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Version: Upcoming

SpdrAwayExecution

V8 Message Definiton

SpdrAwayExecution records are published by ToolServers, SRSE, and FIX drop recv gateways. They are consumed by AwayExecutionMarkupServer which, in turn, publishes corresponding SpdrParentExecution records, including M1 and M10 updates.

METADATA

AttributeValue
Topic1450-away-drop
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
accntVARCHAR(16)PRI, SEC''SR accnt
clientFillIdBIGINTPRI0client fill ID should be unique for each accnt
clientFirmVARCHAR(16)PRI, SEC''SR client firm
fillNumberBIGINTSEC0SpiderRock execution number globally unique over trailing 10 days copied in SpdrParentExecutionpkeyfillNumber
engineNameVARCHAR(32)''
spdrSourceenum - SpdrSource'None'SR source code
execStatusenum - ExecStatus'None'SR execution status FillBustCorrectReject
clientOrderIdVARCHAR(24)''client order ID should be unique for each clientFirm if any copied into SpdrParentExecutionaltOrderId
srcRoutingCodeTINYTEXT''inbound FIX routing code drop server if any
riskGroupIdCHAR(19)'0000-0000-0000-0000'riskGroupId parent order group ID for this away execution report will be incorporated into a corresponding EE risk group counter if 0
secKey_atenum - AssetType'None'SR security key
secKey_tsenum - TickerSrc'None'SR security key
secKey_tkVARCHAR(12)''SR security key
secKey_yrSMALLINT UNSIGNED0SR security key
secKey_mnTINYINT UNSIGNED0SR security key
secKey_dyTINYINT UNSIGNED0SR security key
secKey_xxDOUBLE0SR security key
secKey_cpenum - CallPut'Call'SR security key
secTypeenum - SpdrKeyType'None'SR security type Stock Future Option
execRoleenum - ExecRole'None'SpiderRock relationship to this execution record
extExecBrokerVARCHAR(12)''Client execBroker code
fillSideenum - BuySell'None'fill side
fillPriceDOUBLE0fill price
fillPriceTypeenum - PriceType'Explicit'
fillQuantityINT0fill quantity
childSizeINT0child order size
fillExchVARCHAR(6)''fill exchange if any
fillDttmDATETIME(6)'1900-01-01 00:00:00.000000'fill datetime
fillRefUPrcDOUBLE0reference underlier price fill arrival time
origExecIDTINYTEXT''original execution ID string child order
lastExecIDTINYTEXT''most recent execution ID same as origExecID unless CANCELCORRECTION has been processed
fillTransactDttmDATETIME(6)'1900-01-01 00:00:00.000000'transaction datetime as reported by exchange or down stream broker
fillReportDetailTINYTEXT''extra detail if any from child execution
ssaleFlagenum - ShortSaleFlag'None'
positionTypeenum - PositionType'None'
theoVolFLOAT0client supplied theoretical volatility used for markup only
commentTINYTEXT''text comment if any
userData1TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
strategyVARCHAR(36)''clientsupplied strategy string
modifiedByVARCHAR(24)''user who last modified this record
modifiedInenum - SysEnvironment'None'
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

FieldSequence
accnt1
clientFillId2
clientFirm3

SECONDARY INDEX (AccntIndex) (Not Unique)

FieldSequence
accnt1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

FieldSequence
clientFirm1

SECONDARY INDEX (FillNumberIndex) (Not Unique)

FieldSequence
fillNumber1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRAwayExecution` (
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR accnt',
`clientFillId` BIGINT NOT NULL DEFAULT 0 COMMENT 'client fill ID (should be unique for each accnt)',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`fillNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SpiderRock execution number (globally unique over trailing 10 days) [copied in SpdrParentExecution.pkey.fillNumber]',
`engineName` VARCHAR(32) NOT NULL DEFAULT '',
`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 'SR source code',
`execStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SR execution status (Fill,Bust,Correct,Reject)',
`clientOrderId` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client order ID (should be unique for each clientFirm) (if any) [copied into SpdrParentExecution.altOrderId]',
`srcRoutingCode` TINYTEXT NOT NULL DEFAULT '' COMMENT 'inbound FIX routing code (drop server) (if any)',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId (parent order group ID) for this away execution report (will be incorporated into a corresponding EE risk group counter if != 0)',
`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 'SR security key',
`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 'SR security key',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SR security key',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR security key',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR security key',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'SR security key',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'SR security key',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'SR security key',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'SR security type [Stock, Future, Option]',
`execRole` ENUM('None','DirectAccnt','AwayGiveup','RiskDrop','AwayDrop','PullDrop') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock relationship to this execution record',
`extExecBroker` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Client execBroker code',
`fillSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'fill side',
`fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price',
`fillPriceType` ENUM('None','Explicit','Offset','Zero') NOT NULL DEFAULT 'Explicit',
`fillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'fill quantity',
`childSize` INT NOT NULL DEFAULT 0 COMMENT 'child order size',
`fillExch` VARCHAR(6) NOT NULL DEFAULT '' COMMENT 'fill exchange (if any)',
`fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'fill date/time',
`fillRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price @ fill arrival time',
`origExecID` TINYTEXT NOT NULL DEFAULT '' COMMENT 'original execution ID string (child order)',
`lastExecID` TINYTEXT NOT NULL DEFAULT '' COMMENT 'most recent execution ID (same as origExecID unless CANCEL/CORRECTION has been processed)',
`fillTransactDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'transaction date/time as reported by exchange or down stream broker',
`fillReportDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'extra detail (if any) from child execution',
`ssaleFlag` ENUM('None','Long','Short','Exempt','Cover','NA') NOT NULL DEFAULT 'None',
`positionType` ENUM('None','Opening','Closing') NOT NULL DEFAULT 'None',
`theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'client supplied theoretical volatility (used for markup only)',
`comment` TINYTEXT NOT NULL DEFAULT '' COMMENT 'text comment (if any)',
`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',
`strategy` VARCHAR(36) NOT NULL DEFAULT '' COMMENT 'client-supplied strategy string',
`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_riskGroupId CHECK(ASCII(riskGroupId) < 56),
PRIMARY KEY USING HASH (`accnt`,`clientFillId`,`clientFirm`),
KEY `AccntIndex` (`accnt`) USING HASH,
KEY `ClientFirmIndex` (`clientFirm`) USING HASH,
KEY `FillNumberIndex` (`fillNumber`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrAwayExecution records are published by ToolServers, SRSE, and FIX drop recv gateways. They are consumed by AwayExecutionMarkupServer which, in turn, publishes corresponding SpdrParentExecution records, including M1 and M10 updates.';

SELECT TABLE EXAMPLE QUERY

SELECT
`accnt`,
`clientFillId`,
`clientFirm`,
`fillNumber`,
`engineName`,
`spdrSource`,
`execStatus`,
`clientOrderId`,
`srcRoutingCode`,
`riskGroupId`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`execRole`,
`extExecBroker`,
`fillSide`,
`fillPrice`,
`fillPriceType`,
`fillQuantity`,
`childSize`,
`fillExch`,
`fillDttm`,
`fillRefUPrc`,
`origExecID`,
`lastExecID`,
`fillTransactDttm`,
`fillReportDetail`,
`ssaleFlag`,
`positionType`,
`theoVol`,
`comment`,
`userData1`,
`userData2`,
`strategy`,
`timestamp`
FROM `SRTrade`.`MsgSRAwayExecution`
WHERE
/* Replace with a VARCHAR(16) */
`accnt` = 'Example_accnt'
AND
/* Replace with a BIGINT */
`clientFillId` = 1234567890
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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