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Version: Upcoming

NoticeResponse

V8 Message Definiton

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenSRATS
ProductSRTrade
accessTypeSELECT,UPDATE,INSERT,DELETE

Table Definition​

FieldTypeKeyDefault ValueComment
noticeNumberCHAR(19)PRI'0000-0000-0000-0000'required AuctionNoticenoticeNumber
accntVARCHAR(16)PRI''required SR Accnt
clientFirmVARCHAR(16)PRI''optional SR ClientFirm
responseIdVARCHAR(24)PRI''required client ResponseId of this response reflected back on NoticeExecReport messages
ticker_atenum - AssetType'None'filled in on server underlier ticker
ticker_tsenum - TickerSrc'None'filled in on server underlier ticker
ticker_tkVARCHAR(12)''filled in on server underlier ticker
tradeDateDATE'1900-01-01'filled in on server
stageTypeenum - SpdrStageType'None'optional default is NoneLive can only be supplied on the initial notice response in a cancelreplace chain
respSideenum - BuySell'None'
respSizeINT0
respPriceDOUBLE0
refUPrcDOUBLE0
refDeFLOAT0
refGaFLOAT0
deltaAdjenum - DeltaDirection'None'optional Delta Adjusted Limit type None Price Limit
minUBidFLOAT0
maxUAskFLOAT0
riskGroupIdCHAR(19)'0000-0000-0000-0000'optional any auction response is associated with this riskGroupID and SpdrRiskGroupControl
strategyVARCHAR(32)''optional user strategy field visible on SR tools
userData1TINYTEXT''optional user data field free text reflected on NoticeResponse
locateFirmVARCHAR(6)''
locatePoolVARCHAR(16)''
autoHedgeenum - AutoHedge'None'
hedgeInstrumentenum - HedgeInst'None'
hedgeSecKey_atenum - AssetType'None'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tsenum - TickerSrc'None'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tkVARCHAR(12)''autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_yrSMALLINT UNSIGNED0autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_mnTINYINT UNSIGNED0autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_dyTINYINT UNSIGNED0autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeBetaRatioFLOAT0portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScopeenum - HedgeScope'None'hedge group scope RiskGroup or Accnt
hedgeSessionenum - MarketSession'None'
modifiedByVARCHAR(24)''
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
OrderLegsListJSON'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)​

FieldSequence
noticeNumber1
accnt2
clientFirm3
responseId4

JSON Block (OrderLegsList)​

FieldTypeComment
secKeyenum - secKey
secTypeenum - SpdrKeyType
sideenum - BuySell
positionTypeenum - LegPositionType

CREATE TABLE EXAMPLE QUERY​

CREATE TABLE `SRTrade`.`MsgNoticeResponse` (
    `noticeNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(required) AuctionNotice.noticeNumber',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(required) SR Accnt',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '(optional) SR ClientFirm',
    `responseId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT '(required) client ResponseId of this response; reflected back on NoticeExecReport messages',
    `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 '(filled in on server) 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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT '(filled in on server) underlier ticker',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT '(filled in on server) underlier ticker',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01' COMMENT '(filled in on server)',
    `stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT '(optional) (default is None/Live) can only be supplied on the initial notice response in a cancel/replace chain',
    `respSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `respSize` INT NOT NULL DEFAULT 0,
    `respPrice` DOUBLE NOT NULL DEFAULT 0,
    `refUPrc` DOUBLE NOT NULL DEFAULT 0,
    `refDe` FLOAT NOT NULL DEFAULT 0,
    `refGa` FLOAT NOT NULL DEFAULT 0,
    `deltaAdj` ENUM('None','OneWay','TwoWay') NOT NULL DEFAULT 'None' COMMENT '(optional) Delta Adjusted Limit type. (None = Price Limit)',
    `minUBid` FLOAT NOT NULL DEFAULT 0,
    `maxUAsk` FLOAT NOT NULL DEFAULT 0,
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT '(optional) any auction response is associated with this riskGroupID (and SpdrRiskGroupControl)',
    `strategy` VARCHAR(32) NOT NULL DEFAULT '' COMMENT '(optional) user strategy field (visible on SR tools)',
    `userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT '(optional) user data field (free text) (reflected on NoticeResponse)',
    `locateFirm` VARCHAR(6) NOT NULL DEFAULT '',
    `locatePool` VARCHAR(16) NOT NULL DEFAULT '',
    `autoHedge` ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') NOT NULL DEFAULT 'None',
    `hedgeInstrument` ENUM('None','Default','FrontMonth','Stock','Future') NOT NULL DEFAULT 'None',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]',
    `hedgeBetaRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]',
    `hedgeScope` ENUM('None','Accnt','RiskGroup') NOT NULL DEFAULT 'None' COMMENT 'hedge group scope [RiskGroup or Accnt]',
    `hedgeSession` ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') NOT NULL DEFAULT 'None',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `OrderLegsList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(OrderLegsList)),
    CONSTRAINT nonnegative_noticeNumber CHECK(ASCII(noticeNumber) < 56),
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`noticeNumber`,`accnt`,`clientFirm`,`responseId`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY​

SELECT
    `noticeNumber`,
    `accnt`,
    `clientFirm`,
    `responseId`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `tradeDate`,
    `stageType`,
    `respSide`,
    `respSize`,
    `respPrice`,
    `refUPrc`,
    `refDe`,
    `refGa`,
    `deltaAdj`,
    `minUBid`,
    `maxUAsk`,
    `riskGroupId`,
    `strategy`,
    `userData1`,
    `locateFirm`,
    `locatePool`,
    `autoHedge`,
    `hedgeInstrument`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeBetaRatio`,
    `hedgeScope`,
    `hedgeSession`,
    `timestamp`,
    `OrderLegsList`
FROM `SRTrade`.`MsgNoticeResponse`
WHERE 
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

UPDATE TABLE EXAMPLE QUERY​

UPDATE `SRTrade`.`MsgNoticeResponse` 
SET
    /* 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','EUX','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','ModifyAny','ModifyAlgo') */ 
    `stageType` = 'None',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None',
    /* Replace with a INT */ 
    `respSize` = 5,
    /* Replace with a DOUBLE */ 
    `respPrice` = 4.56,
    /* Replace with a DOUBLE */ 
    `refUPrc` = 4.56,
    /* Replace with a FLOAT */ 
    `refDe` = 1.23,
    /* Replace with a FLOAT */ 
    `refGa` = 1.23,
    /* Replace with a ENUM('None','OneWay','TwoWay') */ 
    `deltaAdj` = 'None',
    /* Replace with a FLOAT */ 
    `minUBid` = 1.23,
    /* Replace with a FLOAT */ 
    `maxUAsk` = 1.23,
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId',
    /* Replace with a VARCHAR(32) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a TINYTEXT */ 
    `userData1` = 'dummy tiny text',
    /* Replace with a VARCHAR(6) */ 
    `locateFirm` = 'Example_locateFirm',
    /* Replace with a VARCHAR(16) */ 
    `locatePool` = 'Example_locatePool',
    /* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */ 
    `autoHedge` = 'None',
    /* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */ 
    `hedgeInstrument` = 'None',
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `hedgeSecKey_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `hedgeSecKey_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk',
    /* Replace with a SMALLINT UNSIGNED */ 
    `hedgeSecKey_yr` = 123,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn` = 1,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy` = 1,
    /* Replace with a FLOAT */ 
    `hedgeBetaRatio` = 1.23,
    /* Replace with a ENUM('None','Accnt','RiskGroup') */ 
    `hedgeScope` = 'None',
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */ 
    `hedgeSession` = 'None',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a JSON */
    `OrderLegsList` = '{"key": "value"}'
WHERE
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

INSERT TABLE EXAMPLE QUERY​

INSERT INTO `SRTrade`.`MsgNoticeResponse`(
    /* Replace with a CHAR(19) */
    `noticeNumber`,
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `responseId`,
    /* 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','EUX','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','ModifyAny','ModifyAlgo') */ 
    `stageType`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide`,
    /* Replace with a INT */ 
    `respSize`,
    /* Replace with a DOUBLE */ 
    `respPrice`,
    /* Replace with a DOUBLE */ 
    `refUPrc`,
    /* Replace with a FLOAT */ 
    `refDe`,
    /* Replace with a FLOAT */ 
    `refGa`,
    /* Replace with a ENUM('None','OneWay','TwoWay') */ 
    `deltaAdj`,
    /* Replace with a FLOAT */ 
    `minUBid`,
    /* Replace with a FLOAT */ 
    `maxUAsk`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a VARCHAR(32) */ 
    `strategy`,
    /* Replace with a TINYTEXT */ 
    `userData1`,
    /* Replace with a VARCHAR(6) */ 
    `locateFirm`,
    /* Replace with a VARCHAR(16) */ 
    `locatePool`,
    /* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo') */ 
    `autoHedge`,
    /* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */ 
    `hedgeInstrument`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `hedgeSecKey_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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `hedgeSecKey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `hedgeSecKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `hedgeSecKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `hedgeSecKey_dy`,
    /* Replace with a FLOAT */ 
    `hedgeBetaRatio`,
    /* Replace with a ENUM('None','Accnt','RiskGroup') */ 
    `hedgeScope`,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */ 
    `hedgeSession`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a JSON */
    `OrderLegsList`
) 
VALUES(
    'Example_noticeNumber',
    'Example_accnt',
    'Example_clientFirm',
    'Example_responseId',
    'None',
    'None',
    'Example_ticker_tk',
    '2022-01-01',
    'None',
    'None',
    5,
    4.56,
    4.56,
    1.23,
    1.23,
    'None',
    1.23,
    1.23,
    'Example_riskGroupId',
    'Example_strategy',
    'dummy tiny text',
    'Example_locateFirm',
    'Example_locatePool',
    'None',
    'None',
    'None',
    'None',
    'Example_hedgeSecKey_tk',
    123,
    1,
    1,
    1.23,
    'None',
    'None',
    '2022-01-01 12:34:56.000000',
    '{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY​

DELETE FROM `SRTrade`.`MsgNoticeResponse` 
WHERE
    /* Replace with a CHAR(19) */
    `noticeNumber` = 'Example_noticeNumber'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(24) */ 
    `responseId` = 'Example_responseId';

Doc Columns Query​

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