SRStrategyStateLeggerX

V8 Message Definiton

METADATA

Attribute	Value
Topic	5355-strategy-legger
MLink Token	Internal
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
strategyNumber	BIGINT	PRI	0	strategy number
accnt	VARCHAR(16)		''	SR trading account
clientFirm	VARCHAR(16)		''	SR client firm
spdrSource	enum - SpdrSource		'None'
strategyStatus	enum - StrategyStatus		'None'
strategyState	enum - StrategyState		'None'
strategyDetail	TINYTEXT		''
stgyLimitPrice	DOUBLE		0	strategy limit price live adjusted
cumSquareFillQty	INT		0
cumPartialFillQty	INT		0
avgSquareFillPrc	DOUBLE		0
stgyBidPx	DOUBLE		0	synthetic strategy bid from individual leg markets
stgyAskPx	DOUBLE		0	synthetic strategy ask from individual leg markets
stgyBidSz	DOUBLE		0
stgyAskSz	DOUBLE		0
stgySurfacePrice	DOUBLE		0	strategy surface fairmidmarket price
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
strategyNumber	1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRStrategyStateLeggerX` (
    `strategyNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'strategy number',
    `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',
    `strategyStatus` ENUM('None','Active','Hold','Closed') NOT NULL DEFAULT 'None',
    `strategyState` ENUM('None','Initialized','InvalidLeg','InvalidUpdate','LeggerDone','LimitErr','MktDataErr','SysError','TrySend','TryUpdate','Updated','Except','UserHold','Rejected','MissingLegs','UserClosed','LeggerFilled','LeggerExpired','LegBrkrReject','LegBrkrClosed','LegsClosed','Working') NOT NULL DEFAULT 'None',
    `strategyDetail` TINYTEXT NOT NULL DEFAULT '',
    `stgyLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strategy limit price (live / adjusted)',
    `cumSquareFillQty` INT NOT NULL DEFAULT 0,
    `cumPartialFillQty` INT NOT NULL DEFAULT 0,
    `avgSquareFillPrc` DOUBLE NOT NULL DEFAULT 0,
    `stgyBidPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'synthetic strategy bid (from individual leg markets)',
    `stgyAskPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'synthetic strategy ask (from individual leg markets)',
    `stgyBidSz` DOUBLE NOT NULL DEFAULT 0,
    `stgyAskSz` DOUBLE NOT NULL DEFAULT 0,
    `stgySurfacePrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strategy surface (fair/mid-market) price',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`strategyNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `strategyNumber`,
    `accnt`,
    `clientFirm`,
    `spdrSource`,
    `strategyStatus`,
    `strategyState`,
    `strategyDetail`,
    `stgyLimitPrice`,
    `cumSquareFillQty`,
    `cumPartialFillQty`,
    `avgSquareFillPrc`,
    `stgyBidPx`,
    `stgyAskPx`,
    `stgyBidSz`,
    `stgyAskSz`,
    `stgySurfacePrice`,
    `timestamp`
FROM `SRTrade`.`MsgSRStrategyStateLeggerX`
WHERE 
    /* Replace with a BIGINT */ 
    `strategyNumber` = 1234567890;

Doc Columns Query

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