SRHedgePolicyState

V8 Message Definiton

METADATA

Attribute	Value
Topic	5280-strategy-hedgepolicy
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
hedgeTarget_at	enum - AssetType	PRI	'None'	HedgeTarget
hedgeTarget_ts	enum - TickerSrc	PRI	'None'	HedgeTarget
hedgeTarget_tk	VARCHAR(12)	PRI	''	HedgeTarget
hedgeTarget_yr	SMALLINT UNSIGNED	PRI	0	HedgeTarget
hedgeTarget_mn	TINYINT UNSIGNED	PRI	0	HedgeTarget
hedgeTarget_dy	TINYINT UNSIGNED	PRI	0	HedgeTarget
hedgeSecType	enum - SpdrKeyType	PRI	'None'
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
uPrc	DOUBLE		0	hedge target price
positionHedgePolicy	enum - PositionHedgePolicy		'None'
posGrpDeltaLn	DOUBLE		0
posGrpDeltaSh	DOUBLE		0
posLastGrpFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
posCtrlDeltaLn	DOUBLE		0
posCtrlDeltaSh	DOUBLE		0
posLastCtrlFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
posNetDelta	DOUBLE		0	posGrpDeltaLn posGrpDeltaSh posCtrlDeltaLn posCtrlDeltaSh
posMinDeltaBand	FLOAT		0
posMaxDeltaBand	FLOAT		0
posHedgeState	enum - HedgePolicyState		'None'
posHedgeText	TINYTEXT		''
bPosCtrlOrder	TINYTEXT		''
sPosCtrlOrder	TINYTEXT		''
tradeHedgePolicy	enum - TradeHedgePolicy		'None'
trdBotCn	INT		0
trdDeltaBot	DOUBLE		0
trdSldCn	INT		0
trdDeltaSld	DOUBLE		0
trdGrpDeltaBot	DOUBLE		0
trdGrpDeltaSld	DOUBLE		0
trdCtrlDeltaBot	DOUBLE		0
trdCtrlDeltaSld	DOUBLE		0
trdNetDelta	DOUBLE		0	trdGrpDeltaLn trdGrpDeltaSh trdCtrlDeltaLn trdCtrlDeltaSh
trdMinDeltaBand	FLOAT		0
trdMaxDeltaBand	FLOAT		0
trdHedgeState	enum - HedgePolicyState		'None'
trdHedgeText	TINYTEXT		''
bTrdCtrlOrder	TINYTEXT		''
sTrdCtrlOrder	TINYTEXT		''
ddMult	DOUBLE		0
pointValue	DOUBLE		0
pointCurrency	enum - Currency		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
hedgeTarget_tk	1
hedgeTarget_yr	2
hedgeTarget_mn	3
hedgeTarget_dy	4
hedgeTarget_at	5
hedgeTarget_ts	6
hedgeSecType	7
accnt	8
clientFirm	9

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRHedgePolicyState` (
    `hedgeTarget_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'HedgeTarget',
    `hedgeTarget_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 'HedgeTarget',
    `hedgeTarget_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'HedgeTarget',
    `hedgeTarget_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'HedgeTarget',
    `hedgeTarget_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'HedgeTarget',
    `hedgeTarget_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'HedgeTarget',
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'hedge target price',
    `positionHedgePolicy` ENUM('None','Default','A','B','C','D') NOT NULL DEFAULT 'None',
    `posGrpDeltaLn` DOUBLE NOT NULL DEFAULT 0,
    `posGrpDeltaSh` DOUBLE NOT NULL DEFAULT 0,
    `posLastGrpFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `posCtrlDeltaLn` DOUBLE NOT NULL DEFAULT 0,
    `posCtrlDeltaSh` DOUBLE NOT NULL DEFAULT 0,
    `posLastCtrlFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `posNetDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'posGrpDeltaLn - posGrpDeltaSh + posCtrlDeltaLn - posCtrlDeltaSh',
    `posMinDeltaBand` FLOAT NOT NULL DEFAULT 0,
    `posMaxDeltaBand` FLOAT NOT NULL DEFAULT 0,
    `posHedgeState` ENUM('None','NoHedgeCtrl','MLegHold','InBand','BandSh','BandLn','Exception','DDMultErr','UndTypeErr','UndPerCnErr','Init','UPrcErr','AccumulatorError') NOT NULL DEFAULT 'None',
    `posHedgeText` TINYTEXT NOT NULL DEFAULT '',
    `bPosCtrlOrder` TINYTEXT NOT NULL DEFAULT '',
    `sPosCtrlOrder` TINYTEXT NOT NULL DEFAULT '',
    `tradeHedgePolicy` ENUM('None','Default','A','B','C','D') NOT NULL DEFAULT 'None',
    `trdBotCn` INT NOT NULL DEFAULT 0,
    `trdDeltaBot` DOUBLE NOT NULL DEFAULT 0,
    `trdSldCn` INT NOT NULL DEFAULT 0,
    `trdDeltaSld` DOUBLE NOT NULL DEFAULT 0,
    `trdGrpDeltaBot` DOUBLE NOT NULL DEFAULT 0,
    `trdGrpDeltaSld` DOUBLE NOT NULL DEFAULT 0,
    `trdCtrlDeltaBot` DOUBLE NOT NULL DEFAULT 0,
    `trdCtrlDeltaSld` DOUBLE NOT NULL DEFAULT 0,
    `trdNetDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'trdGrpDeltaLn - trdGrpDeltaSh + trdCtrlDeltaLn - trdCtrlDeltaSh',
    `trdMinDeltaBand` FLOAT NOT NULL DEFAULT 0,
    `trdMaxDeltaBand` FLOAT NOT NULL DEFAULT 0,
    `trdHedgeState` ENUM('None','NoHedgeCtrl','MLegHold','InBand','BandSh','BandLn','Exception','DDMultErr','UndTypeErr','UndPerCnErr','Init','UPrcErr','AccumulatorError') NOT NULL DEFAULT 'None',
    `trdHedgeText` TINYTEXT NOT NULL DEFAULT '',
    `bTrdCtrlOrder` TINYTEXT NOT NULL DEFAULT '',
    `sTrdCtrlOrder` TINYTEXT NOT NULL DEFAULT '',
    `ddMult` DOUBLE NOT NULL DEFAULT 0,
    `pointValue` DOUBLE NOT NULL DEFAULT 0,
    `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','DKK','GEL') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`hedgeTarget_tk`,`hedgeTarget_yr`,`hedgeTarget_mn`,`hedgeTarget_dy`,`hedgeTarget_at`,`hedgeTarget_ts`,`hedgeSecType`,`accnt`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `hedgeTarget_at`,
    `hedgeTarget_ts`,
    `hedgeTarget_tk`,
    `hedgeTarget_yr`,
    `hedgeTarget_mn`,
    `hedgeTarget_dy`,
    `hedgeSecType`,
    `accnt`,
    `clientFirm`,
    `uPrc`,
    `positionHedgePolicy`,
    `posGrpDeltaLn`,
    `posGrpDeltaSh`,
    `posLastGrpFillDttm`,
    `posCtrlDeltaLn`,
    `posCtrlDeltaSh`,
    `posLastCtrlFillDttm`,
    `posNetDelta`,
    `posMinDeltaBand`,
    `posMaxDeltaBand`,
    `posHedgeState`,
    `posHedgeText`,
    `bPosCtrlOrder`,
    `sPosCtrlOrder`,
    `tradeHedgePolicy`,
    `trdBotCn`,
    `trdDeltaBot`,
    `trdSldCn`,
    `trdDeltaSld`,
    `trdGrpDeltaBot`,
    `trdGrpDeltaSld`,
    `trdCtrlDeltaBot`,
    `trdCtrlDeltaSld`,
    `trdNetDelta`,
    `trdMinDeltaBand`,
    `trdMaxDeltaBand`,
    `trdHedgeState`,
    `trdHedgeText`,
    `bTrdCtrlOrder`,
    `sTrdCtrlOrder`,
    `ddMult`,
    `pointValue`,
    `pointCurrency`,
    `timestamp`
FROM `SRTrade`.`MsgSRHedgePolicyState`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `hedgeTarget_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') */ 
    `hedgeTarget_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `hedgeTarget_tk` = 'Example_hedgeTarget_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `hedgeTarget_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeTarget_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeTarget_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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