FuturePositionRecordV6

V8 Message Definiton

FuturePositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single futures contract. New records are published immediately when a position changes and about once per minute if no position has changed. Note that all stock, future and option records for a chain are published simultaneously and records for the same chain should have consistent marks.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
Product	SRRisk
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
fkey_at	enum - AssetType	PRI	'None'
fkey_ts	enum - TickerSrc	PRI	'None'
fkey_tk	VARCHAR(12)	PRI	''
fkey_yr	SMALLINT UNSIGNED	PRI	0
fkey_mn	TINYINT UNSIGNED	PRI	0
fkey_dy	TINYINT UNSIGNED	PRI	0
accnt	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
riskView	enum - RiskView	PRI	'Live'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
riskServerCode	VARCHAR(6)		''
aggGroup	VARCHAR(16)		''	SR assigned aggregation group
ticker_at	enum - AssetType		'None'	DEPRECATED the V2 value the line for a future the head V2 filed it under plus its own code CFEs shared heads VXMVXMT VIXMIN VXT VX VN VXN VXEM VXEEM VXEW VXEWZ GV GVZ OV OVX read product complexKey and familyHead
ticker_ts	enum - TickerSrc		'None'	DEPRECATED the V2 value the line for a future the head V2 filed it under plus its own code CFEs shared heads VXMVXMT VIXMIN VXT VX VN VXN VXEM VXEEM VXEW VXEWZ GV GVZ OV OVX read product complexKey and familyHead
ticker_tk	VARCHAR(12)		''	DEPRECATED the V2 value the line for a future the head V2 filed it under plus its own code CFEs shared heads VXMVXMT VIXMIN VXT VX VN VXN VXEM VXEEM VXEW VXEWZ GV GVZ OV OVX read product complexKey and familyHead
product_at	enum - AssetType		'None'	the futures product CCodeDefinitionV3 9115 key empty for a share or an equity option
product_ts	enum - TickerSrc		'None'	the futures product CCodeDefinitionV3 9115 key empty for a share or an equity option
product_tk	VARCHAR(12)		''	the futures product CCodeDefinitionV3 9115 key empty for a share or an equity option
familyHead_at	enum - AssetType		'None'	the futures family the product is counted in 9115 familyHead empty for a share an equity option or a product that is its own family
familyHead_ts	enum - TickerSrc		'None'	the futures family the product is counted in 9115 familyHead empty for a share an equity option or a product that is its own family
familyHead_tk	VARCHAR(12)		''	the futures family the product is counted in 9115 familyHead empty for a share an equity option or a product that is its own family
complexKey_at	enum - AssetType		'None'	the complex this position rolls up to the products line CCodeDefinitionV3 9115 ticker when it has one else the product empty reads as ticker
complexKey_ts	enum - TickerSrc		'None'	the complex this position rolls up to the products line CCodeDefinitionV3 9115 ticker when it has one else the product empty reads as ticker
complexKey_tk	VARCHAR(12)		''	the complex this position rolls up to the products line CCodeDefinitionV3 9115 ticker when it has one else the product empty reads as ticker
underliersPerCn	INT		0	number of underlying units per futures contract
underlierType	enum - UnderlierType		'None'
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
priceFormat	enum - PriceFormat		'None'	price display format code
futPrc	DOUBLE		0	current future price any market session persists if market closedhalted
futBid	DOUBLE		0	current future bid any market session zero if market closedhalted
futAsk	DOUBLE		0	current future ask any market session zero if market closedhalted
futMark	DOUBLE		0	current mark usually mid market freezes at SR CloseMarkTime
futMarkErrCodes	VARCHAR(255)		'None'
futMarkSource	enum - UMarkSource		'None'
futOpnMidMark	DOUBLE		0	start of day SR mark
futOpnClrMark	DOUBLE		0	start of day clearing mark usually exchange settlement mark
futOpnPosPrv	INT		0	startofday SR contract position rotated from prior day record
futOpnPosClr	INT		0	startofday CKR contract position supplied by clientclearing firm via clearing position load
futOpnPos	INT		0	start of period contract position effective can be from either CLR or SR
futOpnPosSrc	enum - PositionSource		'None'	start of period position source
cnBot	INT		0	number of contracts bot today
cnSld	INT		0	number of contracts sld today
cnBotTrd	INT		0	number of contracts bot today
cnSldTrd	INT		0	number of contracts sld today
cnBotHdg	INT		0	number of contracts bot today from open pos hedging spdrSourceHedgeTool
cnSldHdg	INT		0	number of contracts sld today from open pos hedging spdrSourceHedgeTool
cnBotTrh	INT		0	number of contracts bot today from open pos hedging spdrSourceTradeHedge
cnSldTrh	INT		0	number of contracts sld today from open pos hedging spdrSourceTradeHedge
cnBotOpn	INT		0	number of contracts bot today from open pos hedging spdrSourceOpenHedge
cnSldOpn	INT		0	number of contracts sld today from open pos hedging spdrSourceOpenHedge
cnOpened	INT		0	number of contracts opened today
cnClosed	INT		0	number of contracts closed today
futMnyBot	DOUBLE		0	sum of settle cash for all buy executions
futMnySld	DOUBLE		0	sum of settle cash for all sell executions
cnBot_POpn	INT		0	contracts botsld via hedge policy SOD pos hedges
cnSld_POpn	INT		0
cnBot_PTrd	INT		0	contracts botsld via hedge policy trade hedges
cnSld_PTrd	INT		0
dayPnl	FLOAT		0
opnPnlMidMark	FLOAT		0
opnPnlClrMark	FLOAT		0
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource if applicable
betaSource	enum - BetaSource		'None'
days	SMALLINT		0	days to expiration
rate	FLOAT		0	global rate to expiration
years	FLOAT		0	years to expiration
rh	FLOAT		0	rho dPrc dRate only for STIR futures
ve	FLOAT		0	vega dPrc dVol only for VIX futures
ratePr	FLOAT		0	start of period global rate
yearsPr	FLOAT		0	start of period years to expiration
marginUDn	FLOAT		0	Aggregate RiskSlide uPrc dn
marginUUp	FLOAT		0	Aggregate RiskSlide uPrc up
numExecutions	INT		0	number of included SpdrParentExecution records
maxExecDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	maximum activity dttm of execution records included in this future risk record
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
updateSource	enum - R5Source		'None'	Priority when a fill changed this position Loop when the onceaminute sweep republished it with fresh marks and greeks

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
fkey_tk	1
fkey_yr	2
fkey_mn	3
fkey_dy	4
fkey_at	5
fkey_ts	6
accnt	7
tradeDate	8
riskView	9
clientFirm	10

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgFuturePositionRecordV6`
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') */ 
    `fkey_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') */ 
    `fkey_ts` = 'NONE'
  AND
    /* Replace with a VARCHAR(12) */ 
    `fkey_tk` = 'Example_fkey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `fkey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `fkey_dy` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a ENUM('None','Live','Close') */
    `riskView` = 'NONE'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='FuturePositionRecordV6' ORDER BY ordinal_position ASC;