SRMLegBrkrEvent

V8 Message Definiton

SpdrMLegBrkrEvent records are published when a new or clx/replace parent order arrives causes a broker to beging working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
parentNumber	CHAR(19)	PRI	'0000-0000-0000-0000'
recType	enum - EventRecType	PRI	'New'	type of record NewReplClose
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)		''
accnt	VARCHAR(16)		''
spdrSource	enum - SpdrSource		'None'
groupingCode	CHAR(19)		'0000-0000-0000-0000'
orderSide	enum - BuySell		'None'
clientFirm	VARCHAR(16)		''	SR client firm code
altAccnt	VARCHAR(32)		''	alternate client assigned long account string optional
altUserName	VARCHAR(24)		''	alternate client assigned user name optional
eventNumber	SMALLINT UNSIGNED		0
stageType	enum - SpdrStageType		'None'	parent is a staged order ToolVisible
stageReview	enum - StageReview		'None'
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
prevParentNumber	BIGINT		0	SPDR order number order being cancelledreplaced zero if none
engineName	VARCHAR(32)		''	server stripe
spdrBrokerStatus	enum - SpdrBrokerStatus		'None'
spdrOrderStatus	enum - SpdrOrderStatus		'PendNew'
spdrCloseReason	enum - SpdrCloseReason		'None'
spdrRejectReason	enum - SpdrRejectReason		'None'
spdrComment	TINYTEXT		''	additional detail if parent closed or rejected
cumSquareQty	INT		0	cum spread quantity filled all legs received
avgSquarePrc	DOUBLE		0
cumPartialQty	INT		0	cum spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
uBid	DOUBLE		0
uAsk	DOUBLE		0
bidPrc	FLOAT		0
askPrc	FLOAT		0
bidSize	INT		0
askSize	INT		0
openOrderSize	INT		0
hedgeSecKey_at	enum - AssetType		'None'	autohedge sec key
hedgeSecKey_ts	enum - TickerSrc		'None'	autohedge sec key
hedgeSecKey_tk	VARCHAR(12)		''	autohedge sec key
hedgeSecKey_yr	SMALLINT UNSIGNED		0	autohedge sec key
hedgeSecKey_mn	TINYINT UNSIGNED		0	autohedge sec key
hedgeSecKey_dy	TINYINT UNSIGNED		0	autohedge sec key
hedgeSecType	enum - SpdrKeyType		'None'	autohedge sec type
riskLimitSize	INT		0	risk limit size
riskLimitDesc	enum - SpdrRisk		'None'	reason for size reduction
riskLimitLevel	enum - SpdrRiskLevel		'None'	risk limit level responsible for reduction
riskLimitDetail	TINYTEXT		''	risk limit detail
limitPrice	DOUBLE		0
limitErr	enum - LimitError		'None'
limitErrDesc	TINYTEXT		''
algoState	enum - AlgoState		'None'
algoCounter	INT		0
makeState	enum - AlgoState		'None'
makeCounter	INT		0
brokerState	enum - BrokerState		'None'	broker monitor state
spdrMktState	enum - SpdrMarketState		'None'
childOrderMask	BIGINT		0	bitmask of all exchange for which a child order was generated
numChildOrders	SMALLINT UNSIGNED		0	total number of child orders generated by this parent broker parent number
numDayChildOrders	SMALLINT UNSIGNED		0	total number of child orders generated by this parent broker all day base parent number
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
parentNumber	1
recType	2

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRMLegBrkrEvent`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber'
  AND
    /* Replace with a ENUM('New','Modify','Replace','Close','Reject') */ 
    `recType` = 'New';

Doc Columns Query

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