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Version: Staging

SpdrMLegBrkrEvent

V8 Message Definiton

SpdrMLegBrkrEvent records are published when a new or clx/replace parent order arrives causes a broker to beging working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'
recTypeenum - EventRecTypePRI'New'type of record NewReplClose
ticker_atenum - AssetType'None'
ticker_tsenum - TickerSrc'None'
ticker_tkVARCHAR(12)''
accntVARCHAR(16)''
spdrSourceenum - SpdrSource'None'
groupingCodeCHAR(19)'0000-0000-0000-0000'
orderSideenum - BuySell'None'
clientFirmVARCHAR(16)''SR client firm code
altAccntVARCHAR(32)''alternate client assigned long account string optional
altUserNameVARCHAR(24)''alternate client assigned user name optional
eventNumberSMALLINT UNSIGNED0
stageTypeenum - SpdrStageType'None'parent is a staged order ToolVisible
stageReviewenum - StageReview'None'
baseParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
prevParentNumberBIGINT0SPDR order number order being cancelledreplaced zero if none
engineNameVARCHAR(32)''server stripe
spdrBrokerStatusenum - SpdrBrokerStatus'None'
spdrOrderStatusenum - SpdrOrderStatus'PendNew'
spdrCloseReasonenum - SpdrCloseReason'None'
spdrRejectReasonenum - SpdrRejectReason'None'
spdrCommentTINYTEXT''additional detail if parent closed or rejected
cumSquareQtyINT0cum spread quantity filled all legs received
avgSquarePrcDOUBLE0
cumPartialQtyINT0cum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
uBidDOUBLE0
uAskDOUBLE0
bidPrcFLOAT0
askPrcFLOAT0
bidSizeINT0
askSizeINT0
openOrderSizeINT0
hedgeSecKey_atenum - AssetType'None'autohedge sec key
hedgeSecKey_tsenum - TickerSrc'None'autohedge sec key
hedgeSecKey_tkVARCHAR(12)''autohedge sec key
hedgeSecKey_yrSMALLINT UNSIGNED0autohedge sec key
hedgeSecKey_mnTINYINT UNSIGNED0autohedge sec key
hedgeSecKey_dyTINYINT UNSIGNED0autohedge sec key
hedgeSecTypeenum - SpdrKeyType'None'autohedge sec type
riskLimitSizeINT0risk limit size
riskLimitDescenum - SpdrRisk'None'reason for size reduction
riskLimitLevelenum - SpdrRiskLevel'None'risk limit level responsible for reduction
riskLimitDetailTINYTEXT''risk limit detail
limitPriceDOUBLE0
limitErrenum - LimitError'None'
limitErrDescTINYTEXT''
algoStateenum - AlgoState'None'
algoCounterINT0
makeStateenum - AlgoState'None'
makeCounterINT0
brokerStateenum - BrokerState'None'broker monitor state
spdrMktStateenum - SpdrMarketState'None'
childOrderMaskINT UNSIGNED0bitmask of all exchange for which a child order was generated
numChildOrdersSMALLINT UNSIGNED0total number of child orders generated by this parent broker parent number
numDayChildOrdersSMALLINT UNSIGNED0total number of child orders generated by this parent broker all day base parent number
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1
recType2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRMLegBrkrEvent` (
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`recType` ENUM('New','Modify','Replace','Close','Reject') NOT NULL DEFAULT 'New' COMMENT 'type of record [New,Repl,Close]',
`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 '',
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`spdrSource` 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') NOT NULL DEFAULT 'None',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm code',
`altAccnt` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional)',
`altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional)',
`eventNumber` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'parent is a staged order [ToolVisible]',
`stageReview` ENUM('None','Strict','Normal') NOT NULL DEFAULT 'None',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)',
`prevParentNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SPDR order number (order being cancelled/replaced) (zero if none)',
`engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'server stripe',
`spdrBrokerStatus` ENUM('None','Updating','Active','Closing','Closed','Rejected','ActiveHold') 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',
`spdrComment` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional detail if parent closed or rejected',
`cumSquareQty` INT NOT NULL DEFAULT 0 COMMENT 'cum spread quantity filled (all legs received)',
`avgSquarePrc` DOUBLE NOT NULL DEFAULT 0,
`cumPartialQty` INT NOT NULL DEFAULT 0 COMMENT 'cum spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]',
`uBid` DOUBLE NOT NULL DEFAULT 0,
`uAsk` DOUBLE NOT NULL DEFAULT 0,
`bidPrc` FLOAT NOT NULL DEFAULT 0,
`askPrc` FLOAT NOT NULL DEFAULT 0,
`bidSize` INT NOT NULL DEFAULT 0,
`askSize` INT NOT NULL DEFAULT 0,
`openOrderSize` INT NOT NULL DEFAULT 0,
`hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge sec key',
`hedgeSecKey_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 'auto-hedge sec key',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'auto-hedge sec key',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
`hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge sec type',
`riskLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'risk limit size',
`riskLimitDesc` ENUM('None','NullCounter','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVe','DayShWtVe','DayAbsWtVe','DayLnNValue','DayShNValue','DayAbsNValue','StkImpact','FutImpact','OptImpact','NullMRC','NullSRC','DDeltaLn','DDeltaSh','DDeltaAbs','WtVegaLn','WtVegaSh','WtVegaAbs','NValueLn','NValueSh','NValueAbs','CtrlDisable','AccEmaDdLn','AccEmaDdSh','AccEmaWvLn','AccEmaWvSh','SymEmaDdLn','SymEmaDdSh','SymEmaWvLn','SymEmaWvSh','ExpDDeltaLn','ExpDDeltaSh','ExpWtVegaLn','ExpWtVegaSh','ExpRm6Ln','ExpRm6Sh','SymDDeltaLn','SymDDeltaSh','SymVegaLn','SymVegaSh','SymWtVegaLn','SymWtVegaSh','SymRm7Ln','SymRm7Sh','GrpDdLn','GrpDdSh','GrpOptQtyLn','GrpOptQtySh','GrpOptQtyAbs','GrpVegaLn','GrpVegaSh','GrpVegaAbs','GrpRm1Ln','GrpRm1Sh','GrpRm1Abs','GrpRm2Ln','GrpRm2Sh','GrpRm3Ln','GrpRm3Sh','GrpRm4Ln','GrpRm4Sh','GrpRm5Ln','GrpRm5Sh','UDn50','UUp50','UDn15','UUp15','OrderSize','SysErr','StkErr','FutErr','OptErr','SSaleErr','SSaleRstr','StkSellLmt','Locate','StkRstct','SizeCap','ZeroCross','PreOpnQ','TrgWait','WaitStart','WaitTrigger','LegStep','TwapStep','MktNotReady','MaxRisk','NoStkBrw','BadMkt','BadLmt','NoAltOrdId','InvldBrkr','MaxChildOrders','MktHalted','UPrcErr','MinUBid','MaxUAsk','PreStart','ClntRteDn','ActiveSize','MktClosed','NoDDeltaMult','InvldDelta','RiskCollarRng','DayFutCnBot','DayFutCnSld','DayFutCnAbs','AccFutCnAbs') NOT NULL DEFAULT 'None' COMMENT 'reason for size reduction',
`riskLimitLevel` 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' COMMENT 'risk limit level responsible for reduction',
`riskLimitDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'risk limit detail',
`limitPrice` DOUBLE NOT NULL DEFAULT 0,
`limitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None',
`limitErrDesc` TINYTEXT NOT NULL DEFAULT '',
`algoState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None',
`algoCounter` INT NOT NULL DEFAULT 0,
`makeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None',
`makeCounter` INT NOT NULL DEFAULT 0,
`brokerState` ENUM('None','Start','MarNotEnabled','CloseRequest','WaitTrigger','ChkBrkrFail','NotValid','StepChk','ResetOff','ResetOn','ResetActive','TwapChkWait','TwapChk','VwapChk','VwapVlmFail','CleanupBrkr','AlgoNormal','StkClosed','StkHalted','StkNotOpn','FutClosed','FutHalted','FutNotOpn','TryCxlChildrenCont','BrkrPendNew','BrkrPendClose','BrkrPreOpnQ','BrkrPendRpl','BrkrWaitTrig','TryCxlChildrenTerm','PendChildCxl','Done','BrkrClosing','BrkrClosed','BrkrRejected','MktHalted','LimitErr','RiskHold','SecTypeErr','MktDataErr','LmtErr','StkNotRdy','MinUPrcLmt','MaxUPrcLmt','InvldSysEnv','InvldRunStatus','InvldEngineType','MarketClosed','GoodTillDttmReached','TestExpired','AutoHedgeExpired','EngineClosed','EngPreOpn','OutsideMktDay','OutsideMktDay2','MaxChildRejects','IOCExpired','ProgressTimeout','NoStreetFixSession','StreetFixNotLoggedIn','StreetFixTimeout','HedgeHold','NewParent','AddUpdate','ClearAction','UpdateLegLimit','Exception','AlgoWorking','ReviewReject','ReviewPending','ReviewTimeout','PendTrigger','PendReview','PendCxlRpl','Suspended','LeggerWait','NoStkMkt','CkIncrProgress','TriggerHold','SwitchMOC','HoldMOC','VwapStepWait','MaxChildOrders','ActiveHold') NOT NULL DEFAULT 'None' COMMENT 'broker monitor state',
`spdrMktState` ENUM('None','PreOpen','Open','Closed','Halted','EngNotOpen','Exception') NOT NULL DEFAULT 'None',
`childOrderMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bit-mask of all exchange for which a child order was generated',
`numChildOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'total number of child orders generated by this parent broker (parent number)',
`numDayChildOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'total number of child orders generated by this parent broker (all day; base parent number)',
`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',
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
PRIMARY KEY USING HASH (`parentNumber`,`recType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrMLegBrkrEvent records are published when a new or clx/replace parent order arrives causes a broker to beging working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.';

SELECT TABLE EXAMPLE QUERY

SELECT
`parentNumber`,
`recType`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`accnt`,
`spdrSource`,
`groupingCode`,
`orderSide`,
`clientFirm`,
`altAccnt`,
`altUserName`,
`eventNumber`,
`stageType`,
`stageReview`,
`baseParentNumber`,
`prevParentNumber`,
`engineName`,
`spdrBrokerStatus`,
`spdrOrderStatus`,
`spdrCloseReason`,
`spdrRejectReason`,
`spdrComment`,
`cumSquareQty`,
`avgSquarePrc`,
`cumPartialQty`,
`uBid`,
`uAsk`,
`bidPrc`,
`askPrc`,
`bidSize`,
`askSize`,
`openOrderSize`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeSecType`,
`riskLimitSize`,
`riskLimitDesc`,
`riskLimitLevel`,
`riskLimitDetail`,
`limitPrice`,
`limitErr`,
`limitErrDesc`,
`algoState`,
`algoCounter`,
`makeState`,
`makeCounter`,
`brokerState`,
`spdrMktState`,
`childOrderMask`,
`numChildOrders`,
`numDayChildOrders`,
`timestamp`
FROM `SRTrade`.`MsgSRMLegBrkrEvent`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber'
AND
/* Replace with a ENUM('New','Modify','Replace','Close','Reject') */
`recType` = 'New';

Doc Columns Query

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