SRParentAllocation

V8 Message Definiton

METADATA

Attribute	Value
Topic	3695-order-allocation
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT,INSERT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
baseParentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
omniAccnt	VARCHAR(16)		''	omnibus accnt SR accnt
omniCFirm	VARCHAR(16)		''	SR client firm
secKey_at	enum - AssetType		'None'	security key stock future or option
secKey_ts	enum - TickerSrc		'None'	security key stock future or option
secKey_tk	VARCHAR(12)		''	security key stock future or option
secKey_yr	SMALLINT UNSIGNED		0	security key stock future or option
secKey_mn	TINYINT UNSIGNED		0	security key stock future or option
secKey_dy	TINYINT UNSIGNED		0	security key stock future or option
secKey_xx	DOUBLE		0	security key stock future or option
secKey_cp	enum - CallPut		'Call'	security key stock future or option
secType	enum - SpdrKeyType		'None'	security type
mlegLegKey	TINYTEXT		''	secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
orderSide	enum - BuySell		'None'	order side always buy for MLEG orders
ssaleFlag	enum - ShortSaleFlag		'None'	ssale flag None if not stock
positionType	enum - PositionType		'None'	positionType None if not equity option
spdrSource	enum - SpdrSource		'None'	parent order source
groupingCode	CHAR(19)		'0000-0000-0000-0000'	unique broker code
allocationRule	enum - AllocationRule		'None'	fragment sizing Hamilton largest remainder default deterministic or LargestWins explicit sizes via FragmentsallocSize
transfersEffected	enum - YesNo		'None'	Yes the publisher already published the InOut execution pairs ATS block cross the EE pairs them so client exec reports flow before allocation the AllocationServer then recordsreports only and emits NO pairs
allocSource	enum - AllocSource		'None'	provenance Client submitted directly API publish Manual posted by a person via the SPARC write path RiskGroupAccntExchGroup materialized by the AllocationServer from a standing instruction BlockCross published by the EE for an ATS cross None legacy client submission
sourceRiskGroupId	CHAR(19)		'0000-0000-0000-0000'	when allocSourceRiskGroup the SpdrRiskGroupAllocation basket this instruction was materialized from zero otherwise
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
FragmentsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
baseParentNumber	1

JSON Block (FragmentsList)

Field	Type	Comment
fragAccnt	enum - fragAccnt	target SR alloc accnt
fragCFirm	enum - fragCFirm	SR client firm
allocFraction	enum - allocFraction	target alloc size if parent order 100 fills
allocSize	enum - allocSize	target alloc size assuming parent order 100 fills

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRParentAllocation`
WHERE 
    /* Replace with a CHAR(19) */
    `baseParentNumber` = 'Example_baseParentNumber';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRParentAllocation`(
    /* Replace with a CHAR(19) */
    `baseParentNumber`,
    /* Replace with a VARCHAR(16) */ 
    `omniAccnt`,
    /* Replace with a VARCHAR(16) */ 
    `omniCFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `secKey_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') */ 
    `secKey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy`,
    /* Replace with a DOUBLE */ 
    `secKey_xx`,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp`,
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType`,
    /* Replace with a TINYTEXT */ 
    `mlegLegKey`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType`,
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink','SymChatGateway','RiskDrop','PolicyOpn','PolicyTrd','Degross') */ 
    `spdrSource`,
    /* Replace with a CHAR(19) */
    `groupingCode`,
    /* Replace with a ENUM('None','Hamilton','LargestWins') */ 
    `allocationRule`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `transfersEffected`,
    /* Replace with a ENUM('None','Client','RiskGroup','AccntExchGroup','BlockCross','Manual') */ 
    `allocSource`,
    /* Replace with a CHAR(19) */
    `sourceRiskGroupId`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `FragmentsList`
) 
VALUES(
    'Example_baseParentNumber',
    'Example_omniAccnt',
    'Example_omniCFirm',
    'None',
    'None',
    'Example_secKey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    'dummy tiny text',
    'None',
    'None',
    'None',
    'None',
    'Example_groupingCode',
    'None',
    'None',
    'None',
    'Example_sourceRiskGroupId',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

Doc Columns Query

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