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()' | |