SRParentBrokerSummary

V8 Message Definiton

SpdrParentBrokerSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Summary of Stk/Fut/Opt/MLeg Brkr State records.

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
secType	enum - SpdrKeyType	PRI	'None'
tickerSrc	enum - TickerSrc	PRI	'None'
spdrSource	enum - SpdrSource	PRI	'None'
parentOrderHandling	enum - ParentOrderHandling	PRI	'None'
tradingPeriod	DATE	PRI	'1900-01-01'
clientFirm	VARCHAR(16)	PRI	''	SR client firm
numOrders	INT		0	number of parent orders
numBrokers	INT		0	number of parent brokers
numSecKeys	INT		0	number of unique secKeys
numUnderliers	INT		0	number of unique underlier secKeys
sumOrderSize	INT		0	total parent order size
sumSweepMktSize	INT		0	size that would be expected to fill immediately after parent order arrival
sumSweepFillQty	INT		0	size that filled as a result of an initial sweep
sumActiveSeconds	FLOAT		0	total seconds parent order is active
sumWorkingSeconds	FLOAT		0	total seconds with at least one working child order
numChildOrders	INT		0	total number of child orders generated
cumFillQty	INT		0
sumVwapQty	INT		0	SUM cumFillQty if avgVwapPrice exists stock and futures only
sumVwapPnL	FLOAT		0	SUM avgVWapPrice avgFillPrice cumFillQty if avgVwapPrice exists stock and futures only

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
secType	2
tickerSrc	3
spdrSource	4
parentOrderHandling	5
tradingPeriod	6
clientFirm	7

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRParentBrokerSummary` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None',
    `tickerSrc` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `spdrSource` 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') NOT NULL DEFAULT 'None',
    `parentOrderHandling` ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') NOT NULL DEFAULT 'None',
    `tradingPeriod` DATE NOT NULL DEFAULT '1900-01-01',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `numOrders` INT NOT NULL DEFAULT 0 COMMENT 'number of parent orders',
    `numBrokers` INT NOT NULL DEFAULT 0 COMMENT 'number of parent brokers',
    `numSecKeys` INT NOT NULL DEFAULT 0 COMMENT 'number of unique secKeys',
    `numUnderliers` INT NOT NULL DEFAULT 0 COMMENT 'number of unique underlier secKeys',
    `sumOrderSize` INT NOT NULL DEFAULT 0 COMMENT 'total parent order size',
    `sumSweepMktSize` INT NOT NULL DEFAULT 0 COMMENT 'size that would be expected to fill immediately after parent order arrival',
    `sumSweepFillQty` INT NOT NULL DEFAULT 0 COMMENT 'size that filled as a result of an initial sweep',
    `sumActiveSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'total seconds parent order is active',
    `sumWorkingSeconds` FLOAT NOT NULL DEFAULT 0 COMMENT 'total seconds with at least one working child order',
    `numChildOrders` INT NOT NULL DEFAULT 0 COMMENT 'total number of child orders generated',
    `cumFillQty` INT NOT NULL DEFAULT 0,
    `sumVwapQty` INT NOT NULL DEFAULT 0 COMMENT 'SUM: cumFillQty [if avgVwapPrice exists] (stock and futures only)',
    `sumVwapPnL` FLOAT NOT NULL DEFAULT 0 COMMENT 'SUM: (avgVWapPrice - avgFillPrice) * cumFillQty [if avgVwapPrice exists] (stock and futures only)',
    PRIMARY KEY USING HASH (`accnt`,`secType`,`tickerSrc`,`spdrSource`,`parentOrderHandling`,`tradingPeriod`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentBrokerSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Summary of Stk/Fut/Opt/MLeg Brkr State records.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `secType`,
    `tickerSrc`,
    `spdrSource`,
    `parentOrderHandling`,
    `tradingPeriod`,
    `clientFirm`,
    `numOrders`,
    `numBrokers`,
    `numSecKeys`,
    `numUnderliers`,
    `sumOrderSize`,
    `sumSweepMktSize`,
    `sumSweepFillQty`,
    `sumActiveSeconds`,
    `sumWorkingSeconds`,
    `numChildOrders`,
    `cumFillQty`,
    `sumVwapQty`,
    `sumVwapPnL`
FROM `SRTrade`.`MsgSRParentBrokerSummary`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = '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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `tickerSrc` = 'None'
  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') */ 
    `spdrSource` = 'None'
  AND
    /* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','BlockResponse','SweepTake','CobMaker','FaceOmni','TestParent') */ 
    `parentOrderHandling` = 'None'
  AND
    /* Replace with a DATE */
    `tradingPeriod` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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