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Version: Upcoming

PositionHedgeTrigger

V8 Message Definiton

METADATA

AttributeValue
Topic1800-client-config
MLink TokenClientControl
ProductSRControl
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''
clientFirmVARCHAR(16)PRI''
symHedgeBandDDFLOAT0individual symbol hedge band delta
symHedgeBandGRFLOAT0individual symbol hedge band gamma ratio
balanceSymbolsenum - YesNo'None'target net delta symbol balance
hedgeAlgoenum - HedgeAlgo'None'
execBrkrCodeVARCHAR(16)''required if ALTBROKER
execBrkrAlgoVARCHAR(32)''display name of exec broker algo should not have spaces
execBkkrTagsTINYTEXT''keyvalue set of algo tags that get forwarded to exec broker on order
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
clientFirm2

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgPositionHedgeTrigger` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`symHedgeBandDD` FLOAT NOT NULL DEFAULT 0 COMMENT 'individual symbol hedge band ($delta)',
`symHedgeBandGR` FLOAT NOT NULL DEFAULT 0 COMMENT 'individual symbol hedge band (gamma ratio)',
`balanceSymbols` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'target net delta symbol balance',
`hedgeAlgo` ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') NOT NULL DEFAULT 'None',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'required if ALT_BROKER',
`execBrkrAlgo` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'display name of exec broker algo (should not have spaces)',
`execBkkrTags` TINYTEXT NOT NULL DEFAULT '' COMMENT 'key/value set of algo tags that get forwarded to exec broker on order',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
PRIMARY KEY USING HASH (`accnt`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`clientFirm`,
`symHedgeBandDD`,
`symHedgeBandGR`,
`balanceSymbols`,
`hedgeAlgo`,
`execBrkrCode`,
`execBrkrAlgo`,
`execBkkrTags`,
`timestamp`
FROM `SRControl`.`MsgPositionHedgeTrigger`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgPositionHedgeTrigger` 
SET
/* Replace with a FLOAT */
`symHedgeBandDD` = 1.23,
/* Replace with a FLOAT */
`symHedgeBandGR` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`balanceSymbols` = 'None',
/* Replace with a ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') */
`hedgeAlgo` = 'None',
/* Replace with a VARCHAR(16) */
`execBrkrCode` = 'Example_execBrkrCode',
/* Replace with a VARCHAR(32) */
`execBrkrAlgo` = 'Example_execBrkrAlgo',
/* Replace with a TINYTEXT */
`execBkkrTags` = 'dummy tiny text',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgPositionHedgeTrigger`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a FLOAT */
`symHedgeBandDD`,
/* Replace with a FLOAT */
`symHedgeBandGR`,
/* Replace with a ENUM('None','Yes','No') */
`balanceSymbols`,
/* Replace with a ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') */
`hedgeAlgo`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a VARCHAR(32) */
`execBrkrAlgo`,
/* Replace with a TINYTEXT */
`execBkkrTags`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
1.23,
1.23,
'None',
'None',
'Example_execBrkrCode',
'Example_execBrkrAlgo',
'dummy tiny text',
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgPositionHedgeTrigger` 
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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