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Version: 8.6.9.2

ClientControl

#Message NameDescription
1810AccountRouteConfig
1814AltHedgePolicyMap
1811AltHedgeTargetMap
1815AltSymbolMap
1630AssetAccountControl
1725AvailableStockLocatesThis table shows the available (unused) locates for each locate pool and firm. Value update as trades occur that utilizes existing locates.
1635BookControl
1830ClientAccntStrategyMap
1835ClientAccountConfig
1935ClientConfigChangeRequestOne request carries a SERIES of record-level operations (target message + pkey +

the changed fields + their propose-time values) that merge, reject, or return

as one unit. crClass discriminates the two review queues: Settings reviews

ClientConfig requests, Risk Controls reviews RiskControl requests.

Merged and Rejected are TERMINAL - no further transitions or withdraws; a new

request is required. Pending/Returned remain actionable. Note comments stay

accepted on terminal records - terminal seals the DECISION, not the conversation

(every publish is archived; the 24h retention window bounds the append period).

Merge is apply-FIRST and SERVER-SIDE: a decide to Merged runs the ops through the

target messages' own write pipelines under the CHECKER'S session (per-record ACL

re-checks as if the checker posted each write); ONLY on total success does the

state commit to Merged. On any failure the state stays as it was and the failure

is recorded as a durable mergeFail comment (failedCount).

RiskControl requests carry exactly ONE op (no baskets).
1731ClientStockLocateClientStockLocate records contain locates quantities that clients have directly sourced.

VLanBridge:FieldRename:coreClientFirm:clientFirm

BridgeFromV7
1640CustomControl
1645ExpirationControl
1650FutureControl
4540GlobalRiskControlGlobalRiskControl records are used to establish ticker specific order size risk control limits
1817HedgePolicyAlgoConfig
1813HedgePolicyConfig
1655IndustryControl
4670MarRiskCounterValues in this table represent current (live) SpiderRock MAR risk counters for a risk group/risk firm combination.

A risk group is typically a group of client accounts that have a common beneficial owner. A risk firm is a firm with control of the corresponding risk settings for the risk group.
1816PositionHedgeTrigger
1660RiskClassControl
1665SectorControl
4560SpdrRiskControlSpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm
4660SpdrRiskCounterValues in this table represent current (live) SpiderRock supervisory risk counters for a corresponding risk control key.
1735StockLocateRequestStockLocateRequest records represent a client locate requests. These originate either from the SRSE AwayStockLocateGateway or from other SR Tools or APIs.

VLanBridge:FieldRename:coreClientFirm:clientFirm

BridgeFromV7
1740StockLocateResponseStockLocateResponse records are either locates or rejections of locate requests. These records are clientFirm specific and are not shared. SpiderRock execution engines are aware of the locate quantities in StockLocateResponse records. Also, these records are shared and depricated accross all SpiderRock production environments.

VLanBridge:FieldRename:coreClientFirm:clientFirm

BridgeFromV7
1745StockPoolBorrowRateRecords are as loaded by clients and usually represents their negotiated borrow rates.
3065StockThresholdStockThreshold records contain information about whether and how long a stock has been on the REG SRO threshold list.
1670SymbolControl
3630UserDividendOverrideRecords in this table overrides GlobalDividends values in theo option pricing calculations.

Note: Missing/empty DateAmt strings are interpreted as non-dividend paying
3635UserRateOverrideRecords in this table override SpiderRock global discount rate values in option pricing calculations.

Note: Expiry dates that fall between years values below will be interpolated using a cubic spline on (days * rate)
3640UserSDivOverrideRecords in this table override SpiderRock global implied sdiv values in option pricing calculations.