| parentNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | SPDR order number |
| sysEnvironment | enum - SysEnvironment | | 'None' | original source sys environment Stable Current etc |
| runStatus | enum - RunStatus | | 'None' | original source run status ProdBeta |
| spdrActionType | enum - SpdrActionType | | 'Add' | |
| parentShape | enum - SpdrOrderShape | | 'None' | |
| clientSeqNumIn | INT | | 0 | inbound client seq number FIX orders only |
| altOrderId | VARCHAR(24) | | '' | alternate order ID usually clOrdId from client |
| altPrevOrderId | VARCHAR(24) | | '' | alternate prev order ID usually origClOrdId from client during cxlreplace |
| altAutoHedgeId | VARCHAR(24) | | '' | alternate order ID for child autohedge orders if any |
| altAccnt | VARCHAR(32) | | '' | alternate client assigned long account string optional used to map between client and SR account strings |
| altUserName | VARCHAR(24) | | '' | alternate client assigned user name optional used to map between client and SR account strings |
| srcRoutingCode | TINYTEXT | | '' | inbound FIX routing code or SRSEtool server appID if any |
| packageId | BIGINT | | 0 | references spread orderNumber if a legged spread order or autohedge order |
| secKey_at | enum - AssetType | SEC | 'None' | Composite Security Key |
| secKey_ts | enum - TickerSrc | SEC | 'None' | Composite Security Key |
| secKey_tk | VARCHAR(12) | SEC | '' | Composite Security Key |
| secKey_yr | SMALLINT UNSIGNED | SEC | 0 | Composite Security Key |
| secKey_mn | TINYINT UNSIGNED | SEC | 0 | Composite Security Key |
| secKey_dy | TINYINT UNSIGNED | SEC | 0 | Composite Security Key |
| secKey_xx | DOUBLE | SEC | 0 | Composite Security Key |
| secKey_cp | enum - CallPut | SEC | 'Call' | Composite Security Key |
| secType | enum - SpdrKeyType | | 'None' | Security Type Stock Future Option |
| securityDesc | TINYTEXT | | '' | additional security description |
| accnt | VARCHAR(16) | SEC | '' | SR trading account |
| clientFirm | VARCHAR(16) | | '' | SR client firm |
| strategyAccnt | VARCHAR(16) | | '' | SR strategy account option if exists will be validated |
| spdrSource | enum - SpdrSource | | 'None' | |
| groupingCode | CHAR(19) | | '0000-0000-0000-0000' | unique broker codebrokerpkey key accnt spdrSource groupingCode |
| execBrkrCode | VARCHAR(16) | | '' | overrides the default executing broker for this parent order must match values in AccountRouteConfig and RouteDefinition |
| execBrkrAccnt | VARCHAR(16) | | '' | overrides exec broker account accnt must enable away clearing instructions in the account config |
| execBrkrClFirm | VARCHAR(16) | | '' | overrides exec broker clientfirm accnt must enable away clearing instructions in the account config |
| execBrkrUserName | VARCHAR(16) | | '' | overrides exec broker user name accnt must enable away clearing instructions in the account config |
| externExDest | VARCHAR(16) | | '' | routing code for orders directed to an external order router default null must match an exDest associated with a RouteDefinition |
| externParams | TINYTEXT | | '' | external algo namesparameters usually just an algo name |
| strategy | VARCHAR(36) | | '' | clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports |
| userName | VARCHAR(24) | | '' | name of the user entering the order |
| visibleInSV | enum - YesNo | | 'None' | allow order to be visible in SV do not use for high volume of orders |
| userSource | enum - SpdrSource | | 'None' | SpdrSource of this order assumed to be the same as spdrSource if None |
| orderDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | order entry time from clientif any |
| orderSide | enum - BuySell | | 'None' | |
| orderSize | INT | | 0 | maximum fill size contracts |
| orderActiveSize | INT | | 0 | total activated size total size released for execution 1 all available size |
| curCumFillQuantity | INT | | 0 | set order size orderSize Max0 curCumFillQty eecumFillQty used to ensure integrity of submitted cxlreplace orders |
| addCumFillQuantity | enum - YesNo | | 'None' | If Yes then OrderSize is calculated order arrival as requested OrderSize existing CumFillQuantity |
| displaySize | INT | | 0 | native onexchange iceberg display size FIX MaxFloor 111 0 show full size ARCA core session |
| displaySizeType | enum - DisplaySizeType | | 'None' | Noneunset EE defaults to Absolute pending GUI Absolutecontractsshares Percent of orderSize |
| maxExposureSize | INT | | 0 | maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1 |
| numMakeExchanges | TINYINT UNSIGNED | | 0 | number of exchanges 1 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 Nonealgo default Randomizerandomize public size MktSizeexpose typical market size FullSizeexpose entire order size where possible FullSizeRrandomize full size |
| canOverlapCxlRepl | enum - YesNo | | 'None' | can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order |
| progressRule | enum - ProgressRule | | 'None' | Immediate all size immediately available TWAP work from arrival to expiration VWAP work order not faster than participation rate |
| atsVisibility | enum - AtsVisibility | | 'None' | for BlockAuction orders visibility to responders is neither side only or side price |
| progressSliceCnt | TINYINT UNSIGNED | | 0 | number of 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 |
| vwapParticipation | FLOAT | | 0 | target vwap participation rate target of trade activity |
| minMktOnClosePct | TINYINT UNSIGNED | | 0 | Minimum pct 0 100 of order reserved for the onclose MOC auction |
| triggerType | enum - TriggerType | | 'None' | type of trigger PrintVolSurfVol only for options print print or actionable quote |
| triggerLevel | FLOAT | | 0 | stoptrigger level for parent order to go active can be either a price or vol |
| auctionResponder | enum - AuctionResponder | | 'None' | if set parent order can be an auction responder Noneinherit account Anyforceon Disableforceoff exchangeaway auction responding |
| atsAuctionEngage | enum - AtsAuctionEngage | | 'None' | perorder override of account ATSauction config Noneinherit account algoFlashalgoBlockPct Disableno algoinitiated auctions AND dont respond to SR flash FlashBlockBothforceinitiate that type regardless of account pct |
| maxMakeExchFee | FLOAT | | 0 | maximum making exchange fee in point value zero no limit use nonzero number for limit to apply |
| maxTakeExchFee | FLOAT | | 0 | maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply |
| incTakeExchFee | enum - IncExchFee | | 'None' | include exchange fee in probability and surface based take limit calculations |
| incMakeExchFee | enum - IncExchFee | | 'None' | include exchange fee in probability and surface based make limit calculations |
| makeExchRule | enum - MakeExchRule | | 'None' | ActiveMaker exch preference MaxPart max participation FeeOrder minimize fees max rebates ImprvOnly will only make when improving NBBO RoundRobin will rotate through exch list ProRataOptim will post on prorata only |
| 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 |
| 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 |
| spdrStageType | enum - SpdrStageType | | 'None' | note stageType None implies both KeepAlive behavior and makes the order visible on tools |
| marketSession | enum - MarketSession | | 'None' | |
| startDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | optional parent order start time |
| orderDuration | INT | | 0 | optional number of seconds |
| activeDuration | INT | | 0 | |
| goodTillDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | optional default 20990101 |
| startType | enum - StartType | | 'None' | WaitTrigger associates this order with a triggerGroupId The initial wave of child orders from the TriggerGroup will be send when a final parent order with startTypeTriggerAll or when an external trigger signal is received |
| triggerGroupId | BIGINT | | 0 | triggerGroupId is required if startTypeWaitTrigger note that child orders from all parent orders in the trigger group will be organized and released optimally when the triggerGroup is released |
| triggerTimestamp | BIGINT | | 0 | WaitTrigger trigger timestamp nanoseconds since epoch |
| parentOrderHandling | enum - ParentOrderHandling | | 'None' | |
| parentBalanceHandling | enum - ParentBalanceHandling | | 'None' | |
| orderLimitType | enum - SpdrLimitType | | 'None' | |
| takeLimitClass | enum - SpdrLimitClass | | 'Simple' | Simple LimitPrice offset Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit SurfProb BESTLimitPrice SurfLimit ProbLimit |
| makeLimitClass | enum - SpdrLimitClass | | 'Simple' | Simple LimitPrice offset Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit SurfProb BESTLimitPrice SurfLimit ProbLimit |
| takeReachRule | enum - ReachRule | | 'None' | None size 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 Pct2p5Pct10Pct25 DEPRECATED degrossing balance tolerance removed in plan 21 values retained for wire compat unreferenced by code |
| 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 | zero ignore zero override |
| sdivOverride | FLOAT | | 0 | |
| ddivOverride | TINYTEXT | | '' | discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount |
| overrideCode | enum - OverrideCode | | 'None' | |
| orderPrcOffset | DOUBLE | | 0 | default0 surface relX and pegX limit offsets |
| 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 |
| makeSurfTickOffset | INT | | 0 | default0 1 tick off surface EE applies live GetTickSize |
| makeSurfVolOffset | FLOAT | | 0 | default0 |
| makeSurfWidthOffset | FLOAT | | 0 | 1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth |
| orderRefEventMult | FLOAT | | 0 | expected underlier abs move 001 1 orderRefEventDttm |
| orderRefEventDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | Datetime of the next event Note that events are usually earnings but are not required to be |
| nbboCap | enum - NbboCap | | 'None' | indicates if order price is capped at NBBO or 1 5 10 pennies through Primarily for when parentOrderHandling BlockAuction |
| autoHedge | enum - AutoHedge | | 'None' | |
| hedgeInstrument | enum - HedgeInst | | 'Default' | Defaultactual underlier EQT or FUT IndexOptions use ETF FrontMonthactual underlier EQT or front month FUT IndexOptions use FM Fut StockhedgeSecKeyTickerKey FuturehedgeSecKeyExpiryKey |
| hedgeSecKey_at | enum - AssetType | | 'None' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeSecKey_ts | enum - TickerSrc | | 'None' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeSecKey_tk | VARCHAR(12) | | '' | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeSecKey_yr | SMALLINT UNSIGNED | | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeSecKey_mn | TINYINT UNSIGNED | | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeSecKey_dy | TINYINT UNSIGNED | | 0 | autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future |
| hedgeBetaRatio | FLOAT | | 0 | portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40 |
| hedgeScope | enum - HedgeScope | | 'None' | hedge group scope RiskGroup or Accnt |
| hedgeSession | enum - MarketSession | | 'None' | market session for the autohedge order defaults to pOrdermarketSession |
| 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 |
| useSwapProvider | enum - SwapProvider | | 'None' | |
| firmType | enum - FirmType | | 'None' | used to override firmType in account config |
| orderCapacity | enum - OrderCapacity | | 'None' | |
| positionType | enum - PositionType | | 'Auto' | |
| ssaleFlag | enum - ShortSaleFlag | | 'None' | used to determine stock autohedge flags |
| locateFirm | VARCHAR(6) | | '' | firm granting the locate also locate firm used on street FIX orders required if selling short and no autolocate is available |
| locatePool | VARCHAR(16) | | '' | locate pool firm granting the locate |
| noCrossGroup | VARCHAR(16) | | '' | |
| exchTraderId | VARCHAR(16) | | '' | |
| largeTraderId | VARCHAR(16) | | '' | |
| tradingLocation | VARCHAR(16) | | '' | |
| 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 |
| orderRefPremium | FLOAT | | 0 | reference premium mleg orders only |
| noticeNumber | CHAR(19) | | '0000-0000-0000-0000' | required when parentOrderHandling BlockResponse |
| noticeCommission | FLOAT | | 0 | |
| hasNoticeComm | enum - YesNo | | 'None' | |
| pkgRefPremPct | FLOAT | | 0 | BlockPCV package premium as a of underlier closing price fixed by initiator |
| theoVol | FLOAT | | 0 | client supplied theoretical volatility used for markup only |
| clArriveMark | FLOAT | | 0 | client specified arrival mark passed through to ParentExecution markup only |
| riskGroupId | CHAR(19) | | '0000-0000-0000-0000' | all orders with the same riskGroupId share a common set of risk countersGrp risk limits apply to these shared counters |
| reqAuxRiskGroupCtrl | enum - YesNo | | 'None' | |
| refRMetric1Src | enum - RMetricSource | | 'None' | |
| refRMetric2Src | enum - RMetricSource | | 'None' | |
| refRMetric3Src | enum - RMetricSource | | 'None' | |
| refRMetric4Src | enum - RMetricSource | | 'None' | |
| refRMetric5Src | enum - RMetricSource | | 'None' | |
| refRMetric6Src | enum - RMetricSource | | 'None' | |
| refRMetric7Src | enum - RMetricSource | | 'None' | |
| orderRefRMetric1 | FLOAT | | 0 | user supplied RMetric1 value used in RiskGroupID risk controls netRMetric1 sumfillQty orderRefRMetric1 underlierPerCn |
| orderRefRMetric2 | FLOAT | | 0 | user supplied RMetric2 value used in RiskGroupID risk controls netRMetric2 sumfillQty orderRefRMetric2 underlierPerCn |
| orderRefRMetric3 | FLOAT | | 0 | user supplied RMetric3 value used in RiskGroupID risk controls netRMetric3 sumfillQty orderRefRMetric3 underlierPerCn |
| orderRefRMetric4 | FLOAT | | 0 | user supplied RMetric4 value used in RiskGroupID risk controls netRMetric4 sumfillQty orderRefRMetric4 underlierPerCn |
| orderRefRMetric5 | FLOAT | | 0 | user supplied RMetric5 value used in RiskGroupID risk controls netRMetric5 sumfillQty orderRefRMetric5 underlierPerCn |
| orderRefRMetric6 | FLOAT | | 0 | user supplied RMetric6 value used in ExpDay risk controls netRMetric6 sumfillQty orderRefRMetric6 underlierPerCn |
| orderRefRMetric7 | FLOAT | | 0 | user supplied RMetric7 value used in SymDay risk controls netRMetric7 sumfillQty orderRefRMetric7 underlierPerCn |
| 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 |
| accDayWtVegaOffset | FLOAT | | 0 | accnt day time weighted vega offset target position |
| 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 |
| accDayDDeltaOffset | FLOAT | | 0 | accnt day delta offset target position |
| expDayWtVegaOffset | FLOAT | | 0 | 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 | | 0 | 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 | | 0 | 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 | | 0 | 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 |
| maxGrpDayFutContractsLn | INT | | -1 | max acctriskGroup day fut contracts long positive number1no limitrisk limit max limit current net counter |
| maxGrpDayFutContractsSh | INT | | -1 | max acctriskGroup day fut contracts short positive number1no limitrisk limit max limit current net counter |
| maxGrpDayFutContractsAbs | INT | | -1 | max acctriskGroup day fut 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 |
| lastFillDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| 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 |
| childData | TINYTEXT | | '' | client supplied data field passes through to down stream child orders |
| srcTimestamp | BIGINT | | 0 | |
| sgwTimestamp | BIGINT | | 0 | |
| timestamp | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| includeSRNetwork | enum - InclExclDisclose | | 'None' | |
| ClearingFlipList | JSON | | 'JSON_ARRAY()' | |
| DirectedCounterPartyList | JSON | | 'JSON_ARRAY()' | |
| OrderLegsList | JSON | | 'JSON_ARRAY()' | |