SRAllocationNotice

V8 Message Definiton

METADATA

Attribute	Value
Topic	3695-order-allocation
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
allocNumber	BIGINT	PRI	0	unique number assigned to this allocation notice
tradeDate	DATE		'1900-01-01'
omniAccnt	VARCHAR(16)		''	omnibus accnt SR accnt
omniCFirm	VARCHAR(16)		''	omni SR client firm
secKey_at	enum - AssetType		'None'	security key stock future or option
secKey_ts	enum - TickerSrc		'None'	security key stock future or option
secKey_tk	VARCHAR(12)		''	security key stock future or option
secKey_yr	SMALLINT UNSIGNED		0	security key stock future or option
secKey_mn	TINYINT UNSIGNED		0	security key stock future or option
secKey_dy	TINYINT UNSIGNED		0	security key stock future or option
secKey_xx	DOUBLE		0	security key stock future or option
secKey_cp	enum - CallPut		'Call'	security key stock future or option
secType	enum - SpdrKeyType		'None'	security type
mlegLegKey	TINYTEXT		''	secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
orderSide	enum - BuySell		'None'	order side always buy for MLEG orders
ssaleFlag	enum - ShortSaleFlag		'None'	ssale flag None if not stock
positionType	enum - PositionType		'None'	positionType None if not equity option
noticeState	enum - NoticeState		'None'	PendNew first allocation InOut pair arrived child order not yet fully allocated republished New when fully allocated triggers delivery BustAmend corrections
noticeText	TINYTEXT		''
allocMethod	enum - AllocMethod		'None'	method for delivery of the allocation instruction to the broker
execBrkrCode	VARCHAR(16)		''	used for FIX routing can be null
allocExDest	VARCHAR(16)		''	used for FIX routing
orderShape	enum - SpdrOrderShape		'None'	Single or MLeg
cumFillQuantity	INT		0	child order fill size
avgFillPrice	DOUBLE		0	parent order average fill price
netMoney	DOUBLE		0	net allocation money
clOrdId	CHAR(19)		'0000-0000-0000-0000'
orderSize	INT		0
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	omnibus parent order behind this child
streetClOrdId	VARCHAR(24)		''	usually clOrdIDX16 but can be different if street gateway was translating clOrdId
streetOrderId	VARCHAR(24)		''	street side order ID for canceling order
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
ExecsList	JSON		'JSON_ARRAY()'
FragmentsList	JSON		'JSON_ARRAY()'
LegPosTypeList	JSON		'JSON_ARRAY()'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
allocNumber	1

JSON Block (ExecsList)

Field	Type	Comment
fillNumber	enum - fillNumber	SpdrParentExecution backing this notice
allocFragId	enum - allocFragId	the Fragments row it fed
execQty	enum - execQty	quantity from this fill to that fragment fill scale
execPrc	enum - execPrc	the fills own price the notice itself reports avgFillPrice

JSON Block (FragmentsList)

Field	Type	Comment
fragAccnt	enum - fragAccnt	SR alloc accnt
fragCFirm	enum - fragCFirm	SR client firm
allocAccnt	enum - allocAccnt	clearing firm alloc accnt maps to FixAllocAccount
allocFragId	enum - allocFragId	unique ID of this allocfragment maps to FixIndividualAllocID
allocSize	enum - allocSize	accnt alloc size

JSON Block (LegPosTypeList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
accnt	enum - accnt	SR alloc accnt matches fragment
clientFirm	enum - clientFirm	SR client firm
ssaleFlag	enum - ShortSaleFlag	ssale flag if secType Stock
positionType	enum - PositionType	positionType if secType Stock
firmPosition	enum - firmPosition

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
mult	enum - mult
side	enum - BuySell
legId	enum - legId	SR leg Id
altLegId	enum - altLegId	client leg Id usually from a FIX order
sumLegQty	enum - sumLegQty
sumLegMny	enum - sumLegMny

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRAllocationNotice`
WHERE 
    /* Replace with a BIGINT */ 
    `allocNumber` = 1234567890;

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SRAllocationNotice' ORDER BY ordinal_position ASC;