MarRiskControl

V8 Message Definiton

MarRiskControl records are used to establish risk controls within SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	MARRisk
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
riskFirm	VARCHAR(16)	PRI	''	If exists a client firm imposing risk controls should be an existing SR client ID
riskGroup	VARCHAR(16)	PRI	''	The ID of the risk group these rules will apply to
isTestAccnt	enum - YesNo	PRI	'None'	If Yes this control applies only to risk for test accounts
riskLevel	enum - MarRiskLevel	PRI	'None'	AccountConfig risk level this control binds to None legacy prelevel record lookups prefer an exact level match and fall back to None new records must set a real level
stkEnabled	enum - MarState		'None'	Enabled or not for equities Nonedisabled
optEnabled	enum - MarState		'None'	Enabled or not for options Nonedisabled
futEnabled	enum - MarState		'None'	Enabled or not for futures Nonedisabled required Enable on every risk level
futOptEnabled	enum - MarState		'None'	Enabled or not for futures options Nonedisabled required Enable on every risk level
marginLimitAcc	FLOAT		0	Maximum net per symbol total portfolio startofday positions day trades margin can include external sources
marginLimitDay	FLOAT		0	Maximum net per symbolday day portfolio day trades only margin can include external sources
openExposureLimit	FLOAT		0	Maximum abs open child order Delta no netting open child orders only
orderMaxStkQty	INT		0	Number of equity shares that can be bought or sold by a single parent order Has a maximum value of 10M
orderMaxOptQty	INT		0	Number of option contracts that can be bought or sold by a single parent order
orderMaxStkDDelta	FLOAT		0	Maximum abs mny per stock parent order ddelta shares pointValue midPrc
orderMaxOptDDelta	FLOAT		0	Maximum abs mny per option parent order ddelta contracts pointValue ABSde uMidPrc
stkCollarPct	FLOAT		0	Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals
optCollarPct	FLOAT		0	Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals
allowStkOddLots	enum - YesNo		'None'	Allow parent stock orders with an order size below 100
allowLimitOnClose	enum - YesNo		'None'	Allow limit on close orders similar to MOC order with the addition of a price limit
allowMarketOnClose	enum - YesNo		'None'	Allow market on close orders special order type which is executed as close to the close of trading as possible
allowInterMarketSweep	enum - YesNo		'None'	Allow intermarket sweep orders
blockShortSales	enum - YesNo		'None'	Block all short sales
modifiedBy	VARCHAR(24)		''	User that last modified this record
modifiedIn	enum - SysEnvironment		'None'	Environment this record was last updated in
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	Timestamp of this record

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
riskFirm	1
riskGroup	2
isTestAccnt	3
riskLevel	4

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRControl`.`MsgMarRiskControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None'
  AND
    /* Replace with a ENUM('None','ExsOnSpons','ExsOnCore','SponsOnCore','CoreOnCore','CoreOnSub','CoreOnAccnt','SubOnAccnt','CoreOnCustom','SubOnCustom','CFirmOnCore') */ 
    `riskLevel` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgMarRiskControl` 
SET
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futOptEnabled` = 'None',
    /* Replace with a FLOAT */
    `marginLimitAcc` = 1.23,
    /* Replace with a FLOAT */ 
    `marginLimitDay` = 1.23,
    /* Replace with a FLOAT */
    `openExposureLimit` = 1.23,
    /* Replace with a INT */ 
    `orderMaxStkQty` = 5,
    /* Replace with a INT */ 
    `orderMaxOptQty` = 5,
    /* Replace with a FLOAT */ 
    `orderMaxStkDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `orderMaxOptDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `stkCollarPct` = 1.23,
    /* Replace with a FLOAT */ 
    `optCollarPct` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowStkOddLots` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowLimitOnClose` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowMarketOnClose` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowInterMarketSweep` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales` = 'None',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None'
  AND
    /* Replace with a ENUM('None','ExsOnSpons','ExsOnCore','SponsOnCore','CoreOnCore','CoreOnSub','CoreOnAccnt','SubOnAccnt','CoreOnCustom','SubOnCustom','CFirmOnCore') */ 
    `riskLevel` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgMarRiskControl`(
    /* Replace with a VARCHAR(16) */ 
    `riskFirm`,
    /* Replace with a VARCHAR(16) */ 
    `riskGroup`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt`,
    /* Replace with a ENUM('None','ExsOnSpons','ExsOnCore','SponsOnCore','CoreOnCore','CoreOnSub','CoreOnAccnt','SubOnAccnt','CoreOnCustom','SubOnCustom','CFirmOnCore') */ 
    `riskLevel`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futOptEnabled`,
    /* Replace with a FLOAT */
    `marginLimitAcc`,
    /* Replace with a FLOAT */ 
    `marginLimitDay`,
    /* Replace with a FLOAT */
    `openExposureLimit`,
    /* Replace with a INT */ 
    `orderMaxStkQty`,
    /* Replace with a INT */ 
    `orderMaxOptQty`,
    /* Replace with a FLOAT */ 
    `orderMaxStkDDelta`,
    /* Replace with a FLOAT */ 
    `orderMaxOptDDelta`,
    /* Replace with a FLOAT */ 
    `stkCollarPct`,
    /* Replace with a FLOAT */ 
    `optCollarPct`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowStkOddLots`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowLimitOnClose`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowMarketOnClose`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `allowInterMarketSweep`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_riskFirm',
    'Example_riskGroup',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    'None',
    'None',
    'None',
    'None',
    'None',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgMarRiskControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None'
  AND
    /* Replace with a ENUM('None','ExsOnSpons','ExsOnCore','SponsOnCore','CoreOnCore','CoreOnSub','CoreOnAccnt','SubOnAccnt','CoreOnCustom','SubOnCustom','CFirmOnCore') */ 
    `riskLevel` = 'None';

Doc Columns Query

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