SymbolRiskDetailV5

V8 Message Definiton

SymbolRiskDetail records contain semi-static markup detail for SymbolRiskSummary records.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
Product	SRRisk
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
accnt	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
clientTags	TEXT		''	optional user defined account tags eg tagtagtagtag max of 10000 total chars including seps
stkStatus	enum - StkStatus		'Hold'	Stock trading status indicator user controlledused by the HedgeTool and by trade controllers SymbolControlstkStatus
optStatus	enum - OptStatus		'Hold'	Option trading status indicator user controlledonly used by trade controllers SymbolControloptStatus
riskClass	VARCHAR(8)		''	Symbol Risk Class Code user supplied SymbolControlriskClass
theoModel	VARCHAR(16)		''	SR assigned theo model tag associated with user supplied theo surfaces AccountConfigtheoModel
theoModel2	VARCHAR(16)		''	SR assigned theo model2 tag associated with user supplied theo surfaces AccountConfigtheoModel2
hedgeDeltaRule	enum - HedgeDeltaRule		'None'	HedgeDelta Source IVol use SR implied surface sticky strike IvS use SR surface sticky delta TVol use user supplied theo surface sticky strike TvS use user supplied theo surface and atm veSlope sticky delta AccountConfighedgeDelta
holdReason	enum - HoldReason		'None'	User supplied description only informational SymbolControlholdReason
binaryDays	FLOAT		0	Fractional days 0 50 prior to expiration after which hedgeDeltas become binary 10 05 0 05 10 SymbolControlbinaryDays
ctrlUpdate	DATETIME(6)		'1900-01-01 00:00:00.000000'	last update dttm of SymbolControl record SymbolControltimestamp
symbolType	enum - SymbolType		'None'	SymbolType Equity ETF ShortETF ADR CashIndex FutureComplex
name	VARCHAR(16)		''	Symbol namedescription
industry	INT		0
sector	VARCHAR(16)		''
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
stkVolume	FLOAT		0	trailing 30 day average daily stock volume
optVolume	FLOAT		0	trailing 30 day average daily option volume
tapeCode	enum - TapeCode		'None'	market data tape code
marginType	enum - MarginType		'None'	margin slide type Equity 15 Index 86 Medium 10
pointCurrency	enum - Currency		'None'
dAmt	FLOAT		0	amount of the next expected dividend
dDays	SMALLINT		0	days to next expected dividend negative indicates days from a recent exdate
eDays	SMALLINT		0	days to next expected earnings negative indicates days from a recent announcement
locateQuan	INT		0	starting locate quantity in this symbol befores trades
availableLocateQuan	INT		0	available equity locate quantity in this symbol after trades
gcFlag	enum - YesNo		'None'	is this symbol a general collateral name no special borrow rate
gcRate	FLOAT		0	expected overnight rate if general collateral usually FF overnight rate
borrowRate	FLOAT		0	expected overnight borrow rate special borrrow
stMinIVol	FLOAT		0	minimum atm implied volatility all expirations with a position
stMaxIVol	FLOAT		0	maximum atm implied volatility all expirations with a position
earnMult	FLOAT		0	expected earnings multiplier affects some risk slides 10 80
earnMultErr	FLOAT		0
baseVol	FLOAT		0	from earn mult fit 075 yrs
tailVol	FLOAT		0	weighted toward max expiration
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
accnt	4
tradeDate	5
clientFirm	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgSymbolRiskDetailV5`
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(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='SymbolRiskDetailV5' ORDER BY ordinal_position ASC;