NoticeMarkupVegaDir
METADATA
| Attribute | Value |
|---|---|
| Topic | 2450-liquidity-notice |
| MLink Token | ClientTrading |
| Product | SRTrade |
| accessType | SELECT,UPDATE,INSERT,DELETE |
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 |
| noticeNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | |
| qtyTraded | INT | 0 | ||
| vegaTraded | FLOAT | 0 | ||
| cumOpenSize | INT | 0 | ||
| cumOpenVega | FLOAT | 0 | ||
| respSize | INT | 0 | ||
| minSurfEdge | FLOAT | 0 | ||
| userSurfLimit | FLOAT | 0 | ||
| userProbLimit | FLOAT | 0 | ||
| rawRespPrice | FLOAT | 0 | ||
| incFees | enum - YesNo | 'None' | ||
| feeEstimate | FLOAT | 0 | ||
| roundRule | enum - RoundRule | 'None' | ||
| respPrice | FLOAT | 0 | ||
| result | enum - NoticeMarkupResult | 'None' | ||
| resultDetail | TINYTEXT | '' | ||
| ticker_at | enum - AssetType | 'None' | underlier ticker | |
| ticker_ts | enum - TickerSrc | 'None' | underlier ticker | |
| ticker_tk | VARCHAR(12) | '' | underlier ticker | |
| tradeDate | DATE | '1900-01-01' | ||
| isTestAuction | enum - YesNo | 'None' | if yes auction is a test auction not a prodlive auction | |
| auctionType | enum - AuctionType | 'None' | ||
| auctionSource | enum - AuctionSource | 'None' | source of the auction notice eg SRC MIAX etc | |
| custSide | enum - BuySell | 'None' | if available | |
| custQty | INT | 0 | ||
| custPrc | DOUBLE | 0 | public cust price | |
| hasCustPrc | enum - YesNo | 'None' | ||
| custFirmType | enum - FirmType | 'None' | cust firm type if disclosed | |
| noticeCommission | FLOAT | 0 | ||
| hasNoticeComm | enum - YesNo | 'None' | noticeCommision contains responder auction commission otherwise notice commission is as agreed previously | |
| numOptLegs | TINYINT UNSIGNED | 0 | MLEG Only | |
| spreadClass | enum - SpreadClass | 'None' | ||
| spreadFlavor | enum - SpreadFlavor | 'None' | MLEG Only | |
| containsHedge | enum - YesNo | 'None' | MLEG Only | |
| uBid | DOUBLE | 0 | ||
| uAsk | DOUBLE | 0 | ||
| refUPrc | DOUBLE | 0 | ||
| netVe | FLOAT | 0 | ||
| pkgSurfPrc | FLOAT | 0 | SR Surface Price entire package | |
| pkgTheoPrc | FLOAT | 0 | Client Theo Price entire package if client surfaces uploaded to SR | |
| pkgBidPrc | FLOAT | 0 | leg market best way price pkg bid | |
| pkgAskPrc | FLOAT | 0 | leg market worst way price pkg ask | |
| srcTimestamp | BIGINT | 0 | ||
| netTimestamp | BIGINT | 0 | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | from ats exchange net timestamp if possible | |
| OrderLegsList | 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 |
| noticeNumber | 11 |
JSON Block (OrderLegsList)
| Field | Type | Comment |
|---|---|---|
| secKey | enum - secKey | |
| secType | enum - SpdrKeyType | |
| side | enum - BuySell | |
| ratio | enum - ratio | |
| atmVol | enum - atmVol | ATM fwd uPrc SR surface volatility |
| sVol | enum - sVol | SR Surface Volatility |
| sPrc | enum - sPrc | SR Surface Price |
| ve | enum - ve | |
| sVolOk | enum - YesNo | Yes if live market and sVol are tracking as expected |
| bid | enum - bid | leg bid price |
| ask | enum - ask | leg ask price |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgNoticeMarkupVegaDir` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
`ekey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`ekey_ts` 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','ICEFE') NOT NULL DEFAULT 'None',
`ekey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`ekey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`ekey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'auction responder side (your side)',
`responderID` BIGINT NOT NULL DEFAULT 0 COMMENT 'client supplied responder ID (can be any number including zero)',
`noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`qtyTraded` INT NOT NULL DEFAULT 0,
`vegaTraded` FLOAT NOT NULL DEFAULT 0,
`cumOpenSize` INT NOT NULL DEFAULT 0,
`cumOpenVega` FLOAT NOT NULL DEFAULT 0,
`respSize` INT NOT NULL DEFAULT 0,
`minSurfEdge` FLOAT NOT NULL DEFAULT 0,
`userSurfLimit` FLOAT NOT NULL DEFAULT 0,
`userProbLimit` FLOAT NOT NULL DEFAULT 0,
`rawRespPrice` FLOAT NOT NULL DEFAULT 0,
`incFees` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`feeEstimate` FLOAT NOT NULL DEFAULT 0,
`roundRule` ENUM('None','Exact','Fuzzy') NOT NULL DEFAULT 'None',
`respPrice` FLOAT NOT NULL DEFAULT 0,
`result` ENUM('None','Responded','ProbErrorSkip','ZeroSizeSkip','TotalSizeSkip','TotalVegaSkip','OffMarketSkip','NoticePriceSkip','RejectHoldSkip','OrderReject','SysError','SVolError','UserVolError') NOT NULL DEFAULT 'None',
`resultDetail` TINYTEXT NOT NULL DEFAULT '',
`ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'underlier ticker',
`ticker_ts` 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','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'underlier ticker',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'underlier ticker',
`tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
`isTestAuction` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if yes, auction is a test auction (not a prod/live auction)',
`auctionType` ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash','BlockDAC','BlockPOC','BlockPCV') NOT NULL DEFAULT 'None',
`auctionSource` ENUM('None','SRC','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','EDGO','MCRY','MPRL','EMLD','MEMX','CME','CBOT','NYMEX','COMEX','ICE','EUREX') NOT NULL DEFAULT 'None' COMMENT 'source of the auction notice (eg. SRC, MIAX, etc.)',
`custSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'if available',
`custQty` INT NOT NULL DEFAULT 0,
`custPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'public cust price',
`hasCustPrc` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`custFirmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'cust firm type (if disclosed)',
`noticeCommission` FLOAT NOT NULL DEFAULT 0,
`hasNoticeComm` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'noticeCommision contains responder auction commission; otherwise, notice commission is as agreed previously.',
`numOptLegs` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'MLEG Only',
`spreadClass` ENUM('None','Stk','Fut','Call','Put','Synth','RevCon','Box','JRoll','Roll','Straddle','Strangle','CSpread','PSpread','VStrip','VSpread','HStrip','HSpread','BFly','RiskRev','Mixed','VarSwap','Pair','ExpPair','VolPair') NOT NULL DEFAULT 'None',
`spreadFlavor` ENUM('None','Normal','Flipped') NOT NULL DEFAULT 'None' COMMENT 'MLEG Only',
`containsHedge` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'MLEG Only',
`uBid` DOUBLE NOT NULL DEFAULT 0,
`uAsk` DOUBLE NOT NULL DEFAULT 0,
`refUPrc` DOUBLE NOT NULL DEFAULT 0,
`netVe` FLOAT NOT NULL DEFAULT 0,
`pkgSurfPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR Surface Price (entire package)',
`pkgTheoPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'Client Theo Price (entire package) (if client surfaces uploaded to SR)',
`pkgBidPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'leg market best way price (pkg bid)',
`pkgAskPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'leg market worst way price (pkg ask)',
`srcTimestamp` BIGINT NOT NULL DEFAULT 0,
`netTimestamp` BIGINT NOT NULL DEFAULT 0,
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'from ats / exchange net timestamp if possible',
`OrderLegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(OrderLegsList)),
CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
PRIMARY KEY USING HASH (`accnt`,`clientFirm`,`ekey_tk`,`ekey_yr`,`ekey_mn`,`ekey_dy`,`ekey_at`,`ekey_ts`,`respSide`,`responderID`,`noticeNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`accnt`,
`clientFirm`,
`ekey_at`,
`ekey_ts`,
`ekey_tk`,
`ekey_yr`,
`ekey_mn`,
`ekey_dy`,
`respSide`,
`responderID`,
`noticeNumber`,
`qtyTraded`,
`vegaTraded`,
`cumOpenSize`,
`cumOpenVega`,
`respSize`,
`minSurfEdge`,
`userSurfLimit`,
`userProbLimit`,
`rawRespPrice`,
`incFees`,
`feeEstimate`,
`roundRule`,
`respPrice`,
`result`,
`resultDetail`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`tradeDate`,
`isTestAuction`,
`auctionType`,
`auctionSource`,
`custSide`,
`custQty`,
`custPrc`,
`hasCustPrc`,
`custFirmType`,
`noticeCommission`,
`hasNoticeComm`,
`numOptLegs`,
`spreadClass`,
`spreadFlavor`,
`containsHedge`,
`uBid`,
`uAsk`,
`refUPrc`,
`netVe`,
`pkgSurfPrc`,
`pkgTheoPrc`,
`pkgBidPrc`,
`pkgAskPrc`,
`srcTimestamp`,
`netTimestamp`,
`timestamp`,
`OrderLegsList`
FROM `SRTrade`.`MsgNoticeMarkupVegaDir`
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') */
`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','ICEFE') */
`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
AND
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgNoticeMarkupVegaDir`
SET
/* Replace with a INT */
`qtyTraded` = 5,
/* Replace with a FLOAT */
`vegaTraded` = 1.23,
/* Replace with a INT */
`cumOpenSize` = 5,
/* Replace with a FLOAT */
`cumOpenVega` = 1.23,
/* Replace with a INT */
`respSize` = 5,
/* Replace with a FLOAT */
`minSurfEdge` = 1.23,
/* Replace with a FLOAT */
`userSurfLimit` = 1.23,
/* Replace with a FLOAT */
`userProbLimit` = 1.23,
/* Replace with a FLOAT */
`rawRespPrice` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`incFees` = 'None',
/* Replace with a FLOAT */
`feeEstimate` = 1.23,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule` = 'None',
/* Replace with a FLOAT */
`respPrice` = 1.23,
/* Replace with a ENUM('None','Responded','ProbErrorSkip','ZeroSizeSkip','TotalSizeSkip','TotalVegaSkip','OffMarketSkip','NoticePriceSkip','RejectHoldSkip','OrderReject','SysError','SVolError','UserVolError') */
`result` = 'None',
/* Replace with a TINYTEXT */
`resultDetail` = 'dummy tiny text',
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_at` = 'None',
/* 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','ICEFE') */
`ticker_ts` = 'None',
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk',
/* Replace with a DATE */
`tradeDate` = '2022-01-01',
/* Replace with a ENUM('None','Yes','No') */
`isTestAuction` = 'None',
/* Replace with a ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash','BlockDAC','BlockPOC','BlockPCV') */
`auctionType` = 'None',
/* Replace with a ENUM('None','SRC','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','EDGO','MCRY','MPRL','EMLD','MEMX','CME','CBOT','NYMEX','COMEX','ICE','EUREX') */
`auctionSource` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`custSide` = 'None',
/* Replace with a INT */
`custQty` = 5,
/* Replace with a DOUBLE */
`custPrc` = 4.56,
/* Replace with a ENUM('None','Yes','No') */
`hasCustPrc` = 'None',
/* Replace with a ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') */
`custFirmType` = 'None',
/* Replace with a FLOAT */
`noticeCommission` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasNoticeComm` = 'None',
/* Replace with a TINYINT UNSIGNED */
`numOptLegs` = 1,
/* Replace with a ENUM('None','Stk','Fut','Call','Put','Synth','RevCon','Box','JRoll','Roll','Straddle','Strangle','CSpread','PSpread','VStrip','VSpread','HStrip','HSpread','BFly','RiskRev','Mixed','VarSwap','Pair','ExpPair','VolPair') */
`spreadClass` = 'None',
/* Replace with a ENUM('None','Normal','Flipped') */
`spreadFlavor` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`containsHedge` = 'None',
/* Replace with a DOUBLE */
`uBid` = 4.56,
/* Replace with a DOUBLE */
`uAsk` = 4.56,
/* Replace with a DOUBLE */
`refUPrc` = 4.56,
/* Replace with a FLOAT */
`netVe` = 1.23,
/* Replace with a FLOAT */
`pkgSurfPrc` = 1.23,
/* Replace with a FLOAT */
`pkgTheoPrc` = 1.23,
/* Replace with a FLOAT */
`pkgBidPrc` = 1.23,
/* Replace with a FLOAT */
`pkgAskPrc` = 1.23,
/* Replace with a BIGINT */
`srcTimestamp` = 1234567890,
/* Replace with a BIGINT */
`netTimestamp` = 1234567890,
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000',
/* Replace with a JSON */
`OrderLegsList` = '{"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') */
`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','ICEFE') */
`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
AND
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgNoticeMarkupVegaDir`(
/* 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') */
`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','ICEFE') */
`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 CHAR(19) */
`noticeNumber`,
/* Replace with a INT */
`qtyTraded`,
/* Replace with a FLOAT */
`vegaTraded`,
/* Replace with a INT */
`cumOpenSize`,
/* Replace with a FLOAT */
`cumOpenVega`,
/* Replace with a INT */
`respSize`,
/* Replace with a FLOAT */
`minSurfEdge`,
/* Replace with a FLOAT */
`userSurfLimit`,
/* Replace with a FLOAT */
`userProbLimit`,
/* Replace with a FLOAT */
`rawRespPrice`,
/* Replace with a ENUM('None','Yes','No') */
`incFees`,
/* Replace with a FLOAT */
`feeEstimate`,
/* Replace with a ENUM('None','Exact','Fuzzy') */
`roundRule`,
/* Replace with a FLOAT */
`respPrice`,
/* Replace with a ENUM('None','Responded','ProbErrorSkip','ZeroSizeSkip','TotalSizeSkip','TotalVegaSkip','OffMarketSkip','NoticePriceSkip','RejectHoldSkip','OrderReject','SysError','SVolError','UserVolError') */
`result`,
/* Replace with a TINYTEXT */
`resultDetail`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`ticker_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','ICEFE') */
`ticker_ts`,
/* Replace with a VARCHAR(12) */
`ticker_tk`,
/* Replace with a DATE */
`tradeDate`,
/* Replace with a ENUM('None','Yes','No') */
`isTestAuction`,
/* Replace with a ENUM('None','Exposure','Improvement','Facilitation','Solicitation','Opening','Closing','RFQ','Block','Flash','BlockDAC','BlockPOC','BlockPCV') */
`auctionType`,
/* Replace with a ENUM('None','SRC','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','EDGO','MCRY','MPRL','EMLD','MEMX','CME','CBOT','NYMEX','COMEX','ICE','EUREX') */
`auctionSource`,
/* Replace with a ENUM('None','Buy','Sell') */
`custSide`,
/* Replace with a INT */
`custQty`,
/* Replace with a DOUBLE */
`custPrc`,
/* Replace with a ENUM('None','Yes','No') */
`hasCustPrc`,
/* Replace with a ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') */
`custFirmType`,
/* Replace with a FLOAT */
`noticeCommission`,
/* Replace with a ENUM('None','Yes','No') */
`hasNoticeComm`,
/* Replace with a TINYINT UNSIGNED */
`numOptLegs`,
/* Replace with a ENUM('None','Stk','Fut','Call','Put','Synth','RevCon','Box','JRoll','Roll','Straddle','Strangle','CSpread','PSpread','VStrip','VSpread','HStrip','HSpread','BFly','RiskRev','Mixed','VarSwap','Pair','ExpPair','VolPair') */
`spreadClass`,
/* Replace with a ENUM('None','Normal','Flipped') */
`spreadFlavor`,
/* Replace with a ENUM('None','Yes','No') */
`containsHedge`,
/* Replace with a DOUBLE */
`uBid`,
/* Replace with a DOUBLE */
`uAsk`,
/* Replace with a DOUBLE */
`refUPrc`,
/* Replace with a FLOAT */
`netVe`,
/* Replace with a FLOAT */
`pkgSurfPrc`,
/* Replace with a FLOAT */
`pkgTheoPrc`,
/* Replace with a FLOAT */
`pkgBidPrc`,
/* Replace with a FLOAT */
`pkgAskPrc`,
/* Replace with a BIGINT */
`srcTimestamp`,
/* Replace with a BIGINT */
`netTimestamp`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`OrderLegsList`
)
VALUES(
'Example_accnt',
'Example_clientFirm',
'None',
'None',
'Example_ekey_tk',
123,
1,
1,
'None',
1234567890,
'Example_noticeNumber',
5,
1.23,
5,
1.23,
5,
1.23,
1.23,
1.23,
1.23,
'None',
1.23,
'None',
1.23,
'None',
'dummy tiny text',
'None',
'None',
'Example_ticker_tk',
'2022-01-01',
'None',
'None',
'None',
'None',
5,
4.56,
'None',
'None',
1.23,
'None',
1,
'None',
'None',
'None',
4.56,
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
1.23,
1234567890,
1234567890,
'2022-01-01 12:34:56.000000',
'{"key": "value"}'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgNoticeMarkupVegaDir`
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') */
`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','ICEFE') */
`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
AND
/* Replace with a CHAR(19) */
`noticeNumber` = 'Example_noticeNumber';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='NoticeMarkupVegaDir' ORDER BY ordinal_position ASC;