ClientRisk
| # | Message Name | Description |
|---|---|---|
| 4745 | AccountRiskRecordV5 | AccountRiskRecords contain account level position and risk summary detail. These records are published by AggRiskServers throughout the day approximately once per minute. |
| 4775 | FuturePositionRecordV5 | FuturePositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single futures contract. New records are published immediately when a position changes and about once per minute if no position has changed. Note that all stock, future and option records for a chain are published simultaneously and records for the same chain should have consistent marks. |
| 4785 | FutureRiskSummaryV5 | FutureRiskSummary records contain live future level risk aggregation of OptionPositionRecord and FuturePositionRecord details. Records are published if/when positions change and about once per minute otherwise. |
| 4805 | OptionPositionRecordV5 | OptionPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single option series. New records are published immediately when a position changes and about once per minute if no position has changed. Note that all records for a single underlier are published simultaneously and records for the same chain should have consistent marks. |
| 4825 | RiskCubeDetailV5 | RiskCubeDetail records are published by CoreRiskServers and are designed to be aggregated and analyzed over time. RiskCubeDetail records are published to the SpiderRock Archive Host data pipeline at the end of each trading period. |
| 4850 | StockPositionRecordV5 | StockPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single equity or ETF security. New records are published immediately when a position changes and about once per minute if no position has changed. Note that all stock, future and option records for a single ticker are published simultaneously and records for the same chain should have consistent marks. |
| 4865 | SymbolRiskSummaryV5 | SymbolRiskSummary records contain live symbol level risk aggregation of StockPositionRecord and OptionPositionRecord values. Records are published by AggRiskServers if/when positions change and about once per minute otherwise. |