UserAuctionFilter

V8 Message Definiton

METADATA

Attribute	Value
Topic	1800-client-config
MLink Token	SRATS
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
userName	VARCHAR(24)	PRI	''
filterName	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)		''	client firm of the user this filter belongs to
disabled	enum - YesNo		'None'
includeCovered	enum - YesNo		'None'	must match if not None
includeETFs	enum - YesNo		'None'	must match if not None
includeADRs	enum - YesNo		'None'	must match if not None
includeIndexes	enum - YesNo		'None'	must match if not None
minUPrc	FLOAT		0	min underlier price
hasUAvgDailyVlmFilter	enum - YesNo		'None'	if Yes use fields minUAvgDailyVlm maxUAvgDailyVlm
minUAvgDailyVlm	FLOAT		0	min underlier avg daily volume in 1mm increments
maxUAvgDailyVlm	FLOAT		0	max underlier avg daily volume in 1mm increments
minSize	FLOAT		0	min order size no decimals
minAbsVega	FLOAT		0	min absolute vega no decimals
hasAbsDeltaFilter	enum - YesNo		'None'	if Yes use fields minAbsDelta maxAbsDelta
minAbsDelta	FLOAT		0	min absolute delta
maxAbsDelta	FLOAT		0	max absolute delta
hasXDeltaFilter	enum - YesNo		'None'	if Yes use fields minXDelta maxXDelta
minXDelta	FLOAT		0
maxXDelta	FLOAT		0
hasAtmSVolFilter	enum - YesNo		'None'	if Yes use fields minAtmSVol maxAtmSVol
minAtmSVol	FLOAT		0
maxAtmSVol	FLOAT		0
hasAtmSDivFilter	enum - YesNo		'None'	if Yes use fields minAtmSDiv maxAtmSDiv
minAtmSDiv	FLOAT		0
maxAtmSDiv	FLOAT		0
hasStrikeFilters	enum - YesNo		'None'	if Yes use fields minStrike maxStrike
minStrike	DOUBLE		0
maxStrike	DOUBLE		0
hasExpiryDays	enum - YesNo		'None'	if Yes use fields minExpiryDays maxExpiryDays
minExpiryDays	INT		0	min days to expiration
maxExpiryDays	INT		0	max days to expiration
includeZDte	enum - YesNo		'None'	must match if not None
includeDaily	enum - YesNo		'None'	must match if not None
includeWeekly	enum - YesNo		'None'	must match if not None
includeRegular	enum - YesNo		'None'	must match if not None
includeQuarterly	enum - YesNo		'None'	must match if not None
includeLongTerm	enum - YesNo		'None'	must match if not None
includeOtherExp	enum - YesNo		'None'	must match if not None
includeFlex	enum - YesNo		'None'	must match if not None
includeDirected	enum - YesNo		'None'	must match if not None
includeCommPaying	enum - YesNo		'None'	must match if not None
direction	enum - BuySell		'None'	must match if not None Buy Buy Regular or Sell Flipped Buy cust is buying
netVegaDirection	enum - BuySell		'None'	must match if not None Buy cust is buying net vega
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
AuctionSourcesList	JSON		'JSON_ARRAY()'
AuctionTypesList	JSON		'JSON_ARRAY()'
ExcludeTickerList	JSON		'JSON_ARRAY()'
ExpiriesList	JSON		'JSON_ARRAY()'
IncludeTickerList	JSON		'JSON_ARRAY()'
IndustryList	JSON		'JSON_ARRAY()'
SpreadClassesList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
userName	1
filterName	2

JSON Block (AuctionSourcesList)

Field	Type	Comment
auctionSource	enum - AuctionSource

JSON Block (AuctionTypesList)

Field	Type	Comment
auctionType	enum - AuctionType

JSON Block (ExcludeTickerList)

Field	Type	Comment
ticker	enum - ticker

JSON Block (ExpiriesList)

Field	Type	Comment
expiry	enum - expiry	must match one of expirations included in repeating group if Expiries repeating group is nonempty

JSON Block (IncludeTickerList)

Field	Type	Comment
ticker	enum - ticker

JSON Block (IndustryList)

Field	Type	Comment
industry	enum - industry	industry string prefix must match left edge

JSON Block (SpreadClassesList)

Field	Type	Comment
spreadClass	enum - SpreadClass

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgUserAuctionFilter`
WHERE 
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName'
  AND
    /* Replace with a VARCHAR(16) */ 
    `filterName` = 'Example_filterName';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgUserAuctionFilter` 
SET
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm',
    /* Replace with a ENUM('None','Yes','No') */ 
    `disabled` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeCovered` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeETFs` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeADRs` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeIndexes` = 'None',
    /* Replace with a FLOAT */ 
    `minUPrc` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasUAvgDailyVlmFilter` = 'None',
    /* Replace with a FLOAT */ 
    `minUAvgDailyVlm` = 1.23,
    /* Replace with a FLOAT */ 
    `maxUAvgDailyVlm` = 1.23,
    /* Replace with a FLOAT */ 
    `minSize` = 1.23,
    /* Replace with a FLOAT */ 
    `minAbsVega` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAbsDeltaFilter` = 'None',
    /* Replace with a FLOAT */ 
    `minAbsDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `maxAbsDelta` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasXDeltaFilter` = 'None',
    /* Replace with a FLOAT */ 
    `minXDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `maxXDelta` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAtmSVolFilter` = 'None',
    /* Replace with a FLOAT */ 
    `minAtmSVol` = 1.23,
    /* Replace with a FLOAT */ 
    `maxAtmSVol` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAtmSDivFilter` = 'None',
    /* Replace with a FLOAT */ 
    `minAtmSDiv` = 1.23,
    /* Replace with a FLOAT */ 
    `maxAtmSDiv` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasStrikeFilters` = 'None',
    /* Replace with a DOUBLE */ 
    `minStrike` = 4.56,
    /* Replace with a DOUBLE */ 
    `maxStrike` = 4.56,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasExpiryDays` = 'None',
    /* Replace with a INT */ 
    `minExpiryDays` = 5,
    /* Replace with a INT */ 
    `maxExpiryDays` = 5,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeZDte` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeDaily` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeWeekly` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeRegular` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeQuarterly` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeLongTerm` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeOtherExp` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeFlex` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeDirected` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeCommPaying` = 'None',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `direction` = 'None',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `netVegaDirection` = 'None',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a JSON */
    `AuctionSourcesList` = '{"key": "value"}',
    /* Replace with a JSON */
    `AuctionTypesList` = '{"key": "value"}',
    /* Replace with a JSON */
    `ExcludeTickerList` = '{"key": "value"}',
    /* Replace with a JSON */
    `ExpiriesList` = '{"key": "value"}',
    /* Replace with a JSON */
    `IncludeTickerList` = '{"key": "value"}',
    /* Replace with a JSON */
    `IndustryList` = '{"key": "value"}',
    /* Replace with a JSON */
    `SpreadClassesList` = '{"key": "value"}'
WHERE
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName'
  AND
    /* Replace with a VARCHAR(16) */ 
    `filterName` = 'Example_filterName';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgUserAuctionFilter`(
    /* Replace with a VARCHAR(24) */ 
    `userName`,
    /* Replace with a VARCHAR(16) */ 
    `filterName`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `disabled`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeCovered`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeETFs`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeADRs`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeIndexes`,
    /* Replace with a FLOAT */ 
    `minUPrc`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasUAvgDailyVlmFilter`,
    /* Replace with a FLOAT */ 
    `minUAvgDailyVlm`,
    /* Replace with a FLOAT */ 
    `maxUAvgDailyVlm`,
    /* Replace with a FLOAT */ 
    `minSize`,
    /* Replace with a FLOAT */ 
    `minAbsVega`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAbsDeltaFilter`,
    /* Replace with a FLOAT */ 
    `minAbsDelta`,
    /* Replace with a FLOAT */ 
    `maxAbsDelta`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasXDeltaFilter`,
    /* Replace with a FLOAT */ 
    `minXDelta`,
    /* Replace with a FLOAT */ 
    `maxXDelta`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAtmSVolFilter`,
    /* Replace with a FLOAT */ 
    `minAtmSVol`,
    /* Replace with a FLOAT */ 
    `maxAtmSVol`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasAtmSDivFilter`,
    /* Replace with a FLOAT */ 
    `minAtmSDiv`,
    /* Replace with a FLOAT */ 
    `maxAtmSDiv`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasStrikeFilters`,
    /* Replace with a DOUBLE */ 
    `minStrike`,
    /* Replace with a DOUBLE */ 
    `maxStrike`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `hasExpiryDays`,
    /* Replace with a INT */ 
    `minExpiryDays`,
    /* Replace with a INT */ 
    `maxExpiryDays`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeZDte`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeDaily`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeWeekly`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeRegular`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeQuarterly`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeLongTerm`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeOtherExp`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeFlex`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeDirected`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `includeCommPaying`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `direction`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `netVegaDirection`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `AuctionSourcesList`,
    /* Replace with a JSON */
    `AuctionTypesList`,
    /* Replace with a JSON */
    `ExcludeTickerList`,
    /* Replace with a JSON */
    `ExpiriesList`,
    /* Replace with a JSON */
    `IncludeTickerList`,
    /* Replace with a JSON */
    `IndustryList`,
    /* Replace with a JSON */
    `SpreadClassesList`
) 
VALUES(
    'Example_userName',
    'Example_filterName',
    'Example_clientFirm',
    'None',
    'None',
    'None',
    'None',
    'None',
    1.23,
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    'None',
    4.56,
    4.56,
    'None',
    5,
    5,
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    'None',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}',
    '{"key": "value"}',
    '{"key": "value"}',
    '{"key": "value"}',
    '{"key": "value"}',
    '{"key": "value"}',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgUserAuctionFilter` 
WHERE
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName'
  AND
    /* Replace with a VARCHAR(16) */ 
    `filterName` = 'Example_filterName';

Doc Columns Query

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