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Version: Upcoming

RiskClassControl

V8 Message Definiton

METADATA​

AttributeValue
Topic1630-client-book-risk
MLink TokenClientControl
ProductSRControl
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition​

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI''
riskClassVARCHAR(8)PRI''
clientFirmVARCHAR(16)PRI''SR client firm
riskClassLabelTINYTEXT''risk class label
maxDDeltaINT250000maximum symbol absdelta suspends cp trading
minVaRs50INT-50000xRM max loss underlier 50
maxVaRs50INT+50000xRM max gain underlier 50
minVaRs15INT-10000xRM max loss underlier 15
maxVaRs15INT+10000xRM max gain underlier 15
minWtVegaINT-1000xRM minimum symbol net wtVegawtVega ve vol sqrtmax01 years 4
maxWtVegaINT+1000xRM maximum symbol net wtVegawtVega ve vol sqrtmax01 years 4
maxWtVePctM1FLOAT100of minmax symbol wtVega in M1 days 10 expirations
maxWtVePctM2FLOAT100of minmax symbol wtVega in M2 10 days 25 expirations
maxWtVePctM3FLOAT100of minmax symbol wtVega in M3 25 days 65 expirations
maxWtVePctM4FLOAT100of minmax symbol wtVega in M4 65 days 130 expirations
maxWtVePctM5FLOAT100of minmax symbol wtVega in M5 130 days expirations
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
riskClass2
clientFirm3

CREATE TABLE EXAMPLE QUERY​

CREATE TABLE `SRControl`.`MsgRiskClassControl` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `riskClass` VARCHAR(8) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `riskClassLabel` TINYTEXT NOT NULL DEFAULT '' COMMENT 'risk class label',
    `maxDDelta` INT NOT NULL DEFAULT 250000 COMMENT 'maximum symbol abs($delta) (suspends c/p trading)',
    `minVaRs50` INT NOT NULL DEFAULT -50000 COMMENT '(xRM) max loss [underlier +/- 50%]',
    `maxVaRs50` INT NOT NULL DEFAULT +50000 COMMENT '(xRM) max gain [underlier +/- 50%]',
    `minVaRs15` INT NOT NULL DEFAULT -10000 COMMENT '(xRM) max loss [underlier +/- 15%]',
    `maxVaRs15` INT NOT NULL DEFAULT +10000 COMMENT '(xRM) max gain [underlier +/- 15%]',
    `minWtVega` INT NOT NULL DEFAULT -1000 COMMENT '(xRM) minimum symbol net wtVega;wtVega = ve * vol / sqrt(max(0.1, years * 4))',
    `maxWtVega` INT NOT NULL DEFAULT +1000 COMMENT '(xRM) maximum symbol net wtVega;wtVega = ve * vol / sqrt(max(0.1, years * 4))',
    `maxWtVePctM1` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max symbol wtVega in M1 {days < 10} expirations',
    `maxWtVePctM2` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max symbol wtVega in M2 {10 < days < 25} expirations',
    `maxWtVePctM3` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max symbol wtVega in M3 {25 < days < 65} expirations',
    `maxWtVePctM4` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max symbol wtVega in M4 {65 < days < 130} expirations',
    `maxWtVePctM5` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max symbol wtVega in M5 {130 < days} expirations',
    `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`,`riskClass`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY​

SELECT
    `accnt`,
    `riskClass`,
    `clientFirm`,
    `riskClassLabel`,
    `maxDDelta`,
    `minVaRs50`,
    `maxVaRs50`,
    `minVaRs15`,
    `maxVaRs15`,
    `minWtVega`,
    `maxWtVega`,
    `maxWtVePctM1`,
    `maxWtVePctM2`,
    `maxWtVePctM3`,
    `maxWtVePctM4`,
    `maxWtVePctM5`,
    `timestamp`
FROM `SRControl`.`MsgRiskClassControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(8) */ 
    `riskClass` = 'Example_riskClass'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY​

UPDATE `SRControl`.`MsgRiskClassControl` 
SET
    /* Replace with a TINYTEXT */ 
    `riskClassLabel` = 'dummy tiny text',
    /* Replace with a INT */
    `maxDDelta` = 5,
    /* Replace with a INT */
    `minVaRs50` = 5,
    /* Replace with a INT */
    `maxVaRs50` = 5,
    /* Replace with a INT */
    `minVaRs15` = 5,
    /* Replace with a INT */
    `maxVaRs15` = 5,
    /* Replace with a INT */
    `minWtVega` = 5,
    /* Replace with a INT */
    `maxWtVega` = 5,
    /* Replace with a FLOAT */
    `maxWtVePctM1` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM2` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM3` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM4` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM5` = 1.23,
    /* 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(8) */ 
    `riskClass` = 'Example_riskClass'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY​

INSERT INTO `SRControl`.`MsgRiskClassControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(8) */ 
    `riskClass`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a TINYTEXT */ 
    `riskClassLabel`,
    /* Replace with a INT */
    `maxDDelta`,
    /* Replace with a INT */
    `minVaRs50`,
    /* Replace with a INT */
    `maxVaRs50`,
    /* Replace with a INT */
    `minVaRs15`,
    /* Replace with a INT */
    `maxVaRs15`,
    /* Replace with a INT */
    `minWtVega`,
    /* Replace with a INT */
    `maxWtVega`,
    /* Replace with a FLOAT */
    `maxWtVePctM1`,
    /* Replace with a FLOAT */
    `maxWtVePctM2`,
    /* Replace with a FLOAT */
    `maxWtVePctM3`,
    /* Replace with a FLOAT */
    `maxWtVePctM4`,
    /* Replace with a FLOAT */
    `maxWtVePctM5`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_riskClass',
    'Example_clientFirm',
    'dummy tiny text',
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY​

DELETE FROM `SRControl`.`MsgRiskClassControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(8) */ 
    `riskClass` = 'Example_riskClass'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query​

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