRoutingCode`,
    `packageId`,
    `prevPackageId`,
    `riskGroupId`,
    `triggerGroupId`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `accnt`,
    `clientFirm`,
    `coreClientFirm`,
    `sponsorClientFirm`,
    `clientAccnt`,
    `userName`,
    `userSource`,
    `altAccnt`,
    `altUserName`,
    `execBrkrCode`,
    `externExDest`,
    `externParams`,
    `spdrSource`,
    `groupingCode`,
    `engineName`,
    `orderDttm`,
    `orderSide`,
    `priceType`,
    `orderSize`,
    `orderActiveSize`,
    `spdrStageType`,
    `stageReview`,
    `parentOrderHandling`,
    `parentBalanceHandling`,
    `limitPrice`,
    `orderLimitType`,
    `takeLimitClass`,
    `makeLimitClass`,
    `startType`,
    `marketSession`,
    `activeDuration`,
    `startDttm`,
    `goodTillDttm`,
    `autoHedge`,
    `hedgeInstrument`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `hedgeBetaRatio`,
    `hedgeScope`,
    `hedgeSession`,
    `orderCreateDttm`,
    `orderCreateLatency`,
    `cancelReason`,
    `orderCancelDttm`,
    `orderCancelLatency`,
    `orderWorkingDttm`,
    `orderClosedDttm`,
    `orderClosedText`,
    `maxExposureSize`,
    `publicSize`,
    `canOverlapCxlRepl`,
    `progressExposeTime`,
    `progressRule`,
    `progressSliceCnt`,
    `vwapParticipation`,
    `auctionResponder`,
    `maxMakeExchFee`,
    `maxTakeExchFee`,
    `incTakeExchFee`,
    `incMakeExchFee`,
    `makeExchRule`,
    `cxlUPrcRange`,
    `minUBid`,
    `maxUAsk`,
    `minOptionPx`,
    `maxChildOrders`,
    `orderDuration`,
    `takeReachRule`,
    `orderPrcLimit`,
    `orderRefUPrc`,
    `orderRefDelta`,
    `orderRefGamma`,
    `orderVolLimit`,
    `rateOverride`,
    `sdivOverride`,
    `ddivOverride`,
    `overrideCode`,
    `orderPrcOffset`,
    `takeAlphaType`,
    `makeAlphaType`,
    `takeAlphaFactor`,
    `makeAlphaFactor`,
    `takeProbability`,
    `makeProbability`,
    `takeSurfPrcOffset`,
    `takeSurfVolOffset`,
    `takeSurfWidthOffset`,
    `makeSurfPrcOffset`,
    `makeSurfVolOffset`,
    `makeSurfWidthOffset`,
    `orderRefEventMult`,
    `orderRefEventDttm`,
    `externHedgeExDest`,
    `externHedgeParams`,
    `spdrOrderStatus`,
    `spdrCloseReason`,
    `spdrRejectReason`,
    `spdrRejectLevel`,
    `firmType`,
    `orderCapacity`,
    `ssaleFlag`,
    `positionType`,
    `arriveFirmPos`,
    `arriveSSaleFlag`,
    `noCrossGroup`,
    `exchTraderId`,
    `largeTraderId`,
    `tradingLocation`,
    `firmPosition`,
    `openSellSh`,
    `locateQuan`,
    `locateFirm`,
    `locatePool`,
    `clearingFirm`,
    `clearingAccnt`,
    `catReportable`,
    `catSrcBrkrIMID`,
    `catSrcAccntType`,
    `catSrcFirmType`,
    `catDestDeptType`,
    `catAccnt`,
    `catBrkrAccnt`,
    `cumFillQuantity`,
    `avgFillPrice`,
    `avgFillUPrice`,
    `leavesQty`,
    `lastFillNumber`,
    `lastFillDttm`,
    `reviewClOrdId`,
    `reviewOrigClOrdId`,
    `reviewCancelClOrdId`,
    `reviewOrderSize`,
    `reviewOrderActiveSize`,
    `reviewCumFillQuantity`,
    `reviewAvgFillPrice`,
    `reviewLeavesQty`,
    `reviewOrderStatus`,
    `maxProgress`,
    `maxProgressDetail`,
    `maxProgressTime`,
    `numChildOrders`,
    `nbboBid`,
    `nbboAsk`,
    `nbboBidSz`,
    `nbboAskSz`,
    `mktStance`,
    `parentStrategy`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tickValue`,
    `pointValue`,
    `pointCurrency`,
    `notionalMult`,
    `securityID`,
    `securityDesc`,
    `productGroup`,
    `productClass`,
    `undKey_at`,
    `undKey_ts`,
    `undKey_tk`,
    `undKey_yr`,
    `undKey_mn`,
    `undKey_dy`,
    `undType`,
    `uSecDesc`,
    `priceFormat`,
    `userData1`,
    `userData2`,
    `timestamp`,
    `includeSRNetwork`,
    `DirectedCounterPartyList`,
    `OrderLegsList`
FROM `SRTrade`.`MsgSRParentReport`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber';

Doc Columns Query

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