MarRiskCounter
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 |
| MLink Endpoint | MLink-Live |
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 |
SELECT TABLE EXAMPLE QUERY
SELECT *
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','RATE') */
`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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */
`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;