SRParentLimit
SpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.
METADATA
Attribute | Value |
---|---|
Topic | 3985-parent-orders |
MLink Token | ClientTrading |
Product | SRTrade |
accessType | SELECT,UPDATE,INSERT,DELETE |
Table Definition
Field | Type | Key | Default Value | Comment |
---|---|---|---|---|
accnt | VARCHAR(16) | PRI | '' | |
secKey_at | enum - AssetType | PRI | 'None' | |
secKey_ts | enum - TickerSrc | PRI | 'None' | |
secKey_tk | VARCHAR(12) | PRI, SEC | '' | |
secKey_yr | SMALLINT UNSIGNED | PRI | 0 | |
secKey_mn | TINYINT UNSIGNED | PRI | 0 | |
secKey_dy | TINYINT UNSIGNED | PRI | 0 | |
secKey_xx | DOUBLE | PRI | 0 | |
secKey_cp | enum - CallPut | PRI | 'Call' | |
secType | enum - SpdrKeyType | PRI | 'None' | |
spdrSource | enum - SpdrSource | PRI | 'None' | |
orderSide | enum - BuySell | PRI | 'None' | |
groupingCode | CHAR(19) | PRI, SEC | '0000-0000-0000-0000' | |
clientFirm | VARCHAR(16) | PRI | '' | SR client firm |
sysEnvironment | enum - SysEnvironment | 'None' | original source sys environment Stable Current etc | |
runStatus | enum - RunStatus | 'None' | original source run status ProdBeta | |
orderActiveSize | INT | 0 | OrderActiveSize 1 will use all available parent order size OrderActiveSize 0 will cancel any existing child orders | |
addCumFillQuantity | enum - YesNo | 'None' | If Yes then OrderActiveSize is calculated order arrival as requested OrderActiveSize existing CumFillQuantity | |
orderLimitType | enum - SpdrLimitType | 'None' | ||
takeLimitClass | enum - SpdrLimitClass | 'Simple' | Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit | |
makeLimitClass | enum - SpdrLimitClass | 'Simple' | Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit | |
orderPrcLimit | DOUBLE | 0 | Applies if LimitType Prc | |
orderRefUPrc | DOUBLE | 0 | defaultunderliermid | |
orderRefDelta | FLOAT | 0 | defaultoptiondelta | |
orderRefGamma | FLOAT | 0 | defaultoptiongamma | |
orderVolLimit | FLOAT | 0 | Applies if LimitType Vol uses SR dividends and borrow rates | |
rateOverride | FLOAT | 0 | depricated zero ignore zero override | |
sdivOverride | FLOAT | 0 | depricated | |
ddivOverride | TINYTEXT | '' | depricated discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount | |
overrideCode | enum - OverrideCode | 'None' | depricated | |
orderPrcOffset | DOUBLE | 0 | default0 | |
stateModel | enum - StateModel | 'None' | ||
uStateModel | enum - StateModel | 'None' | ||
takeAlphaType | enum - AlphaType | 'None' | Applies if takeLimitClass Probability | |
makeAlphaType | enum - AlphaType | 'None' | Applies if makeLimitClass Probability | |
takeAlphaFactor | FLOAT | 0 | 22 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if AlphaType Relative | |
makeAlphaFactor | FLOAT | 0 | 22 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if AlphaType Relative | |
takeProbability | FLOAT | 0 | takeProbLimit takeProbability if AlphaType Static | |
makeProbability | FLOAT | 0 | makeProbLimit makeProbability if AlphaType Static | |
takeSurfPrcOffset | DOUBLE | 0 | default0 | |
takeSurfVolOffset | FLOAT | 0 | default0 | |
takeSurfWidthOffset | FLOAT | 0 | 1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth | |
makeSurfPrcOffset | DOUBLE | 0 | default0 | |
makeSurfVolOffset | FLOAT | 0 | default0 | |
makeSurfWidthOffset | FLOAT | 0 | 1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth | |
orderRefEventMult | FLOAT | 0 | ||
orderRefEventDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
exchMask | INT UNSIGNED | 0 | eligible exchanges 0 all a nonzero mask must be in the subset of the SpdrParentOrder exchMask | |
cxlUPrcRange | enum - UPrcCxl | 'None' | cancel parent order ifwhen outside the uPrice range Halt also cancel if halted | |
minUBid | FLOAT | 0 | optional | |
maxUAsk | FLOAT | 0 | optional 001 none | |
minMaxType | enum - MinMaxType | 'None' | if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival | |
minOptionPx | FLOAT | 0 | optional option price floor for tied to stock orders | |
startDttm | DATETIME(6) | '2000-01-01' | ||
activeDuration | INT | -1 | optional number of seconds | |
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 If the order is an Alpha type order updating this will reset the alpha progression | |
expDayWtVegaOffset | FLOAT | -1 | max acctsymbol day wtVega offset target | |
maxExpDayWtVegaLn | FLOAT | -1 | max accntexpiration day time weighted vega long positive number1no limitrisk limit max limit current net counter offset | |
maxExpDayWtVegaSh | FLOAT | -1 | max accntexpiration day time weighted vega short positive number1no limitrisk limit max limit current net counter offset | |
maxExpDayRMetric6Ln | FLOAT | -1 | max acctexpiration day rMetric6 long positive number1no limitrisk limit max limit current net counter | |
maxExpDayRMetric6Sh | FLOAT | -1 | max acctexpiration day rMetric6 short positive number1no limitrisk limit max limit current net counter | |
symDayDDeltaOffset | FLOAT | -1 | max acctsymbol day delta offset target | |
maxSymDayDDeltaLn | FLOAT | -1 | max acctsymbol day delta long positive number1no limitrisk limit max limit current net counter offset | |
maxSymDayDDeltaSh | FLOAT | -1 | max acctsymbol day delta short positive number1no limitrisk limit max limit current net counter offset | |
symDayVegaOffset | FLOAT | -1 | max acctsymbol day vega offset target | |
maxSymDayVegaLn | FLOAT | -1 | max acctsymbol day vega long positive number1no limitrisk limit max limit current net counter offset | |
maxSymDayVegaSh | FLOAT | -1 | max acctsymbol day vega short positive number1no limitrisk limit max limit current net counter offset | |
symDayWtVegaOffset | FLOAT | -1 | max acctsymbol day wtVega offset target | |
maxSymDayWtVegaLn | FLOAT | -1 | max acctsymbol day time weighted vega long positive number1no limitrisk limit max limit current net counter offset | |
maxSymDayWtVegaSh | FLOAT | -1 | max acctsymbol day time weighted vega short positive number1no limitrisk limit max limit current net counter offset | |
maxSymDayRMetric7Ln | FLOAT | -1 | max acctsymbol day rMetric7 long positive number1no limitrisk limit max limit current net counter | |
maxSymDayRMetric7Sh | FLOAT | -1 | max acctsymbol day rMetric7 short positive number1no limitrisk limit max limit current net counter | |
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 | |
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 | |
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 | |
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 | |
maxGrpDayRMetric2Ln | FLOAT | -1 | max acctriskGroup day rMetric2 long positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric2Sh | FLOAT | -1 | max acctriskGroup day rMetric2 short positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric3Ln | FLOAT | -1 | max acctriskGroup day rMetric3 long positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric3Sh | FLOAT | -1 | max acctriskGroup day rMetric3 short positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric4Ln | FLOAT | -1 | max acctriskGroup day rMetric4 long positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric4Sh | FLOAT | -1 | max acctriskGroup day rMetric4 short positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric5Ln | FLOAT | -1 | max acctriskGroup day rMetric5 long positive number1no limitrisk limit max limit current net counter | |
maxGrpDayRMetric5Sh | FLOAT | -1 | max acctriskGroup day rMetric5 short positive number1no limitrisk limit max limit current net counter | |
symEmaCxlDDeltaLn | FLOAT | -1 | max acctsymbol 60s EMA delta long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches | |
symEmaCxlDDeltaSh | FLOAT | -1 | max acctsymbol 60s EMA delta short positive number 0 is no limit | |
symEmaCxlWtVegaLn | FLOAT | -1 | max acctsymbol 60s EMA wtVega long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches | |
symEmaCxlWtVegaSh | FLOAT | -1 | max acctsymbol 60s EMA wtVega short positive number 0 is no limit | |
theoVol | FLOAT | 0 | client supplied theoretical volatility used for markup only | |
clArriveMark | FLOAT | 0 | client specified arrival mark passed through to ParentExecution markup only | |
userData1 | TINYTEXT | '' | client supplied data field passes through to parent and child executions and reports as well as FIX drops | |
userData2 | TINYTEXT | '' | client supplied data field passes through to parent and child executions and reports as well as FIX drops | |
execBrkrCode | VARCHAR(16) | '' | an SR assigned execBrkrCode | |
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 |
---|---|
accnt | 1 |
secKey_tk | 2 |
secKey_yr | 3 |
secKey_mn | 4 |
secKey_dy | 5 |
secKey_xx | 6 |
secKey_cp | 7 |
secKey_at | 8 |
secKey_ts | 9 |
secType | 10 |
spdrSource | 11 |
orderSide | 12 |
groupingCode | 13 |
clientFirm | 14 |
SECONDARY INDEX (GroupingCodeIndex) (Not Unique)
Field | Sequence |
---|---|
groupingCode | 1 |
SECONDARY INDEX (TickerCodeIndex) (Not Unique)
Field | Sequence |
---|---|
secKey_tk | 1 |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgSRParentLimit` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '',
`secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
`secKey_ts` 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',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0,
`secKey_xx` DOUBLE NOT NULL DEFAULT 0,
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call',
`secType` ENUM('None','Stock','Future','Option','MLeg') 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',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
`runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
`orderActiveSize` INT NOT NULL DEFAULT 0 COMMENT 'OrderActiveSize = -1 will use all available parent order size; OrderActiveSize = 0 will cancel any existing child orders;',
`addCumFillQuantity` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'If Yes then OrderActiveSize is calculated @ order arrival as requested OrderActiveSize + existing ''CumFillQuantity''.',
`orderLimitType` ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') NOT NULL DEFAULT 'None',
`takeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)',
`makeLimitClass` ENUM('Simple','Surface','Probability','SurfProb') NOT NULL DEFAULT 'Simple' COMMENT 'Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)',
`orderPrcLimit` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Prc[]',
`orderRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=underlier.mid',
`orderRefDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=option.delta',
`orderRefGamma` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=option.gamma',
`orderVolLimit` FLOAT NOT NULL DEFAULT 0 COMMENT 'Applies if LimitType = Vol[] [uses SR dividends and borrow rates]',
`rateOverride` FLOAT NOT NULL DEFAULT 0 COMMENT '(depricated) zero = ignore;> zero = override',
`sdivOverride` FLOAT NOT NULL DEFAULT 0 COMMENT '(depricated)',
`ddivOverride` TINYTEXT NOT NULL DEFAULT '' COMMENT '(depricated) discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])',
`overrideCode` ENUM('None','SDivOnly','DDivOnly','Both') NOT NULL DEFAULT 'None' COMMENT '(depricated)',
`orderPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`stateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
`uStateModel` ENUM('None','M1','M2','M3','M4') NOT NULL DEFAULT 'None',
`takeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if takeLimitClass = Probability',
`makeAlphaType` ENUM('None','Static','Eagle','Hawk','Falcon','Relative') NOT NULL DEFAULT 'None' COMMENT 'Applies if makeLimitClass = Probability',
`takeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative]',
`makeAlphaFactor` FLOAT NOT NULL DEFAULT 0 COMMENT '[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]',
`takeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'takeProbLimit = takeProbability [if AlphaType = Static]',
`makeProbability` FLOAT NOT NULL DEFAULT 0 COMMENT 'makeProbLimit = makeProbability [if AlphaType = Static]',
`takeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`takeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
`takeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
`makeSurfPrcOffset` DOUBLE NOT NULL DEFAULT 0 COMMENT 'default=0',
`makeSurfVolOffset` FLOAT NOT NULL DEFAULT 0 COMMENT 'default=0',
`makeSurfWidthOffset` FLOAT NOT NULL DEFAULT 0 COMMENT '[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth',
`orderRefEventMult` FLOAT NOT NULL DEFAULT 0,
`orderRefEventDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
`exchMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'eligible exchanges (0 = all), a non-zero mask must be in the subset of the SpdrParentOrder exchMask',
`cxlUPrcRange` ENUM('None','Yes','No','YesHalt','NoHalt') NOT NULL DEFAULT 'None' COMMENT 'cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ]',
`minUBid` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional]',
`maxUAsk` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] (< $0.01 = none)',
`minMaxType` ENUM('None','Prc','Pct') NOT NULL DEFAULT 'None' COMMENT 'if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival',
`minOptionPx` FLOAT NOT NULL DEFAULT 0 COMMENT '[optional] option price floor for tied to stock orders',
`startDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01',
`activeDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
`progressExposeTime` INT NOT NULL DEFAULT 0 COMMENT 'minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking) (If the order is an Alpha type order, updating this will reset the alpha progression)',
`expDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
`maxExpDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxExpDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`maxExpDayRMetric6Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxExpDayRMetric6Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`symDayDDeltaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta offset (target)',
`maxSymDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`symDayVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega offset (target)',
`maxSymDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`symDayWtVegaOffset` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day wtVega offset (target)',
`maxSymDayWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)',
`maxSymDayWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)',
`maxSymDayRMetric7Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxSymDayRMetric7Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayVegaAbs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`grpDayVegaRatio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)',
`maxGrpDayContractsLn` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayContractsSh` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayContractsAbs` INT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`maxGrpDayRMetric1Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric1Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric1Abs` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)',
`grpDayRMetric1Ratio` FLOAT NOT NULL DEFAULT 1.0 COMMENT 'target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)',
`maxGrpDayRMetric2Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric2Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric3Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric3Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric4Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric4Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`maxGrpDayRMetric5Ln` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter',
`maxGrpDayRMetric5Sh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter',
`symEmaCxlDDeltaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
`symEmaCxlDDeltaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)',
`symEmaCxlWtVegaLn` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]',
`symEmaCxlWtVegaSh` FLOAT NOT NULL DEFAULT -1 COMMENT 'max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)',
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'client supplied theoretical volatility (used for markup only)',
`clArriveMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'client specified arrival mark (passed through to ParentExecution; markup only)',
`userData1` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`userData2` TINYTEXT NOT NULL DEFAULT '' COMMENT 'client supplied data field; passes through to parent and child executions and reports as well as FIX drops',
`execBrkrCode` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'an SR assigned execBrkrCode',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
`modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
PRIMARY KEY USING HASH (`accnt`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`spdrSource`,`orderSide`,`groupingCode`,`clientFirm`),
KEY `GroupingCodeIndex` (`groupingCode`) USING HASH,
KEY `TickerCodeIndex` (`secKey_tk`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.';
SELECT TABLE EXAMPLE QUERY
SELECT
`accnt`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`spdrSource`,
`orderSide`,
`groupingCode`,
`clientFirm`,
`sysEnvironment`,
`runStatus`,
`orderActiveSize`,
`addCumFillQuantity`,
`orderLimitType`,
`takeLimitClass`,
`makeLimitClass`,
`orderPrcLimit`,
`orderRefUPrc`,
`orderRefDelta`,
`orderRefGamma`,
`orderVolLimit`,
`rateOverride`,
`sdivOverride`,
`ddivOverride`,
`overrideCode`,
`orderPrcOffset`,
`stateModel`,
`uStateModel`,
`takeAlphaType`,
`makeAlphaType`,
`takeAlphaFactor`,
`makeAlphaFactor`,
`takeProbability`,
`makeProbability`,
`takeSurfPrcOffset`,
`takeSurfVolOffset`,
`takeSurfWidthOffset`,
`makeSurfPrcOffset`,
`makeSurfVolOffset`,
`makeSurfWidthOffset`,
`orderRefEventMult`,
`orderRefEventDttm`,
`exchMask`,
`cxlUPrcRange`,
`minUBid`,
`maxUAsk`,
`minMaxType`,
`minOptionPx`,
`startDttm`,
`activeDuration`,
`progressExposeTime`,
`expDayWtVegaOffset`,
`maxExpDayWtVegaLn`,
`maxExpDayWtVegaSh`,
`maxExpDayRMetric6Ln`,
`maxExpDayRMetric6Sh`,
`symDayDDeltaOffset`,
`maxSymDayDDeltaLn`,
`maxSymDayDDeltaSh`,
`symDayVegaOffset`,
`maxSymDayVegaLn`,
`maxSymDayVegaSh`,
`symDayWtVegaOffset`,
`maxSymDayWtVegaLn`,
`maxSymDayWtVegaSh`,
`maxSymDayRMetric7Ln`,
`maxSymDayRMetric7Sh`,
`maxGrpDayDDeltaLn`,
`maxGrpDayDDeltaSh`,
`maxGrpDayVegaLn`,
`maxGrpDayVegaSh`,
`maxGrpDayVegaAbs`,
`grpDayVegaRatio`,
`maxGrpDayContractsLn`,
`maxGrpDayContractsSh`,
`maxGrpDayContractsAbs`,
`maxGrpDayRMetric1Ln`,
`maxGrpDayRMetric1Sh`,
`maxGrpDayRMetric1Abs`,
`grpDayRMetric1Ratio`,
`maxGrpDayRMetric2Ln`,
`maxGrpDayRMetric2Sh`,
`maxGrpDayRMetric3Ln`,
`maxGrpDayRMetric3Sh`,
`maxGrpDayRMetric4Ln`,
`maxGrpDayRMetric4Sh`,
`maxGrpDayRMetric5Ln`,
`maxGrpDayRMetric5Sh`,
`symEmaCxlDDeltaLn`,
`symEmaCxlDDeltaSh`,
`symEmaCxlWtVegaLn`,
`symEmaCxlWtVegaSh`,
`theoVol`,
`clArriveMark`,
`userData1`,
`userData2`,
`execBrkrCode`,
`timestamp`
FROM `SRTrade`.`MsgSRParentLimit`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`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 DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = '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','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgSRParentLimit`
SET
/* Replace with a ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') */
`sysEnvironment` = 'None',
/* Replace with a ENUM('None','Prod','Beta','UAT','SysTest') */
`runStatus` = 'None',
/* Replace with a INT */
`orderActiveSize` = 5,
/* Replace with a ENUM('None','Yes','No') */
`addCumFillQuantity` = 'None',
/* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */
`orderLimitType` = 'None',
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`takeLimitClass` = 'Simple',
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`makeLimitClass` = 'Simple',
/* Replace with a DOUBLE */
`orderPrcLimit` = 4.56,
/* Replace with a DOUBLE */
`orderRefUPrc` = 4.56,
/* Replace with a FLOAT */
`orderRefDelta` = 1.23,
/* Replace with a FLOAT */
`orderRefGamma` = 1.23,
/* Replace with a FLOAT */
`orderVolLimit` = 1.23,
/* Replace with a FLOAT */
`rateOverride` = 1.23,
/* Replace with a FLOAT */
`sdivOverride` = 1.23,
/* Replace with a TINYTEXT */
`ddivOverride` = 'dummy tiny text',
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode` = 'None',
/* Replace with a DOUBLE */
`orderPrcOffset` = 4.56,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`stateModel` = 'None',
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`uStateModel` = 'None',
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`takeAlphaType` = 'None',
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`makeAlphaType` = 'None',
/* Replace with a FLOAT */
`takeAlphaFactor` = 1.23,
/* Replace with a FLOAT */
`makeAlphaFactor` = 1.23,
/* Replace with a FLOAT */
`takeProbability` = 1.23,
/* Replace with a FLOAT */
`makeProbability` = 1.23,
/* Replace with a DOUBLE */
`takeSurfPrcOffset` = 4.56,
/* Replace with a FLOAT */
`takeSurfVolOffset` = 1.23,
/* Replace with a FLOAT */
`takeSurfWidthOffset` = 1.23,
/* Replace with a DOUBLE */
`makeSurfPrcOffset` = 4.56,
/* Replace with a FLOAT */
`makeSurfVolOffset` = 1.23,
/* Replace with a FLOAT */
`makeSurfWidthOffset` = 1.23,
/* Replace with a FLOAT */
`orderRefEventMult` = 1.23,
/* Replace with a DATETIME(6) */
`orderRefEventDttm` = '2022-01-01 12:34:56.000000',
/* Replace with a INT UNSIGNED */
`exchMask` = 0,
/* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
`cxlUPrcRange` = 'None',
/* Replace with a FLOAT */
`minUBid` = 1.23,
/* Replace with a FLOAT */
`maxUAsk` = 1.23,
/* Replace with a ENUM('None','Prc','Pct') */
`minMaxType` = 'None',
/* Replace with a FLOAT */
`minOptionPx` = 1.23,
/* Replace with a DATETIME(6) */
`startDttm` = '2022-01-01 12:34:56.000000',
/* Replace with a INT */
`activeDuration` = 5,
/* Replace with a INT */
`progressExposeTime` = 5,
/* Replace with a FLOAT */
`expDayWtVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxExpDayWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxExpDayWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxExpDayRMetric6Ln` = 1.23,
/* Replace with a FLOAT */
`maxExpDayRMetric6Sh` = 1.23,
/* Replace with a FLOAT */
`symDayDDeltaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`symDayVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayVegaSh` = 1.23,
/* Replace with a FLOAT */
`symDayWtVegaOffset` = 1.23,
/* Replace with a FLOAT */
`maxSymDayWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxSymDayWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxSymDayRMetric7Ln` = 1.23,
/* Replace with a FLOAT */
`maxSymDayRMetric7Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaLn` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaSh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayVegaAbs` = 1.23,
/* Replace with a FLOAT */
`grpDayVegaRatio` = 1.23,
/* Replace with a INT */
`maxGrpDayContractsLn` = 5,
/* Replace with a INT */
`maxGrpDayContractsSh` = 5,
/* Replace with a INT */
`maxGrpDayContractsAbs` = 5,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Abs` = 1.23,
/* Replace with a FLOAT */
`grpDayRMetric1Ratio` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Sh` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Ln` = 1.23,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Sh` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlDDeltaLn` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlDDeltaSh` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlWtVegaLn` = 1.23,
/* Replace with a FLOAT */
`symEmaCxlWtVegaSh` = 1.23,
/* Replace with a FLOAT */
`theoVol` = 1.23,
/* Replace with a FLOAT */
`clArriveMark` = 1.23,
/* Replace with a TINYTEXT */
`userData1` = 'dummy tiny text',
/* Replace with a TINYTEXT */
`userData2` = 'dummy tiny text',
/* Replace with a VARCHAR(16) */
`execBrkrCode` = 'Example_execBrkrCode',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000'
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`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 DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = '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','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgSRParentLimit`(
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`secKey_at`,
/* 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') */
`secKey_ts`,
/* Replace with a VARCHAR(12) */
`secKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`secKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`secKey_dy`,
/* Replace with a DOUBLE */
`secKey_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType`,
/* 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`,
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide`,
/* Replace with a CHAR(19) */
`groupingCode`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') */
`sysEnvironment`,
/* Replace with a ENUM('None','Prod','Beta','UAT','SysTest') */
`runStatus`,
/* Replace with a INT */
`orderActiveSize`,
/* Replace with a ENUM('None','Yes','No') */
`addCumFillQuantity`,
/* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW') */
`orderLimitType`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`takeLimitClass`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`makeLimitClass`,
/* Replace with a DOUBLE */
`orderPrcLimit`,
/* Replace with a DOUBLE */
`orderRefUPrc`,
/* Replace with a FLOAT */
`orderRefDelta`,
/* Replace with a FLOAT */
`orderRefGamma`,
/* Replace with a FLOAT */
`orderVolLimit`,
/* Replace with a FLOAT */
`rateOverride`,
/* Replace with a FLOAT */
`sdivOverride`,
/* Replace with a TINYTEXT */
`ddivOverride`,
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode`,
/* Replace with a DOUBLE */
`orderPrcOffset`,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`stateModel`,
/* Replace with a ENUM('None','M1','M2','M3','M4') */
`uStateModel`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`takeAlphaType`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`makeAlphaType`,
/* Replace with a FLOAT */
`takeAlphaFactor`,
/* Replace with a FLOAT */
`makeAlphaFactor`,
/* Replace with a FLOAT */
`takeProbability`,
/* Replace with a FLOAT */
`makeProbability`,
/* Replace with a DOUBLE */
`takeSurfPrcOffset`,
/* Replace with a FLOAT */
`takeSurfVolOffset`,
/* Replace with a FLOAT */
`takeSurfWidthOffset`,
/* Replace with a DOUBLE */
`makeSurfPrcOffset`,
/* Replace with a FLOAT */
`makeSurfVolOffset`,
/* Replace with a FLOAT */
`makeSurfWidthOffset`,
/* Replace with a FLOAT */
`orderRefEventMult`,
/* Replace with a DATETIME(6) */
`orderRefEventDttm`,
/* Replace with a INT UNSIGNED */
`exchMask`,
/* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
`cxlUPrcRange`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a ENUM('None','Prc','Pct') */
`minMaxType`,
/* Replace with a FLOAT */
`minOptionPx`,
/* Replace with a DATETIME(6) */
`startDttm`,
/* Replace with a INT */
`activeDuration`,
/* Replace with a INT */
`progressExposeTime`,
/* Replace with a FLOAT */
`expDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxExpDayWtVegaLn`,
/* Replace with a FLOAT */
`maxExpDayWtVegaSh`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Ln`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Sh`,
/* Replace with a FLOAT */
`symDayDDeltaOffset`,
/* Replace with a FLOAT */
`maxSymDayDDeltaLn`,
/* Replace with a FLOAT */
`maxSymDayDDeltaSh`,
/* Replace with a FLOAT */
`symDayVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayVegaLn`,
/* Replace with a FLOAT */
`maxSymDayVegaSh`,
/* Replace with a FLOAT */
`symDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayWtVegaLn`,
/* Replace with a FLOAT */
`maxSymDayWtVegaSh`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Ln`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Sh`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaLn`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaLn`,
/* Replace with a FLOAT */
`maxGrpDayVegaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaAbs`,
/* Replace with a FLOAT */
`grpDayVegaRatio`,
/* Replace with a INT */
`maxGrpDayContractsLn`,
/* Replace with a INT */
`maxGrpDayContractsSh`,
/* Replace with a INT */
`maxGrpDayContractsAbs`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Abs`,
/* Replace with a FLOAT */
`grpDayRMetric1Ratio`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Sh`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaLn`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaSh`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaLn`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaSh`,
/* Replace with a FLOAT */
`theoVol`,
/* Replace with a FLOAT */
`clArriveMark`,
/* Replace with a TINYTEXT */
`userData1`,
/* Replace with a TINYTEXT */
`userData2`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a DATETIME(6) */
`timestamp`
)
VALUES(
'Example_accnt',
'None',
'None',
'Example_secKey_tk',
123,
1,
1,
4.56,
'Call',
'None',
'None',
'None',
'Example_groupingCode',
'Example_clientFirm',
'None',
'None',
5,
'None',
'None',
'Simple',
'Simple',
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
1.23,
'dummy tiny text',
'None',
4.56,
'None',
'None',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
4.56,
1.23,
1.23,
4.56,
1.23,
1.23,
1.23,
'2022-01-01 12:34:56.000000',
0,
'None',
1.23,
1.23,
'None',
1.23,
'2022-01-01 12:34:56.000000',
5,
5,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
5,
5,
5,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'dummy tiny text',
'dummy tiny text',
'Example_execBrkrCode',
'2022-01-01 12:34:56.000000'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgSRParentLimit`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */
`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','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */
`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 DOUBLE */
`secKey_xx` = 4.56
AND
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp` = 'Call'
AND
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType` = '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','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SRParentLimit' ORDER BY ordinal_position ASC;