SRHedgePolicyState

V8 Message Definiton

METADATA

Attribute	Value
Topic	5280-strategy-hedgepolicy
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
hedgeTarget_at	enum - AssetType	PRI	'None'	HedgeTarget
hedgeTarget_ts	enum - TickerSrc	PRI	'None'	HedgeTarget
hedgeTarget_tk	VARCHAR(12)	PRI	''	HedgeTarget
hedgeTarget_yr	SMALLINT UNSIGNED	PRI	0	HedgeTarget
hedgeTarget_mn	TINYINT UNSIGNED	PRI	0	HedgeTarget
hedgeTarget_dy	TINYINT UNSIGNED	PRI	0	HedgeTarget
hedgeSecType	enum - SpdrKeyType	PRI	'None'
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
netOpnDDelta	FLOAT		0
netTrdDDelta	FLOAT		0
netPosDDelta	FLOAT		0
netPosDGamma	FLOAT		0
lastPosFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
numAggErrors	INT		0
lastAggError	TINYTEXT		''
opnHedgeQtyBot	INT		0
opnHedgeQtySld	INT		0
trdHedgeQtyBot	INT		0
trdHedgeQtySld	INT		0
posHedgeState	enum - HedgePolicyState		'None'
posHedgeDetail	TINYTEXT		''
posDDBandwidth	FLOAT		0	current position ddelta hedge bandwidth
posHedgeTarget	TINYTEXT		''	current slice hedge targets
opnHedgeOrder	TINYTEXT		''
trdHedgeOrder	TINYTEXT		''
hedgeWavesEnabled	enum - YesNo		'None'
hedgePolicy	enum - HedgePolicy		'None'
posHedgePeriod	enum - HedgePeriod		'None'
posSymHedgeBandDD	FLOAT		0	individual hedge target hedge band delta
posSymHedgeBandGR	FLOAT		0	individual hedge target hedge band gamma ratio
posBalanceSymbols	enum - YesNo		'None'	balance accnt level deltas from all symbols using this policy
posHedgeSlice	enum - HedgeSlice		'None'
posHedgeObjective	enum - HedgeObjective		'None'
availableLocate	INT		0	remaining locate available all targets open trade position and autohedge
firmPosition	INT		0	current firm position if known
uPrc	DOUBLE		0	hedge target price
ddMult	DOUBLE		0
pointValue	DOUBLE		0
pointCurrency	enum - Currency		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
nextWaveDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	next hedge wave trigger slice trigger or period switch whichever is first unset when no wave is active
accrDDelta	FLOAT		0	openbook delta drift from underlier moves since the SOD marks excludes fills
optTrdDDelta	FLOAT		0	delta of todays client nonhedge fills
hdgTrdDDelta	FLOAT		0	delta of todays policy hedge fills open trade chains
hedgeSh	DOUBLE		0	net shareequiv balance option hedge fills
hedgeMny	DOUBLE		0	money leg
noHedgeSh	DOUBLE		0	optionside fills only unhedged counterfactual
noHedgeMny	DOUBLE		0
hedge1mSh	DOUBLE		0	hedge pair flattened to zero each minute during market hours
hedge1mMny	DOUBLE		0

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
hedgeTarget_tk	1
hedgeTarget_yr	2
hedgeTarget_mn	3
hedgeTarget_dy	4
hedgeTarget_at	5
hedgeTarget_ts	6
hedgeSecType	7
accnt	8
clientFirm	9
tradeDate	10

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRHedgePolicyState`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `hedgeTarget_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') */ 
    `hedgeTarget_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `hedgeTarget_tk` = 'Example_hedgeTarget_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `hedgeTarget_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeTarget_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeTarget_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01';

Doc Columns Query

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