SpdrAvailExecAllocation

V8 Message Definiton

METADATA

Attribute	Value
Topic	3695-order-allocation
MLink Token	SystemData
Product	SRTrade
accessType	SELECT

Table Definition

Field	Type	Key	Default Value	Comment
availExecNumber	BIGINT	PRI	0	unique number for this message
omniAccnt	VARCHAR(16)		''	omnibus accnt SR accnt
clientFirm	VARCHAR(16)		''	SR client firm
secKey_at	enum - AssetType		'None'	security key stock future or option
secKey_ts	enum - TickerSrc		'None'	security key stock future or option
secKey_tk	VARCHAR(12)		''	security key stock future or option
secKey_yr	SMALLINT UNSIGNED		0	security key stock future or option
secKey_mn	TINYINT UNSIGNED		0	security key stock future or option
secKey_dy	TINYINT UNSIGNED		0	security key stock future or option
secKey_xx	DOUBLE		0	security key stock future or option
secKey_cp	enum - CallPut		'Call'	security key stock future or option
secType	enum - SpdrKeyType		'None'	security type
orderSide	enum - BuySell		'None'	order side always buy for MLEG orders
ssaleFlag	enum - ShortSaleFlag		'None'	ssale flag None if not stock
positionType	enum - PositionType		'None'	positionType None if not equity option
spdrSource	enum - SpdrSource		'None'	parent order source
groupingCode	CHAR(19)		'0000-0000-0000-0000'	unique broker code
mlegLegKey	TINYTEXT		''	secKeyStringKeylegRatiosidepositionEffect secKeyStringKeylegRatiosidepositionEffect
baseParentNumber	CHAR(19)		'0000-0000-0000-0000'	SR BaseParentNumber these executions belong to can be zero if executions are drop
cumFillQty	INT		0	net cumFillQty total for the day
avgFillPrc	DOUBLE		0	average fill price
allocStatus	enum - ExecAllocStatus		'None'	allocation status
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
ChildOrdersList	JSON		'JSON_OBJECT()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
availExecNumber	1

JSON Block (ChildOrdersList)

Field	Type	Comment
clOrdId	long	childOrders in the above allocation

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRAvailExecAllocation` (
    `availExecNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'unique number for this message',
    `omniAccnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'omnibus accnt (SR accnt)',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'security key (stock, future, or option)',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'security key (stock, future, or option)',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'security key (stock, future, or option)',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'security key (stock, future, or option)',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'security key (stock, future, or option)',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'security type',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side (always buy for MLEG orders)',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'ssale flag (None if not stock)',
    `positionType` ENUM('None','Opening','Closing','Auto') NOT NULL DEFAULT 'None' COMMENT 'positionType (None if not equity option)',
    `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' COMMENT 'parent order source',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'unique broker code',
    `mlegLegKey` TINYTEXT NOT NULL DEFAULT '' COMMENT '[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]',
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR BaseParentNumber these executions belong to (can be zero if executions are drop)',
    `cumFillQty` INT NOT NULL DEFAULT 0 COMMENT 'net cumFillQty (total for the day)',
    `avgFillPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average fill price',
    `allocStatus` ENUM('None','ReadyToAlloc','Pending','Allocated','Error') NOT NULL DEFAULT 'None' COMMENT 'allocation status',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `ChildOrdersList` JSON NOT NULL DEFAULT JSON_OBJECT() CHECK(JSON_VALID(ChildOrdersList)),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    PRIMARY KEY USING HASH (`availExecNumber`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `availExecNumber`,
    `omniAccnt`,
    `clientFirm`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `orderSide`,
    `ssaleFlag`,
    `positionType`,
    `spdrSource`,
    `groupingCode`,
    `mlegLegKey`,
    `baseParentNumber`,
    `cumFillQty`,
    `avgFillPrc`,
    `allocStatus`,
    `timestamp`,
    `ChildOrdersList`
FROM `SRTrade`.`MsgSRAvailExecAllocation`
WHERE 
    /* Replace with a BIGINT */ 
    `availExecNumber` = 1234567890;

Doc Columns Query

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