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Version: 8.4.12.1

SRParentReviewResponse

V8 Message Definiton

SpdrParentReviewResponse records are created when a parent order review request is completed

METADATA

AttributeValue
Topic4195-parent-review
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'SPDR order number
sysEnvironmentenum - SysEnvironment'None'original source sys environment Stable Current etc
runStatusenum - RunStatus'None'original source run status ProdBeta
parentShapeenum - SpdrOrderShape'None'Parent Shape Single Cross MLeg MLegCross
altOrderIdVARCHAR(24)''alternate order ID usually clOrdId from client
altPrevOrderIdVARCHAR(24)''alternate prev order ID usually origClOrdId from client during cxlreplace
altAccntVARCHAR(32)''alternate client assigned long account string optional used to map between client and SR account strings
altUserNameVARCHAR(24)''alternate client assigned user name optional used to map between client and SR account strings
secKey_atenum - AssetType'None'Composite Security Key
secKey_tsenum - TickerSrc'None'Composite Security Key
secKey_tkVARCHAR(12)''Composite Security Key
secKey_yrSMALLINT UNSIGNED0Composite Security Key
secKey_mnTINYINT UNSIGNED0Composite Security Key
secKey_dyTINYINT UNSIGNED0Composite Security Key
secKey_xxDOUBLE0Composite Security Key
secKey_cpenum - CallPut'Call'Composite Security Key
secTypeenum - SpdrKeyType'None'Security Type Stock Future Option
securityDescTINYTEXT''additional security description
accntVARCHAR(16)''SR trading account
clientFirmVARCHAR(16)''SR client firm
spdrSourceenum - SpdrSource'None'from original parent order
groupingCodeCHAR(19)'0000-0000-0000-0000'from original parent order
clientClOrdIdVARCHAR(24)''client ClOrdId if handled by ClientGateway
srcRoutingCodeVARCHAR(65)''RoutingCode if handled by ClientGateway
strategyVARCHAR(36)''clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports
userNameVARCHAR(24)''name of the user entering the order
orderSideenum - BuySell'None'
orderSizeINT0maximum fill size contracts can be less than requested
orderActiveSizeINT0
reviewResultenum - ReviewResult'None'
reviewTextTINYTEXT''review release reject text will be showed to the user submitting the parent order
responseSpdrSourceenum - SpdrSource'None'source of the response SRSE FIX etc
responseClOrdIdVARCHAR(24)''review request response clOrdID if any
responseOrigClOrdIdVARCHAR(24)''review request response orig clOrdID
responseCancelClOrdIdVARCHAR(24)''review request response cancel clOrdID
firmTypeenum - FirmType'None'will override firmType on the original parent order if None
orderCapacityenum - OrderCapacity'None'will override orderCapacity on the original parent order if None
positionTypeenum - PositionType'None'will override positionType on the original parent order if None
ssaleFlagenum - ShortSaleFlag'None'will override ssaleFlag on the original parent order if None
locateQuanINT0locate quantity
locateFirmVARCHAR(6)''locate firm
locatePoolVARCHAR(16)''locate pool firm granting the locate
userData1TINYTEXT''will override value on original parent order if null
userData2TINYTEXT''will override value on the original parent order if null
childDataTINYTEXT''will override value on the original parent order if null
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
OrderLegsListJSON'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1

JSON Block (OrderLegsList)

FieldTypeComment
tickerenum - tickerstock ticker
stockSideenum - BuySellBuy Sell None
stockSharesenum - stockSharesnumber of shares included zero if none
ssaleFlagenum - ShortSaleFlagwill override value on the original parent order if None
reviewStkLegIdenum - reviewStkLegIdclient review stock leg Id
reviewStkLegAltIdenum - reviewStkLegAltIdclient review stock leg alt Id
numLegsenum - numLegsnumber of valid legs below
secKey1enum - secKey1leg 1
secType1enum - SpdrKeyType
mult1enum - mult1
side1enum - BuySell
posType1enum - PositionTypewill override value on the original parent order if None
ssaleFlag1enum - ShortSaleFlagwill override value on the original parent order if None
reviewLegId1enum - reviewLegId1client review leg 1 Id
reviewLegAltId1enum - reviewLegAltId1client review leg 1 alt Id
secKey2enum - secKey2leg 2
secType2enum - SpdrKeyType
mult2enum - mult2
side2enum - BuySell
posType2enum - PositionType
ssaleFlag2enum - ShortSaleFlag
reviewLegId2enum - reviewLegId2client review leg 2 Id
reviewLegAltId2enum - reviewLegAltId2client review leg 2 alt Id
secKey3enum - secKey3leg 3
secType3enum - SpdrKeyType
mult3enum - mult3
side3enum - BuySell
posType3enum - PositionType
ssaleFlag3enum - ShortSaleFlag
reviewLegId3enum - reviewLegId3client review leg 3 Id
reviewLegAltId3enum - reviewLegAltId3client review leg 3 alt Id
secKey4enum - secKey4leg 4
secType4enum - SpdrKeyType
mult4enum - mult4
side4enum - BuySell
posType4enum - PositionType
ssaleFlag4enum - ShortSaleFlag
reviewLegId4enum - reviewLegId4client review leg 4 Id
reviewLegAltId4enum - reviewLegAltId4client review leg 4 alt Id
secKey5enum - secKey5leg 5
secType5enum - SpdrKeyType
mult5enum - mult5
side5enum - BuySell
posType5enum - PositionType
ssaleFlag5enum - ShortSaleFlag
reviewLegId5enum - reviewLegId5client review leg 5 Id
reviewLegAltId5enum - reviewLegAltId5client review leg 5 alt Id
secKey6enum - secKey6leg 6
secType6enum - SpdrKeyType
mult6enum - mult6
side6enum - BuySell
posType6enum - PositionType
ssaleFlag6enum - ShortSaleFlag
reviewLegId6enum - reviewLegId6client review leg 6 Id
reviewLegAltId6enum - reviewLegAltId6client review leg 6 alt Id

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentReviewResponse` (
`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]',
`parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None' COMMENT 'Parent Shape [Single, Cross, MLeg, MLegCross]',
`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)',
`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]',
`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' COMMENT 'from original parent order',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'from original parent order',
`clientClOrdId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client ClOrdId (if handled by ClientGateway)',
`srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'RoutingCode (if handled by ClientGateway)',
`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',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`orderSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum fill size (contracts) [can be less than requested]',
`orderActiveSize` INT NOT NULL DEFAULT 0,
`reviewResult` ENUM('None','Release','RejectParent','CancelParent','CancelReview','CancelReplaceReview') NOT NULL DEFAULT 'None',
`reviewText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'review release / reject text (will be showed to the user submitting the parent order)',
`responseSpdrSource` 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 'source of the response (SRSE, FIX, etc)',
`responseClOrdId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'review request / response clOrdID (if any)',
`responseOrigClOrdId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'review request / response orig clOrdID',
`responseCancelClOrdId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'review request / response cancel clOrdID',
`firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'will override firmType on the original parent order (if != None)',
`orderCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None' COMMENT 'will override orderCapacity on the original parent order (if != None)',
`positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'will override positionType on the original parent order (if != None)',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'will override ssaleFlag on the original parent order (if != None)',
`locateQuan` INT NOT NULL DEFAULT 0 COMMENT 'locate quantity',
`locateFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'locate firm',
`locatePool` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'locate pool @ firm granting the locate',
`userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'will override value on original parent order (if != null)',
`userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'will override value on the original parent order (if != null)',
`childData` TINYTEXT NOT NULL DEFAULT '' COMMENT 'will override value on the original parent order (if != null)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`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),
PRIMARY KEY USING HASH (`parentNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentReviewResponse records are created when a parent order review request is completed';

SELECT TABLE EXAMPLE QUERY

SELECT
`parentNumber`,
`sysEnvironment`,
`runStatus`,
`parentShape`,
`altOrderId`,
`altPrevOrderId`,
`altAccnt`,
`altUserName`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`securityDesc`,
`accnt`,
`clientFirm`,
`spdrSource`,
`groupingCode`,
`clientClOrdId`,
`srcRoutingCode`,
`strategy`,
`userName`,
`orderSide`,
`orderSize`,
`orderActiveSize`,
`reviewResult`,
`reviewText`,
`responseSpdrSource`,
`responseClOrdId`,
`responseOrigClOrdId`,
`responseCancelClOrdId`,
`firmType`,
`orderCapacity`,
`positionType`,
`ssaleFlag`,
`locateQuan`,
`locateFirm`,
`locatePool`,
`userData1`,
`userData2`,
`childData`,
`timestamp`,
`OrderLegsList`
FROM `SRTrade`.`MsgSRParentReviewResponse`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber';

Doc Columns Query

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