SRHedgeAggregation

V8 Message Definiton

METADATA

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

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

SELECT TABLE EXAMPLE QUERY

SELECT *
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','RATE') */ 
    `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','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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;