AtsDegrossFlexRequest

V8 Message Definiton

Published by the degrossing execution engine after the close, one record per instrument we want to exist for the next trading day and do not already see as a FlexOptionDefinition (4435). Keyed by the OptionKey we want, so requested-versus-existing is a straight key comparison. The request set is \"desired strike x 3 auction expiries x call and put, minus what already exists\", which covers both triggers without special cases: a strike that drifted past the selection band yields six requests at a new strike, and a calendar roll yields two at the existing strike for the newly appeared expiry.

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
okey_at	enum - AssetType	PRI	'None'	the flex instrument requested
okey_ts	enum - TickerSrc	PRI	'None'	the flex instrument requested
okey_tk	VARCHAR(12)	PRI	''	the flex instrument requested
okey_yr	SMALLINT UNSIGNED	PRI	0	the flex instrument requested
okey_mn	TINYINT UNSIGNED	PRI	0	the flex instrument requested
okey_dy	TINYINT UNSIGNED	PRI	0	the flex instrument requested
okey_xx	DOUBLE	PRI	0	the flex instrument requested
okey_cp	enum - CallPut	PRI	'Call'	the flex instrument requested
ticker_at	enum - AssetType		'None'	underlier convenience the root maps to it
ticker_ts	enum - TickerSrc		'None'	underlier convenience the root maps to it
ticker_tk	VARCHAR(12)		''	underlier convenience the root maps to it
forTradeDate	DATE		'1900-01-01'	trade date the instrument is needed for
requestDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
okey_tk	1
okey_yr	2
okey_mn	3
okey_dy	4
okey_xx	5
okey_cp	6
okey_at	7
okey_ts	8

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgAtsDegrossFlexRequest`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_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') */ 
    `okey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call';

Doc Columns Query

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