ClientChild
| # | Message Name | Description |
|---|---|---|
| 1535 | SpdrChildExecution | SpdrChildExecution records are published when a child order fill is received. These records update if busted or corrected by a downstream venue. SpdrChildExecution records are published to the SpiderRock elastic cluster as they arrive. |
| 2050 | SpdrChildExecutionSummary | SpdrChildExecutionSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Aggregation of SpdrParentExecution x SpdrChildOrder (inner join) by clOrdId |
| 1540 | SpdrChildOrder | SpdrChildOrder records are published when SpiderRock sends orders to downstream exchanges or venues. These records update as the state of the child order updates. SpdrChildOrder records are published to the SpiderRock elastic cluster when they have reached a terminal state. |
| 2055 | SpdrChildOrderSummary | SpdrChildOrderSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Summary of SpdrChildOrder records |
| 1545 | SpdrChildReject | |
| 1550 | SpdrChildTrigger | SpdrChildTrigger records are used to trigger distributed release of (SGW) staged child orders. These message at published by execution engines and consumed by street gateways |
| 1555 | SpdrStreetExecution | SpdrStreetExecution records are published by SpdrStreetGateways when child order fills are received. These records update if busted or corrected by a downstream venue. |