CREATE TABLE `SRTrade`.`MsgToolCompositeExecution` (
`fillNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock execution number (globally unique over trailing 10 days)',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT 'trade date',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock Accnt Code',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock ClientFirm Code',
`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 'Security Key [can be partially filled in (look at secType)]',
`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 'Security Key [can be partially filled in (look at secType)]',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'Security Key [can be partially filled in (look at secType)]',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
`side` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order / execution side',
`version` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'record version number; starts at zero and goes up every time an execution record is re-published (eg, bust, +1m marks, +10m marks, etc)',
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent number',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock base parent number',
`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 'SpiderRock parent order source code [broker pkey]',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent broker number [broker pkey]',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId (parent order group ID) for this execution report',
`altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
`srcRoutingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code, if any',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'SpiderRock user name associated with the parent order',
`server` VARCHAR(20) NOT NULL DEFAULT '' COMMENT 'SpiderRock execution engine that handled the parent order',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock underlier ticker key [synthetic for futures]',
`ticker_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 'SpiderRock underlier ticker key [synthetic for futures]',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SpiderRock underlier ticker key [synthetic for futures]',
`sector` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'user supplied sector code (from SymbolControl record)',
`clientTags` TINYTEXT NOT NULL DEFAULT '',
`indNum` INT NOT NULL DEFAULT 0 COMMENT 'ind code (00)',
`subNum` INT NOT NULL DEFAULT 0 COMMENT 'sub code (0000)',
`grpNum` INT NOT NULL DEFAULT 0 COMMENT 'grp code (000000)',
`nbrNum` INT NOT NULL DEFAULT 0 COMMENT 'nbr code (00000000)',
`expCode` ENUM('None','W1','W2','M1','M2','M34','M56','M7C','Y1','Y2') NOT NULL DEFAULT 'None' COMMENT 'expiration tenor code',
`skewCode` ENUM('None','DD','DN','AT','UP','DU') NOT NULL DEFAULT 'None' COMMENT 'strike skew code (@ parent order arrival)',
`widthCode` ENUM('None','Pv1','Pv2','Pv3','Pv5','Pv10','Pv15','Pv20','Pv25','Wide') NOT NULL DEFAULT 'None' COMMENT 'market width code',
`priceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock price display format code',
`uPriceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock underlier price display code',
`years` FLOAT NOT NULL DEFAULT 0 COMMENT 'years to expiration (@ parent order arrival)',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'underlier type (affects $greek calcs)',
`minTickSize` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a point',
`pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'underliers per contract (futures and options)',
`parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None' COMMENT 'parent order shape [Single, MLeg, etc]',
`parentLimitType` ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') NOT NULL DEFAULT 'None' COMMENT 'parent order limit type [Vol, VolX, PrcDe, PrcDeX, etc]',
`parentLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'parent order limit class (makeLimitClass if fill was from making; takeLimitClass if fill was from taking)',
`parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') NOT NULL DEFAULT 'None' COMMENT 'base parent order algo [take style algo]',
`parentBalanceHandling` ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') NOT NULL DEFAULT 'None' COMMENT 'base parent order balance handling [make style algo]',
`parentOrderSize` INT NOT NULL DEFAULT 0 COMMENT 'parent order size',
`parentDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Date/time of parent order arrival',
`parentUMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier mid mark @ parent order arrival (options only)',
`parentBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market bid @ parent order arrival',
`parentAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market ask @ parent order arrival',
`parentFairPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair price @ parent order arrival',
`parentFairWidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair width @ parent order arrival',
`parentLimitPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'parent order limit price @ parent order arrival',
`parentLimitRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limit reference underlier price @ parent order arrival (options only)',
`parentSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'parent order short sale flag (can be Auto)',
`parentPositionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'parent order position type (can be Auto)',
`parentStrategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'parent strategy [usually client supplied]',
`parentAutoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock auto-hedge algorithm (if any)',
`childDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'child order send date/time (if any)',
`childClOrdId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'child order clOrdId resulting in fill (if any)',
`childRoutingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'SpiderRock child order routing code (if any)',
`childSize` INT NOT NULL DEFAULT 0 COMMENT 'child order size',
`childPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'child order price',
`childExch` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'child order exchange code (SpiderRock)',
`childExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'child order exchange code (downstream)',
`childUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier market price @ child order send time',
`childBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market bid @ child order send time',
`childAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market ask @ child order send time',
`childFairPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair price @ child order send time',
`childFairWidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair width @ child order send time',
`childVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'child order volatilty (options only)',
`childProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'child order probability (T+x)',
`childLimitPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'parent order limit price @ child order send time',
`childLimitRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limit reference underlier price @ child order send time (options only)',
`childAlgoHandler` ENUM('None','ActiveTaker','ActiveMaker','Auction','Responder','Matrix','Cross','Face','Extern','MLegHandler','AutoHedge','Sprayer','Legger','Restart','Orphan','UDefSpread','RFQRequest','MLegResponder','LeggerX','ExchPing','BrkrReview','AuctionResponder','TakeSweep','TestChild') NOT NULL DEFAULT 'None' COMMENT 'algo that generated the child order responsible for this fill',
`childOrderHandling` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'algo handler detail string',
`childCreateReason` ENUM('None','CheckAddExch','DarkCross','DmaExtern','DmaSmart','MakeJoin','MakeNbboImpr','MakePostLimit','MakeSelfImpr','MarketAuction','MatrixImpr','MatrixJoin','MatrixLvlSweep','MatrixMaxSweep','MLegSeeker','OptAuctionResp','OptFaceHandler','RelWaitTrigger','SprdDma','SprdFace','SprdSeeker','TakeBrkr','TakeExch','TakeNbbo','RFQRequest','MLegResponse','BrkrCross','PostFlash','MakeOff','MakeFlashImprv','AwayExtern','MatrixCross','ExchPing','BrkrReview','AuctionResponse','SweepTake','TestChild') NOT NULL DEFAULT 'None' COMMENT 'child order create code',
`childCancelReason` ENUM('None','MakeException','MakeMaxRiskSize','MakeLimitError','MakeCxlImpr','MakeLmtPrc','MakeSelfImpr','MakeJoinImprv','MakeReJoin','MakeBhnd','MakeAlone','MakeAloneF','MakeOffMkt','MakeMaxExpose','MakeJoinImpr','ContLmtPrc','ChildCxlAll','ChildFlashCxl','ChildIOCTimeout','ForceRetry','StkCxlAll','FutCxlAll','OptCxlAll','FastCxlUBid','FastCxlUAsk','FastCxlUMin','FastCxlUMax','MktMiss','CxlClear','CxlRplDMA','CxlRplTurn','CxlRplSize','CxlRplPrc','CxlRplMake','CxlRplExch','MLegSeekSwitch','MLegSeekChange','MLegSeekND','MLegSeekLimit','MLegDMA','MLegSprdLimit','ParentRplRej','ParentReject','ParentClose','LeggerSwitch','AccelTake','EnginePreOpen','LegLmtPrcRng','MakeLmtPrcErr','ProgTerminate','TickSzErr','ContBrkrTerm','ContCancelHold','ContLimitErr','ContMaxUPrc','ContMinUPrc','ContMktData','ContMktHalt','ContRiskHold','ContSecType','ContStkData','ContStkState','ContFutData','ContFutState','ContOptData','ContOptState','ContUFutData','ContUFutState','ContUMktData','ContUMktState','LegExposeSize','LegLimitErr','LegMarketPrc','MLegCobLmtPrc','MLegLeggerChange','MLegLeggerSwitch','MLegSprdLmtPrc','SprdMktPrc','ContUMktPrc','ContUMktQte','SGContCxl','SGSysCxl','CxlRplPart','CxlRplAlgo','ContingentCancel','SwitchMOC','CxlRplReview','CxlRplAltR','SurfPrcErr','UserHold','DayClose','PendNewTimeout','ActiveHold') NOT NULL DEFAULT 'None' COMMENT 'child order cancel code (if any)',
`childMktStance` ENUM('None','ExchMrkt','NbboMrkt','ExchImpr','NbboImpr','ExchJoin','NbboJoin','Away') NOT NULL DEFAULT 'None' COMMENT 'child order was expected to be marketable @ child send time',
`childCxlAttempted` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'cancel attempt was made on the child order prior to receiving this fill',
`childSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'child order short sale flag',
`childPositionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'child order position type',
`childFirmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'chld order firm type [Customer, ProCust, Firm, MM, etc]',
`childCapacity` ENUM('None','Agency','Principal','Individual','Proprietary','AgentOtherMember','RisklessPrincipal') NOT NULL DEFAULT 'None' COMMENT 'child order capacity',
`fillExch` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'ExDest code from child order execution report (lastMkt)',
`fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price',
`fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Date/time of fill arrival',
`fillSize` INT NOT NULL DEFAULT 0 COMMENT 'fill quantity',
`fillPointValue` INT NOT NULL DEFAULT 0 COMMENT 'fill size x pointValue',
`fillVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill volatilty (options only)',
`fillProb` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill order probability (T+x)',
`fillLimitPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'parent order limit price @ fill arrival time',
`fillLimitRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limit reference underlier price @ fill arrival time (options only)',
`fillUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill underlier mid-market',
`fillBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock estimate of beta to SPX',
`fillTv` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo vol (user supplied)',
`fillTp` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo price',
`fillBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option market bid @ fill arrival',
`fillAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option market ask @ fill arrival',
`fillFairPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair price @ fill arrival',
`fillFairWidth` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock fair width @ fill arrival',
`fillBrkrRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'billing brokerage rate (tier 1)',
`fillRoutingRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'billing routing rate (tier 1)',
`fillOrigExecID` VARCHAR(20) NOT NULL DEFAULT '' COMMENT 'original execution ID string (child order)',
`fillLastExecID` VARCHAR(20) NOT NULL DEFAULT '' COMMENT 'most recent execution ID (same as origExecID unless CANCEL/CORRECTION has been processed)',
`fillExecStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)',
`fillRemoteText` VARCHAR(64) NOT NULL DEFAULT '' COMMENT 'text comment from endpoint (if any)',
`fillTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'transaction date/time as reported by exchange or down stream broker',
`fillLiquidityTag` VARCHAR(2) NOT NULL DEFAULT '' COMMENT 'SpiderRock normalized exch liquidity tag',
`fillExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock exchange fee estimate',
`fillDe` FLOAT NOT NULL DEFAULT 0,
`fillGa` FLOAT NOT NULL DEFAULT 0,
`fillVe` FLOAT NOT NULL DEFAULT 0,
`execRole` ENUM('None','DirectAccnt','AwayGiveup','RiskDrop','AwayDrop','PullDrop') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock relationship to this execution record (Direct, Drop, etc)',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'exec broker acronym (usually an MPID)',
`execBrkrAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'account at executing broker (if any)',
`execBrkrClFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client/firm at executing broker (if any)',
`execBrkrUserName` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'user executing broker (if any)',
`clearingFlipType` ENUM('None','CMTA','Giveup','QSR','NSCC_Flip','DVP','BrkrAccnt') NOT NULL DEFAULT 'None' COMMENT 'type of clearing corp delivery',
`clearingFlipFirm` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'deliverTo clearing member (eg. OCC#, NSCC#, MPID, or InstitutionID)',
`clearingFlipAccnt` VARCHAR(10) NOT NULL DEFAULT '' COMMENT 'deliverTo client account (eg. OCC AID# or a DVP FBO code)',
`clearingAgent` VARCHAR(10) NOT NULL DEFAULT '' COMMENT 'deliverTo agent (eg. DVP Agent Bank ID)',
`clearingTaxID` VARCHAR(10) NOT NULL DEFAULT '' COMMENT 'deliverTo taxID (eg. DVP TaxID)',
`billingSecType` ENUM('None','Equity','Future','EqtOption','FutOption') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock billing security type',
`billingCategory` ENUM('None','Alpha','AlphaTop50','TiedMaker','TiedTaker','SOR','DMA','AuctionResponse','Facilitate','AlphaFacilitate','AwayTrade','SymOverride','Extern','NonBillable','Seeker','Legger','Drop','AwayAlgo','IsoSweep','SpdrSweep','GTH','AlphaGTH','BlockAuction','BlockResponse') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock billing category',
`priAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'primary aggregation group',
`secAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'secondary aggregation group',
`trdDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade delta',
`trdDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade $delta',
`trdGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade gamma',
`trdDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade dollar gamma',
`trdVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade vega',
`trdWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade wtVega: (vega * vol / sqrt(max(0.1, years * 4))',
`trdTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade theta',
`trdBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade beta',
`trdDBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade $beta',
`trdNotionalValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'cn * pointValue * uPrc',
`trdMarketValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'cn * pointValue * fillPrice',
`marginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn, vol dn',
`marginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn, vol up',
`marginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up, vol dn',
`marginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up, vol up',
`trdFairEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR trade edge (fill price to SR fair price)',
`trdFairEdgeUnit` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR trade edge normalized to $100 underlier',
`trdTheoEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo edge (user supplied theo vol/prc to SpiderRock surface price) (if any)',
`trdTheoEdgeUnit` FLOAT NOT NULL DEFAULT 0 COMMENT 'theo edge normalized to $100 underlier',
`clArrivePnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'arrival PnL (client arrival mark to fill mark) [from clArriveMark on parent order if any]',
`arrivePnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'arrival PnL (parent arrival mark to fill mark)',
`arriveDnPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'arrival Dn PnL (arrivalPnL - uDriftArrivalPnL)',
`uDriftArrivePnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier delta drift PnL (arrival uMark to fill uMark)',
`childLimitSlip` FLOAT NOT NULL DEFAULT 0 COMMENT 'Fill Slippage (ChildLimitPrice to FillPrice)',
`halfWidthPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'estimated half-width PnL',
`dayDnPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta neutral PnL (to EOD)',
`dayM1PnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta neutral PnL (Fill + 1M)',
`dayM10PnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta neutral PnL (Fill + 10M)',
`uDriftDayPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier delta drift PnL (to EOD)',
`uDriftM1PnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier delta drift PnL (Fill + 1M)',
`uDriftM10PnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier delta drift PnL (Fill + 10M)',
`dayPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'actual PnL to EOD (fillMark to liveMark)',
`m1Mark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'T+1min',
`m1UPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'T+1min',
`m10Mark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'T+10min',
`m10UPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'T+10min',
`liveMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Live @ Record Query',
`liveUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Live @ Record Query',
`trdMarkError` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'trade mark error code',
`dayMarkError` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'day mark error code',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp',
CONSTRAINT nonnegative_fillNumber CHECK(ASCII(fillNumber) < 56),
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`fillNumber`),
KEY `AccntIndex` (`accnt`) USING HASH,
KEY `ClientFirmIndex` (`clientFirm`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';