AutoResponderVegaDir
METADATA
| Attribute | Value |
|---|---|
| Topic | 2450-liquidity-notice |
| MLink Token | SRATS |
| Product | SRTrade |
| accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| accnt | VARCHAR(16) | PRI | '' | |
| clientFirm | VARCHAR(16) | PRI | '' | |
| root_at | enum - AssetType | PRI | 'None' | |
| root_ts | enum - TickerSrc | PRI | 'None' | |
| root_tk | VARCHAR(12) | PRI | '' | |
| respSide | enum - BuySell | PRI | 'None' | auction responder side your side |
| responderID | INT | PRI | 0 | client supplied responder ID can be any number including zero |
| userName | VARCHAR(24) | '' | username used for responding to auction notices | |
| isDisabled | enum - YesNo | 'None' | if Yes this autoresponder record is disabled | |
| enabledUntil | DATETIME(6) | '1900-01-01 00:00:00.000000' | will be enabled up until this time | |
| canIncludeFlex | enum - YesNo | 'None' | if yes can respond to auction notices that include flex option legs | |
| canIncludeStock | enum - YesNo | 'None' | if yes can respond to auction notices that include a stock leg | |
| canRespondSR | enum - YesNo | 'None' | if yes can respond to auction notices from SR | |
| canRespondExch | enum - YesNo | 'None' | if yes can respond to auction notices from exchanges | |
| cpFlag | enum - CallPut | 'Pair' | if not Pair must match all option legs | |
| minNetVegaRatio | FLOAT | 1.0 | minimum ratio of absnetVegatotalVega to enable a response hard lower limit of 025 | |
| minYears | FLOAT | 0 | all leg years must be between minYears maxYears | |
| maxYears | FLOAT | 10.0 | ||
| minExpiry | DATETIME(6) | '1900-01-01 00:00:00.000000' | all leg expiries must be between minExpiry maxExpiry | |
| maxExpiry | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| minXDelta | FLOAT | -0.50 | all leg xDelta must be between minXDelta maxXDelta | |
| maxXDelta | FLOAT | +0.50 | ||
| minStrike | DOUBLE | 0 | all leg strikes must be between minStrike maxStrike | |
| maxStrike | DOUBLE | 999999 | ||
| minSurfEdgePrem | FLOAT | -99 | spread surface edge in premium through surface behind surface | |
| minSurfEdgeVol | FLOAT | -99 | spread surface edge in vol 001 10 vol pts through surface behind surface | |
| minProbability | FLOAT | 0 | option response probability must be minProbability | |
| incFeesInResp | enum - YesNo | 'None' | include all estimated responder fees in final response price | |
| roundRule | enum - RoundRule | 'None' | ||
| maxResponseSize | INT | 0 | maximum number of contracts per response will respond for 100 if auction size maxResponseSize | |
| maxResponseVega | FLOAT | 0 | maximum total vega per response | |
| totalResponseVega | FLOAT | 0 | maximum vega filled all day | |
| totalResponseWtVega | FLOAT | 0 | maximum wtVega filled all day | |
| notMktPenny | enum - YesNo | 'None' | None or Yes will respond to nonmarketable penny name orders | |
| mktPenny1 | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 1 tick wide penny name orders | |
| mktPenny2 | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 2 tick wide penny name orders | |
| mktPenny3p | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 3 tick wide penny name orders | |
| notMktNickle | enum - YesNo | 'None' | None or Yes will respond to nonmarketable nickledime name orders | |
| mktNickle1 | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 1 tick wide nickeldime name orders | |
| mktNickle2 | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 2 tick wide nickeldime name orders | |
| mktNickle3p | enum - YesNo | 'None' | None or Yes will respond to marketable mkt 3 tick wide nickeldime name orders | |
| autoHedge | enum - AutoHedge | 'None' | ||
| hedgeInstrument | enum - HedgeInst | 'None' | Defaultactual underlier EQT or FUT IndexOptions use ETF FrontMonthactual underlier EQT or front month FUT IndexOptions use FM Fut StockhedgeSecKeyTickerKey FuturehedgeSecKeyExpiryKey | |
| hedgeSecKey_at | enum - AssetType | 'None' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeSecKey_ts | enum - TickerSrc | 'None' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeSecKey_tk | VARCHAR(12) | '' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeSecKey_yr | SMALLINT UNSIGNED | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeSecKey_mn | TINYINT UNSIGNED | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeSecKey_dy | TINYINT UNSIGNED | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future | |
| hedgeBetaRatio | FLOAT | 0 | portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40 | |
| hedgeScope | enum - HedgeScope | 'None' | hedge group scope RiskGroup or Accnt | |
| hedgeSession | enum - MarketSession | 'None' | time in force for the autohedge order can be Day or ExtDay None defaults to pOrdertimeInForce | |
| riskGroupId | CHAR(19) | '0000-0000-0000-0000' | Default 0 none Required to be nonzero if autoHedge is something other than None | |
| minUPrc | FLOAT | 1 | minmax underlier price bounds no responses while underlier is outside of bounds | |
| maxUPrc | FLOAT | 99999 | ||
| modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
| modifiedIn | enum - SysEnvironment | 'None' | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification | |
| CFirmExclFilterList | JSON | 'JSON_ARRAY()' | ||
| CFirmInclFilterList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| accnt | 1 |
| clientFirm | 2 |
| root_tk | 3 |
| root_at | 4 |
| root_ts | 5 |
| respSide | 6 |
| responderID | 7 |
JSON Block (CFirmExclFilterList)
| Field | Type | Comment |
|---|---|---|
| inititorCFirm | enum - inititorCFirm | missing will not exclude any initiating client firms nonempty will only respond if none of matches initiator ClientFirm |
JSON Block (CFirmInclFilterList)
| Field | Type | Comment |
|---|---|---|
| inititorCFirm | enum - inititorCFirm | missing will respond to all initiating client firms nonempty will only respond if one of matches initiator ClientFirm |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgAutoResponderVegaDir` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`root_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',
`root_tk` VARCHAR(12) NOT NULL DEFAULT '',
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side)',
`responderID` INT NOT NULL DEFAULT 0 COMMENT 'client supplied responder ID (can be any number including zero)',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'username used for responding to auction notices',
`isDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this auto-responder record is disabled',
`enabledUntil` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'will be enabled up until this time',
`canIncludeFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, can respond to auction notices that include flex option legs',
`canIncludeStock` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, can respond to auction notices that include a stock leg',
`canRespondSR` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, can respond to auction notices from SR',
`canRespondExch` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, can respond to auction notices from exchanges',
`cpFlag` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Pair' COMMENT 'if not Pair must match all option legs',
`minNetVegaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'minimum ratio of abs(netVega)/totalVega to enable a response (hard lower limit of 0.25)',
`minYears` FLOAT NOT NULL DEFAULT 0 COMMENT 'all leg years must be between [minYears, maxYears]',
`maxYears` FLOAT NOT NULL DEFAULT 10.0,
`minExpiry` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'all leg expiries must be between [minExpiry, maxExpiry]',
`maxExpiry` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`minXDelta` FLOAT NOT NULL DEFAULT -0.50 COMMENT 'all leg xDelta must be between [minXDelta, maxXDelta]',
`maxXDelta` FLOAT NOT NULL DEFAULT +0.50,
`minStrike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'all leg strikes must be between [minStrike, maxStrike]',
`maxStrike` DOUBLE NOT NULL DEFAULT 999999,
`minSurfEdgePrem` FLOAT NOT NULL DEFAULT -99 COMMENT 'spread surface edge (in premium) (+ = through surface; - = behind surface)',
`minSurfEdgeVol` FLOAT NOT NULL DEFAULT -99 COMMENT 'spread surface edge (in vol) (0.01 = 1.0 vol pts) (+ = through surface; - = behind surface)',
`minProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'option response probability must be >= minProbability',
`incFeesInResp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'include all estimated responder fees in final response price',
`roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
`maxResponseSize` INT NOT NULL DEFAULT 0 COMMENT 'maximum number of contracts per response (will respond for 100% if auction size <= maxResponseSize)',
`maxResponseVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum total vega per response',
`totalResponseVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum vega (filled) all day',
`totalResponseWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'maximum wtVega (filled) all day',
`notMktPenny` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to non-marketable penny name orders',
`mktPenny1` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 1 tick wide) penny name orders',
`mktPenny2` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 2 tick wide) penny name orders',
`mktPenny3p` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 3+ tick wide) penny name orders',
`notMktNickle` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to non-marketable nickle/dime name orders',
`mktNickle1` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 1 tick wide) nickel/dime name orders',
`mktNickle2` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 2 tick wide) nickel/dime name orders',
`mktNickle3p` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'None or Yes will respond to marketable (mkt 3+ tick wide) nickel/dime name orders',
`autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo','EuxMsAlgo') NOT NULL DEFAULT 'None',
`hedgeInstrument` ENUM('None','Default','FrontMonth','Stock','Future') NOT NULL DEFAULT 'None' COMMENT 'Default=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey',
`hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_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 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
`hedgeBetaRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]',
`hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'None' COMMENT 'hedge group scope [RiskGroup or Accnt]',
`hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'time in force for the autohedge order (can be Day or ExtDay) [None defaults to pOrder.timeInForce]',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'Default: 0 (none). Required to be non-zero if `autoHedge` is something other than None.',
`minUPrc` FLOAT NOT NULL DEFAULT 1 COMMENT 'min/max underlier price bounds (no responses while underlier is outside of bounds)',
`maxUPrc` FLOAT NOT NULL DEFAULT 99999,
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
`CFirmExclFilterList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(CFirmExclFilterList)),
`CFirmInclFilterList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(CFirmInclFilterList)),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`root_tk`,`root_at`,`root_ts`,`respSide`,`responderID`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`accnt`,
`clientFirm`,
`root_at`,
`root_ts`,
`root_tk`,
`respSide`,
`responderID`,
`userName`,
`isDisabled`,
`enabledUntil`,
`canIncludeFlex`,
`canIncludeStock`,
`canRespondSR`,
`canRespondExch`,
`cpFlag`,
`minNetVegaRatio`,
`minYears`,
`maxYears`,
`minExpiry`,
`maxExpiry`,
`minXDelta`,
`maxXDelta`,
`minStrike`,
`maxStrike`,
`minSurfEdgePrem`,
`minSurfEdgeVol`,
`minProbability`,
`incFeesInResp`,
`roundRule`,
`maxResponseSize`,
`maxResponseVega`,
`totalResponseVega`,
`totalResponseWtVega`,
`notMktPenny`,
`mktPenny1`,
`mktPenny2`,
`mktPenny3p`,
`notMktNickle`,
`mktNickle1`,
`mktNickle2`,
`mktNickle3p`,
`autoHedge`,
`hedgeInstrument`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeBetaRatio`,
`hedgeScope`,
`hedgeSession`,
`riskGroupId`,
`minUPrc`,
`maxUPrc`,
`timestamp`,
`CFirmExclFilterList`,
`CFirmInclFilterList`
FROM `SRTrade`.`MsgAutoResponderVegaDir`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_at` = 'None'
AND
/* Replace with a 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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None'
AND
/* Replace with a INT */
`responderID` = 5;
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgAutoResponderVegaDir`
SET
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName',
/* Replace with a ENUM('None','Yes','No') */
`isDisabled` = 'None',
/* Replace with a DATETIME(6) */
`enabledUntil` = '2022-01-01 12:34:56.000000',
/* Replace with a ENUM('None','Yes','No') */
`canIncludeFlex` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`canIncludeStock` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`canRespondSR` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`canRespondExch` = 'None',
/* Replace with a ENUM('Call','Put','Pair') */
`cpFlag` = 'Pair',
/* Replace with a FLOAT */
`minNetVegaRatio` = 1.23,
/* Replace with a FLOAT */
`minYears` = 1.23,
/* Replace with a FLOAT */
`maxYears` = 1.23,
/* Replace with a DATETIME(6) */
`minExpiry` = '2022-01-01 12:34:56.000000',
/* Replace with a DATETIME(6) */
`maxExpiry` = '2022-01-01 12:34:56.000000',
/* Replace with a FLOAT */
`minXDelta` = 1.23,
/* Replace with a FLOAT */
`maxXDelta` = 1.23,
/* Replace with a DOUBLE */
`minStrike` = 4.56,
/* Replace with a DOUBLE */
`maxStrike` = 4.56,
/* Replace with a FLOAT */
`minSurfEdgePrem` = 1.23,
/* Replace with a FLOAT */
`minSurfEdgeVol` = 1.23,
/* Replace with a FLOAT */
`minProbability` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp` = 'None',
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a INT */
`maxResponseSize` = 5,
/* Replace with a FLOAT */
`maxResponseVega` = 1.23,
/* Replace with a FLOAT */
`totalResponseVega` = 1.23,
/* Replace with a FLOAT */
`totalResponseWtVega` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`notMktPenny` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktPenny1` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktPenny2` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktPenny3p` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`notMktNickle` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktNickle1` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktNickle2` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`mktNickle3p` = 'None',
/* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo','EuxMsAlgo') */
`autoHedge` = 'None',
/* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */
`hedgeInstrument` = 'None',
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`hedgeSecKey_at` = 'None',
/* Replace with a 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') */
`hedgeSecKey_ts` = 'None',
/* Replace with a VARCHAR(12) */
`hedgeSecKey_tk` = 'Example_hedgeSecKey_tk',
/* Replace with a SMALLINT UNSIGNED */
`hedgeSecKey_yr` = 123,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_mn` = 1,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_dy` = 1,
/* Replace with a FLOAT */
`hedgeBetaRatio` = 1.23,
/* Replace with a ENUM('None','Accnt','RiskGroup') */
`hedgeScope` = 'None',
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`hedgeSession` = 'None',
/* Replace with a CHAR(19) */
`riskGroupId` = 'Example_riskGroupId',
/* Replace with a FLOAT */
`minUPrc` = 1.23,
/* Replace with a FLOAT */
`maxUPrc` = 1.23,
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000',
/* Replace with a JSON */
`CFirmExclFilterList` = '{"key": "value"}',
/* Replace with a JSON */
`CFirmInclFilterList` = '{"key": "value"}'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_at` = 'None'
AND
/* Replace with a 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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None'
AND
/* Replace with a INT */
`responderID` = 5;
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgAutoResponderVegaDir`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_at`,
/* Replace with a 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') */
`root_ts`,
/* Replace with a VARCHAR(12) */
`root_tk`,
/* Replace with a ENUM('None','Buy','Sell') */
`respSide`,
/* Replace with a INT */
`responderID`,
/* Replace with a VARCHAR(24) */
`userName`,
/* Replace with a ENUM('None','Yes','No') */
`isDisabled`,
/* Replace with a DATETIME(6) */
`enabledUntil`,
/* Replace with a ENUM('None','Yes','No') */
`canIncludeFlex`,
/* Replace with a ENUM('None','Yes','No') */
`canIncludeStock`,
/* Replace with a ENUM('None','Yes','No') */
`canRespondSR`,
/* Replace with a ENUM('None','Yes','No') */
`canRespondExch`,
/* Replace with a ENUM('Call','Put','Pair') */
`cpFlag`,
/* Replace with a FLOAT */
`minNetVegaRatio`,
/* Replace with a FLOAT */
`minYears`,
/* Replace with a FLOAT */
`maxYears`,
/* Replace with a DATETIME(6) */
`minExpiry`,
/* Replace with a DATETIME(6) */
`maxExpiry`,
/* Replace with a FLOAT */
`minXDelta`,
/* Replace with a FLOAT */
`maxXDelta`,
/* Replace with a DOUBLE */
`minStrike`,
/* Replace with a DOUBLE */
`maxStrike`,
/* Replace with a FLOAT */
`minSurfEdgePrem`,
/* Replace with a FLOAT */
`minSurfEdgeVol`,
/* Replace with a FLOAT */
`minProbability`,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a INT */
`maxResponseSize`,
/* Replace with a FLOAT */
`maxResponseVega`,
/* Replace with a FLOAT */
`totalResponseVega`,
/* Replace with a FLOAT */
`totalResponseWtVega`,
/* Replace with a ENUM('None','Yes','No') */
`notMktPenny`,
/* Replace with a ENUM('None','Yes','No') */
`mktPenny1`,
/* Replace with a ENUM('None','Yes','No') */
`mktPenny2`,
/* Replace with a ENUM('None','Yes','No') */
`mktPenny3p`,
/* Replace with a ENUM('None','Yes','No') */
`notMktNickle`,
/* Replace with a ENUM('None','Yes','No') */
`mktNickle1`,
/* Replace with a ENUM('None','Yes','No') */
`mktNickle2`,
/* Replace with a ENUM('None','Yes','No') */
`mktNickle3p`,
/* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo','EuxMsAlgo') */
`autoHedge`,
/* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */
`hedgeInstrument`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`hedgeSecKey_at`,
/* Replace with a 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') */
`hedgeSecKey_ts`,
/* Replace with a VARCHAR(12) */
`hedgeSecKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`hedgeSecKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_dy`,
/* Replace with a FLOAT */
`hedgeBetaRatio`,
/* Replace with a ENUM('None','Accnt','RiskGroup') */
`hedgeScope`,
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`hedgeSession`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a FLOAT */
`minUPrc`,
/* Replace with a FLOAT */
`maxUPrc`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`CFirmExclFilterList`,
/* Replace with a JSON */
`CFirmInclFilterList`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_root_tk',
'None',
5,
'Example_userName',
'None',
'2022-01-01 12:34:56.000000',
'None',
'None',
'None',
'None',
'Pair',
1.23,
1.23,
1.23,
'2022-01-01 12:34:56.000000',
'2022-01-01 12:34:56.000000',
1.23,
1.23,
4.56,
4.56,
1.23,
1.23,
1.23,
'None',
'None',
5,
1.23,
1.23,
1.23,
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'Example_hedgeSecKey_tk',
123,
1,
1,
1.23,
'None',
'None',
'Example_riskGroupId',
1.23,
1.23,
'2022-01-01 12:34:56.000000',
'{"key": "value"}',
'{"key": "value"}'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgAutoResponderVegaDir`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_at` = 'None'
AND
/* Replace with a 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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None'
AND
/* Replace with a INT */
`responderID` = 5;
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AutoResponderVegaDir' ORDER BY ordinal_position ASC;