SRClientFirmRiskMgmt

V8 Message Definiton

SpdrClientFirmRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.

METADATA

Attribute	Value
Topic	3895-order-routing-counter
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
clientFirm	VARCHAR(16)	PRI	''
ticker_at	enum - AssetType	PRI	'None'	will be empty if riskMgmtLevel ClientFirm
ticker_ts	enum - TickerSrc	PRI	'None'	will be empty if riskMgmtLevel ClientFirm
ticker_tk	VARCHAR(12)	PRI	''	will be empty if riskMgmtLevel ClientFirm
orderExDest	VARCHAR(16)	PRI	''
riskMgmtLevel	enum - RiskMgmtLevel	PRI	'None'
numRejects	INT		0
accnt	VARCHAR(16)		''	most recently rejected accnt
secKey_at	enum - AssetType		'None'	most recently rejected secKey
secKey_ts	enum - TickerSrc		'None'	most recently rejected secKey
secKey_tk	VARCHAR(12)		''	most recently rejected secKey
secKey_yr	SMALLINT UNSIGNED		0	most recently rejected secKey
secKey_mn	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_dy	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_xx	DOUBLE		0	most recently rejected secKey
secKey_cp	enum - CallPut		'Call'	most recently rejected secKey
secType	enum - SpdrKeyType		'None'
spdrSource	enum - SpdrSource		'None'
userName	VARCHAR(24)		''
rejectText	TINYTEXT		''	most recent rejectText
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
clientFirm	1
ticker_tk	2
ticker_at	3
ticker_ts	4
orderExDest	5
riskMgmtLevel	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRClientFirmRiskMgmt`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* 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'
  AND
    /* 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'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk'
  AND
    /* Replace with a VARCHAR(16) */ 
    `orderExDest` = 'Example_orderExDest'
  AND
    /* Replace with a ENUM('None','ClientFirm','Symbol') */ 
    `riskMgmtLevel` = 'None';

Doc Columns Query

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