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Version: Staging

SpdrSweepExchDetail

V8 Message Definiton

SpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed

METADATA

AttributeValue
Topic2270-execution-engine
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'
triggerGroupIdBIGINTPRI0
exchangeVARCHAR(8)PRI''
accntVARCHAR(16)''
clientFirmVARCHAR(16)''
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
orderSideenum - BuySell'None'
parentOrderSizeINT0
parentLimitPriceDOUBLE0
exchBidDOUBLE0
exchAskDOUBLE0
exchBidSzINT0
exchAskSzINT0
clOrdIdCHAR(19)'0000-0000-0000-0000'
childPrcDOUBLE0
childSizeINT0
maxChildSizeINT0
isISOChildenum - YesNo'None'
childResultenum - SweepResult'None'
netTimestampBIGINT0
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1
triggerGroupId2
exchange3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRSweepExchDetail` (
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`triggerGroupId` BIGINT NOT NULL DEFAULT 0,
`exchange` VARCHAR(8) NOT NULL DEFAULT '',
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` 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',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`parentOrderSize` INT NOT NULL DEFAULT 0,
`parentLimitPrice` DOUBLE NOT NULL DEFAULT 0,
`exchBid` DOUBLE NOT NULL DEFAULT 0,
`exchAsk` DOUBLE NOT NULL DEFAULT 0,
`exchBidSz` INT NOT NULL DEFAULT 0,
`exchAskSz` INT NOT NULL DEFAULT 0,
`clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`childPrc` DOUBLE NOT NULL DEFAULT 0,
`childSize` INT NOT NULL DEFAULT 0,
`maxChildSize` INT NOT NULL DEFAULT 0,
`isISOChild` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`childResult` ENUM('None','Skip','ChildAvail','ChildFail','NoExchQuote','OffMkt','ExchExcept','ChildQty','NoRoute') NOT NULL DEFAULT 'None',
`netTimestamp` BIGINT NOT NULL DEFAULT 0,
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
PRIMARY KEY USING HASH (`parentNumber`,`triggerGroupId`,`exchange`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed';

SELECT TABLE EXAMPLE QUERY

SELECT
`parentNumber`,
`triggerGroupId`,
`exchange`,
`accnt`,
`clientFirm`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`orderSide`,
`parentOrderSize`,
`parentLimitPrice`,
`exchBid`,
`exchAsk`,
`exchBidSz`,
`exchAskSz`,
`clOrdId`,
`childPrc`,
`childSize`,
`maxChildSize`,
`isISOChild`,
`childResult`,
`netTimestamp`,
`timestamp`
FROM `SRTrade`.`MsgSRSweepExchDetail`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber'
AND
/* Replace with a BIGINT */
`triggerGroupId` = 1234567890
AND
/* Replace with a VARCHAR(8) */
`exchange` = 'Example_exchange';

Doc Columns Query

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