SRRiskCounter

V8 Message Definiton

Values in this table represent current (live) SpiderRock supervisory risk counters for a corresponding risk control key.

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
riskControlKey	VARCHAR(64)	PRI	''	a SRClientAccnt if riskControlLevelAccnt a SRUser if riskControlLevelUser a colon separated SRUser and SRClientAccnt if riskControlLevelUserAccnt a if riskControlLevelClientFirm
riskControlLevel	enum - RiskControlLevel	PRI	'None'
riskFirm	VARCHAR(16)	PRI	''
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
netDayDDelta	FLOAT		0	net day Delta
absDayDDelta	FLOAT		0	absolute day Delta ddBot ddSld position
netDayVega	FLOAT		0	net day Vega per
absDayVega	FLOAT		0	absolute day Vega veBot veSld position
netDayWtVega	FLOAT		0	net day WtVega
absDayWtVega	FLOAT		0	absolute day WtVega wvBot wvSld position
netDayNValue	FLOAT		0	net day Notional Value
absDayNValue	FLOAT		0	absolute day Notional Value nvBot nvSld position
netDayRMetric7	FLOAT		0	net day RiskMetric7
absDayRMetric7	FLOAT		0	absolute day RiskMetric7 rm7Bot rm7Sld position
dayStkShSld	FLOAT		0	day stock shares sld
dayStkShBot	FLOAT		0	day stock shares bot
dayOptCnBot	FLOAT		0	day option contracts bot
dayOptCnSld	FLOAT		0	day option contracts sld
dayFutCnBot	FLOAT		0	day future contracts bot
dayFutCnSld	FLOAT		0	day future contracts sld
netDayDDeltaEma	FLOAT		-1	60s halflife EMA delta
netDayWtVegaEma	FLOAT		-1	60s halflife EMA wtVega
emaTimestamp	DOUBLE		0
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
dayMarginUDnVDn	FLOAT		0	day margin UPrcDnVolDn
dayMarginUDnVUp	FLOAT		0	day margin UPrcDnVolUp
dayMarginUUpVDn	FLOAT		0	day margin UPrcUpVolDn
dayMarginUUpVUp	FLOAT		0	day margin UPrcUpVolUp
numStkChildOrders	INT		0
numFutChildOrders	INT		0
numOptChildOrders	INT		0
numMLegChildOrders	INT		0
counter	INT		0
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`.`MsgSRRiskCounter`
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='SRRiskCounter' ORDER BY ordinal_position ASC;