SymbolRiskSummaryV5

V8 Message Definiton

SymbolRiskSummary records contain live symbol level risk aggregation of StockPositionRecord and OptionPositionRecord values. Records are published by AggRiskServers if/when positions change and about once per minute otherwise.

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'	stock ticker eg MSFT SPY
ticker_ts	enum - TickerSrc	PRI	'None'	stock ticker eg MSFT SPY
ticker_tk	VARCHAR(12)	PRI	''	stock ticker eg MSFT SPY
accnt	VARCHAR(16)	PRI	''	SRAccnt SR assignedup to 16 chars
tradeDate	DATE	PRI	'1900-01-01'
riskSession	enum - RiskSession	PRI	'Regular'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
sector	VARCHAR(16)		''	SymbolControlsector user defined sector code
industry	INT		0	industry code 00000000
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
uPrc	DOUBLE		0	current live underlier price can be from risk server tool server or srse server
uMark	DOUBLE		0	current underlier price as of risk server record publish freezes at 4pm EST
uOpnMark	DOUBLE		0	startofday SR underlier mark rotated from prior day record corp action adjusted
lnDDelta	DOUBLE		0	long net position delta value today SR marks
shDDelta	DOUBLE		0	short net position delta value today SR marks
lnStkMktValueMid	DOUBLE		0	long stock market value today SR marks
shStkMktValueMid	DOUBLE		0	short stock market value today SR marks
optMktValueMid	DOUBLE		0	option position market value SR mid markssumopCurPosM oproptVolMark
optMktValueVol	DOUBLE		0	option position market value SR vol markssumopCurPosM oproptMidMark
shOpnPosClr	INT		0	start of period position from custodian or clearing firm
shOpnPosPrv	INT		0	start of period position expectedfrom SpiderRock archive
shOpnPos	INT		0	start of period position effectivefrom either SR or CLR record
shBot	INT		0	number of shares bot today
shSld	INT		0	number of shares sld today
shSldShrt	INT		0	number of shares sld short today
shMnyBot	DOUBLE		0	shares money bot today
shMnySld	DOUBLE		0	shares money sld today
shBotHdg	INT		0	number of shares bot today from open pos hedging spdrSourceHedgeTool
shSldHdg	INT		0	number of shares sld today from open pos hedging spdrSourceHedgeTool
shBotTrh	INT		0	number of shares bot today from open pos hedging spdrSourceTradeHedge
shSldTrh	INT		0	number of shares sld today from open pos hedging spdrSourceTradeHedge
shBotOpn	INT		0	number of shares bot today from open pos hedging spdrSourceOpenHedge
shSldOpn	INT		0	number of shares sld today from open pos hedging spdrSourceOpenHedge
shBotTrd	INT		0	number of shares bot today from a trade hedging source AutoHedge or Trades loop
shSldTrd	INT		0	number of shares sld today from a trade hedging source AutoHedge or Trades loop
maxStkDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	most recent timestamp of a qualifying stock execution used to ensure risk record integrity
stPnlMid	DOUBLE		0	Stock Pnl SR Marksnbbomid stPrvPrc shOpnClr
stPnlClr	DOUBLE		0	Stock Pnl CLR Marksnbbomid stClrPrc shOpnClr
stPnlDay	DOUBLE		0	Net Stock Day Pnlsum nbbomin fillPrice fillQuantity side
stDivPnl	DOUBLE		0	total cash paidcollected since prior period for this position stock dividend value
stBorrowPnl	DOUBLE		0	total cash paidcollected since prior period for this position borrow pnl usually interest on HTB names
opCnAbsCurPos	INT		0	abs number of option contracts position fillssumabsoprcnCurPos
opCnAbsOpnClr	INT		0	abs number of start of period option contracts CLR view sumabsoprcnOpnClr
opCnAbsOpnPrv	INT		0	abs number of start of period option contracts SR view sumabsoprcnOpnPrv
opCnAbsOpnPos	INT		0	abs number of start of period option contracts sumabsoprcnOpnPos
opCnAbsOpnBrk	INT		0	abs number of option contract start of period breaks CLR PRVsumabsoprcnOpnClr oprcnOpnPrv
opShShort	INT		0	equivalent shares from short option positions
opCnPosCall	INT		0	net number of call contracts sumoprcnOpnClr oprcnBot oprcnSld if call
opCnPosPut	INT		0	net number of call contracts sumoprcnOpnClr oprcnBot oprcnSld if put
opCnAbsPair	INT		0	abs number of option contracts with CP reversals removedsumabsoprcnOpnClr oprcnBot oprcnSld absoprcnNetPos
absAtmEquivCn	FLOAT		0	abs atm equivalent contracts sumabsoprcnOpnPos oprcnBot oprcnSld oprve opratmVega
opCnBot	INT		0	number of option contracts bot todaysumoprcnBot
opCnSld	INT		0	number of option contracts sld todaysumoprcnSld
opMnyBot	DOUBLE		0	option money bot
opMnySld	DOUBLE		0	option money sld
opPremBot	FLOAT		0	option premium bot todaysummax0 oproptVolMark oprloBound oprpointValue oprcnBot
opPremSld	FLOAT		0	option premium sld todaysummax0 oproptVolMark oprloBound oprpointValue oprcnSld
maxOptDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	DateTime of most recent SpdrOptionExecution if any
opPnlVol	DOUBLE		0	Option Open Pnl SR vol marks sumopropnPnlVolMark
opPnlMid	DOUBLE		0	Option Open Pnl SR mid marks sumopropnPnlMidMark
opPnlClr	DOUBLE		0	Option Open Pnl CLR marks sumopropnPnlClrMark
opPnlBrk	DOUBLE		0	Option Mark Break Pnl SR vol marks to Mid markssumoproptOpnPos oprpointValue oproptVolMark oproptMidMark
opPnlDay	DOUBLE		0	Option Day PnlsumoprdayPnl
opDnPnlDay	DOUBLE		0	Option DN Day Pnl delta neutralsumoprdnDayPnl
opDayVega	FLOAT		0	Option Day Vegasumoprve oprcnBot oprcnSld oprpointValue
opDayWVega	FLOAT		0	Option Day Vol Weighted Vegasumoprve opriVol oprcnBot oprcnSld oprpointvalue
opDayTVega	FLOAT		0	Option Day TimeWeighted Vegasumoprve sqrtmax01 opryears 4 oprcnBot oprcnSld oprpointValue
opDayWtVega	FLOAT		0	Option Day Vol TimeWeighted Vegasumoprve opriVol sqrtmax01 opryears 4 oprcnBot oprcnSld oprpointValue
opDayTheta	FLOAT		0	Option Day Thetasumoprth oprcnBot oprcnSld oprpointValue
opDayDelta	FLOAT		0	Option Day Deltasumoprde oprcnBot oprcnSld oprunderliersPerCn
opTrdDelta	FLOAT		0	Option Trade Delta delta fixed at time of tradesumoprtrdDelta
pairPnl	FLOAT		0	Aggregate Dn Pair PnlsumshNetClrM oproptVolMark oproptOpnVolMark oprhedgeDePr opruMark opruOpnMark
contHedgePnl	FLOAT		0	Estimated continuous hedging pnl open positions only 1 minute intervals
contHedgePnl1	FLOAT		0	Estimated continuous hedging pnl open positions only 10 minute intervals
opEdgeOpened	FLOAT		0	Option Edge Opened new risksumopredgeOpened
opEdgeClosed	FLOAT		0	Option Edge Closed new risksumopredgeClosed
pnlDn	FLOAT		0	Option Pnl Attr delta neutral pnl sumvolPnl shClrM dUPrc oprdePr
pnlDe	FLOAT		0	Option Pnl Attr delta pnlsumshClrM dUPrc oprdePr
pnlSl	FLOAT		0	Option Pnl Attr slope pnlsumshClrM dUPrc oprvePr oprveSlopePr
pnlGa	FLOAT		0	Option Pnl Attr gamma pnlsumshClrM 05 dUPrc dUPrc oprga oprgaPr2
pnlTh	FLOAT		0	Option Pnl Attr theta pnlsumshClrM dTime oprthPr
pnlVe	FLOAT		0	Option Pnl Attr vega pnlsumshClrM 100 dVol oprvePr
pnlVo	FLOAT		0	Option Pnl Attr volga pnlsumshClrM 05 100 100 dVol dVol oprvoPr
pnlVa	FLOAT		0	Option Pnl Attr vanna pnlsumshClrM 100 dVol dUPrc oprvaPr
pnlErr	FLOAT		0	Option Pnl Attr error unexplained pnlsumshClrM volPnl pnlDe pnlGa pnlTh pnlVe
pnlRate	FLOAT		0	Option Pnl Attr rate pnlsumshClrM 100 dRate oprrhPr
pnlSDiv	FLOAT		0	Option Pnl Attr sdiv pnlsumshClrM 100 dSDiv oprphPr
pnlDDiv	FLOAT		0	Option Pnl Attr ddiv pnlsumshClrM 100 oprddiv oprddivPr opruPrc oprphPr
pnlTe	FLOAT		0	Option Pnl Attr theo edge pnlsumshClrM oprtOpx oproptVolMark oprtOpxPr oproptOpnVolMark
pctIvChange	FLOAT		0	Option Avg IVol Change NumeratorsumabsshClrM oprve logopriVolopriVolPr
pctIvVega	FLOAT		0	Option Avg IVol Change DenominatorsumabsshClrM oprve
pctTvChange	FLOAT		0	Option Avg TVol Change NumeratorsumabsshClrM oprve logoprtVoloprtVolPr
pctTvVega	FLOAT		0	Option Avg TVol Change DenominatorsumabsshClrM oprve
stkWidthMny	FLOAT		0	Stock Market Width Valuesum05 absshCurPos sprstkAsk sprstkBid
optWidthMny	FLOAT		0	Option Market Width Valuesum05 absshCurPosM oproptAsk oproptBid
dayDDelta	FLOAT		0	Day Delta bot or sldall sources today
delta	FLOAT		0	Aggregate Position DeltasumshCurPos sumfcCurPosM sumshCurPosM oprde sumotherdelta
ddelta	FLOAT		0	Aggregate Position Delta Delta DDMult
deDecay	FLOAT		0	Aggregate Position DeltaDecaysumshCurPosM oprdeDecay sumotherdeDecay
ddDecay	FLOAT		0	Aggregate Position DeltaDecay DeltaDecay DDMult change in delta when one trading day 102520 is taken out of option pricing
gamma	FLOAT		0	Aggregate Position GammasumshCurPosM oprga sumothergamma
dGamma	FLOAT		0	Aggregate Position Gamma
theta	FLOAT		0	Aggregate Position ThetasumshCurPosM oprth sumothertheta
rho	FLOAT		0	Aggregate Position RhosumshCurPosM oprrh sumotherrho
vega	FLOAT		0	Aggregate Position VegasumshCurPosM oprve sumothervega
tVega	FLOAT		0	Aggregate Position Time Weight VegasumshCurPosM oprve sqrtmax01 opryears 4
wVega	FLOAT		0	Aggregate Position Vol Weighted VegasumshCurPosM opriVol oprve
wtVega	FLOAT		0	Aggregate Position Vol Time Weighted VegasumshCurPosM opriVol oprve sqrtmax01 opryears 4
ivolVe	FLOAT		0	Aggregate Position Avg Vol Numerator vega weighted avg ivolVe avega sumabsshCurPosM opriVol oprve
volga	FLOAT		0	Aggregate Position VolgasumshCurPosM oprvo sumothervolga
vanna	FLOAT		0	Aggregate Position VannasumshCurPosM oprva sumothervanna
slope	FLOAT		0	Aggregate Position VegaDelta uPrcVol correlation factorsumshCurPosM oprsl oprve sumotherslope
avega	FLOAT		0	Aggregate Postion Abs VegasumabsshCurPosM oprve
atheta	FLOAT		0	Aggregate Postion Abs Theta sumabsshCurPosM oprth
hedgeDelta	FLOAT		0	Aggregate Position Hedge Delta either iVol or tVol based can go binarysumshCurPos oprhedgeDe
hedgeDDelta	FLOAT		0	Aggregate Position Hedge Delta
hedgeGamma	FLOAT		0	Aggregate Position Hedge Gamma either iVol or tVol basedcan go binarysumshCurPos oprhedgeGa
hedgeDGamma	FLOAT		0	Aggregate Position Hedge Gamma
pinXXhedgeDelta	FLOAT		0	Aggregate Position Hedge Delta at Pin Strike
pinXXhedgeDDelta	FLOAT		0	Aggregate Position Hedge Delta at Pin Strike
pinXXhedgeGamma	FLOAT		0	Aggregate Position Hedge Gamma at Pin Strike
pinXXhedgeDGamma	FLOAT		0	Aggregate Position Hedge Gamma at Pin Strike
premOvPar	FLOAT		0	Aggregate Position Premium Over ParitysumshCurPosM max0 oproptVolMark oprloBound
simpPremOvPar	FLOAT		0	Aggregate Position Premium Over Parity SimplesumshCurPosM max0 opropxMidMark max0 strike uprc
wtVeDd	FLOAT		0	Aggregate Dd Time Weighted Vega sumwtVega if oprxde 030
wtVeDn	FLOAT		0	Aggregate Dn Time Weighted Vega sumwtVega if 030 oprxde 010
wtVeAt	FLOAT		0	Aggregate At Time Weighted Vega sumwtVega if absoprxde 010
wtVeUp	FLOAT		0	Aggregate Up Time Weighted Vega sumwtVega if 010 oprxde 030
wtVeDu	FLOAT		0	Aggregate Du Time Weighted Vega sumwtVega if 030 oprxde
wtVeM1	FLOAT		0	Aggregate M1 Time Weighted Vega sumwtVega if days 10
wtVeM2	FLOAT		0	Aggregate M2 Time Weighted Vega sumwtVega if 10 days 25
wtVeM3	FLOAT		0	Aggregate M3 Time Weighted Vega sumwtVega if 25 days 65
wtVeM4	FLOAT		0	Aggregate M4 Time Weighted Vega sumwtVega if 65 days 130
wtVeM5	FLOAT		0	Aggregate M5 Time Weighted Vega sumwtVega if 130 days
pinXX	FLOAT		0	pin strike nearest to current uPrc zero none only exists if there are near ATM option positions expiring today
opnDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeBelow	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
opnDDeAbove	FLOAT		0	Aggregate Position Open Delta Open Positions Open Hedge Trades Only if liveUPrc pinXX
posDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeBelow	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posDDeAbove	FLOAT		0	Aggregate Position Hedge Delta Current Position if liveUPrc pinXX
posHedgeDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
posHedgeDDeltaEx	FLOAT		0	Aggregate Position Hedge Delta Current Position if exDate today
mmhDelta	FLOAT		0	Aggregate Delta allocated from other symbols multimultihedge symbols
mmhContracts	INT		0	Aggregate Contracts allocated from other symbols multimultihedge symbols
mmhSources	TINYTEXT		''	Allocation source string usually mmh contracts
tEdge	FLOAT		0	Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMult	FLOAT		0	Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePr	FLOAT		0	Prior Day Theo Edge
tEdgeMultPr	FLOAT		0	Prior Day Aggregate Abs Net Contracts
numTVolErrors	SMALLINT		0	number of oprtErr 0 or oprtVol 001
posTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWV	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnl	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0
tEdge2	FLOAT		0	Aggregate Theo EdgesumshNetPosM oprtOpx oproptVolMark if oprtVol 001 and oprtOpx 00 and oproptVolMark 00
tEdgeMult2	FLOAT		0	Aggregate Abs Net Contracts RevConv contracts removed sumabsshNetPosM
tEdgePr2	FLOAT		0	Prior Day Theo Edge
tEdgeMultPr2	FLOAT		0	Prior Day Aggregate Abs Net Contracts
numTVolErrors2	SMALLINT		0	number of oprtErr 0 or oprtVol 001
posTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
negTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0 and oprtOpx oproptVolMark 0
badTEdgeWV2	FLOAT		0	Aggregate Vol Weighted Vega wvega where oprtOpx 0
posTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
negTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0 and oprtOpxPr oprpriorOpxVolMark 0
badTEdgePnl2	FLOAT		0	Aggregate Dn Pair Pnl where oprtOpxPr 0
VaRsu90	FLOAT		0	Aggregate RiskSlide uPrc up 90 vol unchanged newUPrc uPrc MathExp090
VaRsd90	FLOAT		0	Aggregate RiskSlide uPrc dn 90 vol unchanged newUPrc uPrc MathExp090
VaRsu50	FLOAT		0	Aggregate RiskSlide uPrc up 50 vol unchanged newUPrc uPrc MathExp050
VaRsd50	FLOAT		0	Aggregate RiskSlide uPrc dn 50 vol unchanged newUPrc uPrc MathExp050
VaRsu15	FLOAT		0	Aggregate RiskSlide uPrc up 15 vol unchanged newUPrc uPrc MathExp015
VaRsd15	FLOAT		0	Aggregate RiskSlide uPrc dn 15 vol unchanged newUPrc uPrc MathExp015
VaRsu10	FLOAT		0	Aggregate RiskSlide uPrc up 10 vol unchanged newUPrc uPrc MathExp010
VaRsd10	FLOAT		0	Aggregate RiskSlide uPrc dn 10 vol unchanged newUPrc uPrc MathExp010
VaRsu06	FLOAT		0	Aggregate RiskSlide uPrc up 6 vol unchanged newUPrc uPrc MathExp006
VaRsd08	FLOAT		0	Aggregate RiskSlide uPrc dn 8 vol unchanged newUPrc uPrc MathExp008
VaRsu05	FLOAT		0	Aggregate RiskSlide uPrc up 5 vol unchanged newUPrc uPrc MathExp005
VaRsd05	FLOAT		0	Aggregate RiskSlide uPrc dn 5 vol unchanged newUPrc uPrc MathExp005
VaRsu1e	FLOAT		0	Aggregate RiskSlide uPrc up 1x implied earn move vol ramp out
VaRsd1e	FLOAT		0	Aggregate RiskSlide uPrc dn 1x implied earn move vol ramp out
VaRsu2e	FLOAT		0	Aggregate RiskSlide uPrc up 2x implied earn move vol ramp out
VaRsd2e	FLOAT		0	Aggregate RiskSlide uPrc dn 2x implied earn move vol ramp out
VaRearn	FLOAT		0	Aggregate RiskSlide vol earn ramp out no uPrc move
VaRcash	FLOAT		0	Aggregate RiskSlide uPrc up 30 vol 001 6mn deal close delta neutral
marginUDnVDn	FLOAT		0	Aggregate RiskSlide uPrc dn vol dn
marginUDnVUp	FLOAT		0	Aggregate RiskSlide uPrc dn vol up
marginUUpVDn	FLOAT		0	Aggregate RiskSlide uPrc up vol dn
marginUUpVUp	FLOAT		0	Aggregate RiskSlide uPrc up vol up
stkLiqRisk	FLOAT		0	Aggregate Equity Liquidation Risk
optLiqRisk	FLOAT		0	Aggregate Option Liquidation Risk
shBotC0	INT		0	hypothetical shares bot 1 minute intervals
shSldC0	INT		0	hypothetical shares sld
shMnyC0	FLOAT		0	hypothetical money
shBotC1	INT		0	hypothetical shares bot 10 minute intervals
shSldC1	INT		0	hypothetical shares sld
shMnyC1	FLOAT		0	hypothetical money
opHcMin25	FLOAT		0	sumoption haircut minimum 2500cn
opHcMin37	FLOAT		0	sumoption haircut minimum 3750cn
haircut25	FLOAT		0	Aggregate Risk Margin JBO 25 minimum1515 uPrc slides
haircut37	FLOAT		0	Aggregate Risk Margin PM 3750 minimum86 uPrc slides broad based1515 uPrc slides nonbroad based
numStkErrors	TINYINT UNSIGNED		0	number of stock positions with a computation error should be zero
numOptErrors	TINYINT UNSIGNED		0	number of options positions with a computation error should be zero
updateSource	enum - R5Source		'None'
stkMarkFlag	VARCHAR(255)		'None'	Stock position error flag
optMarkFlag	VARCHAR(255)		'None'	Option position error flag
riskAlert1	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert2	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert3	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
riskAlert4	enum - AlertCode		'None'	Risk Alert Code Early Exercise etc
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
riskSession	6
clientFirm	7

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgSymbolRiskSummaryV5`
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 ENUM('Regular','PostClose') */
    `riskSession` = 'Regular'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='SymbolRiskSummaryV5' ORDER BY ordinal_position ASC;