SRSweepExchDetail

V8 Message Definiton

SpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
parentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
triggerGroupId	BIGINT	PRI	0
exchange	VARCHAR(8)	PRI	''
accnt	VARCHAR(16)		''
clientFirm	VARCHAR(16)		''
secKey_at	enum - AssetType		'None'
secKey_ts	enum - TickerSrc		'None'
secKey_tk	VARCHAR(12)		''
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'
orderSide	enum - BuySell		'None'
parentOrderSize	INT		0
parentLimitPrice	DOUBLE		0
exchBid	DOUBLE		0
exchAsk	DOUBLE		0
exchBidSz	INT		0
exchAskSz	INT		0
clOrdId	CHAR(19)		'0000-0000-0000-0000'
childPrc	DOUBLE		0
childSize	INT		0
maxChildSize	INT		0
isISOChild	enum - YesNo		'None'
childResult	enum - SweepResult		'None'
netTimestamp	BIGINT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
parentNumber	1
triggerGroupId	2
exchange	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRSweepExchDetail` (
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `triggerGroupId` BIGINT NOT NULL DEFAULT 0,
    `exchange` VARCHAR(8) NOT NULL DEFAULT '',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `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',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `parentOrderSize` INT NOT NULL DEFAULT 0,
    `parentLimitPrice` DOUBLE NOT NULL DEFAULT 0,
    `exchBid` DOUBLE NOT NULL DEFAULT 0,
    `exchAsk` DOUBLE NOT NULL DEFAULT 0,
    `exchBidSz` INT NOT NULL DEFAULT 0,
    `exchAskSz` INT NOT NULL DEFAULT 0,
    `clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `childPrc` DOUBLE NOT NULL DEFAULT 0,
    `childSize` INT NOT NULL DEFAULT 0,
    `maxChildSize` INT NOT NULL DEFAULT 0,
    `isISOChild` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `childResult` ENUM('None','Skip','ChildAvail','ChildFail','NoExchQuote','OffMkt','ExchExcept','ChildQty','NoRoute') NOT NULL DEFAULT 'None',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
    PRIMARY KEY USING HASH (`parentNumber`,`triggerGroupId`,`exchange`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed';

SELECT TABLE EXAMPLE QUERY

SELECT
    `parentNumber`,
    `triggerGroupId`,
    `exchange`,
    `accnt`,
    `clientFirm`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `orderSide`,
    `parentOrderSize`,
    `parentLimitPrice`,
    `exchBid`,
    `exchAsk`,
    `exchBidSz`,
    `exchAskSz`,
    `clOrdId`,
    `childPrc`,
    `childSize`,
    `maxChildSize`,
    `isISOChild`,
    `childResult`,
    `netTimestamp`,
    `timestamp`
FROM `SRTrade`.`MsgSRSweepExchDetail`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber'
  AND
    /* Replace with a BIGINT */ 
    `triggerGroupId` = 1234567890
  AND
    /* Replace with a VARCHAR(8) */ 
    `exchange` = 'Example_exchange';

Doc Columns Query

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