SRAwayExecution

V8 Message Definiton

SpdrAwayExecution records are published by ToolServers, SRSE, and FIX drop recv gateways. They are consumed by AwayExecutionMarkupServer which, in turn, publishes corresponding SpdrParentExecution records, including M1 and M10 updates.

METADATA

Attribute	Value
Topic	1450-away-drop
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI, SEC	''	SR accnt
clientFillId	BIGINT	PRI	0	client fill ID should be unique for each accnt
clientFirm	VARCHAR(16)	PRI, SEC	''	SR client firm
fillNumber	BIGINT	SEC	0	SpiderRock execution number globally unique over trailing 10 days copied in SpdrParentExecutionpkeyfillNumber
engineName	VARCHAR(32)		''
spdrSource	enum - SpdrSource		'None'	SR source code
execStatus	enum - ExecStatus		'None'	SR execution status FillBustCorrectReject
clientOrderId	VARCHAR(24)		''	client order ID should be unique for each clientFirm if any copied into SpdrParentExecutionaltOrderId
srcRoutingCode	TINYTEXT		''	inbound FIX routing code drop server if any
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	riskGroupId parent order group ID for this away execution report will be incorporated into a corresponding EE risk group counter if 0
secKey_at	enum - AssetType		'None'	SR security key
secKey_ts	enum - TickerSrc		'None'	SR security key
secKey_tk	VARCHAR(12)		''	SR security key
secKey_yr	SMALLINT UNSIGNED		0	SR security key
secKey_mn	TINYINT UNSIGNED		0	SR security key
secKey_dy	TINYINT UNSIGNED		0	SR security key
secKey_xx	DOUBLE		0	SR security key
secKey_cp	enum - CallPut		'Call'	SR security key
secType	enum - SpdrKeyType		'None'	SR security type Stock Future Option
execRole	enum - ExecRole		'None'	SpiderRock relationship to this execution record
extExecBroker	VARCHAR(16)		''	Client execBroker code
fillSide	enum - BuySell		'None'	fill side
fillPrice	DOUBLE		0	fill price
fillPriceType	enum - PriceType		'Explicit'
fillQuantity	INT		0	fill quantity
childSize	INT		0	child order size
fillExch	VARCHAR(6)		''	fill exchange if any
fillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	fill datetime
fillRefUPrc	DOUBLE		0	reference underlier price fill arrival time
origExecID	TINYTEXT		''	original execution ID string child order
lastExecID	TINYTEXT		''	most recent execution ID same as origExecID unless CANCELCORRECTION has been processed
fillTransactDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	transaction datetime as reported by exchange or down stream broker
fillReportDetail	TINYTEXT		''	extra detail if any from child execution
ssaleFlag	enum - ShortSaleFlag		'None'
positionType	enum - PositionType		'None'
theoVol	FLOAT		0	client supplied theoretical volatility used for markup only
comment	TINYTEXT		''	text comment if any
userData1	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
strategy	VARCHAR(36)		''	clientsupplied strategy string
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFillId	2
clientFirm	3

SECONDARY INDEX (AccntIndex) (Not Unique)

Field	Sequence
accnt	1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

Field	Sequence
clientFirm	1

SECONDARY INDEX (FillNumberIndex) (Not Unique)

Field	Sequence
fillNumber	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRAwayExecution`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a BIGINT */ 
    `clientFillId` = 1234567890
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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