SRMLegBrkrState

V8 Message Definiton

SpdrMLegBrkrState records are published by execution engines and describe the current state of a broker that is managing a SpiderRock parent order. These records include a description of the active child orders managed by the broker. Records are updated whenever a child order changes and also at other times but are not completely live and may not always reflect current market data or limit levels for working orders.

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
accnt	VARCHAR(16)	PRI, SEC	''
spdrSource	enum - SpdrSource	PRI	'None'
groupingCode	CHAR(19)	PRI	'0000-0000-0000-0000'
orderSide	enum - BuySell	PRI	'None'
clientFirm	VARCHAR(16)	PRI, SEC	''	SR client firm
engineName	VARCHAR(32)		''	execution engine
parentNumber	CHAR(19)		'0000-0000-0000-0000'	SPDR parent number most recentcurrently active
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'
modifyNumber	CHAR(19)		'0000-0000-0000-0000'	most recent parent number affecting this order Modify
altOrderId	VARCHAR(24)		''	alternate order ID usually clOrdId from client
packageId	BIGINT		0	groups related orderbrokers together eg Legger wMLeg Parent
altAccnt	VARCHAR(32)		''	alternate client assigned long account string optional
altUserName	VARCHAR(24)		''	alternate client assigned user name optional
stageType	enum - SpdrStageType		'None'	parent is a staged order ToolVisible
startType	enum - StartType		'None'
isFlagged	enum - YesNo		'None'	broker state records is flagged for action user alert only
noticeNumber	CHAR(19)		'0000-0000-0000-0000'
execBrkrCode	VARCHAR(16)		''	execBrkrCode attached to parent order if any
spreadClass	enum - SpreadClass		'None'
spreadFlavor	enum - SpreadFlavor		'None'
stockSide	enum - BuySell		'None'
ssaleFlag	enum - ShortSaleFlag		'None'
locateQuan	INT		0	available locate quantity if selling short child order send time
locateFirm	VARCHAR(6)		''	firm granting the locate also locate firm used on street FIX orders
locatePool	VARCHAR(16)		''	locate pool firm granting the locate
stockShares	INT		0	number of shares included zero if none
stockLegId	BIGINT		0
stockFillQuan	INT		0
stockAvgFillPrice	DOUBLE		0
refUPrc	FLOAT		0	reference underlier price PrcDe orders
liveUPrc	FLOAT		0
uPriceFormat	enum - PriceFormat		'None'	underlier price format code
stockCpx	FLOAT		0	child best price
stockCsz	INT		0	child cumulative share represented at best price
stockCex	BIGINT		0	child bit mask of all exchanges where we are representing this order
numLegs	TINYINT UNSIGNED		0	number of valid legs below
secKey1_at	enum - AssetType		'None'	leg 1
secKey1_ts	enum - TickerSrc		'None'	leg 1
secKey1_tk	VARCHAR(12)		''	leg 1
secKey1_yr	SMALLINT UNSIGNED		0	leg 1
secKey1_mn	TINYINT UNSIGNED		0	leg 1
secKey1_dy	TINYINT UNSIGNED		0	leg 1
secKey1_xx	DOUBLE		0	leg 1
secKey1_cp	enum - CallPut		'Call'	leg 1
secType1	enum - SpdrKeyType		'None'
ratio1	SMALLINT UNSIGNED		0
side1	enum - BuySell		'None'
positionType1	enum - PositionType		'None'
legId1	BIGINT		0
fillQuan1	INT		0
avgFillPrice1	DOUBLE		0
vega1	FLOAT		0
refUPrc1	DOUBLE		0	reference underlier price PrcDe orders
refDelta1	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt1	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc1	DOUBLE		0
priceFormat1	enum - PriceFormat		'None'	option price format code
legCpx1	FLOAT		0	child best price
legCsz1	INT		0	child cumulative share represented at best price
legCex1	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice1	DOUBLE		0	average leg completion price
legCmplSecKey1_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey1_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType1	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
secKey2_at	enum - AssetType		'None'	leg 2
secKey2_ts	enum - TickerSrc		'None'	leg 2
secKey2_tk	VARCHAR(12)		''	leg 2
secKey2_yr	SMALLINT UNSIGNED		0	leg 2
secKey2_mn	TINYINT UNSIGNED		0	leg 2
secKey2_dy	TINYINT UNSIGNED		0	leg 2
secKey2_xx	DOUBLE		0	leg 2
secKey2_cp	enum - CallPut		'Call'	leg 2
secType2	enum - SpdrKeyType		'None'
ratio2	SMALLINT UNSIGNED		0
side2	enum - BuySell		'None'
positionType2	enum - PositionType		'None'
legId2	BIGINT		0
fillQuan2	INT		0
avgFillPrice2	DOUBLE		0
vega2	FLOAT		0
refUPrc2	DOUBLE		0	reference underlier price PrcDe orders
refDelta2	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt2	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc2	DOUBLE		0
priceFormat2	enum - PriceFormat		'None'	option price format code
legCpx2	FLOAT		0	child best price
legCsz2	INT		0	child cumulative share represented at best price
legCex2	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice2	DOUBLE		0	average leg completion price
legCmplSecKey2_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey2_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType2	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
secKey3_at	enum - AssetType		'None'	leg 3
secKey3_ts	enum - TickerSrc		'None'	leg 3
secKey3_tk	VARCHAR(12)		''	leg 3
secKey3_yr	SMALLINT UNSIGNED		0	leg 3
secKey3_mn	TINYINT UNSIGNED		0	leg 3
secKey3_dy	TINYINT UNSIGNED		0	leg 3
secKey3_xx	DOUBLE		0	leg 3
secKey3_cp	enum - CallPut		'Call'	leg 3
secType3	enum - SpdrKeyType		'None'
ratio3	SMALLINT UNSIGNED		0
side3	enum - BuySell		'None'
positionType3	enum - PositionType		'None'
legId3	BIGINT		0
fillQuan3	INT		0
avgFillPrice3	DOUBLE		0
vega3	FLOAT		0
refUPrc3	DOUBLE		0	reference underlier price PrcDe orders
refDelta3	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt3	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc3	DOUBLE		0
priceFormat3	enum - PriceFormat		'None'	option price format code
legCpx3	FLOAT		0	child best price
legCsz3	INT		0	child cumulative share represented at best price
legCex3	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice3	DOUBLE		0	average leg completion price
legCmplSecKey3_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey3_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType3	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
secKey4_at	enum - AssetType		'None'	leg 4
secKey4_ts	enum - TickerSrc		'None'	leg 4
secKey4_tk	VARCHAR(12)		''	leg 4
secKey4_yr	SMALLINT UNSIGNED		0	leg 4
secKey4_mn	TINYINT UNSIGNED		0	leg 4
secKey4_dy	TINYINT UNSIGNED		0	leg 4
secKey4_xx	DOUBLE		0	leg 4
secKey4_cp	enum - CallPut		'Call'	leg 4
secType4	enum - SpdrKeyType		'None'
ratio4	SMALLINT UNSIGNED		0
side4	enum - BuySell		'None'
positionType4	enum - PositionType		'None'
legId4	BIGINT		0
fillQuan4	INT		0
avgFillPrice4	DOUBLE		0
vega4	FLOAT		0
refUPrc4	DOUBLE		0	reference underlier price PrcDe orders
refDelta4	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt4	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc4	DOUBLE		0
priceFormat4	enum - PriceFormat		'None'	option price format code
legCpx4	FLOAT		0	child best price
legCsz4	INT		0	child cumulative share represented at best price
legCex4	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice4	DOUBLE		0	average leg completion price
legCmplSecKey4_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey4_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType4	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
secKey5_at	enum - AssetType		'None'	leg 5
secKey5_ts	enum - TickerSrc		'None'	leg 5
secKey5_tk	VARCHAR(12)		''	leg 5
secKey5_yr	SMALLINT UNSIGNED		0	leg 5
secKey5_mn	TINYINT UNSIGNED		0	leg 5
secKey5_dy	TINYINT UNSIGNED		0	leg 5
secKey5_xx	DOUBLE		0	leg 5
secKey5_cp	enum - CallPut		'Call'	leg 5
secType5	enum - SpdrKeyType		'None'
ratio5	SMALLINT UNSIGNED		0
side5	enum - BuySell		'None'
positionType5	enum - PositionType		'None'
legId5	BIGINT		0
fillQuan5	INT		0
avgFillPrice5	DOUBLE		0
vega5	FLOAT		0
refUPrc5	DOUBLE		0	reference underlier price PrcDe orders
refDelta5	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt5	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc5	DOUBLE		0
priceFormat5	enum - PriceFormat		'None'	option price format code
legCpx5	FLOAT		0	child best price
legCsz5	INT		0	child cumulative share represented at best price
legCex5	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice5	DOUBLE		0	average leg completion price
legCmplSecKey5_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey5_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType5	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
secKey6_at	enum - AssetType		'None'	leg 6
secKey6_ts	enum - TickerSrc		'None'	leg 6
secKey6_tk	VARCHAR(12)		''	leg 6
secKey6_yr	SMALLINT UNSIGNED		0	leg 6
secKey6_mn	TINYINT UNSIGNED		0	leg 6
secKey6_dy	TINYINT UNSIGNED		0	leg 6
secKey6_xx	DOUBLE		0	leg 6
secKey6_cp	enum - CallPut		'Call'	leg 6
secType6	enum - SpdrKeyType		'None'
ratio6	SMALLINT UNSIGNED		0
side6	enum - BuySell		'None'
positionType6	enum - PositionType		'None'
legId6	BIGINT		0
fillQuan6	INT		0
avgFillPrice6	DOUBLE		0
vega6	FLOAT		0
refUPrc6	DOUBLE		0	reference underlier price PrcDe orders
refDelta6	FLOAT		0	reference delta for PrcDe order handling
refEarnCnt6	TINYINT UNSIGNED		0	reference of earnings moves before expiration
liveUPrc6	DOUBLE		0
priceFormat6	enum - PriceFormat		'None'	option price format code
legCpx6	FLOAT		0	child best price
legCsz6	INT		0	child cumulative share represented at best price
legCex6	BIGINT		0	child bit mask of all exchanges where we are representing this order
legCmplAvgPrice6	DOUBLE		0	average leg completion price
legCmplSecKey6_at	enum - AssetType		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_ts	enum - TickerSrc		'None'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_tk	VARCHAR(12)		''	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_yr	SMALLINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_mn	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_dy	TINYINT UNSIGNED		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_xx	DOUBLE		0	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecKey6_cp	enum - CallPut		'Call'	final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed
legCmplSecType6	enum - SpdrKeyType		'None'	usually Future or Option None if not yet valid
mlegVega	FLOAT		0	net vega per spread
mlegWtVega	FLOAT		0	net wt vega per spread
mlegDelta	FLOAT		0	net delta per spread
mlegGamma	FLOAT		0	net gamma per spread
mlegTheta	FLOAT		0	net theta per spread
description	VARCHAR(24)		''	user defined
orderSize	INT		0	order size of most recent parent order
orderActiveSize	INT		0	total activated size total size released for execution 2 all available size
leavesQuantity	INT		0	current child order leaves quantity quantity actively working in the marketall child orders
spdrOrderStatus	enum - SpdrOrderStatus		'PendNew'
spdrCloseReason	enum - SpdrCloseReason		'None'
spdrRejectReason	enum - SpdrRejectReason		'None'
spdrCloseDetailTxt	TINYTEXT		''
activeHoldState	enum - ActiveHoldState		'None'
activeHoldReason	TINYTEXT		''
openLegs	TINYINT UNSIGNED		0
cumSquareQty	INT		0	cumulative spread quantity filled all legs received
avgSquarePrc	DOUBLE		0
cumPartialQty	INT		0	cumulative spread quantity partially filled at least one leg received expected cumFilledQty if all legs square up
completionType	enum - CompletionType		'None'	None DAC POC TAS TACO BTIC
completionState	enum - CompletionState		'None'	None Pending Complete
avgSquareCmplPrice	DOUBLE		0	completion trade price final trade price also avg completion price
fillVega	FLOAT		0	net vega filled
fillWtVega	FLOAT		0	net wt vega filled
fillDelta	FLOAT		0	net delta filled
fillDDelta	FLOAT		0	net delta filled
fillGamma	FLOAT		0	net gamma filled
fillTheta	FLOAT		0	net theta filled
lastFillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
riskLimitSize	INT		0	risk limit size
riskLimitDesc	enum - SpdrRisk		'None'	reason for size reduction
riskLimitLevel	enum - SpdrRiskLevel		'None'	risk limit level responsible for reduction
maxProgress	enum - MaxProgress		'None'	maximum point of progress for most recent parent order
maxProgressDetail	VARCHAR(48)		''	additional detail on point of maximum progress
maxProgressTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	time of last max progress advance
algoState	enum - AlgoState		'None'	enum current state of order handler maker
algoCounter	INT		0	number of times order checked by algo handler note most checks result in no action
makeState	enum - AlgoState		'None'	enum current state of make handler maker
makeCounter	INT		0	number of times order checked by make algo handler note most checks result in no action
mktRespState	enum - MktRespState		'None'	enum current state of response handler if any
mktRespCounter	INT		0	number of times order checked by market response handler note most checks result in no action
brokerState	enum - BrokerState		'None'	broker monitor state
brokerCounter	INT		0	number of times order checked by broker monitor note most checks result in no action
spdrMktState	enum - SpdrMarketState		'None'	enum market state
spdrBrokerStatus	enum - SpdrBrokerStatus		'None'
progressRuleDetail	TINYTEXT		''	TwapVwap progress detail
lastChildRejectDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	last child order reject dttm if any
lastChildRejectText	TINYTEXT		''	last child order reject reasontext if any
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	autohedge risk group
triggerGroupId	BIGINT		0	WaitTrigger group Id
hedgeGroupingCode	BIGINT		0	autohedge risk group
autoHedge	enum - AutoHedge		'None'
hedgeInstrument	enum - HedgeInst		'None'	autohedge instrument from parent order
hedgeSecKey_at	enum - AssetType		'None'	autohedge sec key if any
hedgeSecKey_ts	enum - TickerSrc		'None'	autohedge sec key if any
hedgeSecKey_tk	VARCHAR(12)		''	autohedge sec key if any
hedgeSecKey_yr	SMALLINT UNSIGNED		0	autohedge sec key if any
hedgeSecKey_mn	TINYINT UNSIGNED		0	autohedge sec key if any
hedgeSecKey_dy	TINYINT UNSIGNED		0	autohedge sec key if any
hedgeSecType	enum - SpdrKeyType		'None'	autohedge sec type Stock or Future
hedgeBetaRatio	FLOAT		0	autohedge ratio from parent order if supplied or computed by SR
hedgeScope	enum - HedgeScope		'None'	hedge group scope RiskGroup or Accnt
hedgeSession	enum - MarketSession		'None'	market session for the autohedge order
externHedgeExDest	VARCHAR(16)		''	external broker exDest only used if orderHandlingExtern Should match FixRoutingTabledestination type eg Nighthawk
externHedgeParams	TINYTEXT		''	external algo namesparameters usually just an algo name usually copied from the FixRoutingTableexternParams
hedgeFillUMarkLmtPrc	enum - YesNo		'None'	set a price limit on the autohedge order based on the most recent option fillUMark
bestWayPrc	FLOAT		0	current leg market nbbo at time of record publish
wrstWayPrc	FLOAT		0	current leg market nbbo ask at time of record publish
bestWaySz	INT		0	current leg market nbbo cum bid size at time of record publish
wrstWaySz	INT		0	current leg market nbbo cum ask size at time of record publish
surfacePrc	FLOAT		0	SR spread surface price record publish
surfaceVol	FLOAT		0
surfaceUPrc	FLOAT		0
limitPrice	DOUBLE		0	spread limit price
limitRefUPrc	DOUBLE		0
limitErr	enum - LimitError		'None'	limit price error code
makeLimitPrice	DOUBLE		0
takeLimitPrice	DOUBLE		0
cxlUPrcRange	enum - UPrcCxl		'None'	cancel spdr order ifwhen outside stock price range
minUBid	FLOAT		0	Used in conjunction with minMaxType maxUAsk When set implements a lower bound on the underlying price and will either suspend or cancel an order when violated
maxUAsk	FLOAT		0	Used in conjunction with minMaxType minUBid When set implements an upper bound on the underlying price and will either suspend or cancel an order when violated
minMaxType	enum - MinMaxType		'None'	if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
leadSide	enum - BuySell		'None'	for legged orders which side to lead with optional None ok
maxCompletionSlippage	DOUBLE		0	maximum price slippage to complete an open basket or a cross auction face side slippage
orderRefPremium	FLOAT		0	reference premium mleg orders only
strategyAccnt	VARCHAR(16)		''	SR strategy account option if exists will be validated SPR33194
strategy	VARCHAR(36)		''	parent order strategy description only
userName	VARCHAR(24)	SEC	''	user that entered the most recent parent order
visibleInSV	enum - YesNo		'None'	allow order to be visible in SV do not use for high volume of orders
spdrComment	TINYTEXT		''
takeReachRule	enum - ReachRule		'None'	Immediate reach room immediately available Delayed available after 13 seconds Passive available if contra side aggresses WeakOnly only take if available size avgMarketSize ISOSweep Intermarket Sweep requires WaitTrigger
maxExposureSize	INT		0	maximum simultaneous cumulative child order public size exposure 2 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 2
numMakeExchanges	TINYINT UNSIGNED		0	number of exchanges 2 4 on which to publish public making orders Effective number might be less than requested number if sufficient exchanges are not available
publicSize	enum - PublicSizeHandling		'None'	public order size handling
progressRule	enum - ProgressRule		'None'	Immediate all size immediately availableTWAP size released in time intervalsVWAP size released in volume intervals
progressSliceCnt	TINYINT UNSIGNED		0	number of progress slices to use default 4 or 8 max 20
progressExposeTime	INT		0	minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
maxChildOrders	INT		0	maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
exchMask	BIGINT		0	eligible exchanges 0 all
marketSession	enum - MarketSession		'None'
startDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	Order Start DateTime
orderDuration	INT		0	optional number of seconds
activeDuration	INT		0	optional number of seconds
goodTillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional default 20990202
expireDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	expected order expiration dttm
parentOrderHandling	enum - ParentOrderHandling		'None'
parentBalanceHandling	enum - ParentBalanceHandling		'None'
atsVisibility	enum - AtsVisibility		'None'
orderLimitType	enum - SpdrLimitType		'None'
orderVolLimit	DOUBLE		0	Applies if LimitType Vol
orderPrcLimit	DOUBLE		0	Applies if LimitType Prc
orderRefUPrc	DOUBLE		0	reference uPrc PrcDe orders
orderRefDe	FLOAT		0	reference delta PrcDe orders
orderRefGa	FLOAT		0	reference gamma PrcDe orders
orderPrcOffset	DOUBLE		0	default0
takeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
takeAlphaType	enum - AlphaType		'None'	Applies if limitClass Probability
takeAlphaFactor	FLOAT		0	22 ProbLimit MAXalphaProbability ProbAvg AlphaFactor ProbStd if AlphaType Relative
takeAlphaProbability	FLOAT		0	ProbLimit alphaProbability if AlphaType Static
takeSurfPrcOffset	DOUBLE		0	default0
takeSurfVolOffset	FLOAT		0	default0
takeSurfWidOffset	FLOAT		0	default0
makeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
makeAlphaType	enum - AlphaType		'None'	Applies if limitClass Probability
makeAlphaFactor	FLOAT		0	22 ProbLimit MAXalphaProbability ProbAvg AlphaFactor ProbStd if AlphaType Relative
makeAlphaProbability	FLOAT		0	ProbLimit alphaProbability if AlphaType Static
makeSurfPrcOffset	DOUBLE		0	default0
makeSurfVolOffset	FLOAT		0	default0
makeSurfWidOffset	FLOAT		0	default0
orderRefEventMult	FLOAT		0
orderRefEventDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'
mlegProbLimit	FLOAT		0	live prob limit
mlegSurfOffset	FLOAT		0	live surface offset in premium
externExDest	VARCHAR(16)		''
orderDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	order entry datetime
minSurfVol	FLOAT		0	minimum SR spread surface vol vega weighted while parent order was working
maxSurfVol	FLOAT		0	maximum SR spread surface vol vega weighted while parent order was working
minSurfPrc	FLOAT		0	minimum SR spread surface price while parent order was working
maxSurfPrc	FLOAT		0	maximum SR spread surface price while parent order was working
minSurfUPrc	FLOAT		0	minimum SR spread surface uPrc while parent order was working
maxSurfUPrc	FLOAT		0	maximum SR spread surface uPrc while parent order was working
minQteWidth	FLOAT		0	minimum quote width during active order window
avgQteWidth	FLOAT		0	average quote width during active order window
cntQteWidth	INT		0
arriveBid	DOUBLE		0
arriveAsk	DOUBLE		0
totalSeconds	FLOAT		0	number of seconds that the parent order was active
workingSeconds	FLOAT		0	number of seconds with one or more working child orders in an exchange order book
prtActiveCnt	INT		0	total print events while parent order was active
prtQtyActive	INT		0	total quantity printed while parent order was active
cumExchFee	FLOAT		0	cumulative fill exch fee
cumM10Pnl	FLOAT		0
cumArrivalPnl	FLOAT		0
uPrcDrift	FLOAT		0	underlier drift since parent order start
sVolDrift	FLOAT		0	surface vol drift since parent order start
maxGrpDayDDeltaLn	FLOAT		-1	max acctriskGroup day delta long positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaSh	FLOAT		-1	max acctriskGroup day delta short positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsLn	INT		-1	max acctriskGroup day opt contracts long positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsSh	INT		-1	max acctriskGroup day opt contracts short positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsAbs	INT		-1	max acctriskGroup day opt contracts abs positive number1no limitrisk limit max limit abscurrent net counter
maxGrpDayVegaLn	FLOAT		-1	max acctriskGroup day vega long positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaSh	FLOAT		-1	max acctriskGroup day vega short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaAbs	FLOAT		-1	max acctriskGroup day vega abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayVegaRatio	FLOAT		1.0	target bot sld ratio eg ratio20 means that neutral is bot vega 2x sld vega
maxAccDayWtVegaLn	FLOAT		-1	max accnt day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxAccDayWtVegaSh	FLOAT		-1	max accnt day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxAccDayDDeltaLn	FLOAT		-1	max accnt day delta long positive number1no limitrisk limit max limit current net counter offset
maxAccDayDDeltaSh	FLOAT		-1	max accnt day delta short positive number1no limitrisk limit max limit current net counter offset
maxGrpDayRMetric1Ln	FLOAT		-1	max acctriskGroup day rMetric1 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1Sh	FLOAT		-1	max acctriskGroup day rMetric1 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1Abs	FLOAT		-1	max acctriskGroup day rMetric1 abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayRMetric1Ratio	FLOAT		1.0	target bot sld ratio eg ratio05 means that neutral is bot rMetric1 05x sld rMetric1
refRMetric1Src	enum - RMetricSource		'None'
orderRefRMetric1	FLOAT		0	user supplied RMetric1 value used in RiskGroupID risk controls netRMetric1 sumfillQty orderRefRMetric1 underlierPerCn
cpx1	FLOAT		0
csz1	INT		0	cumulative size represented at this price
cex1	BIGINT		0	bit mask of all exchanges where we are representing this order
cpx2	FLOAT		0
csz2	INT		0	cumulative size represented at this price
cex2	BIGINT		0	bit mask of all exchanges where we are representing this order
cMore	TINYINT UNSIGNED		0
numNewOrders	INT		0	number of new child orders
numParentLimits	SMALLINT UNSIGNED		0	number of parent limit messages received for this broker
userData1	TINYTEXT		''	user supplied additional detail 255 charsupplied via FIX or SRSE when entering order
userData2	TINYTEXT		''	user supplied additional detail 255 charsupplied via FIX or SRSE when entering order
updateSrc	enum - UpdateSource		'None'
numUpdates	INT		0	number of record updates cumulative for the day
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
accnt	4
spdrSource	5
groupingCode	6
orderSide	7
clientFirm	8

SECONDARY INDEX (AccntIndex) (Not Unique)

Field	Sequence
accnt	1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

Field	Sequence
clientFirm	1

SECONDARY INDEX (UserNameIndex) (Not Unique)

Field	Sequence
userName	1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRMLegBrkrState`
WHERE 
    /* 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) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink','SymChatGateway','RiskDrop','PolicyOpn','PolicyTrd') */ 
    `spdrSource` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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