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
MLink Endpoint	MLink-Order

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

SELECT TABLE EXAMPLE QUERY

SELECT *
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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `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','SymChatGateway','RiskDrop','PolicyOpn','PolicyTrd') */ 
    `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','AtsResponse','SweepTake','CobMaker','FaceOmni','TestParent','FlashAuction','BlockAuctionDAC','BlockAuctionPOC','BlockAuctionPCV','DegrossAuction') */ 
    `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;