AutoResponderVegaDir

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
respSide	enum - BuySell	PRI	'None'	auction responder side your side
responderID	BIGINT	PRI	0	client supplied responder ID can be any number including zero
userName	VARCHAR(24)		''	username used for responding to auction notices
isDisabled	enum - YesNo		'None'	if Yes this autoresponder record is disabled
enabledUntil	DATETIME(6)		'1900-01-01 00:00:00.000000'	will be enabled up until this time
canIncludeStock	enum - YesNo		'None'	if yes can respond to auction notices that include a stock leg
canRespondSR	enum - YesNo		'None'	if yes can respond to auction notices from SR
canRespondExch	enum - YesNo		'None'	if yes can respond to auction notices from exchanges
cpFlag	enum - CallPut		'Pair'	if not Pair must match all option legs
minAbsDelta	FLOAT		0	all leg delta must be between minAbsDelta maxAbsDelta
maxAbsDelta	FLOAT		1
minStrike	DOUBLE		0	all leg strikes must be between minStrike maxStrike
maxStrike	DOUBLE		999999
clientVolSurface	enum - ClientSurface		'None'
atmVol	FLOAT		0	AtmVolPinned clientSurface SRSurface pinned to atmVol atmStrike strike fwdUPrcRef
minSurfEdgeVol	FLOAT		-99	spread surface edge in vol 001 10 vol pts through surface behind surface
minSurfEdgePrem	FLOAT		-99	spread surface edge in premium through surface behind surface
minProbability	FLOAT		0	option response probability will be minProbability
incFeesInResp	enum - YesNo		'None'	include all estimated responder exchange fees in final response price prior to rounding
roundRule	enum - RoundRule		'None'
maxResponseSize	INT		0	maximum number of contracts per response will respond for 100 if auction size maxResponseSize
maxResponseVega	FLOAT		0	maximum total vega per response
maxResponseWtVega	FLOAT		0	maximum weightedtime vega per response 0 no limit
totalResponseSize	INT		0	maximum number of contracts filled all day this responder record
totalResponseVega	FLOAT		0	maximum vega filled all day this responder record
totalResponseWtVega	FLOAT		0	maximum weightedtime vega filled all day 0 no limit
policyAutoHedge	enum - YesNo		'None'	if yes all option fills will be autoHedgePolicy eligible
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	Default 0 none
minUPrc	FLOAT		1	minmax underlier price bounds no responses while underlier is outside of bounds
maxUPrc	FLOAT		99999
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification
CalibrationList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2
ekey_tk	3
ekey_yr	4
ekey_mn	5
ekey_dy	6
ekey_at	7
ekey_ts	8
respSide	9
responderID	10

JSON Block (CalibrationList)

Field	Type	Comment
cValue	enum - cValue	client surface volatility moneyness
moneyness	enum - moneyness	moneyness SR xAxis value

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgAutoResponderVegaDir`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None'
  AND
    /* Replace with a BIGINT */ 
    `responderID` = 1234567890;

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgAutoResponderVegaDir` 
SET
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName',
    /* Replace with a ENUM('None','Yes','No') */ 
    `isDisabled` = 'None',
    /* Replace with a DATETIME(6) */
    `enabledUntil` = '2022-01-01 12:34:56.000000',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canIncludeStock` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canRespondSR` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canRespondExch` = 'None',
    /* Replace with a ENUM('Call','Put','Pair') */
    `cpFlag` = 'Pair',
    /* Replace with a FLOAT */
    `minAbsDelta` = 1.23,
    /* Replace with a FLOAT */
    `maxAbsDelta` = 1.23,
    /* Replace with a DOUBLE */
    `minStrike` = 4.56,
    /* Replace with a DOUBLE */
    `maxStrike` = 4.56,
    /* Replace with a ENUM('None','AtmVolPinned','VolCalibrated') */ 
    `clientVolSurface` = 'None',
    /* Replace with a FLOAT */ 
    `atmVol` = 1.23,
    /* Replace with a FLOAT */
    `minSurfEdgeVol` = 1.23,
    /* Replace with a FLOAT */
    `minSurfEdgePrem` = 1.23,
    /* Replace with a FLOAT */ 
    `minProbability` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `incFeesInResp` = 'None',
    /* Replace with a ENUM('None','Exact','Fuzzy') */ 
    `roundRule` = 'None',
    /* Replace with a INT */ 
    `maxResponseSize` = 5,
    /* Replace with a FLOAT */ 
    `maxResponseVega` = 1.23,
    /* Replace with a FLOAT */ 
    `maxResponseWtVega` = 1.23,
    /* Replace with a INT */ 
    `totalResponseSize` = 5,
    /* Replace with a FLOAT */ 
    `totalResponseVega` = 1.23,
    /* Replace with a FLOAT */ 
    `totalResponseWtVega` = 1.23,
    /* Replace with a ENUM('None','Yes','No') */ 
    `policyAutoHedge` = 'None',
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId',
    /* Replace with a FLOAT */
    `minUPrc` = 1.23,
    /* Replace with a FLOAT */
    `maxUPrc` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a JSON */
    `CalibrationList` = '{"key": "value"}'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None'
  AND
    /* Replace with a BIGINT */ 
    `responderID` = 1234567890;

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgAutoResponderVegaDir`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_at`,
    /* 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') */ 
    `ekey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide`,
    /* Replace with a BIGINT */ 
    `responderID`,
    /* Replace with a VARCHAR(24) */ 
    `userName`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isDisabled`,
    /* Replace with a DATETIME(6) */
    `enabledUntil`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `canIncludeStock`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `canRespondSR`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `canRespondExch`,
    /* Replace with a ENUM('Call','Put','Pair') */
    `cpFlag`,
    /* Replace with a FLOAT */
    `minAbsDelta`,
    /* Replace with a FLOAT */
    `maxAbsDelta`,
    /* Replace with a DOUBLE */
    `minStrike`,
    /* Replace with a DOUBLE */
    `maxStrike`,
    /* Replace with a ENUM('None','AtmVolPinned','VolCalibrated') */ 
    `clientVolSurface`,
    /* Replace with a FLOAT */ 
    `atmVol`,
    /* Replace with a FLOAT */
    `minSurfEdgeVol`,
    /* Replace with a FLOAT */
    `minSurfEdgePrem`,
    /* Replace with a FLOAT */ 
    `minProbability`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `incFeesInResp`,
    /* Replace with a ENUM('None','Exact','Fuzzy') */ 
    `roundRule`,
    /* Replace with a INT */ 
    `maxResponseSize`,
    /* Replace with a FLOAT */ 
    `maxResponseVega`,
    /* Replace with a FLOAT */ 
    `maxResponseWtVega`,
    /* Replace with a INT */ 
    `totalResponseSize`,
    /* Replace with a FLOAT */ 
    `totalResponseVega`,
    /* Replace with a FLOAT */ 
    `totalResponseWtVega`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `policyAutoHedge`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a FLOAT */
    `minUPrc`,
    /* Replace with a FLOAT */
    `maxUPrc`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `CalibrationList`
) 
VALUES(
    'Example_accnt',
    'Example_clientFirm',
    'None',
    'None',
    'Example_ekey_tk',
    123,
    1,
    1,
    'None',
    1234567890,
    'Example_userName',
    'None',
    '2022-01-01 12:34:56.000000',
    'None',
    'None',
    'None',
    'Pair',
    1.23,
    1.23,
    4.56,
    4.56,
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    'None',
    'None',
    5,
    1.23,
    1.23,
    5,
    1.23,
    1.23,
    'None',
    'Example_riskGroupId',
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgAutoResponderVegaDir` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None'
  AND
    /* Replace with a BIGINT */ 
    `responderID` = 1234567890;

Doc Columns Query

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