VenueTradingRulesV3
THE VENUE'S TRADING RULES FOR ONE PRODUCT - one row per (product, venue). Block-trade (Eurex TES), price-improvement (Eurex CLIP) and partition parameters the venue publishes per product and the execution engine reads when it builds a cross. They are rules, not identifiers and not terms: a rule can change intraday by venue notice while the product's definition does not, so they live apart from CCodeDefinitionV3 (9115) and RootDefinitionV3 (9112). THE WRITER IS THE REFERENCE LOADER THAT LISTS THE PRODUCT (the Activ loader for Europe). It takes the partition from the venue's product table and the TES and CLIP parameters from the venue parameter loader's EurexTesProfile and EurexClipProfile rows. One row per product. Where the venue bands TES by expiry range, {TesBand} carries every band and tesBlockMinLotSize and tesNonDisclosureLimit carry the front band. 0 MEANS THE VENUE PUBLISHED NO SUCH RULE: tesBlockEligible = No with tesBlockMinLotSize 0 is "no TES on this product"; clipMaxQty 0 is "not CLIP-eligible". Readers fail safe to the on-book path.
METADATA
| Attribute | Value |
|---|---|
| Topic | 9100-product-def-core |
| MLink Token | EquityDefinition |
| Product | SRReference |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | the product a ccode or an option root |
| ticker_ts | enum - TickerSrc | PRI | 'None' | the product a ccode or an option root |
| ticker_tk | VARCHAR(12) | PRI, SEC | '' | the product a ccode or an option root |
| tickerClass | enum - TickerClass | PRI | 'None' | CCode or Root |
| mic | VARCHAR(4) | PRI | '' | ISO 10383 the venue whose rules these are |
| partitionId | INT | 0 | venue matchingengine partition the product trades on | |
| tesBlockEligible | enum - YesNo | 'None' | Yes only when the venue publishes a block profile for the product | |
| tesBlockAutoApproval | enum - YesNo | 'None' | venue autoapproves the block once both sides are entered | |
| tesBlockMaxParticipants | INT | 0 | reference only the venue enforces the side cap | |
| tesBlockMinLotSize | INT | 0 | minimum block size of the front band | |
| tesBrokerAllowed | enum - YesNo | 'None' | may a broker initiating not approving enter the trade | |
| tesMinPriceStep | DOUBLE | 0 | block price step not the onbook tick | |
| tesNonDisclosureLimit | INT | 0 | size above which a block may be nondisclosed front band | |
| tesLegPriceEntry | enum - TesLegPriceEntry | 'None' | multileg leg prices the enum is declared on RegionalInstrumentId 4410 | |
| minQtyPctAggregation | FLOAT | 0 | pct of tesBlockMinLotSize each side must meet 100 full perside | |
| clipMinQty | INT | 0 | minimum CLIP size | |
| clipMaxQty | INT | 0 | maximum CLIP size 0 not CLIPeligible | |
| pendingDelete | enum - YesNo | 'None' | Yes queued for removal stop resolving against this row | |
| v3Source | enum - V3Source | 'None' | Bridge projected from a legacy record Loader written natively None reads as Loader | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | when this row was last written | |
| TesBandList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
| tickerClass | 4 |
| mic | 5 |
SECONDARY INDEX (TickerIndex) (Not Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
JSON Block (TesBandList)
| Field | Type | Comment |
|---|---|---|
| minExpiryRange | enum - minExpiryRange | the venues lower border of the expiry range as published |
| minLotSize | enum - minLotSize | minimum TES side quantity in this band |
| nonDisclosureLimit | enum - nonDisclosureLimit | nondisclosure threshold in this band |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRReference`.`MsgVenueTradingRulesV3`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE','CRDT','GCR','SWAP','ENT','MBS','SET','LOAN') */
`ticker_at` = 'NONE'
AND
/* 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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX','CRCY','CMDY','DTI','SOVN','SR_US','SR_EU','SR_AP','SR_UK','USD','EUR','GBP','CHF','JPY','CAD','AUD','HKD','KRW','INR','SGD','TWD','CNY','CNH','BRL','MXN','ZAR','SEK','NOK','DKK','PLN','ILS','TRY','NZD','THB','MYR','IDR','PHP','CZK','HUF','SAR','AED','CLP','COP') */
`ticker_ts` = 'NONE'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk'
AND
/* Replace with a ENUM('None','Ticker','CCode','Root') */
`tickerClass` = 'NONE'
AND
/* Replace with a VARCHAR(4) */
`mic` = 'Example_mic';
Doc Columns Query
SELECT * FROM SRReference.doccolumns WHERE TABLE_NAME='VenueTradingRulesV3' ORDER BY ordinal_position ASC;