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Version: Staging

SpdrStrategyStateLeggerX

V8 Message Definiton

METADATA

AttributeValue
Topic5355-strategy-legger
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
strategyNumberBIGINTPRI0strategy number
accntVARCHAR(16)''SR trading account
clientFirmVARCHAR(16)''SR client firm
spdrSourceenum - SpdrSource'None'
strategyStatusenum - StrategyStatus'None'
strategyStateenum - StrategyState'None'
strategyDetailTINYTEXT''
stgyLimitPriceDOUBLE0strategy limit price live adjusted
cumSquareFillQtyINT0
cumPartialFillQtyINT0
avgSquareFillPrcDOUBLE0
stgyBidPxDOUBLE0synthetic strategy bid from individual leg markets
stgyAskPxDOUBLE0synthetic strategy ask from individual leg markets
stgyBidSzDOUBLE0
stgyAskSzDOUBLE0
stgySurfacePriceDOUBLE0strategy surface fairmidmarket price
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
strategyNumber1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRStrategyStateLeggerX` (
`strategyNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'strategy number',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`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',
`strategyStatus` ENUM('None','Active','Hold','Closed') NOT NULL DEFAULT 'None',
`strategyState` ENUM('None','Initialized','InvalidLeg','InvalidUpdate','LeggerDone','LimitErr','MktDataErr','SysError','TrySend','TryUpdate','Updated','Except','UserHold','Rejected','MissingLegs','UserClosed','LeggerFilled','LeggerExpired','LegBrkrReject','LegBrkrClosed','LegsClosed','Working') NOT NULL DEFAULT 'None',
`strategyDetail` TINYTEXT NOT NULL DEFAULT '',
`stgyLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strategy limit price (live / adjusted)',
`cumSquareFillQty` INT NOT NULL DEFAULT 0,
`cumPartialFillQty` INT NOT NULL DEFAULT 0,
`avgSquareFillPrc` DOUBLE NOT NULL DEFAULT 0,
`stgyBidPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'synthetic strategy bid (from individual leg markets)',
`stgyAskPx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'synthetic strategy ask (from individual leg markets)',
`stgyBidSz` DOUBLE NOT NULL DEFAULT 0,
`stgyAskSz` DOUBLE NOT NULL DEFAULT 0,
`stgySurfacePrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'strategy surface (fair/mid-market) price',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
PRIMARY KEY USING HASH (`strategyNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`strategyNumber`,
`accnt`,
`clientFirm`,
`spdrSource`,
`strategyStatus`,
`strategyState`,
`strategyDetail`,
`stgyLimitPrice`,
`cumSquareFillQty`,
`cumPartialFillQty`,
`avgSquareFillPrc`,
`stgyBidPx`,
`stgyAskPx`,
`stgyBidSz`,
`stgyAskSz`,
`stgySurfacePrice`,
`timestamp`
FROM `SRTrade`.`MsgSRStrategyStateLeggerX`
WHERE
/* Replace with a BIGINT */
`strategyNumber` = 1234567890;

Doc Columns Query

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