Skip to main content
Version: Upcoming

TradeHedgePolicyConfig

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''
policyenum - TradeHedgePolicyPRI'None'
enabledenum - YesNo'None'
hedgeWindowenum - HedgeWindow'None'
hedgeAlgoenum - HedgeAlgo'None'
execBrkrAlgoVARCHAR(32)''display name of exec broker algo should not have spaces
execBrkrCodeVARCHAR(16)''required if ALTBROKER
execBkkrTagsTINYTEXT''keyvalue set of algo tags that get forwarded to exec broker on order
canHedgeAwayExecutionsenum - YesNo'None'
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
policy3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgTradeHedgePolicyConfig` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`policy` ENUM('None','Default','A','B','C','D') NOT NULL DEFAULT 'None',
`enabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`hedgeWindow` ENUM('None','Sec_10','Sec_30','Sec_60','Min_1','Min_10','Min_30') NOT NULL DEFAULT 'None',
`hedgeAlgo` ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') NOT NULL DEFAULT 'None',
`execBrkrAlgo` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'display name of exec broker algo (should not have spaces)',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'required if ALT_BROKER',
`execBkkrTags` TINYTEXT NOT NULL DEFAULT '' COMMENT 'key/value set of algo tags that get forwarded to exec broker on order',
`canHedgeAwayExecutions` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`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`,`policy`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`clientFirm`,
`policy`,
`enabled`,
`hedgeWindow`,
`hedgeAlgo`,
`execBrkrAlgo`,
`execBrkrCode`,
`execBkkrTags`,
`canHedgeAwayExecutions`,
`timestamp`
FROM `SRControl`.`MsgTradeHedgePolicyConfig`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','Default','A','B','C','D') */
`policy` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgTradeHedgePolicyConfig` 
SET
/* Replace with a ENUM('None','Yes','No') */
`enabled` = 'None',
/* Replace with a ENUM('None','Sec_10','Sec_30','Sec_60','Min_1','Min_10','Min_30') */
`hedgeWindow` = 'None',
/* Replace with a ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') */
`hedgeAlgo` = 'None',
/* Replace with a VARCHAR(32) */
`execBrkrAlgo` = 'Example_execBrkrAlgo',
/* Replace with a VARCHAR(16) */
`execBrkrCode` = 'Example_execBrkrCode',
/* Replace with a TINYTEXT */
`execBkkrTags` = 'dummy tiny text',
/* Replace with a ENUM('None','Yes','No') */
`canHedgeAwayExecutions` = 'None',
/* 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'
AND
/* Replace with a ENUM('None','Default','A','B','C','D') */
`policy` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgTradeHedgePolicyConfig`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','Default','A','B','C','D') */
`policy`,
/* Replace with a ENUM('None','Yes','No') */
`enabled`,
/* Replace with a ENUM('None','Sec_10','Sec_30','Sec_60','Min_1','Min_10','Min_30') */
`hedgeWindow`,
/* Replace with a ENUM('None','SR_VWAP','SR_PASSIVE','BROKER_ALGO') */
`hedgeAlgo`,
/* Replace with a VARCHAR(32) */
`execBrkrAlgo`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a TINYTEXT */
`execBkkrTags`,
/* Replace with a ENUM('None','Yes','No') */
`canHedgeAwayExecutions`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'None',
'None',
'Example_execBrkrAlgo',
'Example_execBrkrCode',
'dummy tiny text',
'None',
'2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgTradeHedgePolicyConfig` 
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','Default','A','B','C','D') */
`policy` = 'None';

Doc Columns Query

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