SpdrExchRiskDrop

V8 Message Definiton

METADATA

Attribute	Value
Topic	1450-away-drop
MLink Token	SystemData
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
exchDropNumber	BIGINT	PRI	0	SR Unique ID
routingCode	TINYTEXT		''	drop session routing code
routingSeqNum	INT		0	drop session routingSeqNum
routeRiskGroup	VARCHAR(32)		''	unique code grouping this drop session with 1 or more outbound street sessions
secKey_at	enum - AssetType		'None'
secKey_ts	enum - TickerSrc		'None'
secKey_tk	VARCHAR(12)		''
secKey_yr	SMALLINT UNSIGNED		0
secKey_mn	TINYINT UNSIGNED		0
secKey_dy	TINYINT UNSIGNED		0
secKey_xx	DOUBLE		0
secKey_cp	enum - CallPut		'Call'
secType	enum - SpdrKeyType		'None'
account	TINYTEXT		''	FixTag1
dropData1	TINYTEXT		''
dropData2	TINYTEXT		''
clOrdId	VARCHAR(32)		''	child order clOrdId
fillVersion	TINYINT UNSIGNED		0	cancelcorrect version number initial fill is version1
fillExecStatus	enum - ExecStatus		'None'	SpiderRock execution status FillBustCorrectRejectSysRej
fillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	fill DateTime from SRDateTime
fillQuantity	INT		0	fill size from execReportlastSize
fillSide	enum - BuySell		'None'	fill side from execReportside
fillPrice	DOUBLE		0	fill price from execReportlastPrice
fillTransactDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	fill DateTime from execReportfillDttm
fillMarket	VARCHAR(8)		''	fill market from execReportlastMarket
fillExecId	TINYTEXT		''	fill execution id from execReportexecId
fillRefExecId	TINYTEXT		''	fill ref execution id from execReportrefExecId only set on a cancel or correct
fillLegRefId	BIGINT		0	fill leg ref id from execReportlegRefId
fillStreetText	TINYTEXT		''
netTimestamp	BIGINT		0	drop gateway arrival timestamp
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
exchDropNumber	1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRExchRiskDrop` (
    `exchDropNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR Unique ID',
    `routingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'drop session routing code',
    `routingSeqNum` INT NOT NULL DEFAULT 0 COMMENT 'drop session routingSeqNum',
    `routeRiskGroup` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'unique code grouping this drop session with 1 or more outbound street sessions',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0,
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `account` TINYTEXT NOT NULL DEFAULT '' COMMENT 'FixTag.1',
    `dropData1` TINYTEXT NOT NULL DEFAULT '',
    `dropData2` TINYTEXT NOT NULL DEFAULT '',
    `clOrdId` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'child order clOrdId',
    `fillVersion` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'cancel/correct version number (initial fill is version=1)',
    `fillExecStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)',
    `fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'fill DateTime (from SRDateTime)',
    `fillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'fill size (from execReport.lastSize)',
    `fillSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'fill side (from execReport.side)',
    `fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price (from execReport.lastPrice)',
    `fillTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'fill DateTime (from execReport.fillDttm)',
    `fillMarket` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'fill market (from execReport.lastMarket)',
    `fillExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'fill execution id (from execReport.execId)',
    `fillRefExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'fill ref execution id (from execReport.refExecId) [only set on a cancel or correct]',
    `fillLegRefId` BIGINT NOT NULL DEFAULT 0 COMMENT 'fill leg ref id (from execReport.legRefId)',
    `fillStreetText` TINYTEXT NOT NULL DEFAULT '',
    `netTimestamp` BIGINT NOT NULL DEFAULT 0 COMMENT 'drop gateway arrival timestamp',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`exchDropNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `exchDropNumber`,
    `routingCode`,
    `routingSeqNum`,
    `routeRiskGroup`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `account`,
    `dropData1`,
    `dropData2`,
    `clOrdId`,
    `fillVersion`,
    `fillExecStatus`,
    `fillDttm`,
    `fillQuantity`,
    `fillSide`,
    `fillPrice`,
    `fillTransactDttm`,
    `fillMarket`,
    `fillExecId`,
    `fillRefExecId`,
    `fillLegRefId`,
    `fillStreetText`,
    `netTimestamp`,
    `timestamp`
FROM `SRTrade`.`MsgSRExchRiskDrop`
WHERE 
    /* Replace with a BIGINT */ 
    `exchDropNumber` = 1234567890;

Doc Columns Query

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