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Version: Staging

SpdrExecutionAllocation

V8 Message Definiton

METADATA​

AttributeValue
Topic3695-order-allocation
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT,INSERT

Table Definition​

FieldTypeKeyDefault ValueComment
allocNumberBIGINTPRI0unique number for this allocation request
baseParentNumberCHAR(19)'0000-0000-0000-0000'Filled only when generated from SpdrParentAllocation 0 otherwise
omniAccntVARCHAR(16)''omnibus accnt SR accnt
clientFirmVARCHAR(16)''SR client firm
secKey_atenum - AssetType'None'security key stock future or option
secKey_tsenum - TickerSrc'None'security key stock future or option
secKey_tkVARCHAR(12)''security key stock future or option
secKey_yrSMALLINT UNSIGNED0security key stock future or option
secKey_mnTINYINT UNSIGNED0security key stock future or option
secKey_dyTINYINT UNSIGNED0security key stock future or option
secKey_xxDOUBLE0security key stock future or option
secKey_cpenum - CallPut'Call'security key stock future or option
secTypeenum - SpdrKeyType'None'security type
mlegLegKeyTINYTEXT''secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
orderSideenum - BuySell'None'order side always buy for MLEG orders
ssaleFlagenum - ShortSaleFlag'None'ssale flag None if not stock
positionTypeenum - PositionType'None'positionType None if not equity option
allocationRuleenum - AllocationRule'None'
readyToSendenum - YesNo'None'indicates that this noticed is ready to forward to a custodian
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification
ChildOrdersListJSON'JSON_OBJECT()'
FragmentsListJSON'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)​

FieldSequence
allocNumber1

JSON Block (ChildOrdersList)​

FieldTypeComment
clOrdIdlong

JSON Block (FragmentsList)​

FieldTypeComment
allocAccntstringSR alloc accnt
allocSizeinttarget alloc size

CREATE TABLE EXAMPLE QUERY​

CREATE TABLE `SRTrade`.`MsgSRExecutionAllocation` (
    `allocNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'unique number for this allocation request',
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'Filled only when generated from SpdrParentAllocation. 0 otherwise',
    `omniAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'omnibus accnt (SR accnt)',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'security key (stock, future, or option)',
    `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' COMMENT 'security key (stock, future, or option)',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key (stock, future, or option)',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key (stock, future, or option)',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type',
    `mlegLegKey` TINYTEXT NOT NULL DEFAULT '' COMMENT '[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side (always buy for MLEG orders)',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'ssale flag (None if not stock)',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'positionType (None if not equity option)',
    `allocationRule` ENUM('None','Random') NOT NULL DEFAULT 'None',
    `readyToSend` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'indicates that this noticed is ready to forward to a custodian',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    `ChildOrdersList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ChildOrdersList)),
    `FragmentsList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(FragmentsList)),
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    PRIMARY KEY USING HASH (`allocNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY​

SELECT
    `allocNumber`,
    `baseParentNumber`,
    `omniAccnt`,
    `clientFirm`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `mlegLegKey`,
    `orderSide`,
    `ssaleFlag`,
    `positionType`,
    `allocationRule`,
    `readyToSend`,
    `timestamp`,
    `ChildOrdersList`,
    `FragmentsList`
FROM `SRTrade`.`MsgSRExecutionAllocation`
WHERE 
    /* Replace with a BIGINT */ 
    `allocNumber` = 1234567890;

INSERT TABLE EXAMPLE QUERY​

INSERT INTO `SRTrade`.`MsgSRExecutionAllocation`(
    /* Replace with a BIGINT */ 
    `allocNumber`,
    /* Replace with a CHAR(19) */
    `baseParentNumber`,
    /* Replace with a VARCHAR(16) */ 
    `omniAccnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_at`,
    /* Replace with a 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') */ 
    `secKey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy`,
    /* Replace with a DOUBLE */ 
    `secKey_xx`,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp`,
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType`,
    /* Replace with a TINYTEXT */ 
    `mlegLegKey`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType`,
    /* Replace with a ENUM('None','Random') */ 
    `allocationRule`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `readyToSend`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `ChildOrdersList`,
    /* Replace with a JSON */
    `FragmentsList`
) 
VALUES(
    1234567890,
    'Example_baseParentNumber',
    'Example_omniAccnt',
    'Example_clientFirm',
    'None',
    'None',
    'Example_secKey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    'dummy tiny text',
    'None',
    'None',
    'None',
    'None',
    'None',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}',
    '{"key": "value"}'
);

Doc Columns Query​

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