Version: Staging

SymbolRiskSummaryV5

SymbolRiskSummary records contain live symbol level risk aggregation of StockPositionRecord and OptionPositionRecord values.\nRecords are published by AggRiskServers if/when positions change and about once per minute otherwise.

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	stock ticker eg MSFT SPY
ticker_ts	enum - TickerSrc	PRI	'None'	stock ticker eg MSFT SPY
ticker_tk	VARCHAR(12)	PRI	''	stock ticker eg MSFT SPY
accnt	VARCHAR(16)	PRI	''	SRAccnt SR assignedup to 16 chars
tradeDate	DATE	PRI	'1900-01-01'
riskSession	enum - RiskSession	PRI	'Regular'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
sector	VARCHAR(16)		''	SymbolControlsector user defined sector code
industry	INT		0	industry code 00000000
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
uPrc	DOUBLE		0	current live underlier price can be from risk server tool server or srse server
uMark	DOUBLE		0	current underlier price as of risk server record publish freezes at 4pm EST
uOpnMark	DOUBLE		0	startofday SR underlier mark rotated from prior day record corp action adjusted
lnDDelta	DOUBLE		0	long net position delta value today SR marks
shDDelta	DOUBLE		0	short net position delta value today SR marks
lnStkMktValueMid	DOUBLE		0	long stock market value today SR marks
shStkMktValueMid	DOUBLE		0	short stock market value today SR marks
optMktValueMid	DOUBLE		0	option position market value SR mid markssumopCurPosM oproptVolMark
optMktValueVol	DOUBLE		0	option position market value SR vol markssumopCurPosM oproptMidMark
shOpnPosClr	INT		0	start of period position from custodian or clearing firm
shOpnPosPrv	INT		0	start of period position expectedfrom SpiderRock archive
shOpnPos	INT		0	start of period position effectivefrom either SR or CLR record
shBot	INT		0	number of shares bot today
shSld	INT		0	number of shares sld today
shSldShrt	INT		0	number of shares sld short today
shMnyBot	DOUBLE		0	shares money bot today
shMnySld	DOUBLE		0	shares money sld today
shBotHdg	INT		0	number of shares bot today from open pos hedging spdrSourceHedgeTool
shSldHdg	INT		0	number of shares sld today from open pos hedging spdrSourceHedgeTool
shBotTrh	INT		0	number of shares bot today from open pos hedging spdrSourceTradeHedge
shSldTrh	INT		0	number of shares sld today from open pos hedging spdrSourceTradeHedge
shBotOpn	INT		0	number of shares bot today from open pos hedging spdrSourceOpenHedge
shSldOpn	INT		0	number of shares sld today from open pos hedging spdrSourceOpenHedge
shBotTrd	INT		0	number of shares bot today from a trade hedging source AutoHedge or Trades loop
shSldTrd	INT		0	number of shares sld today from a trade hedging source AutoHedge or Trades loop
maxStkDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	most recent timestamp of a qualifying stock execution used to ensure risk record integrity
stPnlMid	DOUBLE		0	Stock Pnl SR Marksnbbomid stPrvPrc shOpnClr
stPnlClr	DOUBLE		0	Stock Pnl CLR Marksnbbomid stClrPrc shOpnClr
stPnlDay	DOUBLE		0	Net Stock Day Pnlsum nbbomin fillPrice fillQuantity side
stDivPnl	DOUBLE		0	total cash paidcollected since prior period for this position stock dividend value
stBorrowPnl	DOUBLE		0	total cash paidcollected since prior period for this position borrow pnl usually interest on HTB names
opCnAbsCurPos	INT		0	abs number of option contracts position fillssumabsoprcnCurPos
opCnAbsOpnClr	INT		0	abs number of start of period option contracts CLR view sumabsoprcnOpnClr
opCnAbsOpnPrv	INT		0	abs number of start of period option contracts SR view sumabsoprcnOpnPrv
opCnAbsOpnPos	INT		0	abs number of start of period option contracts sumabsoprcnOpnPos
opCnAbsOpnBrk	INT		0	abs number of option contract start of period breaks CLR PRVsumabsoprcnOpnClr oprcnOpnPrv
opShShort	INT		0	equivalent shares from short option positions
opCnPosCall	INT		0	net number of call contracts sumoprcnOpnClr oprcnBot oprcnSld if call
opCnPosPut	INT		0	net number of call contracts sumoprcnOpnClr oprcnBot oprcnSld if put
opCnAbsPair	INT		0	abs number of option contracts with CP reversals removedsumabsoprcnOpnClr oprcnBot oprcnSld absoprcnNetPos
absAtmEquivCn	FLOAT		0	abs atm equivalent contracts sumabsoprcnOpnPos oprcnBot oprcnSld oprve opratmVega
opCnBot	INT		0	number of option contracts bot todaysumoprcnBot
opCnSld	INT		0	number of option contracts sld todaysumoprcnSld
opMnyBot	DOUBLE		0	option money bot
opMnySld	DOUBLE		0	option money sld
opPremBot	FLOAT		0	option premium bot todaysummax0 oproptVolMark oprloBound oprpointValue oprcnBot
opPremSld	FLOAT		0	option premium sld todaysummax0 oproptVolMark oprloBound oprpointValue oprcnSld
maxOptDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	DateTime of most recent SpdrOptionExecution if any
opPnlVol	DOUBLE		0	Option Open Pnl SR vol marks sumopropnPnlVolMark
opPnlMid	DOUBLE		0	Option Open Pnl SR mid marks sumopropnPnlMidMark
opPnlClr	DOUBLE		0	Option Open Pnl CLR marks sumopropnPnlClrMark
opPnlBrk	DOUBLE		0	Option Mark Break Pnl SR vol marks to CLR markssumoprcnOpnClr oprpointValue oproptVolMark oproptMidMark
opPnlDay	DOUBLE		0	Option Day PnlsumoprdayPnl
opDnPnlDay	DOUBLE		0	Option DN Day Pnl delta neutralsumoprdnDayPnl
opDayVega	FLOAT		0	Option Day Vegasumoprve oprcnBot oprcnSld oprpointValue
opDayWVega	FLOAT		0	Option Day Vol Weighted Vegasumoprve opriVol oprcnBot oprcnSld oprpointvalue
opDayTVega	FLOAT		0	Option Day TimeWeighted Vegasumoprve sqrtmax01 opryears 4 oprcnBot oprcnSld oprpointValue
opDayWtVega	FLOAT		0	Option Day Vol TimeWeighted Vegasumoprve opriVol sqrtmax01 opryears 4 oprcnBot oprcnSld oprpointValue
opDayTheta	FLOAT		0	Option Day Thetasumoprth oprcnBot oprcnSld oprpointValue
opDayDelta	FLOAT		0	Option Day Deltasumoprde oprcnBot oprcnSld oprunderliersPerCn
opTrdDelta	FLOAT		0	Option Trade Delta delta fixed at time of tradesumoprtrdDelta
pairPnl	FLOAT		0	Aggregate Dn Pair PnlsumshNetClrM oproptVolMark oproptOpnVolMark oprhedgeDePr opruMark opruOpnMark
contHedgePnl	FLOAT		0	Estimated continuous hedging pnl open positions only 1 minute intervals
contHedgePnl1	FLOAT		0	Estimated continuous hedging pnl open positions only 10 minute intervals
opEdgeOpened	FLOAT		0	Option Edge Opened new risksumopredgeOpened
opEdgeClosed	FLOAT		0	Option Edge Closed new risksumopredgeClosed
pnlDn	FLOAT		0	Option Pnl Attr delta neutral pnl sumvolPnl shClrM dUPrc oprdePr
pnlDe	FLOAT		0	Option Pnl Attr delta pnlsumshClrM dUPrc oprdePr
pnlSl	FLOAT		0	Option Pnl Attr slope pnlsumshClrM dUPrc oprvePr oprveSlopePr
pnlGa	FLOAT		0	Option Pnl Attr gamma pnlsumshClrM 05 dUPrc dUPrc oprga oprgaPr2
pnlTh	FLOAT		0	Option Pnl Attr theta pnlsumshClrM dTime oprthPr
pnlVe	FLOAT		0	Option Pnl Attr vega pnlsumshClrM 100 dVol oprvePr
pnlVo	FLOAT		0	Option Pnl Attr volga pnlsumshClrM 05 100 100 dVol dVol oprvoPr
pnlVa	FLOAT		0	Option Pnl Attr vanna pnlsumshClrM 100 dVol dUPrc oprvaPr
pnlErr	FLOAT		0	Option Pnl Attr error unexplained pnlsumshClrM volPnl pnlDe pnlGa pnlTh pnlVe
pnlRate	FLOAT		0	Option Pnl Attr rate pnlsumshClrM 100 dRate oprrhPr
pnlSDiv	FLOAT		0	Option Pnl Attr sdiv pnlsumshClrM 100 dSDiv oprphPr
pnlDDiv	FLOAT		0	Option Pnl Attr ddiv pnlsumshClrM 100 oprddiv oprddivPr opruPrc oprphPr
pnlTe	FLOAT		0	Option Pnl Attr theo edge pnlsumshClrM oprtOpx oproptVolMark oprtOpxPr oproptOpnVolMark
pctIvChange	FLOAT		0	Option Avg IVol Change NumeratorsumabsshClrM oprve logopriVolopriVolPr
pctIvVega	FLOAT		0	Option Avg IVol Change DenominatorsumabsshClrM oprve
pctTvChange	FLOAT		0	Option Avg TVol Change NumeratorsumabsshClrM oprve logoprtVoloprtVolPr
pctTvVega	FLOAT		0	Option Avg TVol Change DenominatorsumabsshClrM oprve
stkWidthMny	FLOAT		0	Stock Market Width Valuesum05 absshCurPos sprstkAsk sprstkBid
optWidthMny	FLOAT		0	Option Market Width Valuesum05 absshCurPosM oproptAsk oproptBid
dayDDelta	FLOAT		0	Day Delta bot or sldall sources today
delta	FLOAT		0	Aggregate Position DeltasumshCurPos sumfcCurPosM sumshCurPosM oprde sumotherdelta
ddelta	FLOAT		0	Aggregate Position Delta Delta DDMult
deDecay	FLOAT		0	Aggregate Position DeltaDecaysumshCurPosM oprdeDecay sumotherdeDecay
ddDecay	FLOAT		0	Aggregate Position DeltaDecay DeltaDecay DDMult change in delta when one trading day 102520 is taken out of option pricing
gamma	FLOAT		0	Aggregate Position GammasumshCurPosM oprga sumothergamma
dGamma	FLOAT		0	Aggregate Position Gamma
theta	FLOAT		0	Aggregate Position ThetasumshCurPosM oprth sumothertheta
rho	FLOAT		0	Aggregate Position RhosumshCurPosM oprrh sumotherrho
vega	FLOAT		0	Aggregate Position VegasumshCurPosM oprve sumothervega
tVega	FLOAT		0	Aggregate Position Time Weight VegasumshCurPosM oprve sqrtmax01 opryears 4
wVega	FLOAT		0	Aggregate Position Vol Weighted VegasumshCurPosM opriVol oprve
wtVega	FLOAT		0	Aggregate Position Vol Time Weighted VegasumshCurPosM opriVol oprve sqrtmax01 opryears 4
ivolVe	FLOAT		0	Aggregate Position Avg Vol Numerator vega weighted avg ivolVe avega sumabsshCurPosM opriVol oprve
volga	FLOAT		0	Aggregate Position VolgasumshCurPosM oprvo sumothervolga
vanna	FLOAT		0	Aggregate Position VannasumshCurPosM oprva sumothervanna
slope	FLOAT		0	Aggregate Position VegaDelta uPrcVol correlation factorsumshCurPosM oprsl oprve sumotherslope
avega	FLOAT		0	Aggregate Postion Abs VegasumabsshCurPosM oprve
atheta	FLOAT		0	Aggregate Postion Abs Theta sumabsshCurPosM oprth
hedgeGamma	FLOAT		0	Aggregate Postion Hedge Gamma either iVol or tVol basedcan go binarysumshCurPos oprhedgeGa
hedgeDGamma	FLOAT		0	Aggregate Postion Hedge Gamma
premOvPar	FLOAT		0	Aggregate Position Premium Over ParitysumshCurPosM max0 oproptVolMark oprloBound
simpPremOvPar	FLOAT		0	Aggregate Position Premium Over Parity SimplesumshCurPosM max0 opropxMidMark max0 strike uprc
wtVeDd	FLOAT		0	Aggregate Dd Time Weighted Vega sumwtVega if oprxde 030
wtVeDn	FLOAT		0	Aggregate Dn Time Weighted Vega sumwtVega if 030 oprxde 010
wtVeAt	FLOAT		0	Aggregate At Time Weighted Vega sumwtVega if absoprxde 010
wtVeUp	FLOAT		0	Aggregate Up Time Weighted Vega sumwtVega if 010 oprxde 030
wtVeDu	FLOAT		0	Aggregate Du Time Weighted Vega sumwtVega if 030 oprxde
wtVeM1	FLOAT		0	Aggregate M1 Time Weighted Vega sumwtVega if days 10
wtVeM2	FLOAT		0	Aggregate M2 Time Weighted Vega sumwtVega if 10 days 25
wtVeM3	FLOAT		0	Aggregate M3 Time Weighted Vega sumwtVega if 25 days 65
wtVeM4	FLOAT		0	Aggregate M4 Time Weighted Vega sumwtVega if 65 days 130
wtVeM5	FLOAT		0	Aggregate M5 Time Weighted Vega sumwtVega if 130 days
pinXX	FLOAT		0	pin strike nearest to current uPrc zero none only exists if there are near ATM option positions expiring today
opnDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
posDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posHedgeDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
posHedgeDDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
mmhDelta	FLOAT		0	Aggregate Delta allocated from other symbols multimultihedge symbols
mmhContracts	INT		0	Aggregate Contracts allocated from other symbols multimultihedge symbols
mmhSources	TINYTEXT		''	Allocation source string usually mmh contracts
tEdge	FLOAT		0	Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMult	FLOAT		0	Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePr	FLOAT		0	Prior Day Theo Edge
tEdgeMultPr	FLOAT		0	Prior Day Aggregate Abs Net Contracts
numTVolErrors	SMALLINT		0	number of oprtErr 0 or oprtVol 001
posTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0
tEdge2	FLOAT		0	Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMult2	FLOAT		0	Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePr2	FLOAT		0	Prior Day Theo Edge
tEdgeMultPr2	FLOAT		0	Prior Day Aggregate Abs Net Contracts
numTVolErrors2	SMALLINT		0	number of oprtErr 0 or oprtVol 001
posTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0
VaRsu90	FLOAT		0	Aggregate RiskSlide uPrc up 90 vol unchanged newUPrc uPrc MathExp090
VaRsd90	FLOAT		0	Aggregate RiskSlide uPrc dn 90 vol unchanged newUPrc uPrc MathExp090
VaRsu50	FLOAT		0	Aggregate RiskSlide uPrc up 50 vol unchanged newUPrc uPrc MathExp050
VaRsd50	FLOAT		0	Aggregate RiskSlide uPrc dn 50 vol unchanged newUPrc uPrc MathExp050
VaRsu15	FLOAT		0	Aggregate RiskSlide uPrc up 15 vol unchanged newUPrc uPrc MathExp015
VaRsd15	FLOAT		0	Aggregate RiskSlide uPrc dn 15 vol unchanged newUPrc uPrc MathExp015
VaRsu10	FLOAT		0	Aggregate RiskSlide uPrc up 10 vol unchanged newUPrc uPrc MathExp010
VaRsd10	FLOAT		0	Aggregate RiskSlide uPrc dn 10 vol unchanged newUPrc uPrc MathExp010
VaRsu06	FLOAT		0	Aggregate RiskSlide uPrc up 6 vol unchanged newUPrc uPrc MathExp006
VaRsd08	FLOAT		0	Aggregate RiskSlide uPrc dn 8 vol unchanged newUPrc uPrc MathExp008
VaRsu05	FLOAT		0	Aggregate RiskSlide uPrc up 5 vol unchanged newUPrc uPrc MathExp005
VaRsd05	FLOAT		0	Aggregate RiskSlide uPrc dn 5 vol unchanged newUPrc uPrc MathExp005
VaRsu1e	FLOAT		0	Aggregate RiskSlide uPrc up 1x implied earn move vol ramp out
VaRsd1e	FLOAT		0	Aggregate RiskSlide uPrc dn 1x implied earn move vol ramp out
VaRsu2e	FLOAT		0	Aggregate RiskSlide uPrc up 2x implied earn move vol ramp out
VaRsd2e	FLOAT		0	Aggregate RiskSlide uPrc dn 2x implied earn move vol ramp out
VaRearn	FLOAT		0	Aggregate RiskSlide vol earn ramp out no uPrc move
VaRcash	FLOAT		0	Aggregate RiskSlide uPrc up 30 vol 001 6mn deal close delta neutral
marginUDnVDn	FLOAT		0	Aggregate RiskSlide uPrc dn vol dn
marginUDnVUp	FLOAT		0	Aggregate RiskSlide uPrc dn vol up
marginUUpVDn	FLOAT		0	Aggregate RiskSlide uPrc up vol dn
marginUUpVUp	FLOAT		0	Aggregate RiskSlide uPrc up vol up
stkLiqRisk	FLOAT		0	Aggregate Equity Liquidation Risk
optLiqRisk	FLOAT		0	Aggregate Option Liquidation Risk
shBotC0	INT		0	hypothetical shares bot 1 minute intervals
shSldC0	INT		0	hypothetical shares sld
shMnyC0	FLOAT		0	hypothetical money
shBotC1	INT		0	hypothetical shares bot 10 minute intervals
shSldC1	INT		0	hypothetical shares sld
shMnyC1	FLOAT		0	hypothetical money
opHcMin25	FLOAT		0	sumoption haircut minimum 2500cn
opHcMin37	FLOAT		0	sumoption haircut minimum 3750cn
haircut25	FLOAT		0	Aggregate Risk Margin JBO 25 minimum1515 uPrc slides
haircut37	FLOAT		0	Aggregate Risk Margin PM 3750 minimum86 uPrc slides broad based1515 uPrc slides nonbroad based
numStkErrors	TINYINT UNSIGNED		0	number of stock positions with a computation error should be zero
numOptErrors	TINYINT UNSIGNED		0	number of options positions with a computation error should be zero
updateSource	enum - R5Source		'None'
stkMarkFlag	VARCHAR(255)		'None'	Stock position error flag
optMarkFlag	VARCHAR(255)		'None'	Option position error flag
riskAlert1	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert2	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert3	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert4	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
accnt	4
tradeDate	5
riskSession	6
clientFirm	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRRisk`.`MsgSymbolRiskSummaryV5` (
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'stock ticker (eg MSFT, SPY)',
    `ticker_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 'stock ticker (eg MSFT, SPY)',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'stock ticker (eg MSFT, SPY)',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SRAccnt (SR assigned;up to 16 chars)',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `riskSession` ENUM('Regular','PostClose') NOT NULL DEFAULT 'Regular',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR assigned client firm',
    `sector` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SymbolControl.sector: user defined sector code',
    `industry` INT NOT NULL DEFAULT 0 COMMENT 'industry code [00000000]',
    `beta` FLOAT NOT NULL DEFAULT 0 COMMENT 'beta (usually beta to SPX; see AccountConfig.betaSource)',
    `betaSource` ENUM('None','betaSPX','betaQQQ','betaIWM','clientBeta') NOT NULL DEFAULT 'None',
    `uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current live underlier price (can be from risk server, tool server, or srse server)',
    `uMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current underlier price [as of risk server record publish] [freezes at 4pm EST]',
    `uOpnMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'start-of-day SR underlier mark (rotated from prior day record) [corp action adjusted]',
    `lnDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long net position delta value (today; SR marks )',
    `shDDelta` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short net position delta value (today; SR marks )',
    `lnStkMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'long stock market value (today; SR marks)',
    `shStkMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'short stock market value (today; SR marks)',
    `optMktValueMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR mid marks);=sum[opCurPosM * opr.optVolMark]',
    `optMktValueVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option position market value (SR vol marks);=sum[opCurPosM * opr.optMidMark]',
    `shOpnPosClr` INT NOT NULL DEFAULT 0 COMMENT 'start of period position (from custodian or clearing firm)',
    `shOpnPosPrv` INT NOT NULL DEFAULT 0 COMMENT 'start of period position (expected;from SpiderRock archive)',
    `shOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'start of period position (effective;from either SR or CLR record)',
    `shBot` INT NOT NULL DEFAULT 0 COMMENT 'number of shares bot today',
    `shSld` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld today',
    `shSldShrt` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld short today',
    `shMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'shares money bot today',
    `shMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'shares money sld today',
    `shBotHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of shares bot today from open pos hedging (spdrSource=HedgeTool)',
    `shSldHdg` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld today from open pos hedging (spdrSource=HedgeTool)',
    `shBotTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of shares bot today from open pos hedging (spdrSource=TradeHedge)',
    `shSldTrh` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld today from open pos hedging (spdrSource=TradeHedge)',
    `shBotOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of shares bot today from open pos hedging (spdrSource=OpenHedge)',
    `shSldOpn` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld today from open pos hedging (spdrSource=OpenHedge)',
    `shBotTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of shares bot today from a trade hedging source (AutoHedge or Trades loop)',
    `shSldTrd` INT NOT NULL DEFAULT 0 COMMENT 'number of shares sld today from a trade hedging source (AutoHedge or Trades loop)',
    `maxStkDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'most recent timestamp of a qualifying stock execution (used to ensure risk record integrity)',
    `stPnlMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Stock Pnl (SR Marks);=(nbbo.mid - stPrvPrc) * shOpnClr',
    `stPnlClr` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Stock Pnl (CLR Marks);=(nbbo.mid - stClrPrc) * shOpnClr',
    `stPnlDay` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Net Stock Day Pnl;=sum[ (nbbo.min - fillPrice) * fillQuantity * side ]',
    `stDivPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'total cash paid/collected since prior period for this position (stock dividend value)',
    `stBorrowPnl` DOUBLE NOT NULL DEFAULT 0 COMMENT 'total cash paid/collected since prior period for this position (borrow pnl; usually interest on HTB names)',
    `opCnAbsCurPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts (position + fills);=sum[abs(opr.cnCurPos)]',
    `opCnAbsOpnClr` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (CLR view); =sum[abs(opr.cnOpnClr)]',
    `opCnAbsOpnPrv` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts (SR view); =sum[abs(opr.cnOpnPrv)]',
    `opCnAbsOpnPos` INT NOT NULL DEFAULT 0 COMMENT 'abs number of start of period option contracts; =sum[abs(opr.cnOpnPos)]',
    `opCnAbsOpnBrk` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contract start of period breaks (CLR - PRV);=sum[abs(opr.cnOpnClr - opr.cnOpnPrv)]',
    `opShShort` INT NOT NULL DEFAULT 0 COMMENT 'equivalent shares from short option positions',
    `opCnPosCall` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts; =sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if call)',
    `opCnPosPut` INT NOT NULL DEFAULT 0 COMMENT 'net number of call contracts; =sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if put)',
    `opCnAbsPair` INT NOT NULL DEFAULT 0 COMMENT 'abs number of option contracts with CP reversals removed;=sum[abs(opr.cnOpnClr + opr.cnBot - opr.cnSld) - abs(opr.cnNetPos)]',
    `absAtmEquivCn` FLOAT NOT NULL DEFAULT 0 COMMENT 'abs atm equivalent contracts; = sum[abs(opr.cnOpnPos + opr.cnBot - opr.cnSld) * opr.ve / opr.atmVega]',
    `opCnBot` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts bot today;=sum[opr.cnBot]',
    `opCnSld` INT NOT NULL DEFAULT 0 COMMENT 'number of option contracts sld today;=sum[opr.cnSld]',
    `opMnyBot` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money bot',
    `opMnySld` DOUBLE NOT NULL DEFAULT 0 COMMENT 'option money sld',
    `opPremBot` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium bot today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnBot]',
    `opPremSld` FLOAT NOT NULL DEFAULT 0 COMMENT 'option premium sld today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnSld]',
    `maxOptDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'DateTime of most recent SpdrOptionExecution (if any)',
    `opPnlVol` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR vol marks); =sum[opr.opnPnlVolMark]',
    `opPnlMid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (SR mid marks); =sum[opr.opnPnlMidMark]',
    `opPnlClr` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Open Pnl (CLR marks); =sum[opr.opnPnlClrMark]',
    `opPnlBrk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Mark Break Pnl (SR vol marks to CLR marks);=sum[(opr.cnOpnClr * opr.pointValue) * (opr.optVolMark - opr.optMidMark)]',
    `opPnlDay` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option Day Pnl;=sum[opr.dayPnl]',
    `opDnPnlDay` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Option DN Day Pnl (delta neutral);=sum[opr.dnDayPnl]',
    `opDayVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Vega;=sum[opr.ve * (opr.cnBot - opr.cnSld) * opr.pointValue]',
    `opDayWVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Vol Weighted Vega;=sum[opr.ve * opr.iVol * (opr.cnBot - opr.cnSld) * opr.pointvalue]',
    `opDayTVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Time-Weighted Vega;=sum[opr.ve * / sqrt(max(0.1, opr.years * 4)) * (opr.cnBot - opr.cnSld) * opr.pointValue]',
    `opDayWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Vol Time-Weighted Vega;=sum[opr.ve * (opr.iVol / sqrt(max(0.1, opr.years * 4))) * (opr.cnBot - opr.cnSld) * opr.pointValue]',
    `opDayTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Theta;=sum[opr.th * ((opr.cnBot - opr.cnSld) * opr.pointValue)]',
    `opDayDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Day Delta;=sum[opr.de * ((opr.cnBot - opr.cnSld) * opr.underliersPerCn)]',
    `opTrdDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Trade Delta (delta fixed at time of trade);=sum[opr.trdDelta]',
    `pairPnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl;=sum[shNetClrM * (opr.optVolMark - opr.optOpnVolMark - opr.hedgeDePr * (opr.uMark - opr.uOpnMark))]',
    `contHedgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~1 minute intervals]',
    `contHedgePnl1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Estimated continuous hedging pnl (open positions only) [~10 minute intervals]',
    `opEdgeOpened` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Opened (new risk);=sum[opr.edgeOpened]',
    `opEdgeClosed` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Edge Closed (new risk);=sum[opr.edgeClosed]',
    `pnlDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta neutral pnl: =sum[volPnl - shClrM * dUPrc * opr.dePr]',
    `pnlDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: delta pnl;=sum[shClrM * dUPrc * opr.dePr]',
    `pnlSl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: slope pnl;=sum[shClrM * dUPrc * opr.vePr * opr.veSlopePr]',
    `pnlGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: gamma pnl;=sum[shClrM * 0.5 * dUPrc * dUPrc * (opr.ga + opr.gaPr)/2]',
    `pnlTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theta pnl;=sum[shClrM * dTime * -opr.thPr]',
    `pnlVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vega pnl;=sum[shClrM * 100 * dVol * opr.vePr]',
    `pnlVo` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: volga pnl;=sum[shClrM * 0.5 * 100 * 100 * dVol * dVol * opr.voPr]',
    `pnlVa` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: vanna pnl;=sum[shClrM * 100 * dVol * dUPrc * opr.vaPr]',
    `pnlErr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: error (unexplained) pnl;=sum[shClrM * (volPnl - pnlDe - pnlGa - pnlTh - pnlVe)]',
    `pnlRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: rate pnl;=sum[shClrM * 100 * dRate * opr.rhPr]',
    `pnlSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: sdiv pnl;=sum[shClrM * 100 * dSDiv * opr.phPr]',
    `pnlDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: ddiv pnl;=sum[shClrM * 100 * (opr.ddiv - opr.ddivPr) / opr.uPrc * opr.phPr]',
    `pnlTe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Pnl Attr: theo edge pnl;=sum[shClrM * ((opr.tOpx - opr.optVolMark) - (opr.tOpxPr - opr.optOpnVolMark))]',
    `pctIvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.iVol/opr.iVolPr)]',
    `pctIvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg IVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
    `pctTvChange` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.tVol/opr.tVolPr)]',
    `pctTvVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Avg TVol Change (Denominator);=sum[abs(shClrM) * opr.ve]',
    `stkWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Stock Market Width Value;=sum[0.5 * abs(shCurPos) * (spr.stkAsk - spr.stkBid)]',
    `optWidthMny` FLOAT NOT NULL DEFAULT 0 COMMENT 'Option Market Width Value;=sum[0.5 * abs(shCurPosM) * (opr.optAsk - opr.optBid)]',
    `dayDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Day $Delta (bot or sld;all sources) today;',
    `delta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Delta;=sum[shCurPos] + sum[fcCurPosM] + sum[shCurPosM * opr.de] + sum[other.delta]',
    `ddelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Delta (Delta * DDMult)',
    `deDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position DeltaDecay;=sum[shCurPosM * opr.deDecay] + sum[other.deDecay]',
    `ddDecay` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $DeltaDecay (DeltaDecay * DDMult) [change in $delta when one trading day (1.0/252.0) is taken out of option pricing]',
    `gamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Gamma;=sum[shCurPosM * opr.ga] + sum[other.gamma]',
    `dGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position $Gamma',
    `theta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Theta;=sum[shCurPosM * opr.th] + sum[other.theta]',
    `rho` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Rho;=sum[shCurPosM * opr.rh] + sum[other.rho]',
    `vega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vega;=sum[shCurPosM * opr.ve] + sum[other.vega]',
    `tVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Time Weight Vega;=sum[shCurPosM * opr.ve / sqrt(max(0.1, opr.years * 4))]',
    `wVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve]',
    `wtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vol Time Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve / sqrt(max(0.1, opr.years * 4))]',
    `ivolVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Avg Vol Numerator (vega weighted) (avg = ivolVe / avega); =sum[abs(shCurPosM) * opr.iVol * opr.ve]',
    `volga` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Volga;=sum[shCurPosM * opr.vo] + sum[other.volga]',
    `vanna` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Vanna;=sum[shCurPosM * opr.va] + sum[other.vanna]',
    `slope` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position VegaDelta (uPrc/Vol correlation factor);=sum[shCurPosM * opr.sl * opr.ve] + sum[other.slope]',
    `avega` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Vega;=sum[abs(shCurPosM ) * opr.ve]',
    `atheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Abs Theta;= sum[abs(shCurPosM) * opr.th]',
    `hedgeGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion Hedge Gamma (either iVol or tVol based;can go binary);=sum[shCurPos * opr.hedgeGa]',
    `hedgeDGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Postion ($) Hedge Gamma',
    `premOvPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Premium Over Parity;=sum[shCurPosM *  max(0, opr.optVolMark - opr.loBound)]',
    `simpPremOvPar` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Premium Over Parity Simple;=sum[shCurPosM * max(0,  opr.opxMidMark - max(0, �(strike - uprc)))]',
    `wtVeDd` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dd Time Weighted Vega; =sum[wtVega] if opr.xde < -0.30',
    `wtVeDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Time Weighted Vega; =sum[wtVega] if -0.30 <= opr.xde < -0.10',
    `wtVeAt` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate At Time Weighted Vega; =sum[wtVega] if abs(opr.xde) <= 0.10',
    `wtVeUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Up Time Weighted Vega; =sum[wtVega] if +0.10 < opr.xde <= +0.30',
    `wtVeDu` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Du Time Weighted Vega; =sum[wtVega] if +0.30 < opr.xde',
    `wtVeM1` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M1 Time Weighted Vega; =sum[wtVega] if days < 10',
    `wtVeM2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M2 Time Weighted Vega; =sum[wtVega] if 10 < days < 25',
    `wtVeM3` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M3 Time Weighted Vega; =sum[wtVega] if 25 < days < 65',
    `wtVeM4` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M4 Time Weighted Vega; =sum[wtVega] if 65 < days < 130',
    `wtVeM5` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate M5 Time Weighted Vega; =sum[wtVega] if 130 < days',
    `pinXX` FLOAT NOT NULL DEFAULT 0 COMMENT 'pin strike nearest to current uPrc (zero = none) (only exists if there are near ATM option positions expiring today)',
    `opnDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
    `opnDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
    `opnDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX',
    `opnDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX',
    `posDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX',
    `posDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX',
    `posDDeBelow` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Hedge Delta (Current Position) if liveUPrc < pinXX',
    `posDDeAbove` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Hedge Delta (Current Position) if liveUPrc > pinXX',
    `posHedgeDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position Hedge Delta (Current Position) if exDate != today',
    `posHedgeDDeltaEx` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Position ($) Hedge Delta (Current Position) if exDate != today',
    `mmhDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Delta allocated from other symbols (multi-multihedge symbols)',
    `mmhContracts` INT NOT NULL DEFAULT 0 COMMENT 'Aggregate Contracts allocated from other symbols (multi-multihedge symbols)',
    `mmhSources` TINYTEXT NOT NULL DEFAULT '' COMMENT 'Allocation source string (usually mmh contracts)',
    `tEdge` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate $ Theo Edge;=sum[shNetPosM * (opr.tOpx - opr.optVolMark)] if opr.tVol > 0.01 and opr.tOpx > 0.0 and opr.optVolMark > 0.0',
    `tEdgeMult` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Abs Net Contracts (Rev/Conv contracts removed);= sum[abs(shNetPosM)]',
    `tEdgePr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day $ Theo Edge',
    `tEdgeMultPr` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day Aggregate Abs Net Contracts',
    `numTVolErrors` SMALLINT NOT NULL DEFAULT 0 COMMENT 'number of opr.tErr != 0 or opr.tVol < 0.01',
    `posTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) >= 0)',
    `negTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) < 0)',
    `badTEdgeWV` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx = 0)',
    `posTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) >= 0)',
    `negTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) < 0)',
    `badTEdgePnl` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr = 0)',
    `tEdge2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate $ Theo Edge;=sum[shNetPosM * (opr.tOpx - opr.optVolMark)] if opr.tVol > 0.01 and opr.tOpx > 0.0 and opr.optVolMark > 0.0',
    `tEdgeMult2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Abs Net Contracts (Rev/Conv contracts removed);= sum[abs(shNetPosM)]',
    `tEdgePr2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day $ Theo Edge',
    `tEdgeMultPr2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Prior Day Aggregate Abs Net Contracts',
    `numTVolErrors2` SMALLINT NOT NULL DEFAULT 0 COMMENT 'number of opr.tErr != 0 or opr.tVol < 0.01',
    `posTEdgeWV2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) >= 0)',
    `negTEdgeWV2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) < 0)',
    `badTEdgeWV2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Vol Weighted Vega (wvega) where (opr.tOpx = 0)',
    `posTEdgePnl2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) >= 0)',
    `negTEdgePnl2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) < 0)',
    `badTEdgePnl2` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Dn Pair Pnl where (opr.tOpxPr = 0)',
    `VaRsu90` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 90%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.90))',
    `VaRsd90` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 90%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.90))',
    `VaRsu50` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 50%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.50))',
    `VaRsd50` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 50%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.50))',
    `VaRsu15` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 15%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.15))',
    `VaRsd15` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 15%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.15))',
    `VaRsu10` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 10%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.10))',
    `VaRsd10` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 10%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.10))',
    `VaRsu06` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 6%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.06))',
    `VaRsd08` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 8%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.08))',
    `VaRsu05` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 5%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.05))',
    `VaRsd05` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 5%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.05))',
    `VaRsu1e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 1x implied earn move, vol ramp out',
    `VaRsd1e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 1x implied earn move, vol ramp out',
    `VaRsu2e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 2x implied earn move, vol ramp out',
    `VaRsd2e` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn 2x implied earn move, vol ramp out',
    `VaRearn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: vol earn ramp out (no uPrc move)',
    `VaRcash` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up 30%, vol = 0.01, 6mn deal close (delta neutral)',
    `marginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn, vol dn',
    `marginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc dn, vol up',
    `marginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up, vol dn',
    `marginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate RiskSlide: uPrc up, vol up',
    `stkLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Equity Liquidation Risk',
    `optLiqRisk` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Option Liquidation Risk',
    `shBotC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical shares bot (~1 minute intervals)',
    `shSldC0` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical shares sld',
    `shMnyC0` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
    `shBotC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical shares bot (~10 minute intervals)',
    `shSldC1` INT NOT NULL DEFAULT 0 COMMENT 'hypothetical shares sld',
    `shMnyC1` FLOAT NOT NULL DEFAULT 0 COMMENT 'hypothetical money',
    `opHcMin25` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(option haircut minimum) [$25.00/cn]',
    `opHcMin37` FLOAT NOT NULL DEFAULT 0 COMMENT 'sum(option haircut minimum) [$37.50/cn]',
    `haircut25` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Risk Margin (JBO): [$25 minimum;-15/+15 uPrc slides]',
    `haircut37` FLOAT NOT NULL DEFAULT 0 COMMENT 'Aggregate Risk Margin (PM): [$37.50 minimum;-8/+6 uPrc slides (broad based);-15/+15 uPrc slides (non-broad based)]',
    `numStkErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of stock positions with a computation error (should be zero)',
    `numOptErrors` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of options positions with a computation error (should be zero)',
    `updateSource` ENUM('None','Loop','Priority') NOT NULL DEFAULT 'None',
    `stkMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Stock position error flag',
    `optMarkFlag` VARCHAR(255) NOT NULL DEFAULT 'None' COMMENT 'Option position error flag',
    `riskAlert1` ENUM('None','ExerciseNow','ExBeforeNextDiv','ExAfterNextDiv','ExBeforeFutureDiv','ExAfterFutureDiv','ExDivCall','ExAskSoon','ExAskNow','ExSurfSoon','ExSurfNow','ExBidSoon','ExBidNow') NOT NULL DEFAULT 'None' COMMENT 'Risk Alert Code: Early Exercise, etc.',
    `riskAlert2` ENUM('None','ExerciseNow','ExBeforeNextDiv','ExAfterNextDiv','ExBeforeFutureDiv','ExAfterFutureDiv','ExDivCall','ExAskSoon','ExAskNow','ExSurfSoon','ExSurfNow','ExBidSoon','ExBidNow') NOT NULL DEFAULT 'None' COMMENT 'Risk Alert Code: Early Exercise, etc.',
    `riskAlert3` ENUM('None','ExerciseNow','ExBeforeNextDiv','ExAfterNextDiv','ExBeforeFutureDiv','ExAfterFutureDiv','ExDivCall','ExAskSoon','ExAskNow','ExSurfSoon','ExSurfNow','ExBidSoon','ExBidNow') NOT NULL DEFAULT 'None' COMMENT 'Risk Alert Code: Early Exercise, etc.',
    `riskAlert4` ENUM('None','ExerciseNow','ExBeforeNextDiv','ExAfterNextDiv','ExBeforeFutureDiv','ExAfterFutureDiv','ExDivCall','ExAskSoon','ExAskNow','ExSurfSoon','ExSurfNow','ExBidSoon','ExBidNow') NOT NULL DEFAULT 'None' COMMENT 'Risk Alert Code: Early Exercise, etc.',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`accnt`,`tradeDate`,`riskSession`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SymbolRiskSummary records contain live symbol level risk aggregation of StockPositionRecord and OptionPositionRecord values.\nRecords are published by AggRiskServers if/when positions change and about once per minute otherwise.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `accnt`,
    `tradeDate`,
    `riskSession`,
    `clientFirm`,
    `sector`,
    `industry`,
    `beta`,
    `betaSource`,
    `uPrc`,
    `uMark`,
    `uOpnMark`,
    `lnDDelta`,
    `shDDelta`,
    `lnStkMktValueMid`,
    `shStkMktValueMid`,
    `optMktValueMid`,
    `optMktValueVol`,
    `shOpnPosClr`,
    `shOpnPosPrv`,
    `shOpnPos`,
    `shBot`,
    `shSld`,
    `shSldShrt`,
    `shMnyBot`,
    `shMnySld`,
    `shBotHdg`,
    `shSldHdg`,
    `shBotTrh`,
    `shSldTrh`,
    `shBotOpn`,
    `shSldOpn`,
    `shBotTrd`,
    `shSldTrd`,
    `maxStkDttm`,
    `stPnlMid`,
    `stPnlClr`,
    `stPnlDay`,
    `stDivPnl`,
    `stBorrowPnl`,
    `opCnAbsCurPos`,
    `opCnAbsOpnClr`,
    `opCnAbsOpnPrv`,
    `opCnAbsOpnPos`,
    `opCnAbsOpnBrk`,
    `opShShort`,
    `opCnPosCall`,
    `opCnPosPut`,
    `opCnAbsPair`,
    `absAtmEquivCn`,
    `opCnBot`,
    `opCnSld`,
    `opMnyBot`,
    `opMnySld`,
    `opPremBot`,
    `opPremSld`,
    `maxOptDttm`,
    `opPnlVol`,
    `opPnlMid`,
    `opPnlClr`,
    `opPnlBrk`,
    `opPnlDay`,
    `opDnPnlDay`,
    `opDayVega`,
    `opDayWVega`,
    `opDayTVega`,
    `opDayWtVega`,
    `opDayTheta`,
    `opDayDelta`,
    `opTrdDelta`,
    `pairPnl`,
    `contHedgePnl`,
    `contHedgePnl1`,
    `opEdgeOpened`,
    `opEdgeClosed`,
    `pnlDn`,
    `pnlDe`,
    `pnlSl`,
    `pnlGa`,
    `pnlTh`,
    `pnlVe`,
    `pnlVo`,
    `pnlVa`,
    `pnlErr`,
    `pnlRate`,
    `pnlSDiv`,
    `pnlDDiv`,
    `pnlTe`,
    `pctIvChange`,
    `pctIvVega`,
    `pctTvChange`,
    `pctTvVega`,
    `stkWidthMny`,
    `optWidthMny`,
    `dayDDelta`,
    `delta`,
    `ddelta`,
    `deDecay`,
    `ddDecay`,
    `gamma`,
    `dGamma`,
    `theta`,
    `rho`,
    `vega`,
    `tVega`,
    `wVega`,
    `wtVega`,
    `ivolVe`,
    `volga`,
    `vanna`,
    `slope`,
    `avega`,
    `atheta`,
    `hedgeGamma`,
    `hedgeDGamma`,
    `premOvPar`,
    `simpPremOvPar`,
    `wtVeDd`,
    `wtVeDn`,
    `wtVeAt`,
    `wtVeUp`,
    `wtVeDu`,
    `wtVeM1`,
    `wtVeM2`,
    `wtVeM3`,
    `wtVeM4`,
    `wtVeM5`,
    `pinXX`,
    `opnDeBelow`,
    `opnDeAbove`,
    `opnDDeBelow`,
    `opnDDeAbove`,
    `posDeBelow`,
    `posDeAbove`,
    `posDDeBelow`,
    `posDDeAbove`,
    `posHedgeDeltaEx`,
    `posHedgeDDeltaEx`,
    `mmhDelta`,
    `mmhContracts`,
    `mmhSources`,
    `tEdge`,
    `tEdgeMult`,
    `tEdgePr`,
    `tEdgeMultPr`,
    `numTVolErrors`,
    `posTEdgeWV`,
    `negTEdgeWV`,
    `badTEdgeWV`,
    `posTEdgePnl`,
    `negTEdgePnl`,
    `badTEdgePnl`,
    `tEdge2`,
    `tEdgeMult2`,
    `tEdgePr2`,
    `tEdgeMultPr2`,
    `numTVolErrors2`,
    `posTEdgeWV2`,
    `negTEdgeWV2`,
    `badTEdgeWV2`,
    `posTEdgePnl2`,
    `negTEdgePnl2`,
    `badTEdgePnl2`,
    `VaRsu90`,
    `VaRsd90`,
    `VaRsu50`,
    `VaRsd50`,
    `VaRsu15`,
    `VaRsd15`,
    `VaRsu10`,
    `VaRsd10`,
    `VaRsu06`,
    `VaRsd08`,
    `VaRsu05`,
    `VaRsd05`,
    `VaRsu1e`,
    `VaRsd1e`,
    `VaRsu2e`,
    `VaRsd2e`,
    `VaRearn`,
    `VaRcash`,
    `marginUDnVDn`,
    `marginUDnVUp`,
    `marginUUpVDn`,
    `marginUUpVUp`,
    `stkLiqRisk`,
    `optLiqRisk`,
    `shBotC0`,
    `shSldC0`,
    `shMnyC0`,
    `shBotC1`,
    `shSldC1`,
    `shMnyC1`,
    `opHcMin25`,
    `opHcMin37`,
    `haircut25`,
    `haircut37`,
    `numStkErrors`,
    `numOptErrors`,
    `updateSource`,
    `stkMarkFlag`,
    `optMarkFlag`,
    `riskAlert1`,
    `riskAlert2`,
    `riskAlert3`,
    `riskAlert4`,
    `timestamp`
FROM `SRRisk`.`MsgSymbolRiskSummaryV5`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a ENUM('Regular','PostClose') */
    `riskSession` = 'Regular'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='SymbolRiskSummaryV5' ORDER BY ordinal_position ASC;

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

Doc Columns Query​