AtsDegrossRevConGateway

V8 Message Definiton

Records inserted, updated, or replaced into this table are validated by the SRSE gateway and converted to SpdrParentOrder (4095) records via ToSpdrParentOrder (parentOrderHandling=DegrossAuction, orderLimitType=RcPrem). The 4095 is the only EE order ingress; this table is never consumed by the EE. Each record is one order line: a single ticker/expiry RevCon package (1 call + 1 put + 100 shares per unit). Strike and expiry are SR-controlled: resolved from the AtsDegrossAvailability (2357) expiry slot addressed by groupingCode; never a client input.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT,UPDATE(spdrActionType),INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	underlier ticker eg AAPL TSLA
ticker_ts	enum - TickerSrc	PRI	'None'	underlier ticker eg AAPL TSLA
ticker_tk	VARCHAR(12)	PRI	''	underlier ticker eg AAPL TSLA
expiry	DATE	PRI	'1900-01-01'	flex option expiry date must match the 2357 slot addressed by groupingCode
accnt	VARCHAR(16)	PRI	''	SR trading account
side	enum - BuySell	PRI	'None'	package side Buy shares out degross a long book Sell shares in
clientFirm	VARCHAR(16)	PRI	''
groupingCode	CHAR(19)	PRI	'0000-0000-0000-0000'	expiry slot 13 AtsDegrossAvailability 2357 block index 4095 groupingCode broker key for cancelreplace
spdrActionType	enum - SpdrActionType		'Add'	Add AddReplace Cancel
size	INT		0	number of RevCon units 1 unit 100 shares
rcLimitPrice	DOUBLE		0	REQUIRED trader working RC limit package premium strike same space as BasketDegrossSubmit 6913 rides 4095 orderPrcLimit verbatim under RcPrem Buy max premium to pay Sell min premium to receive 0unset nonfinite or v 10000 is rejected
gatewayStatus	enum - AtsRevConGatewayStatus		'None'	gateway processing status
rejectReason	TINYTEXT		''	if rejected the reason why
parentNumber	BIGINT		0	assigned SpdrParentOrder number if accepted
orderDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order entry timestamp
checksum	SMALLINT		13	standard gateway checksum must be set to 13
userName	VARCHAR(24)		''	set by server from context
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	basket id shared across the baskets orders 0 NOT in a risk group perorder caps only negative rejected No server mint at this gateway API callers supply their own basket ids
balanced	enum - YesNo		'No'	Yes takeReachRuleBalanceOrNone on the 4095 balanced election
maxCashOut	DOUBLE		0	basket cap max aggregate cash out rides rm1 as UserCap 0 no cap values above 224 rejected float wire precision
maxCashIn	DOUBLE		0	basket cap max aggregate cash in rides rm2 as UserCap 0 no cap same precision bound
maxTickerShares	INT		0	perticker share budget rides rm3 as UserCap 0 availabilitycapped only

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
expiry	4
accnt	5
side	6
clientFirm	7
groupingCode	8

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgAtsDegrossRevConGateway`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `side` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgAtsDegrossRevConGateway`(
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ticker_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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a DATE */
    `expiry`,
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `side`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a CHAR(19) */
    `groupingCode`,
    /* Replace with a ENUM('Add','AddReplace','Replace','Cancel','Modify') */ 
    `spdrActionType`,
    /* Replace with a INT */ 
    `size`,
    /* Replace with a DOUBLE */ 
    `rcLimitPrice`,
    /* Replace with a ENUM('None','Pending','Accepted','Rejected') */ 
    `gatewayStatus`,
    /* Replace with a TINYTEXT */ 
    `rejectReason`,
    /* Replace with a BIGINT */ 
    `parentNumber`,
    /* Replace with a DATETIME(6) */
    `orderDttm`,
    /* Replace with a SMALLINT */
    `checksum`,
    /* Replace with a VARCHAR(24) */ 
    `userName`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a ENUM('None','Yes','No') */
    `balanced`,
    /* Replace with a DOUBLE */
    `maxCashOut`,
    /* Replace with a DOUBLE */
    `maxCashIn`,
    /* Replace with a INT */
    `maxTickerShares`
) 
VALUES(
    'None',
    'None',
    'Example_ticker_tk',
    '2022-01-01',
    'Example_accnt',
    'None',
    'Example_clientFirm',
    'Example_groupingCode',
    'Add',
    5,
    4.56,
    'None',
    'dummy tiny text',
    1234567890,
    '2022-01-01 12:34:56.000000',
    13,
    'Example_userName',
    '2022-01-01 12:34:56.000000',
    'Example_riskGroupId',
    'No',
    4.56,
    4.56,
    5
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgAtsDegrossRevConGateway` 
WHERE
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `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') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a DATE */
    `expiry` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `side` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode';

Doc Columns Query

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