SRRiskControl

V8 Message Definiton

SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	ClientControl
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'	ANYANY default if a more precise ticker control does not exist
ticker_ts	enum - TickerSrc	PRI	'None'	ANYANY default if a more precise ticker control does not exist
ticker_tk	VARCHAR(12)	PRI	''	ANYANY default if a more precise ticker control does not exist
riskControlKey	VARCHAR(64)	PRI	''	must be an SRClientAccnt if riskControlLevelAccnt must be an SRUser if riskControlLevelUser must be a colon separated SRUser and SRClientAccnt if riskControlLevelUserAccnt ignored if riskControlLevelClientFirm
riskControlLevel	enum - RiskControlLevel	PRI	'None'
riskFirm	VARCHAR(16)	PRI	''
isTestAccnt	enum - YesNo	PRI	'None'	if Yes this control applies only to risk from test accnts
stkEnabled	enum - MarState		'None'
futEnabled	enum - MarState		'None'
optEnabled	enum - MarState		'None'
marginLimitDay	FLOAT		-1	maximum net per symbolday day portfolio day trades only margin can include external sources
openExposureLimit	FLOAT		-1	maximum abs open child order Delta no netting open child orders only
maxDayDDeltaLn	FLOAT		-1	open long Delta per trading session
maxDayDDeltaSh	FLOAT		-1	open short Delta per trading session
maxDayDDeltaAbs	FLOAT		-1	absolute Delta ddBot ddSld position per trading session
maxDayWtVegaLn	FLOAT		-1	open long WtVega per trading session
maxDayWtVegaSh	FLOAT		-1	open short WtVega per trading session
maxDayWtVegaAbs	FLOAT		-1	open absolute WtVega WtVeBot WtVeSld per trading session
maxDayVegaLn	FLOAT		-1	open long Vega per trading session
maxDayVegaSh	FLOAT		-1	open short Vega per trading session
maxDayVegaAbs	FLOAT		-1	open absolute Vega VeBot VeSld per trading session
maxDayNValueLn	FLOAT		-1	open long notional value per trading session
maxDayNValueSh	FLOAT		-1	open short notional value per trading session
maxDayNValueAbs	FLOAT		-1	absolute notional value NValueBot NValueSld per trading session
orderMaxStkQty	INT		-1	Number of equity shares that can be bought or sold by a single parent order Has a maximum value of 10M
orderMaxFutQty	INT		-1	Number of futures contracts that can be bought or sold by a single parent order
orderMaxOptQty	INT		-1	Number of option contracts that can be bought or sold by a single parent order
maxDayStkShBot	INT		-1	Day stock shares bot
maxDayStkShSld	INT		-1	Day stock shares sld
maxDayStkShAbs	INT		-1	Maximum absolute net day stock shares
maxDayOptCnBot	INT		-1	Day option contracts bot
maxDayOptCnSld	INT		-1	Day optioncontracts sld
maxDayOptCnAbs	INT		-1	Maximum absolute net day future option
maxDayFutCnBot	INT		-1	Day future contracts bot
maxDayFutCnSld	INT		-1	Day future contracts sld
maxDayFutCnAbs	INT		-1	Maximum absolute net day future contracts
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
riskControlKey	4
riskControlLevel	5
riskFirm	6
isTestAccnt	7

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRControl`.`MsgSRRiskControl`
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(64) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User','UserAccnt') */ 
    `riskControlLevel` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgSRRiskControl` 
SET
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled` = 'None',
    /* Replace with a FLOAT */
    `marginLimitDay` = 1.23,
    /* Replace with a FLOAT */
    `openExposureLimit` = 1.23,
    /* Replace with a FLOAT */
    `maxDayDDeltaLn` = 1.23,
    /* Replace with a FLOAT */
    `maxDayDDeltaSh` = 1.23,
    /* Replace with a FLOAT */
    `maxDayDDeltaAbs` = 1.23,
    /* Replace with a FLOAT */
    `maxDayWtVegaLn` = 1.23,
    /* Replace with a FLOAT */
    `maxDayWtVegaSh` = 1.23,
    /* Replace with a FLOAT */
    `maxDayWtVegaAbs` = 1.23,
    /* Replace with a FLOAT */
    `maxDayVegaLn` = 1.23,
    /* Replace with a FLOAT */
    `maxDayVegaSh` = 1.23,
    /* Replace with a FLOAT */
    `maxDayVegaAbs` = 1.23,
    /* Replace with a FLOAT */
    `maxDayNValueLn` = 1.23,
    /* Replace with a FLOAT */
    `maxDayNValueSh` = 1.23,
    /* Replace with a FLOAT */
    `maxDayNValueAbs` = 1.23,
    /* Replace with a INT */
    `orderMaxStkQty` = 5,
    /* Replace with a INT */
    `orderMaxFutQty` = 5,
    /* Replace with a INT */
    `orderMaxOptQty` = 5,
    /* Replace with a INT */
    `maxDayStkShBot` = 5,
    /* Replace with a INT */
    `maxDayStkShSld` = 5,
    /* Replace with a INT */
    `maxDayStkShAbs` = 5,
    /* Replace with a INT */
    `maxDayOptCnBot` = 5,
    /* Replace with a INT */
    `maxDayOptCnSld` = 5,
    /* Replace with a INT */
    `maxDayOptCnAbs` = 5,
    /* Replace with a INT */
    `maxDayFutCnBot` = 5,
    /* Replace with a INT */
    `maxDayFutCnSld` = 5,
    /* Replace with a INT */
    `maxDayFutCnAbs` = 5,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
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(64) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User','UserAccnt') */ 
    `riskControlLevel` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgSRRiskControl`(
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ticker_at`,
    /* 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`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a VARCHAR(64) */ 
    `riskControlKey`,
    /* Replace with a ENUM('None','ClientFirm','Accnt','User','UserAccnt') */ 
    `riskControlLevel`,
    /* Replace with a VARCHAR(16) */ 
    `riskFirm`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled`,
    /* Replace with a FLOAT */
    `marginLimitDay`,
    /* Replace with a FLOAT */
    `openExposureLimit`,
    /* Replace with a FLOAT */
    `maxDayDDeltaLn`,
    /* Replace with a FLOAT */
    `maxDayDDeltaSh`,
    /* Replace with a FLOAT */
    `maxDayDDeltaAbs`,
    /* Replace with a FLOAT */
    `maxDayWtVegaLn`,
    /* Replace with a FLOAT */
    `maxDayWtVegaSh`,
    /* Replace with a FLOAT */
    `maxDayWtVegaAbs`,
    /* Replace with a FLOAT */
    `maxDayVegaLn`,
    /* Replace with a FLOAT */
    `maxDayVegaSh`,
    /* Replace with a FLOAT */
    `maxDayVegaAbs`,
    /* Replace with a FLOAT */
    `maxDayNValueLn`,
    /* Replace with a FLOAT */
    `maxDayNValueSh`,
    /* Replace with a FLOAT */
    `maxDayNValueAbs`,
    /* Replace with a INT */
    `orderMaxStkQty`,
    /* Replace with a INT */
    `orderMaxFutQty`,
    /* Replace with a INT */
    `orderMaxOptQty`,
    /* Replace with a INT */
    `maxDayStkShBot`,
    /* Replace with a INT */
    `maxDayStkShSld`,
    /* Replace with a INT */
    `maxDayStkShAbs`,
    /* Replace with a INT */
    `maxDayOptCnBot`,
    /* Replace with a INT */
    `maxDayOptCnSld`,
    /* Replace with a INT */
    `maxDayOptCnAbs`,
    /* Replace with a INT */
    `maxDayFutCnBot`,
    /* Replace with a INT */
    `maxDayFutCnSld`,
    /* Replace with a INT */
    `maxDayFutCnAbs`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'None',
    'None',
    'Example_ticker_tk',
    'Example_riskControlKey',
    'None',
    'Example_riskFirm',
    'None',
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    5,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgSRRiskControl` 
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(64) */ 
    `riskControlKey` = 'Example_riskControlKey'
  AND
    /* Replace with a ENUM('None','ClientFirm','Accnt','User','UserAccnt') */ 
    `riskControlLevel` = 'None'
  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='SRRiskControl' ORDER BY ordinal_position ASC;