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Version: Upcoming

SRAvailExecAllocation

V8 Message Definiton

METADATA

AttributeValue
Topic3695-order-allocation
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT
MLink EndpointMLink-Order

Table Definition

FieldTypeKeyDefault ValueComment
availExecNumberBIGINTPRI0unique number for this message
omniAccntVARCHAR(16)''omnibus accnt SR accnt
clientFirmVARCHAR(16)''SR client firm
secKey_atenum - AssetType'None'security key stock future or option
secKey_tsenum - TickerSrc'None'security key stock future or option
secKey_tkVARCHAR(12)''security key stock future or option
secKey_yrSMALLINT UNSIGNED0security key stock future or option
secKey_mnTINYINT UNSIGNED0security key stock future or option
secKey_dyTINYINT UNSIGNED0security key stock future or option
secKey_xxDOUBLE0security key stock future or option
secKey_cpenum - CallPut'Call'security key stock future or option
secTypeenum - SpdrKeyType'None'security type
orderSideenum - BuySell'None'order side always buy for MLEG orders
ssaleFlagenum - ShortSaleFlag'None'ssale flag None if not stock
positionTypeenum - PositionType'None'positionType None if not equity option
spdrSourceenum - SpdrSource'None'parent order source
groupingCodeCHAR(19)'0000-0000-0000-0000'unique broker code
mlegLegKeyTINYTEXT''secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
baseParentNumberCHAR(19)'0000-0000-0000-0000'SR BaseParentNumber these executions belong to can be zero if executions are drop
cumFillQtyINT0net cumFillQty total for the day
avgFillPrcDOUBLE0average fill price
allocStatusenum - ExecAllocStatus'None'allocation status
timestampDATETIME(6)'1900-01-01 00:00:00.000000'
ChildOrdersListJSON'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
availExecNumber1

JSON Block (ChildOrdersList)

FieldTypeComment
clOrdIdenum - clOrdIdchildOrders in the above allocation

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRAvailExecAllocation`
WHERE
/* Replace with a BIGINT */
`availExecNumber` = 1234567890;

Doc Columns Query

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