SRSweepDetail
SpdrSweepDetail records are published by execution engines when sweep trigger groups are processed
METADATA
| Attribute | Value |
|---|---|
| Topic | 2270-execution-engine |
| MLink Token | ClientTrading |
| Product | SRTrade |
| accessType | SELECT |
| MLink Endpoint | MLink-Order |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| parentNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | |
| engineName | VARCHAR(32) | '' | SpiderRock execution engine that handled the parent order | |
| accnt | VARCHAR(16) | '' | ||
| clientFirm | VARCHAR(16) | '' | ||
| riskGroupId | CHAR(19) | '0000-0000-0000-0000' | ||
| triggerGroupId | BIGINT | 0 | WaitTrigger group Id | |
| secKey_at | enum - AssetType | 'None' | ||
| secKey_ts | enum - TickerSrc | 'None' | ||
| secKey_tk | VARCHAR(12) | '' | ||
| secKey_yr | SMALLINT UNSIGNED | 0 | ||
| secKey_mn | TINYINT UNSIGNED | 0 | ||
| secKey_dy | TINYINT UNSIGNED | 0 | ||
| secKey_xx | DOUBLE | 0 | ||
| secKey_cp | enum - CallPut | 'Call' | ||
| secType | enum - SpdrKeyType | 'None' | ||
| parentOrderSize | INT | 0 | ||
| parentLimitPrice | DOUBLE | 0 | ||
| orderSide | enum - BuySell | 'None' | ||
| isISOSweep | enum - YesNo | 'None' | ||
| riskLimitSize | INT | 0 | ||
| riskLimitReason | enum - SpdrRisk | 'None' | ||
| riskLimitDetail | TINYTEXT | '' | ||
| nbboBid1 | DOUBLE | 0 | ||
| nbboAsk1 | DOUBLE | 0 | ||
| nbboBidSize1 | INT | 0 | ||
| nbboAskSize1 | INT | 0 | ||
| nbboBidCnt1 | TINYINT UNSIGNED | 0 | ||
| nbboAskCnt1 | TINYINT UNSIGNED | 0 | ||
| nbboBidMask1 | BIGINT | 0 | ||
| nbboAskMask1 | BIGINT | 0 | ||
| nbboBid2 | DOUBLE | 0 | ||
| nbboAsk2 | DOUBLE | 0 | ||
| nbboBidSize2 | INT | 0 | ||
| nbboAskSize2 | INT | 0 | ||
| nbboBidCnt2 | TINYINT UNSIGNED | 0 | ||
| nbboAskCnt2 | TINYINT UNSIGNED | 0 | ||
| nbboBidMask2 | BIGINT | 0 | ||
| nbboAskMask2 | BIGINT | 0 | ||
| netTimestamp | BIGINT | 0 | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| parentNumber | 1 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRTrade`.`MsgSRSweepDetail`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SRSweepDetail' ORDER BY ordinal_position ASC;