NoticeResponse

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
noticeNumber	CHAR(19)	PRI	'0000-0000-0000-0000'	required AuctionNoticenoticeNumber
accnt	VARCHAR(16)	PRI	''	required SR Accnt
clientFirm	VARCHAR(16)	PRI	''	optional SR ClientFirm
responseId	VARCHAR(24)	PRI	''	required client ResponseId of this response reflected back on NoticeExecReport messages
ticker_at	enum - AssetType		'None'	filled in on server underlier ticker
ticker_ts	enum - TickerSrc		'None'	filled in on server underlier ticker
ticker_tk	VARCHAR(12)		''	filled in on server underlier ticker
tradeDate	DATE		'1900-01-01'	filled in on server
stageType	enum - SpdrStageType		'None'	optional default is NoneLive can only be supplied on the initial notice response in a cancelreplace chain
respSide	enum - BuySell		'None'
respSize	INT		0
respPrice	DOUBLE		0
refUPrc	DOUBLE		0
refDe	FLOAT		0
refGa	FLOAT		0
deltaAdj	enum - DeltaDirection		'None'	optional Delta Adjusted Limit type None Price Limit
minUBid	FLOAT		0
maxUAsk	FLOAT		0
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	optional any auction response is associated with this riskGroupID and SpdrRiskGroupControl
strategy	VARCHAR(32)		''	optional user strategy field visible on SR tools
userData1	TINYTEXT		''	optional user data field free text reflected on NoticeResponse
locateFirm	VARCHAR(6)		''
locatePool	VARCHAR(16)		''
ssaleFlag	enum - ShortSaleFlag		'Auto'	Used to determine stock autohedge flags
reqAuxRiskGroupCtrl	enum - YesNo		'None'
autoHedge	enum - AutoHedge		'None'
hedgeInstrument	enum - HedgeInst		'None'
hedgeSecKey_at	enum - AssetType		'None'	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_ts	enum - TickerSrc		'None'	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tk	VARCHAR(12)		''	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_yr	SMALLINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_mn	TINYINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_dy	TINYINT UNSIGNED		0	autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeBetaRatio	FLOAT		0	portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScope	enum - HedgeScope		'None'	hedge group scope RiskGroup or Accnt
hedgeSession	enum - MarketSession		'None'
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
OrderLegsList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
noticeNumber	1
accnt	2
clientFirm	3
responseId	4

JSON Block (OrderLegsList)

Field	Type	Comment
secKey	enum - secKey
secType	enum - SpdrKeyType
side	enum - BuySell
positionType	enum - LegPositionType

SELECT TABLE EXAMPLE QUERY

SELECT *
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','RATE') */ 
    `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','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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','Long','Short','Cover','Auto','NA') */
    `ssaleFlag` = 'Auto',
    /* Replace with a ENUM('None','Yes','No') */ 
    `reqAuxRiskGroupCtrl` = 'None',
    /* 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','EuMsAlgo','Policy') */ 
    `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','RATE') */ 
    `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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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','RATE') */ 
    `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','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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','Long','Short','Cover','Auto','NA') */
    `ssaleFlag`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `reqAuxRiskGroupCtrl`,
    /* 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','EuMsAlgo','Policy') */ 
    `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','RATE') */ 
    `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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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',
    'Auto',
    'None',
    '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;