ResponderMarkupSN
METADATA
| Attribute | Value |
|---|---|
| Topic | 2450-liquidity-notice |
| MLink Token | SystemData |
| Product | SRTrade |
| accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| accnt | VARCHAR(16) | PRI | '' | |
| clientFirm | VARCHAR(16) | PRI | '' | |
| root_at | enum - AssetType | PRI | 'None' | |
| root_ts | enum - TickerSrc | PRI | 'None' | |
| root_tk | VARCHAR(12) | PRI | '' | |
| expiry | DATE | PRI | '1900-01-01' | |
| respSide | enum - BuySell | PRI | 'None' | auction responder side your side Buy Buy Synthetic EuropeanFlex |
| ticker_at | enum - AssetType | 'None' | ||
| ticker_ts | enum - TickerSrc | 'None' | ||
| ticker_tk | VARCHAR(12) | '' | ||
| isDisabled | enum - YesNo | 'None' | if Yes this autoresponder record is disabled | |
| expiryQtyAvail | INT | 0 | synthetics contracts available for responding day total this tickerexpiry all strikes note 1 contract undPerCn underlier units | |
| tickerQtyAvail | INT | 0 | synthetics contracts available for responding day total this ticker all strikes note 1 contract undPerCn underlier units | |
| refUPrcType | enum - RefUPrcType | 'None' | mid or cross bidask | |
| transactFee | DOUBLE | 0 | you pay you receive | |
| stockRate | DOUBLE | 0 | 000 no effective lendborrow value 360 day convention | |
| moneyRate | DOUBLE | 0 | effective rate to borrowlend money to expiry 360 day convention compares to globalRate 360 365 | |
| ddivPv | DOUBLE | 0 | present value of any expected dividends to expiry | |
| divControl | enum - DivControl | 'None' | disable this autoresponder record if SR Dividends exist or are estimates | |
| incFeesInResp | enum - YesNo | 'None' | include all estimated responder fees in final response price | |
| roundRule | enum - RoundRule | 'None' | ||
| openExpiryQty | INT | 0 | remaining synthetics 100 share units available for responding day total this tickerexpiry all strikes | |
| openTickerQty | INT | 0 | remaining synthetics 100 share units available for responding day total this ticker all strikes | |
| cumExpiryQty | INT | 0 | synthetics 100 share units traded day total this expiry all strikes | |
| cumExpiryMoney | DOUBLE | 0 | cumulative fill money creditdebit this expiry | |
| avgExpiryPrice | DOUBLE | 0 | avg fill effective price this expiry compare to live uPrc | |
| isDivControlDisabled | enum - YesNo | 'None' | yes if dividend control above is triggered | |
| uBid | DOUBLE | 0 | live stock price nbbo bid | |
| uAsk | DOUBLE | 0 | live stock price nbbo ask | |
| iDays | DOUBLE | 0 | iDays effective interest days SR supplied | |
| iYears | DOUBLE | 0 | iYears iDays 3600 | |
| strike | DOUBLE | 0 | SR selected strike | |
| strikePv | DOUBLE | 0 | strikePv strike 10 moneyRate iYears moneyRate supplied above | |
| stockLendPv | DOUBLE | 0 | stockLendPv uPrc stockRate iYears stockRate supplied above | |
| syntheticPrem | DOUBLE | 0 | syntheticPrem stockLendPv strikePv ddivPv rcEExPrem if any uPrc pRvprice cRvprice ddivPv supplied above | |
| effSyntheticLimit | DOUBLE | 0 | effSyntheticLimit syntheticPrem transactFee buysell | |
| limitPrice | DOUBLE | 0 | limitPrice ROUNDeffSyntheticLimit this is your response limit price | |
| modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
| modifiedIn | enum - SysEnvironment | 'None' | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| accnt | 1 |
| clientFirm | 2 |
| root_tk | 3 |
| root_at | 4 |
| root_ts | 5 |
| expiry | 6 |
| respSide | 7 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgResponderMarkupSN` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`root_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`root_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',
`root_tk` VARCHAR(12) NOT NULL DEFAULT '',
`expiry` DATE NOT NULL DEFAULT '1900-01-01',
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side); Buy = Buy Synthetic (European/Flex)',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
`isDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes, this auto-responder record is disabled',
`expiryQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'synthetics (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]',
`tickerQtyAvail` INT NOT NULL DEFAULT 0 COMMENT 'synthetics (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]',
`refUPrcType` ENUM('None','Mid','Cross','Join') NOT NULL DEFAULT 'None' COMMENT 'mid or cross (bid/ask)',
`transactFee` DOUBLE NOT NULL DEFAULT 0 COMMENT '(+ = you pay) / (- = you receive)',
`stockRate` DOUBLE NOT NULL DEFAULT 0 COMMENT '0.00 = no effective lend/borrow value (360 day convention)',
`moneyRate` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]',
`ddivPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'present value of any expected dividends to expiry',
`divControl` ENUM('None','DisableAny','DisableEstimates') NOT NULL DEFAULT 'None' COMMENT 'disable this auto-responder record if SR Dividends exist or are estimates',
`incFeesInResp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'include all estimated responder fees in final response price',
`roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
`openExpiryQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining synthetics (100 share units) available for responding (day total; this ticker/expiry; all strikes)',
`openTickerQty` INT NOT NULL DEFAULT 0 COMMENT 'remaining synthetics (100 share units) available for responding (day total; this ticker; all strikes)',
`cumExpiryQty` INT NOT NULL DEFAULT 0 COMMENT 'synthetics (100 share units) traded (day total; this expiry; all strikes)',
`cumExpiryMoney` DOUBLE NOT NULL DEFAULT 0 COMMENT 'cumulative fill money (credit/debit) (this expiry)',
`avgExpiryPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'avg fill effective price (this expiry) [compare to live uPrc]',
`isDivControlDisabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'yes if dividend control above is triggered',
`uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock price [nbbo bid]',
`uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'live stock price [nbbo ask]',
`iDays` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iDays = effective interest days [SR supplied]',
`iYears` DOUBLE NOT NULL DEFAULT 0 COMMENT 'iYears = iDays / 360.0',
`strike` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR selected strike',
`strikePv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]',
`stockLendPv` DOUBLE NOT NULL DEFAULT 0 COMMENT 'stockLendPv = uPrc * stockRate * iYears [stockRate supplied above]',
`syntheticPrem` DOUBLE NOT NULL DEFAULT 0 COMMENT 'syntheticPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]',
`effSyntheticLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effSyntheticLimit = syntheticPrem +/- transactFee [buy/sell]',
`limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'limitPrice = ROUND(effSyntheticLimit) [this is your response limit price]',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`root_tk`,`root_at`,`root_ts`,`expiry`,`respSide`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`accnt`,
`clientFirm`,
`root_at`,
`root_ts`,
`root_tk`,
`expiry`,
`respSide`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`isDisabled`,
`expiryQtyAvail`,
`tickerQtyAvail`,
`refUPrcType`,
`transactFee`,
`stockRate`,
`moneyRate`,
`ddivPv`,
`divControl`,
`incFeesInResp`,
`roundRule`,
`openExpiryQty`,
`openTickerQty`,
`cumExpiryQty`,
`cumExpiryMoney`,
`avgExpiryPrice`,
`isDivControlDisabled`,
`uBid`,
`uAsk`,
`iDays`,
`iYears`,
`strike`,
`strikePv`,
`stockLendPv`,
`syntheticPrem`,
`effSyntheticLimit`,
`limitPrice`,
`timestamp`
FROM `SRTrade`.`MsgResponderMarkupSN`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgResponderMarkupSN`
SET
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a ENUM('None','Yes','No') */
`isDisabled` = 'None',
/* Replace with a INT */
`expiryQtyAvail` = 5,
/* Replace with a INT */
`tickerQtyAvail` = 5,
/* Replace with a ENUM('None','Mid','Cross','Join') */
`refUPrcType` = 'None',
/* Replace with a DOUBLE */
`transactFee` = 4.56,
/* Replace with a DOUBLE */
`stockRate` = 4.56,
/* Replace with a DOUBLE */
`moneyRate` = 4.56,
/* Replace with a DOUBLE */
`ddivPv` = 4.56,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp` = 'None',
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a INT */
`openExpiryQty` = 5,
/* Replace with a INT */
`openTickerQty` = 5,
/* Replace with a INT */
`cumExpiryQty` = 5,
/* Replace with a DOUBLE */
`cumExpiryMoney` = 4.56,
/* Replace with a DOUBLE */
`avgExpiryPrice` = 4.56,
/* Replace with a ENUM('None','Yes','No') */
`isDivControlDisabled` = 'None',
/* Replace with a DOUBLE */
`uBid` = 4.56,
/* Replace with a DOUBLE */
`uAsk` = 4.56,
/* Replace with a DOUBLE */
`iDays` = 4.56,
/* Replace with a DOUBLE */
`iYears` = 4.56,
/* Replace with a DOUBLE */
`strike` = 4.56,
/* Replace with a DOUBLE */
`strikePv` = 4.56,
/* Replace with a DOUBLE */
`stockLendPv` = 4.56,
/* Replace with a DOUBLE */
`syntheticPrem` = 4.56,
/* Replace with a DOUBLE */
`effSyntheticLimit` = 4.56,
/* Replace with a DOUBLE */
`limitPrice` = 4.56,
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgResponderMarkupSN`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`root_ts`,
/* Replace with a VARCHAR(12) */
`root_tk`,
/* Replace with a DATE */
`expiry`,
/* Replace with a ENUM('None','Buy','Sell') */
`respSide`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */
`ticker_ts`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a ENUM('None','Yes','No') */
`isDisabled`,
/* Replace with a INT */
`expiryQtyAvail`,
/* Replace with a INT */
`tickerQtyAvail`,
/* Replace with a ENUM('None','Mid','Cross','Join') */
`refUPrcType`,
/* Replace with a DOUBLE */
`transactFee`,
/* Replace with a DOUBLE */
`stockRate`,
/* Replace with a DOUBLE */
`moneyRate`,
/* Replace with a DOUBLE */
`ddivPv`,
/* Replace with a ENUM('None','DisableAny','DisableEstimates') */
`divControl`,
/* Replace with a ENUM('None','Yes','No') */
`incFeesInResp`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a INT */
`openExpiryQty`,
/* Replace with a INT */
`openTickerQty`,
/* Replace with a INT */
`cumExpiryQty`,
/* Replace with a DOUBLE */
`cumExpiryMoney`,
/* Replace with a DOUBLE */
`avgExpiryPrice`,
/* Replace with a ENUM('None','Yes','No') */
`isDivControlDisabled`,
/* Replace with a DOUBLE */
`uBid`,
/* Replace with a DOUBLE */
`uAsk`,
/* Replace with a DOUBLE */
`iDays`,
/* Replace with a DOUBLE */
`iYears`,
/* Replace with a DOUBLE */
`strike`,
/* Replace with a DOUBLE */
`strikePv`,
/* Replace with a DOUBLE */
`stockLendPv`,
/* Replace with a DOUBLE */
`syntheticPrem`,
/* Replace with a DOUBLE */
`effSyntheticLimit`,
/* Replace with a DOUBLE */
`limitPrice`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_root_tk',
'2022-01-01',
'None',
'None',
'None',
'Example_ticker_tk',
'None',
5,
5,
'None',
4.56,
4.56,
4.56,
4.56,
'None',
'None',
'None',
5,
5,
5,
4.56,
4.56,
'None',
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
4.56,
'2022-01-01 12:34:56.000000'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgResponderMarkupSN`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`root_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') */
`root_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`root_tk` = 'Example_root_tk'
AND
/* Replace with a DATE */
`expiry` = '2022-01-01'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`respSide` = 'None';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='ResponderMarkupSN' ORDER BY ordinal_position ASC;