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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
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
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,
`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)',
`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`,
`minUBid`,
`maxUAsk`,
`riskGroupId`,
`strategy`,
`userData1`,
`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 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 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 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 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,
1.23,
1.23,
'Example_riskGroupId',
'Example_strategy',
'dummy tiny text',
'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;