Query Examples
Send an Order
Stock
- SRSE
- MLink
REPLACE INTO srtrade.msgstkordergateway (ticker_at, ticker_ts, ticker_tk, accnt, orderSide, groupingCode, clientFirm, spdrActionType, orderSize, progressRule, marketSession, parentOrderHandling, parentBalanceHandling, orderLimitType, riskGroupId, traderName, CHECKSUM)
VALUES ('EQT', 'NMS', 'AAPL', 'T.ACCNT', 'Buy', 'XXXX-XXXX-XXXX-XXXX', 'SRTest', 'addReplace', '100', 'AllowImmediate', 'AllDay', 'ActiveTaker', 'PostLimit', 'Market', 'XXXX-XXXX-XXXX-XXXX', 'user.name', 13);
{
"header": {
"mTyp": "SpdrParentOrder",
},
"message": {
"spdrActionType": "AddReplace",
"secKey": {
"at": "EQT",
"ts": "NMS",
"tk": "AAPL"
},
"secType": "Stock",
"accnt": "T.ACCNT",
"clientFirm": "SRTest",
"groupingCode": "XXXX-XXXX-XXXX-XXXX",
"userName": "user.name",
"orderSide": "Buy",
"orderSize": 100,
"marketSession": "AllDay",
"parentOrderHandling": "ActiveTaker",
"parentBalanceHandling": "PostLimit",
"riskGroupId": "XXXX-XXXX-XXXX-XXXX",
}
}
Option
- SRSE
- MLink
REPLACE INTO spiderrock.msgoptordergateway (accnt, clientFirm, marketSession, spdrActionType, okey_at, okey_ts, okey_tk, okey_yr, okey_mn, okey_dy, okey_xx, okey_cp, orderSide, orderSize, parentOrderHandling, parentBalanceHandling, progressRule, orderLimitType, takeLimitClass, makeLimitClass, tradername, groupingcode, riskgroupid, CHECKSUM)
VALUES('T.ACCNT', 'SRTest', 'AllDay', 'AddReplace', 'EQT', 'NMS', 'SPX', 2025, 01, 01, 250, 'Call', 'Buy', 10, 'ActiveTaker', 'PostLimit', 'AllowImmediate', 'Market', 'Simple','Simple','user.name', 'XXXX-XXXX-XXXX-XXXX', 'XXXX-XXXX-XXXX-XXXX', 13);
{
"header": {
"mTyp": "SpdrParentOrder",
},
"message": {
"spdrActionType": "AddReplace",
"parentShape": "Single",
"secKey": {
"at": "EQT",
"ts": "NMS",
"tk": "AAPL"
},
"secType": "Option",
"accnt": "T.ACCNT",
"clientFirm": "SRTest",
"groupingCode": "XXXX-XXXX-XXXX-XXXX",
"userName": "user.name",
"orderSide": "Buy",
"orderSize": 10,
"progressRule": "Market",
"marketSession": "AllDay",
"parentOrderHandling": "ActiveTaker",
"parentBalanceHandling": "PostLimit",
"orderLimitType": "Simple",
"riskGroupId": "XXXX-XXXX-XXXX-XXXX",
}
}
Future
- SRSE
- MLink
REPLACE INTO srtrade.msgstkordergateway (accnt, clientFirm, fkey_at, fkey_ts, fkey_tk, fkey_yr, fkey_mn, fkey_dy, spdractiontype, orderside, ordersize, publicsize, orderlimittype, parentorderhandling, parentbalancehandling, marketSession, groupingcode, riskgroupid, tradername, orderactivesize, CHECKSUM)
VALUES ('T.ACCNT', 'SRTEST', 'FUT', 'CME', 'ES', 2025, 01, 01, 'addreplace', 'Buy', 5, 'Randomize', 'Market', 'ActiveTaker', 'PostLimit', 'RegMkt', 'XXXX-XXXX-XXXX-XXXX', 'XXXX-XXXX-XXXX-XXXX', 'user.name', 5, 13);
{
"header": {
"mTyp": "SpdrParentOrder",
},
"message": {
"spdrActionType": "AddReplace",
"parentShape": "Single",
"secKey": {
"at": "FUT",
"ts": "CME",
"tk": "ES"
},
"secType": "Future",
"accnt": "T.ACCNT",
"clientFirm": "SRTest",
"groupingCode": "XXXX-XXXX-XXXX-XXXX",
"userName": "user.name",
"orderSide": "Buy",
"orderSize": 5,
"publicSize": "Randomize",
"marketSession": "RegMkt",
"parentOrderHandling": "ActiveTaker",
"parentBalanceHandling": "PostLimit",
"orderLimitType": "Market",
"riskGroupId": "XXXX-XXXX-XXXX-XXXX",
}
}
Get a Quote
Stock
- SRSE
- MLink
SELECT * FROM srlive.msgstockbookquote WHERE ticker_tk = 'AAPL';
{
"header": {
"mTyp": "MLinkStream"
},
"message": {
"queryLabel": "ExampleStockNbbo",
"activeLatency": 1,
"msgName": "StockBookQuote",
"where":"ticker:eq:AAPL-NMS-EQT"
}
}
Option
- SRSE
- MLink
SELECT * FROM srlive.msgoptionnbboquote WHERE okey_tk = 'AAPL';
{
"header": {
"mTyp": "MLinkStream"
},
"message": {
"queryLabel": "ExampleOptionNbbo",
"activeLatency": 1,
"msgName": "OptionNbboQuote",
}
}
Future
- SRSE
- MLink
SELECT * FROM srlive.msgfuturebookquote WHERE fkey_tk = 'ES';
{
"header": {
"mTyp": "MLinkStream"
},
"message": {
"queryLabel": "ExampleOptionNbbo",
"activeLatency": 1,
"msgName": "FutureBookQuote",
}
}
Insert a Position
Stock
- SRSE
- MLink
INSERT INTO srrisk.msgsodclearingrecordv5 (accnt,secKey_at,secKey_ts,secKey_tk,secType,tradeDate,clientFirm,daySide,clrPosition,clrMark,TIMESTAMP)
VALUES ('T.ACCNT','EQT','NMS','AAPL','Stock','2025-01-01','SRTest','StartOfDay','100','50',NOW());
{
"header": {
"mTyp": "SodClearingRecordV5"
},
"message": {
"pkey": {
"accnt": "T.ACCNT"
"secKey": {
"at": "EQT",
"ts": "NMS",
"tk": "AAPL",
"dt": "2025-01-01",
},
"secType": "Stock",
"tradeDate": "2025-01-01",
"clientFirm": "SRTest"
},
"daySide": "StartOfDay",
"clrPosition": 100,
"clrMark": 50,
"timestamp": "2025-01-01 12:00:00.000000"
}
}
Option
- SRSE
- MLink
INSERT INTO srrisk.msgsodclearingrecordv5 (accnt,secKey_at,secKey_ts,secKey_tk,secKey_yr,secKey_mn,secKey_dy,secKey_xx,secKey_cp,secType,tradeDate,clientFirm,daySide,clrPosition,clrMark,TIMESTAMP)
VALUES ('T.ACCNT','EQT','NMS','AAPL','2025','01','01','250','Call','Option','2025-01-01','SRTest','StartOfDay','100','10',NOW());
{
"header": {
"mTyp": "SodClearingRecordV5"
},
"message": {
"pkey": {
"accnt": "T.ACCNT"
"secKey": {
"at": "EQT",
"ts": "NMS",
"tk": "AAPL",
"dt": "2025-01-01",
"xx": "250",
"cp": "Call",
},
"secType": "Option",
"tradeDate": "2025-01-01",
"clientFirm": "SRTest"
},
"daySide": "StartOfDay",
"clrPosition": 100,
"clrMark": 50,
"timestamp": "2025-01-01 12:00:00.000000"
}
}
Future
- SRSE
- MLink
INSERT INTO srrisk.msgsodclearingrecordv5 (accnt,secKey_at,secKey_ts,secKey_tk,secKey_yr,secKey_mn,secKey_dy,secType,tradeDate,clientFirm,daySide,clrPosition,clrMark,TIMESTAMP)
VALUES ('T.ACCNT','FUT','CME','ES','2025','01','01','Future','2025-01-01','SRTest','StartOfDay','100','10',NOW());
{
"header": {
"mTyp": "SodClearingRecordV5"
},
"message": {
"pkey": {
"accnt": "T.ACCNT"
"secKey": {
"at": "FUT",
"ts": "CME",
"tk": "ES",
"dt": "2025-01-01",
},
"secType": "Future",
"tradeDate": "2025-01-01",
"clientFirm": "SRTest"
},
"daySide": "StartOfDay",
"clrPosition": 100,
"clrMark": 10,
"timestamp": "2025-01-01 12:00:00.000000"
}
}