SRHedgeAggregation

V8 Message Definiton

METADATA

Attribute	Value
Topic	5280-strategy-hedgepolicy
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
secKey_at	enum - AssetType	PRI	'None'	risk product stock future or optExpiry
secKey_ts	enum - TickerSrc	PRI	'None'	risk product stock future or optExpiry
secKey_tk	VARCHAR(12)	PRI	''	risk product stock future or optExpiry
secKey_yr	SMALLINT UNSIGNED	PRI	0	risk product stock future or optExpiry
secKey_mn	TINYINT UNSIGNED	PRI	0	risk product stock future or optExpiry
secKey_dy	TINYINT UNSIGNED	PRI	0	risk product stock future or optExpiry
aggType	enum - AggregationType	PRI	'None'	MLeg OptExpiry
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
posSumQty	INT		0	total shares or contracts
posCntItems	INT		0	number of distinct securities
posHedgeTarget_at	enum - AssetType		'None'
posHedgeTarget_ts	enum - TickerSrc		'None'
posHedgeTarget_tk	VARCHAR(12)		''
posHedgeTarget_yr	SMALLINT UNSIGNED		0
posHedgeTarget_mn	TINYINT UNSIGNED		0
posHedgeTarget_dy	TINYINT UNSIGNED		0
posHedgeSecType	enum - SpdrKeyType		'None'
posAggError	TINYTEXT		''
exeSumQty	INT		0
exeCntFills	INT		0
exeHedgeTarget_at	enum - AssetType		'None'
exeHedgeTarget_ts	enum - TickerSrc		'None'
exeHedgeTarget_tk	VARCHAR(12)		''
exeHedgeTarget_yr	SMALLINT UNSIGNED		0
exeHedgeTarget_mn	TINYINT UNSIGNED		0
exeHedgeTarget_dy	TINYINT UNSIGNED		0
exeHedgeSecType	enum - SpdrKeyType		'None'
exeAggError	TINYTEXT		''
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
secKey_tk	1
secKey_yr	2
secKey_mn	3
secKey_dy	4
secKey_at	5
secKey_ts	6
aggType	7
accnt	8
clientFirm	9
tradeDate	10

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRHedgeAggregation` (
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'risk product (stock, future, or optExpiry)',
    `secKey_ts` 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','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'risk product (stock, future, or optExpiry)',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'risk product (stock, future, or optExpiry)',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'risk product (stock, future, or optExpiry)',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'risk product (stock, future, or optExpiry)',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'risk product (stock, future, or optExpiry)',
    `aggType` ENUM('None','Stock','Future','OptExpiry','Product') NOT NULL DEFAULT 'None' COMMENT 'MLeg = OptExpiry',
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `tradeDate` DATE NOT NULL DEFAULT '1900-01-01',
    `posSumQty` INT NOT NULL DEFAULT 0 COMMENT 'total shares or contracts',
    `posCntItems` INT NOT NULL DEFAULT 0 COMMENT 'number of distinct securities',
    `posHedgeTarget_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `posHedgeTarget_ts` 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','ICEFE') NOT NULL DEFAULT 'None',
    `posHedgeTarget_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `posHedgeTarget_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `posHedgeTarget_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `posHedgeTarget_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `posHedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `posAggError` TINYTEXT NOT NULL DEFAULT '',
    `exeSumQty` INT NOT NULL DEFAULT 0,
    `exeCntFills` INT NOT NULL DEFAULT 0,
    `exeHedgeTarget_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `exeHedgeTarget_ts` 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','ICEFE') NOT NULL DEFAULT 'None',
    `exeHedgeTarget_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `exeHedgeTarget_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `exeHedgeTarget_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `exeHedgeTarget_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
    `exeHedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `exeAggError` TINYTEXT NOT NULL DEFAULT '',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    PRIMARY KEY USING HASH (`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_at`,`secKey_ts`,`aggType`,`accnt`,`clientFirm`,`tradeDate`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `aggType`,
    `accnt`,
    `clientFirm`,
    `tradeDate`,
    `posSumQty`,
    `posCntItems`,
    `posHedgeTarget_at`,
    `posHedgeTarget_ts`,
    `posHedgeTarget_tk`,
    `posHedgeTarget_yr`,
    `posHedgeTarget_mn`,
    `posHedgeTarget_dy`,
    `posHedgeSecType`,
    `posAggError`,
    `exeSumQty`,
    `exeCntFills`,
    `exeHedgeTarget_at`,
    `exeHedgeTarget_ts`,
    `exeHedgeTarget_tk`,
    `exeHedgeTarget_yr`,
    `exeHedgeTarget_mn`,
    `exeHedgeTarget_dy`,
    `exeHedgeSecType`,
    `exeAggError`,
    `timestamp`
FROM `SRTrade`.`MsgSRHedgeAggregation`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_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','ICEFE') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','OptExpiry','Product') */ 
    `aggType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01';

Doc Columns Query

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