MarRiskCounter

V8 Message Definiton

Values in this table represent current (live) SpiderRock MAR risk counters for a risk group/risk firm combination. A risk group is typically a group of client accounts that have a common beneficial owner. A risk firm is a firm with control of the corresponding risk settings for the risk group.

METADATA

Attribute	Value
Topic	4625-risk-counter
MLink Token	ClientControl
Product	SRControl
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	ANYANY represents the entire control group
ticker_ts	enum - TickerSrc	PRI	'None'	ANYANY represents the entire control group
ticker_tk	VARCHAR(12)	PRI	''	ANYANY represents the entire control group
riskGroup	VARCHAR(16)	PRI	''
riskFirm	VARCHAR(16)	PRI	''	client firm that can viewedit this record
isTestAccnt	enum - YesNo	PRI	'None'
sysRealm	enum - SysRealm		'None'
sysEnvironment	enum - SysEnvironment		'None'	original source sys environment Stable Current etc
riskEngine	VARCHAR(32)		''	EE engine name
liveMarginAcc	FLOAT		0	live net per symbol total portfolio startofday positions day trades margin can include external sources
liveMarginDay	FLOAT		0	live net per symbol day portfolio day trades only margin can include external sources
liveOpenExposure	FLOAT		0	live abs open child order Delta no netting open child orders only
dayFutCnBot	INT		0	day future contracts bot
dayFutCnSld	INT		0	day future contracts sld
accFutCnNet	INT		0	accnt future contracts net can be startofday positions day trades
dayMarginUDnVDn	FLOAT		0	day margin UPrcDnVolDn
dayMarginUDnVUp	FLOAT		0	day margin UPrcDnVolUp
dayMarginUUpVDn	FLOAT		0	day margin UPrcUpVolDn
dayMarginUUpVUp	FLOAT		0	day margin UPrcUpVolUp
accMarginUDnVDn	FLOAT		0	acc margin UPrcDnVolDn
accMarginUDnVUp	FLOAT		0	acc margin UPrcDnVolUp
accMarginUUpVDn	FLOAT		0	acc margin UPrcUpVolDn
accMarginUUpVUp	FLOAT		0	acc margin UPrcUpVolUp
counter	INT		0
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of latest change

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
riskGroup	4
riskFirm	5
isTestAccnt	6

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgMarRiskCounter` (
    `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 '''*-ANY-ANY'' represents the entire control group',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT '''*-ANY-ANY'' represents the entire control group',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '''*-ANY-ANY'' represents the entire control group',
    `riskGroup` VARCHAR(16) NOT NULL DEFAULT '',
    `riskFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm that can view/edit this record',
    `isTestAccnt` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
    `sysRealm` ENUM('None','SysTest','NMS','CME','FR2','LD4','DR') NOT NULL DEFAULT 'None',
    `sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
    `riskEngine` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'EE engine name',
    `liveMarginAcc` FLOAT NOT NULL DEFAULT 0 COMMENT 'live net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)',
    `liveMarginDay` FLOAT NOT NULL DEFAULT 0 COMMENT 'live net (per symbol) day portfolio (day trades only) margin (can include external sources)',
    `liveOpenExposure` FLOAT NOT NULL DEFAULT 0 COMMENT 'live abs open child order $Delta (no netting) (open child orders only)',
    `dayFutCnBot` INT NOT NULL DEFAULT 0 COMMENT 'day future contracts bot',
    `dayFutCnSld` INT NOT NULL DEFAULT 0 COMMENT 'day future contracts sld',
    `accFutCnNet` INT NOT NULL DEFAULT 0 COMMENT 'accnt future contracts (net) [can be +/-] (start-of-day positions + day trades)',
    `dayMarginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'day margin (UPrcDn/VolDn)',
    `dayMarginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'day margin (UPrcDn/VolUp)',
    `dayMarginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'day margin (UPrcUp/VolDn)',
    `dayMarginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'day margin (UPrcUp/VolUp)',
    `accMarginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'acc margin (UPrcDn/VolDn)',
    `accMarginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'acc margin (UPrcDn/VolUp)',
    `accMarginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'acc margin (UPrcUp/VolDn)',
    `accMarginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'acc margin (UPrcUp/VolUp)',
    `counter` INT NOT NULL DEFAULT 0,
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of latest change',
    PRIMARY KEY USING HASH (`ticker_tk`,`ticker_at`,`ticker_ts`,`riskGroup`,`riskFirm`,`isTestAccnt`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='Values in this table represent current (live) SpiderRock MAR risk counters for a risk group/risk firm combination.\nA risk group is typically a group of client accounts that have a common beneficial owner.  A risk firm is a firm with control of the corresponding risk settings for the risk group.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `riskGroup`,
    `riskFirm`,
    `isTestAccnt`,
    `sysRealm`,
    `sysEnvironment`,
    `riskEngine`,
    `liveMarginAcc`,
    `liveMarginDay`,
    `liveOpenExposure`,
    `dayFutCnBot`,
    `dayFutCnSld`,
    `accFutCnNet`,
    `dayMarginUDnVDn`,
    `dayMarginUDnVUp`,
    `dayMarginUUpVDn`,
    `dayMarginUUpVUp`,
    `accMarginUDnVDn`,
    `accMarginUDnVUp`,
    `accMarginUUpVDn`,
    `accMarginUUpVUp`,
    `counter`,
    `timestamp`
FROM `SRControl`.`MsgMarRiskCounter`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='MarRiskCounter' ORDER BY ordinal_position ASC;