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Version: Staging

SpdrParentBrkrState

V8 Message Definiton

SpdrParentBrkrState records are created/published by SpiderRock Execution Engines. Each record describes the current state of one (or more) parent orders. If a parent order is canceled/replaced then entire chain is represented by a single broker state record.

METADATA

AttributeValue
Topic3985-parent-orders
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI, SEC''
secKey_atenum - AssetTypePRI'None'
secKey_tsenum - TickerSrcPRI'None'
secKey_tkVARCHAR(12)PRI''
secKey_yrSMALLINT UNSIGNEDPRI0
secKey_mnTINYINT UNSIGNEDPRI0
secKey_dyTINYINT UNSIGNEDPRI0
secKey_xxDOUBLEPRI0
secKey_cpenum - CallPutPRI'Call'
secTypeenum - SpdrKeyTypePRI'None'
spdrSourceenum - SpdrSourcePRI'None'
groupingCodeCHAR(19)PRI'0000-0000-0000-0000'
orderSideenum - BuySellPRI'None'
clientFirmVARCHAR(16)PRI, SEC''SR client firm
userNameVARCHAR(24)SEC''SR user name string
parentNumberCHAR(19)'0000-0000-0000-0000'SR parent number
baseParentNumberCHAR(19)'0000-0000-0000-0000'
modifyNumberCHAR(19)'0000-0000-0000-0000'most recent parent number affecting this order AddReplace or Modify
noticeNumberCHAR(19)'0000-0000-0000-0000'SR noticeNumber required when parentOrderHandling BlockAuction BlockResponse
riskGroupIdCHAR(19)'0000-0000-0000-0000'all orders with the same riskGroupId share a common set of risk countersGrp risk limits apply to these shared counters
triggerGroupIdBIGINT0
strategyVARCHAR(36)''parent order strategy string can be user supplied
execBrkrCodeVARCHAR(16)''execBrkrCode attached to parent order if any
altOrderIdTINYTEXT''alternate order ID usually clOrdId from client
packageIdBIGINT0groups related orderbrokers together eg Legger wMLeg Parent
altAccntTINYTEXT''alternate client assigned long account string optional
altUserNameVARCHAR(24)''alternate client assigned user name optional
stageTypeenum - SpdrStageType'None'parent is a staged order ToolVisible
isFlaggedenum - YesNo'None'broker state records is flagged for action user alert only
ticker_atenum - AssetType'None'underlier ticker
ticker_tsenum - TickerSrc'None'underlier ticker
ticker_tkVARCHAR(12)''underlier ticker
uPrcDOUBLE0underlier price usually midmarket
uPrcOrderDOUBLE0underlier price at the time of last parent order arrival
nbboBidDOUBLE0current option nbbo bid at time of record publish
nbboAskDOUBLE0current option nbbo ask at time of record publish
nbboBidSzINT0current option nbbo cum bid size at time of record publish
nbboAskSzINT0current option nbbo cum ask size at time of record publish
surfacePrcFLOAT0SR surface price record publish
surfaceVolFLOAT0SR surface volatility record publish
orderRefSDivFLOAT0
orderRefSDivTypeenum - RefSDivType'None'
spdrBrokerStatusenum - SpdrBrokerStatus'None'
spdrOrderStatusenum - SpdrOrderStatus'PendNew'status of the most recent parent order handled by this broker
spdrCloseReasonenum - SpdrCloseReason'None'close reason of most recent parent order
spdrRejectReasonenum - SpdrRejectReason'None'reject reason if any of most recent parent order
spdrRejectLevelenum - SpdrRiskLevel'None'reject level if any of most recent parent order
isPermanentlyClosedenum - YesNo'None'indicates that this broker is permanently closed cannot be cxlreplaced or reopened autohedge orders only
numExternRiskHoldINT0num external risk management rejects received
lastExternRiskTextTINYTEXT''last external exch risk management reject
lastExternRiskRejectDATETIME(6)'1900-01-01 00:00:00.000000'
spdrCommentTINYTEXT''
orderSizeINT0order size of most recent parent order
orderActiveSizeINT0total activated size total size released for execution 1 all available size
activeDurationINT0optional number of seconds
updateDttmDATETIME(6)'1900-01-01 00:00:00.000000'
goodTillDttmDATETIME(6)'1900-01-01 00:00:00.000000'order expiration datetime most recent parent order in cxlreplace chain
leavesQuantityINT0current child order leaves quantity quantity actively working in the marketall child orders
avgFillPriceDOUBLE0average fill price
avgFillUPriceDOUBLE0average fill underlier price
cumFillQuantityINT0cumulative fill quantity
avgFillVolFLOAT0average fill volatility
cumFillVegaFLOAT0cumulative fill vega
cumFillThetaFLOAT0cumulative fill theta
cumFillDDeltaFLOAT0cumulative fill Delta
cumExchFeeFLOAT0cumulative fill exch fee
cumM10PnlFLOAT0
cumArrivalPnlFLOAT0
lastFillDttmDATETIME(6)'1900-01-01 00:00:00.000000'
riskLimitSizeINT0risk limit size maximum size to nearest risk limit
riskLimitDescenum - SpdrRisk'None'reason for size reduction
riskLimitLevelenum - SpdrRiskLevel'None'risk limit level responsible for reduction
riskLimitDetailTINYTEXT''risk limit detail
limitPriceDOUBLE0simple limit
limitRefUPrcDOUBLE0
limitErrenum - LimitError'None'
limitErrDescTINYTEXT''
bestLimitOffsetFLOAT0possible price improvement gap between best price and initlimit price FaceMatrix orders
makeProbLimitFLOAT0
makeSurfOffsetFLOAT0
makeLimitPriceDOUBLE0make limit
makeLimitErrenum - LimitError'None'
takeProbLimitFLOAT0
takeSurfOffsetFLOAT0
takeLimitPriceDOUBLE0take limit
takeLimitErrenum - LimitError'None'
autoHedgeenum - AutoHedge'None'
hedgeInstrumentenum - HedgeInst'None'autohedge instrument from parent order
hedgeSecKey_atenum - AssetType'None'autohedge sec key if any
hedgeSecKey_tsenum - TickerSrc'None'autohedge sec key if any
hedgeSecKey_tkVARCHAR(12)''autohedge sec key if any
hedgeSecKey_yrSMALLINT UNSIGNED0autohedge sec key if any
hedgeSecKey_mnTINYINT UNSIGNED0autohedge sec key if any
hedgeSecKey_dyTINYINT UNSIGNED0autohedge sec key if any
hedgeSecTypeenum - SpdrKeyType'None'autohedge sec type Stock or Future
hedgeBetaRatioFLOAT0autohedge ratio from parent order if supplied or computed by SR
hedgeScopeenum - HedgeScope'None'hedge group scope RiskGroup or Accnt
hedgeSessionenum - MarketSession'None'market session for the autohedge order
externHedgeExDestVARCHAR(16)''external broker exDest only used if orderHandlingExtern Should match FixRoutingTabledestination type eg Nighthawk
externHedgeParamsTINYTEXT''external algo namesparameters usually just an algo name usually copied from the FixRoutingTableexternParams
userData1TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
maxProgressenum - MaxProgress'None'maximum point of progress for most recent parent order
maxProgressDetailTINYTEXT''additional detail on point of maximum progress
maxProgressTimeDATETIME(6)'1900-01-01 00:00:00.000000'time of last max progress advance
brokerStateenum - BrokerState'None'broker monitor state
brokerCounterINT0number of times order checked by broker monitor note most checks result in no action
makeStateenum - AlgoState'None'enum current state of nonmarketable order handler maker
makeCounterINT0number of times order checked by post handler note most checks result in no action
takeStateenum - AlgoState'None'enum current state of marketable order handler taker
takeCounterINT0number of times order checked by take handler note most checks result in no action
mktRespStateenum - MktRespState'None'enum current state of response handler if any
mktRespCounterINT0number of times order checked by market response handler note most checks result in no action
mktCrossStateenum - MktCrossState'None'enum current state of mkt cross handler if any
mktCrossCounterINT0number of times order checked by market cross handler note most checks result in no action
progressRuleDetailTINYTEXT''TwapVwap progress detail
lastChildEventenum - ChildEvent'None'enum last event code from brokerchild order handlers
lastChildRejectDttmDATETIME(6)'1900-01-01 00:00:00.000000'last child order reject dttm if any
lastChildRejectTextTINYTEXT''last child order reject reasontext if any
spdrMktStateenum - SpdrMarketState'None'enum market state
cpx1FLOAT0child price level 1
csz1INT0cumulative size represented at this price
cex1INT UNSIGNED0bit mask of all exchanges where we are at this price
cnt1TINYINT UNSIGNED0number of child orders at price level 1
cpx2FLOAT0child price level 2
csz2INT0cumulative size represented at this price
cex2INT UNSIGNED0bit mask of all exchanges where we are at this price
cnt2TINYINT UNSIGNED0number of child orders at price level 2
cMoreTINYINT UNSIGNED0number of additional child orders at inferior prices if any
expiryKeyVARCHAR(6)''
cnVolFLOAT0
cnYrsFLOAT0
cnUPrcFLOAT0
cnDeFLOAT0delta per contract
cnDdFLOAT0delta per contract
cnVeFLOAT0vega per contract
cnGaFLOAT0
cnThFLOAT0
cnPrFLOAT0premium per contract
ddMultFLOAT0
priceFormatenum - PriceFormat'None'option price format code
uPriceFormatenum - PriceFormat'None'underlier price format code
underliersPerCnINT0option delivery underliers per contract
underlierTypeenum - UnderlierType'None'type of underlier affects greek calculations
tickValueFLOAT0NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValueFLOAT0NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrencyenum - Currency'None'
theoVolFLOAT0
theoPrcFLOAT0
numNewOrdersINT0number of child orders generated by this broker all parent orders
numParentLimitsSMALLINT UNSIGNED0number of parent limit messages received for this broker
brokerVwapMarkFLOAT0trade weighted average price duration of parent order
brokerVwapUMarkFLOAT0optiontrade weighted average underlier price duration of parent order
brokerQwapMarkFLOAT0average quote midmarket duration of parent order
brokerQwapUMarkFLOAT0average underlier quote midmarket duration of parent order
vwapPnLFLOAT0dir qty brokerVwapMark avgFillPrice
vwapDnPnLFLOAT0vwapPnL uDriftVwapPnL
uDriftVwapPnLFLOAT0dir de qty brokerVwapUMark avgFillUPrice
qwapPnLFLOAT0dir qty brokerQwapMark avgFillPrice
qwapDnPnLFLOAT0qwapPnL uDriftQwapPnL
uDriftQwapPnLFLOAT0dir de qty brokerQwapUMark avgFillUPrice
numImprvChldINT0number of child orders that improved an existing market
activeSecondsFLOAT0number of seconds that the parent order was active
withSecondsFLOAT0number of seconds with one or more working child orders that are with of nbbo
aloneSecondsFLOAT0number of seconds with one or more working child orders that make up 100 of nbbo
workingSecondsFLOAT0number of child order seconds can be greater than activeSeconds if working on more than one exchange
numRiskCancelsINT0number of child orders cancels for risk reasons
riskHoldSecondsFLOAT0number of seconds with parent order active but on risk hold zero child order risk size
riskThrtlSecondsFLOAT0number of seconds with parent order active but in risk throttle condition temporary hold after fastmass risk cancel
numMakeThrottleSkipsINT0number of childs orders not send to market dues to outbound lines being in a queuedthrottled state
sumMakeThrottleDelayFLOAT0cumulative seconds of queue skip delay seconds that a child order was not in the market dues to outbound lines being in a queuedthrottled state
uPrcDriftFLOAT0underlier drift since parent order start
sVolDriftFLOAT0surface vol drift since parent order start
updateSrcenum - UpdateSource'None'
numUpdatesINT0number of record updates cumulative for the day
timestampDATETIME(6)'1900-01-01 00:00:00.000000'SR system timestamp

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
secKey_tk2
secKey_yr3
secKey_mn4
secKey_dy5
secKey_xx6
secKey_cp7
secKey_at8
secKey_ts9
secType10
spdrSource11
groupingCode12
orderSide13
clientFirm14

SECONDARY INDEX (AccntIndex) (Not Unique)

FieldSequence
accnt1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

FieldSequence
clientFirm1

SECONDARY INDEX (UserNameIndex) (Not Unique)

FieldSequence
userName1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentBrkrState` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`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',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_xx` DOUBLE NOT NULL DEFAULT 0,
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
`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',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'SR user name string',
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR parent number',
`baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`modifyNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'most recent parent number affecting this order (AddReplace or Modify)',
`noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR noticeNumber [required when parentOrderHandling = BlockAuction | BlockResponse]',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters',
`triggerGroupId` BIGINT NOT NULL DEFAULT 0,
`strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'parent order strategy string (can be user supplied)',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'execBrkrCode attached to parent order (if any)',
`altOrderId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'alternate order ID (usually clOrdId from client)',
`packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'groups related order/brokers together (eg. Legger w/MLeg Parent)',
`altAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional)',
`altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional)',
`stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'parent is a staged order [ToolVisible]',
`isFlagged` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'broker state records is flagged for action (user alert only)',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier ticker',
`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' COMMENT 'underlier ticker',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier ticker',
`uPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier price (usually mid-market)',
`uPrcOrder` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier price at the time of last parent order arrival',
`nbboBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current option nbbo bid (at time of record publish)',
`nbboAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'current option nbbo ask (at time of record publish)',
`nbboBidSz` INT NOT NULL DEFAULT 0 COMMENT 'current option nbbo cum bid size (at time of record publish)',
`nbboAskSz` INT NOT NULL DEFAULT 0 COMMENT 'current option nbbo cum ask size (at time of record publish)',
`surfacePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface price @ record publish',
`surfaceVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface volatility @ record publish',
`orderRefSDiv` FLOAT NOT NULL DEFAULT 0,
`orderRefSDivType` ENUM('None','Live','Locked') NOT NULL DEFAULT 'None',
`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' COMMENT 'status of the most recent parent order handled by this broker',
`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' COMMENT 'close reason of most recent parent order',
`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' COMMENT 'reject reason (if any) of most recent parent order',
`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' COMMENT 'reject level (if any) of most recent parent order',
`isPermanentlyClosed` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'indicates that this broker is permanently closed (cannot be cxl/replaced or re-opened) [auto-hedge orders only]',
`numExternRiskHold` INT NOT NULL DEFAULT 0 COMMENT 'num external risk management rejects received',
`lastExternRiskText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'last external (exch?) risk management reject',
`lastExternRiskReject` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`spdrComment` TINYTEXT NOT NULL DEFAULT '',
`orderSize` INT NOT NULL DEFAULT 0 COMMENT 'order size of most recent parent order',
`orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'total activated size (total size released for execution) (-1 = all available size)',
`activeDuration` INT NOT NULL DEFAULT 0 COMMENT '[optional] (number of seconds)',
`updateDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`goodTillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'order expiration date/time (most recent parent order in cxl/replace chain)',
`leavesQuantity` INT NOT NULL DEFAULT 0 COMMENT 'current child order leaves quantity (quantity actively working in the market;all child orders)',
`avgFillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average fill price',
`avgFillUPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average fill underlier price',
`cumFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fill quantity',
`avgFillVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'average fill volatility',
`cumFillVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative fill vega',
`cumFillTheta` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative fill theta',
`cumFillDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative fill $Delta',
`cumExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative fill exch fee',
`cumM10Pnl` FLOAT NOT NULL DEFAULT 0,
`cumArrivalPnl` FLOAT NOT NULL DEFAULT 0,
`lastFillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`riskLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'risk limit size (maximum size to nearest risk limit)',
`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 COMMENT 'simple limit',
`limitRefUPrc` 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 '',
`bestLimitOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '(possible price improvement) (gap between best price and init/limit price) (Face/Matrix orders)',
`makeProbLimit` FLOAT NOT NULL DEFAULT 0,
`makeSurfOffset` FLOAT NOT NULL DEFAULT 0,
`makeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'make limit',
`makeLimitErr` 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',
`takeProbLimit` FLOAT NOT NULL DEFAULT 0,
`takeSurfOffset` FLOAT NOT NULL DEFAULT 0,
`takeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'take limit',
`takeLimitErr` 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',
`autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None',
`hedgeInstrument` ENUM('None','Default','FrontMonth','Stock','Future') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge instrument (from parent order)',
`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 (if any)',
`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 (if any)',
`hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'auto-hedge sec key (if any)',
`hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key (if any)',
`hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key (if any)',
`hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key (if any)',
`hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge sec type (Stock or Future)',
`hedgeBetaRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'auto-hedge ratio [from parent order (if supplied) or computed by SR]',
`hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'None' COMMENT 'hedge group scope [RiskGroup or Accnt]',
`hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None' COMMENT 'market session for the autohedge order',
`externHedgeExDest` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)',
`externHedgeParams` TINYTEXT NOT NULL DEFAULT '' COMMENT 'external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams',
`userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`maxProgress` ENUM('None','Initialize','Rejected','PreOpen','RiskHold','Working','ChkRte','RteRej','WaitAction','InMarket','Filling','Filled','PendingClose','Closed','HedgeHold') NOT NULL DEFAULT 'None' COMMENT 'maximum point of progress for most recent parent order',
`maxProgressDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional detail on point of maximum progress',
`maxProgressTime` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'time of last max progress advance',
`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',
`brokerCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by broker monitor (note: most checks result in no action)]',
`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' COMMENT '[enum] current state of non-marketable order handler (maker)',
`makeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by post handler (note: most checks result in no action)',
`takeState` 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' COMMENT '[enum] current state of marketable order handler (taker)',
`takeCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by take handler (note: most checks result in no action)',
`mktRespState` ENUM('None','ChildCxlHold') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of response handler (if any)',
`mktRespCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by market response handler (note: most checks result in no action)',
`mktCrossState` ENUM('None','Hold','NoHandler','OrderPending','CheckPending','BrkrNotActive','ExchHold','InvldBrkr','Filled','MktOpnCutoff','MktClsCutoff','InvldHandler','SendHold','NoAvailSize','NoRiskSize','LimitErr','MaxChildOrders','OpenOrder','InvldCrossType','CanSendFail','TrySend','CreateErr','SendErr','OrderPosted','ChildCxlHold','NoRoute','AuctionClosed','RespondWait','ZeroCustSize','AuctionPending','ChildCxlPending','TryCross','TryCrossFail','Exception','CustCancel','LockMiss','CrossPending','ChildCrossPending','ChildAllocPending','CrossClosed','ChildSweepPending','CustFilled') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of mkt cross handler (if any)',
`mktCrossCounter` INT NOT NULL DEFAULT 0 COMMENT 'number of times order checked by market cross handler (note: most checks result in no action)',
`progressRuleDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'Twap/Vwap progress detail',
`lastChildEvent` ENUM('None','OK','ChildError','EnvNotValid','NoOrdSide','OptNotReady','ChildErrHold','ImmCxl','MaxChildOrders','RollVlm','MoveVlm') NOT NULL DEFAULT 'None' COMMENT '[enum] last event code from broker/child order handler(s)',
`lastChildRejectDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'last child order reject dttm (if any)',
`lastChildRejectText` TINYTEXT NOT NULL DEFAULT '' COMMENT 'last child order reject reason/text (if any)',
`spdrMktState` ENUM('None','PreOpen','Open','Closed','Halted','EngNotOpen','Exception') NOT NULL DEFAULT 'None' COMMENT '[enum] market state',
`cpx1` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #1',
`csz1` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cex1` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bit mask of all exchanges where we are at this price',
`cnt1` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of child orders at price level #1',
`cpx2` FLOAT NOT NULL DEFAULT 0 COMMENT 'child price level #2',
`csz2` INT NOT NULL DEFAULT 0 COMMENT 'cumulative size represented at this price',
`cex2` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bit mask of all exchanges where we are at this price',
`cnt2` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of child orders at price level #2',
`cMore` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of additional child orders at inferior prices (if any)',
`expiryKey` VARCHAR(6) NOT NULL DEFAULT '',
`cnVol` FLOAT NOT NULL DEFAULT 0,
`cnYrs` FLOAT NOT NULL DEFAULT 0,
`cnUPrc` FLOAT NOT NULL DEFAULT 0,
`cnDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'delta per contract',
`cnDd` FLOAT NOT NULL DEFAULT 0 COMMENT '$delta per contract',
`cnVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'vega per contract',
`cnGa` FLOAT NOT NULL DEFAULT 0,
`cnTh` FLOAT NOT NULL DEFAULT 0,
`cnPr` FLOAT NOT NULL DEFAULT 0 COMMENT 'premium per contract',
`ddMult` FLOAT NOT NULL DEFAULT 0,
`priceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'option price format code',
`uPriceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'underlier price format code',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'option delivery underliers per contract',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'type of underlier (affects $greek calculations)',
`tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
`pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
`theoVol` FLOAT NOT NULL DEFAULT 0,
`theoPrc` FLOAT NOT NULL DEFAULT 0,
`numNewOrders` INT NOT NULL DEFAULT 0 COMMENT 'number of child orders generated by this broker (all parent orders)',
`numParentLimits` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'number of parent limit messages received for this broker',
`brokerVwapMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'trade weighted average price (duration of parent order)',
`brokerVwapUMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'option-trade weighted average underlier price (duration of parent order)',
`brokerQwapMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'average quote mid-market (duration of parent order)',
`brokerQwapUMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'average underlier quote mid-market (duration of parent order)',
`vwapPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'dir * qty * (brokerVwapMark - avgFillPrice)',
`vwapDnPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'vwapPnL - uDriftVwapPnL',
`uDriftVwapPnL` FLOAT NOT NULL DEFAULT 0 COMMENT '(dir * (de * qty * (brokerVwapUMark - avgFillUPrice)))',
`qwapPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'dir * qty * (brokerQwapMark - avgFillPrice)',
`qwapDnPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'qwapPnL - uDriftQwapPnL',
`uDriftQwapPnL` FLOAT NOT NULL DEFAULT 0 COMMENT '(dir * (de * qty * (brokerQwapUMark - avgFillUPrice)))',
`numImprvChld` INT NOT NULL DEFAULT 0 COMMENT 'number of child orders that improved an existing market',
`activeSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds that the parent order was active',
`withSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds with one or more working child orders that are with of nbbo',
`aloneSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds with one or more working child orders that make up 100% of nbbo',
`workingSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of child order seconds (can be greater than activeSeconds if working on more than one exchange)',
`numRiskCancels` INT NOT NULL DEFAULT 0 COMMENT 'number of child orders cancels for risk reasons',
`riskHoldSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds with parent order active but on risk hold (zero child order risk size)',
`riskThrtlSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'number of seconds with parent order active but in risk throttle condition (temporary hold after fast/mass risk cancel)',
`numMakeThrottleSkips` INT NOT NULL DEFAULT 0 COMMENT 'number of childs orders not send to market dues to outbound lines being in a queued/throttled state',
`sumMakeThrottleDelay` FLOAT NOT NULL DEFAULT 0 COMMENT 'cumulative seconds of queue skip delay (seconds that a child order was not in the market dues to outbound lines being in a queued/throttled state)',
`uPrcDrift` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier drift (since parent order start)',
`sVolDrift` FLOAT NOT NULL DEFAULT 0 COMMENT 'surface vol drift (since parent order start)',
`updateSrc` ENUM('None','New','Done','Reject','BrokerStatus','CumActQty','CumFillQty','Dirty','OrderStatus','Refresh','StateReject','PermClosed','ParentLimit') NOT NULL DEFAULT 'None',
`numUpdates` INT NOT NULL DEFAULT 0 COMMENT 'number of record updates (cumulative for the day)',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'SR system timestamp',
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
CONSTRAINT nonnegative_modifyNumber CHECK(ASCII(modifyNumber) < 56),
CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`accnt`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`spdrSource`,`groupingCode`,`orderSide`,`clientFirm`),
KEY `AccntIndex` (`accnt`) USING HASH,
KEY `ClientFirmIndex` (`clientFirm`) USING HASH,
KEY `UserNameIndex` (`userName`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentBrkrState records are created/published by SpiderRock Execution Engines. Each record describes the current state of one (or more) parent orders. If a parent order is canceled/replaced then entire chain is represented by a single broker state record.';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`spdrSource`,
`groupingCode`,
`orderSide`,
`clientFirm`,
`userName`,
`parentNumber`,
`baseParentNumber`,
`modifyNumber`,
`noticeNumber`,
`riskGroupId`,
`triggerGroupId`,
`strategy`,
`execBrkrCode`,
`altOrderId`,
`packageId`,
`altAccnt`,
`altUserName`,
`stageType`,
`isFlagged`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`uPrc`,
`uPrcOrder`,
`nbboBid`,
`nbboAsk`,
`nbboBidSz`,
`nbboAskSz`,
`surfacePrc`,
`surfaceVol`,
`orderRefSDiv`,
`orderRefSDivType`,
`spdrBrokerStatus`,
`spdrOrderStatus`,
`spdrCloseReason`,
`spdrRejectReason`,
`spdrRejectLevel`,
`isPermanentlyClosed`,
`numExternRiskHold`,
`lastExternRiskText`,
`lastExternRiskReject`,
`spdrComment`,
`orderSize`,
`orderActiveSize`,
`activeDuration`,
`updateDttm`,
`goodTillDttm`,
`leavesQuantity`,
`avgFillPrice`,
`avgFillUPrice`,
`cumFillQuantity`,
`avgFillVol`,
`cumFillVega`,
`cumFillTheta`,
`cumFillDDelta`,
`cumExchFee`,
`cumM10Pnl`,
`cumArrivalPnl`,
`lastFillDttm`,
`riskLimitSize`,
`riskLimitDesc`,
`riskLimitLevel`,
`riskLimitDetail`,
`limitPrice`,
`limitRefUPrc`,
`limitErr`,
`limitErrDesc`,
`bestLimitOffset`,
`makeProbLimit`,
`makeSurfOffset`,
`makeLimitPrice`,
`makeLimitErr`,
`takeProbLimit`,
`takeSurfOffset`,
`takeLimitPrice`,
`takeLimitErr`,
`autoHedge`,
`hedgeInstrument`,
`hedgeSecKey_at`,
`hedgeSecKey_ts`,
`hedgeSecKey_tk`,
`hedgeSecKey_yr`,
`hedgeSecKey_mn`,
`hedgeSecKey_dy`,
`hedgeSecType`,
`hedgeBetaRatio`,
`hedgeScope`,
`hedgeSession`,
`externHedgeExDest`,
`externHedgeParams`,
`userData1`,
`userData2`,
`maxProgress`,
`maxProgressDetail`,
`maxProgressTime`,
`brokerState`,
`brokerCounter`,
`makeState`,
`makeCounter`,
`takeState`,
`takeCounter`,
`mktRespState`,
`mktRespCounter`,
`mktCrossState`,
`mktCrossCounter`,
`progressRuleDetail`,
`lastChildEvent`,
`lastChildRejectDttm`,
`lastChildRejectText`,
`spdrMktState`,
`cpx1`,
`csz1`,
`cex1`,
`cnt1`,
`cpx2`,
`csz2`,
`cex2`,
`cnt2`,
`cMore`,
`expiryKey`,
`cnVol`,
`cnYrs`,
`cnUPrc`,
`cnDe`,
`cnDd`,
`cnVe`,
`cnGa`,
`cnTh`,
`cnPr`,
`ddMult`,
`priceFormat`,
`uPriceFormat`,
`underliersPerCn`,
`underlierType`,
`tickValue`,
`pointValue`,
`pointCurrency`,
`theoVol`,
`theoPrc`,
`numNewOrders`,
`numParentLimits`,
`brokerVwapMark`,
`brokerVwapUMark`,
`brokerQwapMark`,
`brokerQwapUMark`,
`vwapPnL`,
`vwapDnPnL`,
`uDriftVwapPnL`,
`qwapPnL`,
`qwapDnPnL`,
`uDriftQwapPnL`,
`numImprvChld`,
`activeSeconds`,
`withSeconds`,
`aloneSeconds`,
`workingSeconds`,
`numRiskCancels`,
`riskHoldSeconds`,
`riskThrtlSeconds`,
`numMakeThrottleSkips`,
`sumMakeThrottleDelay`,
`uPrcDrift`,
`sVolDrift`,
`updateSrc`,
`numUpdates`,
`timestamp`
FROM `SRTrade`.`MsgSRParentBrkrState`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_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') */
`secKey_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`secKey_tk` = 'Example_secKey_tk'
AND
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr` = 123
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_mn` = 1
AND
/* Replace with a TINYINT UNSIGNED */
`secKey_dy` = 1
AND
/* Replace with a DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = 'None'
AND
/* 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') */
`spdrSource` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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