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Version: 8.4.12.1

SRStrategyStateLegX

V8 Message Definiton

METADATA

AttributeValue
Topic5355-strategy-legger
MLink TokenInternal
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
strategyNumberBIGINTPRI0strategy order number
legIdBIGINTPRI0
accntVARCHAR(16)''SR trading account
clientFirmVARCHAR(16)''SR client firm
spdrSourceenum - SpdrSource'None'
secKey_atenum - AssetType'None'leg Security
secKey_tsenum - TickerSrc'None'leg Security
secKey_tkVARCHAR(12)''leg Security
secKey_yrSMALLINT UNSIGNED0leg Security
secKey_mnTINYINT UNSIGNED0leg Security
secKey_dyTINYINT UNSIGNED0leg Security
secKey_xxDOUBLE0leg Security
secKey_cpenum - CallPut'Call'leg Security
secTypeenum - SpdrKeyType'None'
multSMALLINT UNSIGNED0leg ratio
sideenum - BuySell'None'
legStateenum - LegState'None'
limitPriceDOUBLE0currentlive effective limit price
orderSizeINT0working size from parentBrkrStateorderSize
activeSizeINT0order active size from parentBrkrStateorderActiveSize
cumFillQtyINT0
avgFillPrcDOUBLE0
cpx1FLOAT0child price level 1
csz1INT0cumulative size represented at this price
cpx2FLOAT0child price level 2
csz2INT0cumulative size represented at this price
cMoreTINYINT UNSIGNED0number of additional child orders at inferior prices if any
numStateUpdatesINT0number of record updates cumulative for the day
stateTimestampDATETIME(6)'1900-01-01 00:00:00.000000'SR system timestamp
spdrBrokerStatusenum - SpdrBrokerStatus'None'
spdrOrderStatusenum - SpdrOrderStatus'PendNew'status of the most recent parent order handled by this broker
spdrCloseReasonenum - SpdrCloseReason'None'close reason of most recent parent order
spdrRejectReasonenum - SpdrRejectReason'None'reject reason if any of most recent parent order
spdrCommentTINYTEXT''
brkrUpdateDttmDATETIME(6)'1900-01-01 00:00:00.000000'
riskLimitSizeINT0risk limit size maximum size to nearest risk limit
riskLimitDescenum - SpdrRisk'None'reason for size reduction
brkrLimitPriceDOUBLE0simple limit
brkrLimitErrenum - LimitError'None'
makeLimitPriceDOUBLE0make limit
makeLimitErrenum - LimitError'None'
takeLimitPriceDOUBLE0take limit
takeLimitErrenum - LimitError'None'
maxProgressenum - MaxProgress'None'maximum point of progress for most recent parent order
maxProgressDetailTINYTEXT''additional detail on point of maximum progress
maxProgressTimeDATETIME(6)'1900-01-01 00:00:00.000000'time of last max progress advance
brokerStateenum - BrokerState'None'broker monitor state
brokerCounterINT0number of times order checked by broker monitor note most checks result in no action
makeStateenum - AlgoState'None'enum current state of nonmarketable order handler maker
makeCounterINT0number of times order checked by post handler note most checks result in no action
takeStateenum - AlgoState'None'enum current state of marketable order handler taker
takeCounterINT0number of times order checked by take handler note most checks result in no action
lastChildEventenum - ChildEvent'None'enum last event code from brokerchild order handlers
lastChildRejectDttmDATETIME(6)'1900-01-01 00:00:00.000000'last child order reject dttm if any
lastChildRejectTextTINYTEXT''last child order reject reasontext if any
spdrMktStateenum - SpdrMarketState'None'enum market state
numNewOrdersINT0number of child orders generated by this broker all parent orders
numParentLimitsSMALLINT UNSIGNED0number of parent limit messages received for this broker
activeSecondsFLOAT0number of seconds that the parent order was active
workingSecondsFLOAT0number of child order seconds can be greater than activeSeconds if working on more than one exchange
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
strategyNumber1
legId2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRStrategyStateLegX` (
`strategyNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'strategy order number',
`legId` BIGINT NOT NULL DEFAULT 0,
`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',
`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 'leg Security',
`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 'leg Security',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'leg Security',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'leg Security',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'leg Security',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`mult` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'leg ratio',
`side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`legState` ENUM('None','LegBadMkt','LegImprvDelay','LegNewWait','LegNoChng','LegUpdtErr','LegUpdtLmt','NoTgtQty','TgtFilled','LegNoSize','LegHold','LegActive','LegPending','LegClosed','LegRejected','LegRiskHold','LeggerClosed','LeggerPendCls') NOT NULL DEFAULT 'None',
`limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current/live effective limit price',
`orderSize` INT NOT NULL DEFAULT 0 COMMENT 'working size (from parentBrkrState.orderSize)',
`activeSize` INT NOT NULL DEFAULT 0 COMMENT 'order active size (from parentBrkrState.orderActiveSize)',
`cumFillQty` INT NOT NULL DEFAULT 0,
`avgFillPrc` DOUBLE NOT NULL DEFAULT 0,
`cpx1` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #1',
`csz1` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cpx2` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #2',
`csz2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cMore` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of additional child orders at inferior prices (if any)',
`numStateUpdates` INT NOT NULL DEFAULT 0 COMMENT 'number of record updates (cumulative for the day)',
`stateTimestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp',
`spdrBrokerStatus` ENUM('None','Updating','Active','Closing','Closed','Rejected','ActiveHold') NOT NULL DEFAULT 'None',
`spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew' COMMENT 'status of the most recent parent order handled by this broker',
`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' COMMENT 'close reason of most recent parent order',
`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' COMMENT 'reject reason (if any) of most recent parent order',
`spdrComment` TINYTEXT NOT NULL DEFAULT '',
`brkrUpdateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`riskLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'risk limit size (maximum size to nearest risk limit)',
`riskLimitDesc` ENUM('None','NullCounter','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVe','DayShWtVe','DayAbsWtVe','DayLnNValue','DayShNValue','DayAbsNValue','StkImpact','FutImpact','OptImpact','NullMRC','NullSRC','DDeltaLn','DDeltaSh','DDeltaAbs','WtVegaLn','WtVegaSh','WtVegaAbs','NValueLn','NValueSh','NValueAbs','CtrlDisable','AccEmaDdLn','AccEmaDdSh','AccEmaWvLn','AccEmaWvSh','SymEmaDdLn','SymEmaDdSh','SymEmaWvLn','SymEmaWvSh','ExpDDeltaLn','ExpDDeltaSh','ExpWtVegaLn','ExpWtVegaSh','ExpRm6Ln','ExpRm6Sh','SymDDeltaLn','SymDDeltaSh','SymVegaLn','SymVegaSh','SymWtVegaLn','SymWtVegaSh','SymRm7Ln','SymRm7Sh','GrpDdLn','GrpDdSh','GrpOptQtyLn','GrpOptQtySh','GrpOptQtyAbs','GrpVegaLn','GrpVegaSh','GrpVegaAbs','GrpRm1Ln','GrpRm1Sh','GrpRm1Abs','GrpRm2Ln','GrpRm2Sh','GrpRm3Ln','GrpRm3Sh','GrpRm4Ln','GrpRm4Sh','GrpRm5Ln','GrpRm5Sh','UDn50','UUp50','UDn15','UUp15','OrderSize','SysErr','StkErr','FutErr','OptErr','SSaleErr','SSaleRstr','StkSellLmt','Locate','StkRstct','SizeCap','ZeroCross','PreOpnQ','TrgWait','WaitStart','WaitTrigger','LegStep','TwapStep','MktNotReady','MaxRisk','NoStkBrw','BadMkt','BadLmt','NoAltOrdId','InvldBrkr','MaxChildOrders','MktHalted','UPrcErr','MinUBid','MaxUAsk','PreStart','ClntRteDn','ActiveSize','MktClosed','NoDDeltaMult','InvldDelta','RiskCollarRng','DayFutCnBot','DayFutCnSld','DayFutCnAbs','AccFutCnAbs') NOT NULL DEFAULT 'None' COMMENT 'reason for size reduction',
`brkrLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'simple limit',
`brkrLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`makeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'make limit',
`makeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`takeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'take limit',
`takeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`maxProgress` ENUM('None','Initialize','Rejected','PreOpen','RiskHold','Working','ChkRte','RteRej','WaitAction','InMarket','Filling','Filled','PendingClose','Closed','HedgeHold') NOT NULL DEFAULT 'None' COMMENT 'maximum point of progress for most recent parent order',
`maxProgressDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional detail on point of maximum progress',
`maxProgressTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'time of last max progress advance',
`brokerState` ENUM('None','Start','MarNotEnabled','CloseRequest','WaitTrigger','ChkBrkrFail','NotValid','StepChk','ResetOff','ResetOn','ResetActive','TwapChkWait','TwapChk','VwapChk','VwapVlmFail','CleanupBrkr','AlgoNormal','StkClosed','StkHalted','StkNotOpn','FutClosed','FutHalted','FutNotOpn','TryCxlChildrenCont','BrkrPendNew','BrkrPendClose','BrkrPreOpnQ','BrkrPendRpl','BrkrWaitTrig','TryCxlChildrenTerm','PendChildCxl','Done','BrkrClosing','BrkrClosed','BrkrRejected','MktHalted','LimitErr','RiskHold','SecTypeErr','MktDataErr','LmtErr','StkNotRdy','MinUPrcLmt','MaxUPrcLmt','InvldSysEnv','InvldRunStatus','InvldEngineType','MarketClosed','GoodTillDttmReached','TestExpired','AutoHedgeExpired','EngineClosed','EngPreOpn','OutsideMktDay','OutsideMktDay2','MaxChildRejects','IOCExpired','ProgressTimeout','NoStreetFixSession','StreetFixNotLoggedIn','StreetFixTimeout','HedgeHold','NewParent','AddUpdate','ClearAction','UpdateLegLimit','Exception','AlgoWorking','ReviewReject','ReviewPending','ReviewTimeout','PendTrigger','PendReview','PendCxlRpl','Suspended','LeggerWait','NoStkMkt','CkIncrProgress','TriggerHold','SwitchMOC','HoldMOC','VwapStepWait','MaxChildOrders','ActiveHold') NOT NULL DEFAULT 'None' COMMENT 'broker monitor state',
`brokerCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by broker monitor (note: most checks result in no action)]',
`makeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of non-marketable order handler (maker)',
`makeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by post handler (note: most checks result in no action)',
`takeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of marketable order handler (taker)',
`takeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by take handler (note: most checks result in no action)',
`lastChildEvent` ENUM('None','OK','ChildError','EnvNotValid','NoOrdSide','OptNotReady','ChildErrHold','ImmCxl','MaxChildOrders','RollVlm','MoveVlm') NOT NULL DEFAULT 'None' COMMENT '[enum] last event code from broker/child order handler(s)',
`lastChildRejectDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last child order reject dttm (if any)',
`lastChildRejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'last child order reject reason/text (if any)',
`spdrMktState` ENUM('None','PreOpen','Open','Closed','Halted','EngNotOpen','Exception') NOT NULL DEFAULT 'None' COMMENT '[enum] market state',
`numNewOrders` INT NOT NULL DEFAULT 0 COMMENT 'number of child orders generated by this broker (all parent orders)',
`numParentLimits` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of parent limit messages received for this broker',
`activeSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds that the parent order was active',
`workingSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of child order seconds (can be greater than activeSeconds if working on more than one exchange)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`strategyNumber`,`legId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`strategyNumber`,
`legId`,
`accnt`,
`clientFirm`,
`spdrSource`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`mult`,
`side`,
`legState`,
`limitPrice`,
`orderSize`,
`activeSize`,
`cumFillQty`,
`avgFillPrc`,
`cpx1`,
`csz1`,
`cpx2`,
`csz2`,
`cMore`,
`numStateUpdates`,
`stateTimestamp`,
`spdrBrokerStatus`,
`spdrOrderStatus`,
`spdrCloseReason`,
`spdrRejectReason`,
`spdrComment`,
`brkrUpdateDttm`,
`riskLimitSize`,
`riskLimitDesc`,
`brkrLimitPrice`,
`brkrLimitErr`,
`makeLimitPrice`,
`makeLimitErr`,
`takeLimitPrice`,
`takeLimitErr`,
`maxProgress`,
`maxProgressDetail`,
`maxProgressTime`,
`brokerState`,
`brokerCounter`,
`makeState`,
`makeCounter`,
`takeState`,
`takeCounter`,
`lastChildEvent`,
`lastChildRejectDttm`,
`lastChildRejectText`,
`spdrMktState`,
`numNewOrders`,
`numParentLimits`,
`activeSeconds`,
`workingSeconds`,
`timestamp`
FROM `SRTrade`.`MsgSRStrategyStateLegX`
WHERE
/* Replace with a BIGINT */
`strategyNumber` = 1234567890
AND
/* Replace with a BIGINT */
`legId` = 1234567890;

Doc Columns Query

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