AutoHedgeSymbol

V8 Message Definiton

AutoHedgeSymbol records are published by autohedge servers and contain all valid hedge target symbols. Execution engines reject auto-hedge requests for hedgeSecKeys that are not in this set.

METADATA

Attribute	Value
Topic	5290-strategy-autohedge
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
targetSecKey_at	enum - AssetType	PRI	'None'
targetSecKey_ts	enum - TickerSrc	PRI	'None'
targetSecKey_tk	VARCHAR(12)	PRI	''
targetSecKey_yr	SMALLINT UNSIGNED	PRI	0
targetSecKey_mn	TINYINT UNSIGNED	PRI	0
targetSecKey_dy	TINYINT UNSIGNED	PRI	0
targetSecType	enum - SpdrKeyType	PRI	'None'
hedgeTargetType	enum - HedgeTargetType	PRI	'None'
ticker_at	enum - AssetType		'None'	Ticker
ticker_ts	enum - TickerSrc		'None'	Ticker
ticker_tk	VARCHAR(12)		''	Ticker
tickerDesc	TINYTEXT		''	Ticker Description
hedgeSecKey_at	enum - AssetType		'None'	Execution Hedge SecKey
hedgeSecKey_ts	enum - TickerSrc		'None'	Execution Hedge SecKey
hedgeSecKey_tk	VARCHAR(12)		''	Execution Hedge SecKey
hedgeSecKey_yr	SMALLINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecKey_mn	TINYINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecKey_dy	TINYINT UNSIGNED		0	Execution Hedge SecKey
hedgeSecType	enum - SpdrKeyType		'None'	Execution Hedge SecType
earlySessionClose	DATETIME(6)		'1900-01-01 00:00:00.000000'	system time CST
regSessionClose	DATETIME(6)		'1900-01-01 00:00:00.000000'	system time CST
lateSessionClose	DATETIME(6)		'1900-01-01 00:00:00.000000'	system time CST
isHedgeSecOK	enum - YesNo		'None'
hedgeSecError	TINYTEXT		''
hedgeUMidPrc	DOUBLE		0	current market midprice of the hedge instrument used to calculate approximate hedge sizes for preorder checks
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	SR system timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
targetSecKey_tk	1
targetSecKey_yr	2
targetSecKey_mn	3
targetSecKey_dy	4
targetSecKey_at	5
targetSecKey_ts	6
targetSecType	7
hedgeTargetType	8

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgAutoHedgeSymbol`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `targetSecKey_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') */ 
    `targetSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `targetSecKey_tk` = 'Example_targetSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `targetSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `targetSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `targetSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `targetSecType` = 'None'
  AND
    /* Replace with a ENUM('None','Stock','Future','FrontMonth') */ 
    `hedgeTargetType` = 'None';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='AutoHedgeSymbol' ORDER BY ordinal_position ASC;