PositionHedgeTrigger
METADATA
Attribute | Value |
---|---|
Topic | 1800-client-config |
MLink Token | ClientControl |
Product | SRControl |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
accnt | VARCHAR(16) | PRI | '' | |
clientFirm | VARCHAR(16) | PRI | '' | |
symHedgeBandDD | FLOAT | 0 | individual symbol hedge band delta | |
symHedgeBandGR | FLOAT | 0 | individual symbol hedge band gamma ratio | |
balanceSymbols | enum - YesNo | 'None' | target net delta symbol balance | |
hedgeAlgo | enum - HedgeAlgo | 'None' | ||
execBrkrCode | VARCHAR(16) | '' | required if ALTBROKER | |
execBrkrAlgo | VARCHAR(32) | '' | display name of exec broker algo should not have spaces | |
execBkkrTags | TINYTEXT | '' | keyvalue set of algo tags that get forwarded to exec broker on order | |
modifiedBy | VARCHAR(24) | '' | user who last modified this record | |
modifiedIn | enum - SysEnvironment | 'None' | ||
timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | timestamp of last modification |
PRIMARY KEY DEFINITION (Unique)
Field | Sequence |
---|---|
accnt | 1 |
clientFirm | 2 |
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;