HedgePolicyConfig

V8 Message Definiton

METADATA

Attribute	Value
Topic	1800-client-config
MLink Token	ClientControl
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
policy	enum - HedgePolicy	PRI	'None'
autoHedgeEnabled	enum - YesNo		'None'
hedgeWavesEnabled	enum - YesNo		'None'
autoHedgeWindow	enum - AutoHedgeWindow		'None'
autoHedgeNetting	enum - AutoHedgeNetting		'None'
autoHedgeSymBandDD	FLOAT		0	individual hedge target hedge band delta hedge to zero when outside band
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
HedgeWavesList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2
policy	3

JSON Block (HedgeWavesList)

Field	Type	Comment
hedgePeriod	enum - HedgePeriod
symHedgeBandDD	enum - symHedgeBandDD	individual hedge target hedge band delta
symHedgeBandGR	enum - symHedgeBandGR	individual hedge target hedge band gamma ratio
balanceSymbols	enum - YesNo	balance accnt level deltas from all symbols using this policy
hedgeSlice	enum - HedgeSlice
hedgeObjective	enum - HedgeObjective

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgHedgePolicyConfig` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `policy` ENUM('None','A','B','C','D','E') NOT NULL DEFAULT 'None',
    `autoHedgeEnabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `hedgeWavesEnabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `autoHedgeWindow` ENUM('None','Immediate','Sec_5','Sec_15','Sec_30','Sec_60') NOT NULL DEFAULT 'None',
    `autoHedgeNetting` ENUM('None','Pct_25','Pct_50','Pct_100') NOT NULL DEFAULT 'None',
    `autoHedgeSymBandDD` FLOAT NOT NULL DEFAULT 0 COMMENT 'individual hedge target hedge band ($delta) (hedge to zero when outside band)',
    `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',
    `HedgeWavesList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(HedgeWavesList)),
    PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`policy`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `clientFirm`,
    `policy`,
    `autoHedgeEnabled`,
    `hedgeWavesEnabled`,
    `autoHedgeWindow`,
    `autoHedgeNetting`,
    `autoHedgeSymBandDD`,
    `timestamp`,
    `HedgeWavesList`
FROM `SRControl`.`MsgHedgePolicyConfig`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','A','B','C','D','E') */ 
    `policy` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgHedgePolicyConfig` 
SET
    /* Replace with a ENUM('None','Yes','No') */ 
    `autoHedgeEnabled` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `hedgeWavesEnabled` = 'None',
    /* Replace with a ENUM('None','Immediate','Sec_5','Sec_15','Sec_30','Sec_60') */ 
    `autoHedgeWindow` = 'None',
    /* Replace with a ENUM('None','Pct_25','Pct_50','Pct_100') */ 
    `autoHedgeNetting` = 'None',
    /* Replace with a FLOAT */ 
    `autoHedgeSymBandDD` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a JSON */
    `HedgeWavesList` = '{"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','A','B','C','D','E') */ 
    `policy` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgHedgePolicyConfig`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','A','B','C','D','E') */ 
    `policy`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `autoHedgeEnabled`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hedgeWavesEnabled`,
    /* Replace with a ENUM('None','Immediate','Sec_5','Sec_15','Sec_30','Sec_60') */ 
    `autoHedgeWindow`,
    /* Replace with a ENUM('None','Pct_25','Pct_50','Pct_100') */ 
    `autoHedgeNetting`,
    /* Replace with a FLOAT */ 
    `autoHedgeSymBandDD`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `HedgeWavesList`
) 
VALUES(
    'Example_accnt',
    'Example_clientFirm',
    'None',
    'None',
    'None',
    'None',
    'None',
    1.23,
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgHedgePolicyConfig` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','A','B','C','D','E') */ 
    `policy` = 'None';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='HedgePolicyConfig' ORDER BY ordinal_position ASC;