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Version: Staging

SpdrFixParentReject

V8 Message Definiton

Record indicates that either a SpdrParentOrder (Add or Replace) or FixParentCancel request failed

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
altOrderIdVARCHAR(24)PRI''usually client FIX clOrdId
srcRoutingCodeVARCHAR(65)PRI''client FIX session
clientSeqNumInINT0
altPrevOrderIdVARCHAR(24)''usually client FIX origClOrdId
parentNumberCHAR(19)'0000-0000-0000-0000'
accntVARCHAR(16)''accnt
clientFirmVARCHAR(16)''SR client firm
secKey_atenum - AssetType'None'security key
secKey_tsenum - TickerSrc'None'security key
secKey_tkVARCHAR(12)''security key
secKey_yrSMALLINT UNSIGNED0security key
secKey_mnTINYINT UNSIGNED0security key
secKey_dyTINYINT UNSIGNED0security key
secKey_xxDOUBLE0security key
secKey_cpenum - CallPut'Call'security key
secTypeenum - SpdrKeyType'None'security type Stock Future Option
rejectTypeenum - RejectType'None'
spdrOrderStatusenum - SpdrOrderStatus'PendNew'
spdrCloseReasonenum - SpdrCloseReason'None'
spdrRejectReasonenum - SpdrRejectReason'None'
spdrRejectLevelenum - SpdrRiskLevel'None'
textTINYTEXT''
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
altOrderId1
srcRoutingCode2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRFixParentReject` (
`altOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX clOrdId',
`srcRoutingCode` VARCHAR(65) NOT NULL DEFAULT '' COMMENT 'client FIX session',
`clientSeqNumIn` INT NOT NULL DEFAULT 0,
`altPrevOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'usually client FIX origClOrdId',
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'accnt',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'security key',
`secKey_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' COMMENT 'security key',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type [Stock, Future, Option]',
`rejectType` ENUM('None','ParentOrder','ParentCancel') NOT NULL DEFAULT 'None',
`spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
`spdrCloseReason` ENUM('None','Cancelled','Filled','Replaced','Expired','Limit','System','LegReject','DoneForDay','IOCExpire','UserCxl','NoProgress','TooManyRej','ReplReject','AlgoClose','Restart','InvldParentLimit','FilledRepl','ForceClose','DmaReject','DmaExpire','DmaBrkrCxl','ReviewReject','MarketState','AlgoReject','ReviewTimeout','ChildReject','ChildCancel','ReviewClose','UPrcRange','LegBrkrClosed','ExchRisk','CrossFailed') NOT NULL DEFAULT 'None',
`spdrRejectReason` ENUM('None','AccntHold','UnknwnOpt','UnknwnStk','Expired','BadSize','BadOrdNum','DupOrdNum','BadVolPx','BadLmtType','BadMktPrc','BadLimit','SysReject','TestOrder','CustType','NoFirmPos','BadCent','NoSurface','UnknwnAcc','UnknwnRoot','OrdSpacing','BadOptMkt','BadStkMkt','SendFailed','BadExpose','BadPrem','NoOptLeg','Min2Leg','Max6Leg','BadStkSz','BadRatio','BadLegID','DupLegID','MixedRoots','OffMkt','CentVol','CentLeg','CentRng','CentSAtm','CentSpln','CentErr','NoRiskGrp','BadDDivs','NoPricer','CalcErr','TwapLate','TwapTime','NoAcctMap','UserUnk','UserHold','GTCHold','SysException','StkCrossed','BadOrdType','BadSSaleFlag','NoBorrow','NoFacilitateAccnt','UnknwnFut','MktNotOpen','NoRoutes','NoLocate','SSaleRstr','NoLegs','BadSide','BadLegKeyType','UnknwnRefStk','BadRefMktPrc','UnknwnRefFut','UnknwnRefAtm','BadRefVe','BadProdDef','StkOddLot','RiskException','MaxParticipation','MarExemptHold','NoMarRec','NullCounter','StkQty','FutQty','OptQty','StkDDelta','FutDDelta','OptDDelta','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVega','DayShWtVega','DayAbsWtVega','DayLnNValue','DayShNValue','DayAbsNValue','AccFrozen','ConfigErr','NoFMFuture','NoLinkage','NoProdDef','BadRiskID','InvldAutoH','LegChange','CxlSpacing','BadHedgeInst','TooLateToReduce','PendCxlRepl','InvldCxlRepl','InvldCxl','DmaReject','NoUPrc','TwapSteps','UnknwnFirm','NoSSaleFlg','AccntNotMM','BadSource','VwapLate','AlreadyFilled','UnknownSecKey','InvldGTD','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','StkCollar','FutCollar','OptCollar','LmtCollar','RefUPrcErr','InvldUser','InvldAccnt','UnknownCrossId','WidUMkt','UMktCls','UPrcRange','RiskCollarRng') NOT NULL DEFAULT 'None',
`spdrRejectLevel` ENUM('None','MarExsOnSponsLvl','MarExsOnSponsTkLvl','MarExsOnCoreLvl','MarExsOnCoreTkLvl','MarSponsOnCoreLvl','MarSponsOnCoreTkLvl','MarCoreOnCoreLvl','MarCoreOnCoreTkLvl','MarCoreOnSubLvl','MarCoreOnSubTkLvl','MarCoreOnAccntLvl','MarCoreOnAccntTkLvl','MarSubOnAccntLvl','MarSubOnAccntTkLvl','MarCoreOnCustomLvl','MarCoreOnCustomTkLvl','MarSubOnCustomLvl','MarSubOnCustomTkLvl','UserLvl','UserTkLvl','AccntLvl','AccntTkLvl','CFirmLvl','CFirmTkLvl','RiskGroup','HardLvl','SoftLvl','GblTkLvl') NOT NULL DEFAULT 'None',
`text` TINYTEXT NOT NULL DEFAULT '',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
PRIMARY KEY USING HASH (`altOrderId`,`srcRoutingCode`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Record indicates that either a SpdrParentOrder (Add or Replace) or FixParentCancel request failed';

SELECT TABLE EXAMPLE QUERY

SELECT
`altOrderId`,
`srcRoutingCode`,
`clientSeqNumIn`,
`altPrevOrderId`,
`parentNumber`,
`accnt`,
`clientFirm`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`rejectType`,
`spdrOrderStatus`,
`spdrCloseReason`,
`spdrRejectReason`,
`spdrRejectLevel`,
`text`,
`timestamp`
FROM `SRTrade`.`MsgSRFixParentReject`
WHERE
/* Replace with a VARCHAR(24) */
`altOrderId` = 'Example_altOrderId'
AND
/* Replace with a VARCHAR(65) */
`srcRoutingCode` = 'Example_srcRoutingCode';

Doc Columns Query

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