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Version: Upcoming

SpdrParentBrkrEvent

V8 Message Definiton

SpdrParentBrkrEvent records are published when a new or cxl/replace parent order arrives causes a broker to begin working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.

METADATA​

AttributeValue
Topic3985-parent-orders
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT

Table Definition​

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'
recTypeenum - EventRecTypePRI'New'type of record NewModifyReplaceCloseReject
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
accntVARCHAR(16)''
spdrSourceenum - SpdrSource'None'
groupingCodeCHAR(19)'0000-0000-0000-0000'
orderSideenum - BuySell'None'
clientFirmVARCHAR(16)''SR client firm code
altAccntTINYTEXT''alternate client assigned long account string optional
altUserNameVARCHAR(24)''alternate client assigned user name optional
eventNumberSMALLINT UNSIGNED0
stageTypeenum - SpdrStageType'None'parent is a staged order ToolVisible
stageReviewenum - StageReview'None'
baseParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
prevParentNumberBIGINT0SPDR order number order being cancelledreplaced zero if none
engineNameTINYTEXT''server stripe
ticker_atenum - AssetType'None'SpiderRock underlier stock key
ticker_tsenum - TickerSrc'None'SpiderRock underlier stock key
ticker_tkVARCHAR(12)''SpiderRock underlier stock key
spdrBrokerStatusenum - SpdrBrokerStatus'None'
spdrOrderStatusenum - SpdrOrderStatus'PendNew'parent order status
spdrCloseReasonenum - SpdrCloseReason'None'parent order close reason if closed
spdrRejectReasonenum - SpdrRejectReason'None'parent order reject reason if any
spdrCommentTINYTEXT''additional detail closereject reason last child order error
bidPrcDOUBLE0bid nbbo price record publish
askPrcDOUBLE0ask nbbo price record publish
bidIVolFLOAT0bid nbbo ivol record publish
askIVolFLOAT0ask nbbo ivol record publish
bidSizeINT0bid size nbbo cum record publish
askSizeINT0ask size nbbo cum record publish
uBidDOUBLE0underlier bid price record publish options only
uAskDOUBLE0underlier ask price record publish options only
surfacePrcFLOAT0SR surface price record publish
surfaceVolFLOAT0SR surface volatility record publish
surfaceYrsFLOAT0SR surface calc value record publish
surfaceSDivFLOAT0SR surface calc value record publish
surfaceRateFLOAT0SR surface calc value record publish
surfaceUPrcFLOAT0SR surface calc value record publish
surfaceDeFLOAT0SR surface calc value record publish
surfaceGaFLOAT0SR surface calc value record publish
surfaceThFLOAT0SR surface calc value record publish
surfaceVeFLOAT0SR surface calc value record publish
surfaceRoFLOAT0SR surface calc value record publish
surfacePhFLOAT0SR surface calc value record publish
arriveNbboSizeINT0size of the single largest exchange parent order arrival
arriveNbboExchenum - OptExch'None'exchange representing largest size order arrival
arriveCumSizeINT0cum size of all exchanges at NBBO price parent order arrival
arriveNumExchTINYINT UNSIGNED0num exchanges making up cum size parent order arrival
arriveLimitSizeINT0immediately marketable size up to limit price on parent order arrival
arriveLimitPrcDOUBLE0expected average fill price if all immediately marketable size executed as advertized
avgFillPrcDOUBLE0average fill price of all fills attributed parent order
cumFillQuanINT0cumulative fill quantity attributed to parent order
numChildOrdersSMALLINT UNSIGNED0total number of child orders generated by this parent broker parent number
numDayChildOrdersSMALLINT UNSIGNED0total number of child orders generated by this parent broker all day base parent number
openOrderSizeINT0open order size
actionOrderSizeINT0order size available for immediate action note not all algo combinations allow immediate action
riskLimitSizeINT0risk limit size distance to most restrictive risk limit associated with this parent order
riskLimitDescenum - SpdrRisk'None'reason for size reduction identifies the most restrictive risk limit
riskLimitLevelenum - SpdrRiskLevel'None'risk limit level responsible for reduction
riskLimitDetailTINYTEXT''risk limit level responsible for reduction
limitRefUPrcDOUBLE0effective reference underlier price record publish usually either mid or bidask depending on limit type
limitPriceDOUBLE0parent simple prc limit if any
limitVolFLOAT0parent simple vol limit if any
makeLimitPriceDOUBLE0effective order limit price record publish
makeLimitErrenum - LimitError'None'limit price error code if any
makeLimitErrDescTINYTEXT''additional limit price error descriptive text
takeLimitPriceDOUBLE0effective order limit price record publish
takeLimitErrenum - LimitError'None'limit price error code if any
takeLimitErrDescTINYTEXT''additional limit price error descriptive text
brokerStateenum - BrokerState'None'broker monitor state
makeStateenum - AlgoState'None'enum current state of nonmarketable order handler maker
takeStateenum - AlgoState'None'enum current state of marketable order handler taker
mktCrossStateenum - MktCrossState'None'enum current state of mkt cross handler if any
lastChildEventenum - ChildEvent'None'most recent child handling event
spdrMktStateenum - SpdrMarketState'None'market state code
numOrdersINT0number active child orders record send
leavesQtyINT0number of active child order contracts sum of all active child orders record send
childOrderLeavesINT0number of open child orders record send
arrivalSDivFLOAT0effective sdiv rate parent order arrival fixed for life of parent order
arrivalRateFLOAT0effective interest rate parent order arrival fixed for life of parent order
arrivalDDivFLOAT0effective cumulative discrete dividend parent order arrival fixed for life of parent order
hedgeSecKey_atenum - AssetType'None'autohedge sec key
hedgeSecKey_tsenum - TickerSrc'None'autohedge sec key
hedgeSecKey_tkVARCHAR(12)''autohedge sec key
hedgeSecKey_yrSMALLINT UNSIGNED0autohedge sec key
hedgeSecKey_mnTINYINT UNSIGNED0autohedge sec key
hedgeSecKey_dyTINYINT UNSIGNED0autohedge sec key
hedgeSecTypeenum - SpdrKeyType'None'autohedge sec type
theoOpxFLOAT0option theo prc from theoVol
theoVolFLOAT0option theo vol from theoModelif any
childOrderMaskINT UNSIGNED0bitmask of all exchange for which a child order was generated
priceFormatenum - PriceFormat'None'price display format code
uPriceFormatenum - PriceFormat'None'underlier price display format code
userNameVARCHAR(24)''user associated with the most recent parent order
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of last modification

PRIMARY KEY DEFINITION (Unique)​

FieldSequence
parentNumber1
recType2

CREATE TABLE EXAMPLE QUERY​

CREATE TABLE `SRTrade`.`MsgSRParentBrkrEvent` (
    `parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `recType` ENUM('New','Modify','Replace','Close','Reject') NOT NULL DEFAULT 'New' COMMENT 'type of record [New,Modify,Replace,Close,Reject]',
    `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','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','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',
    `accnt` VARCHAR(16) 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',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm code',
    `altAccnt` TINYTEXT NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) "long" account string (optional)',
    `altUserName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'alternate (client assigned) user name (optional)',
    `eventNumber` SMALLINT UNSIGNED NOT NULL DEFAULT 0,
    `stageType` ENUM('None','ModifyAny','ModifyAlgo') NOT NULL DEFAULT 'None' COMMENT 'parent is a staged order [ToolVisible]',
    `stageReview` ENUM('None','Strict','Normal') NOT NULL DEFAULT 'None',
    `baseParentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)',
    `prevParentNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SPDR order number (order being cancelled/replaced) (zero if none)',
    `engineName` TINYTEXT NOT NULL DEFAULT '' COMMENT 'server stripe',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock underlier stock key',
    `ticker_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 'SpiderRock underlier stock key',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'SpiderRock underlier stock key',
    `spdrBrokerStatus` ENUM('None','Updating','Active','Closing','Closed','Rejected','ActiveHold') NOT NULL DEFAULT 'None',
    `spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew' COMMENT 'parent order status',
    `spdrCloseReason` ENUM('None','Cancelled','Filled','Replaced','Expired','Limit','System','LegReject','DoneForDay','IOCExpire','UserCxl','NoProgress','TooManyRej','ReplReject','AlgoClose','Restart','InvldParentLimit','FilledRepl','ForceClose','DmaReject','DmaExpire','DmaBrkrCxl','ReviewReject','MarketState','AlgoReject','ReviewTimeout','ChildReject','ChildCancel','ReviewClose','UPrcRange','LegBrkrClosed','ExchRisk','CrossFailed') NOT NULL DEFAULT 'None' COMMENT 'parent order close reason (if closed)',
    `spdrRejectReason` ENUM('None','AccntHold','UnknwnOpt','UnknwnStk','Expired','BadSize','BadOrdNum','DupOrdNum','BadVolPx','BadLmtType','BadMktPrc','BadLimit','SysReject','TestOrder','CustType','NoFirmPos','BadCent','NoSurface','UnknwnAcc','UnknwnRoot','OrdSpacing','BadOptMkt','BadStkMkt','SendFailed','BadExpose','BadPrem','NoOptLeg','Min2Leg','Max6Leg','BadStkSz','BadRatio','BadLegID','DupLegID','MixedRoots','OffMkt','CentVol','CentLeg','CentRng','CentSAtm','CentSpln','CentErr','NoRiskGrp','BadDDivs','NoPricer','CalcErr','TwapLate','TwapTime','NoAcctMap','UserUnk','UserHold','GTCHold','SysException','StkCrossed','BadOrdType','BadSSaleFlag','NoBorrow','NoFacilitateAccnt','UnknwnFut','MktNotOpen','NoRoutes','NoLocate','SSaleRstr','NoLegs','BadSide','BadLegKeyType','UnknwnRefStk','BadRefMktPrc','UnknwnRefFut','UnknwnRefAtm','BadRefVe','BadProdDef','StkOddLot','RiskException','MaxParticipation','MarExemptHold','NoMarRec','NullCounter','StkQty','FutQty','OptQty','StkDDelta','FutDDelta','OptDDelta','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVega','DayShWtVega','DayAbsWtVega','DayLnNValue','DayShNValue','DayAbsNValue','AccFrozen','ConfigErr','NoFMFuture','NoLinkage','NoProdDef','BadRiskID','InvldAutoH','LegChange','CxlSpacing','BadHedgeInst','TooLateToReduce','PendCxlRepl','InvldCxlRepl','InvldCxl','DmaReject','NoUPrc','TwapSteps','UnknwnFirm','NoSSaleFlg','AccntNotMM','BadSource','VwapLate','AlreadyFilled','UnknownSecKey','InvldGTD','CutoffTime','ParentShape','NoFaceSide','NoFaceLegs','AuctionSize','InvldClFirm','BadLegBrkr','NoLegBrkr','StkLegNotAllowed','BadLeadSide','UnknwnRefUnd','ExecEngineType','NoExchAvail','SelfTrade','PointValueErr','StkCollar','FutCollar','OptCollar','LmtCollar','RefUPrcErr','InvldUser','InvldAccnt','UnknownCrossId','WidUMkt','UMktCls','UPrcRange','RiskCollarRng') NOT NULL DEFAULT 'None' COMMENT 'parent order reject reason (if any)',
    `spdrComment` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional detail (close/reject reason; last child order error)',
    `bidPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'bid (nbbo) price @ record publish',
    `askPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'ask (nbbo) price @ record publish',
    `bidIVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'bid (nbbo) ivol @ record publish',
    `askIVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'ask (nbbo) ivol @ record publish',
    `bidSize` INT NOT NULL DEFAULT 0 COMMENT 'bid size (nbbo cum) @ record publish',
    `askSize` INT NOT NULL DEFAULT 0 COMMENT 'ask size (nbbo cum) @ record publish',
    `uBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier bid price @ record publish (options only)',
    `uAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier ask price @ record publish (options only)',
    `surfacePrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface price @ record publish',
    `surfaceVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface volatility @ record publish',
    `surfaceYrs` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfaceRo` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `surfacePh` FLOAT NOT NULL DEFAULT 0 COMMENT 'SR surface calc value @ record publish',
    `arriveNbboSize` INT NOT NULL DEFAULT 0 COMMENT 'size of the single largest exchange @ parent order arrival',
    `arriveNbboExch` ENUM('None','AMEX','BOX','CBOE','ISE','NYSE','PHLX','NSDQ','BATS','C2','NQBX','MIAX','GMNI','CME','CBOT','NYMEX','COMEX','ICE','EDGO','MCRY','MPRL','SDRK','DQTE','EMLD','CFE','MEMX','EUREX','CEDX','NXAM','NXBR','NXLS','NXML','NXOS','NXP','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'exchange representing largest size @ order arrival',
    `arriveCumSize` INT NOT NULL DEFAULT 0 COMMENT 'cum size of all exchanges at NBBO price @ parent order arrival',
    `arriveNumExch` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'num exchanges making up cum size @ parent order arrival',
    `arriveLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'immediately marketable size up to limit price on parent order arrival',
    `arriveLimitPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'expected average fill price if all immediately marketable size executed as advertized',
    `avgFillPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'average fill price of all fills attributed parent order',
    `cumFillQuan` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fill quantity attributed to parent order',
    `numChildOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'total number of child orders generated by this parent broker (parent number)',
    `numDayChildOrders` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'total number of child orders generated by this parent broker (all day; base parent number)',
    `openOrderSize` INT NOT NULL DEFAULT 0 COMMENT 'open order size',
    `actionOrderSize` INT NOT NULL DEFAULT 0 COMMENT 'order size available for immediate action (note: not all algo combinations allow immediate action)',
    `riskLimitSize` INT NOT NULL DEFAULT 0 COMMENT 'risk limit size (distance to most restrictive risk limit associated with this parent order)',
    `riskLimitDesc` ENUM('None','NullCounter','StkClsOnly','StkDisabled','FutClsOnly','FutDisabled','OptClsOnly','OptDisabled','OrderMargin','AccMargin','DayMargin','OpenExpose','DayLnDDelta','DayShDDelta','DayAbsDDelta','DayLnWtVe','DayShWtVe','DayAbsWtVe','DayLnNValue','DayShNValue','DayAbsNValue','StkImpact','FutImpact','OptImpact','NullMRC','NullSRC','DDeltaLn','DDeltaSh','DDeltaAbs','WtVegaLn','WtVegaSh','WtVegaAbs','NValueLn','NValueSh','NValueAbs','CtrlDisable','AccEmaDdLn','AccEmaDdSh','AccEmaWvLn','AccEmaWvSh','SymEmaDdLn','SymEmaDdSh','SymEmaWvLn','SymEmaWvSh','ExpDDeltaLn','ExpDDeltaSh','ExpWtVegaLn','ExpWtVegaSh','ExpRm6Ln','ExpRm6Sh','SymDDeltaLn','SymDDeltaSh','SymVegaLn','SymVegaSh','SymWtVegaLn','SymWtVegaSh','SymRm7Ln','SymRm7Sh','GrpDdLn','GrpDdSh','GrpOptQtyLn','GrpOptQtySh','GrpOptQtyAbs','GrpVegaLn','GrpVegaSh','GrpVegaAbs','GrpRm1Ln','GrpRm1Sh','GrpRm1Abs','GrpRm2Ln','GrpRm2Sh','GrpRm3Ln','GrpRm3Sh','GrpRm4Ln','GrpRm4Sh','GrpRm5Ln','GrpRm5Sh','UDn50','UUp50','UDn15','UUp15','OrderSize','SysErr','StkErr','FutErr','OptErr','SSaleErr','SSaleRstr','StkSellLmt','Locate','StkRstct','SizeCap','ZeroCross','PreOpnQ','TrgWait','WaitStart','WaitTrigger','LegStep','TwapStep','MktNotReady','MaxRisk','NoStkBrw','BadMkt','BadLmt','NoAltOrdId','InvldBrkr','MaxChildOrders','MktHalted','UPrcErr','MinUBid','MaxUAsk','PreStart','ClntRteDn','ActiveSize','MktClosed','NoDDeltaMult','InvldDelta','RiskCollarRng','DayFutCnBot','DayFutCnSld','DayFutCnAbs','AccFutCnAbs') NOT NULL DEFAULT 'None' COMMENT 'reason for size reduction (identifies the most restrictive risk limit)',
    `riskLimitLevel` ENUM('None','MarExsOnSponsLvl','MarExsOnSponsTkLvl','MarExsOnCoreLvl','MarExsOnCoreTkLvl','MarSponsOnCoreLvl','MarSponsOnCoreTkLvl','MarCoreOnCoreLvl','MarCoreOnCoreTkLvl','MarCoreOnSubLvl','MarCoreOnSubTkLvl','MarCoreOnAccntLvl','MarCoreOnAccntTkLvl','MarSubOnAccntLvl','MarSubOnAccntTkLvl','MarCoreOnCustomLvl','MarCoreOnCustomTkLvl','MarSubOnCustomLvl','MarSubOnCustomTkLvl','UserLvl','UserTkLvl','AccntLvl','AccntTkLvl','CFirmLvl','CFirmTkLvl','RiskGroup','HardLvl','SoftLvl','GblTkLvl') NOT NULL DEFAULT 'None' COMMENT 'risk limit level responsible for reduction',
    `riskLimitDetail` TINYTEXT NOT NULL DEFAULT '' COMMENT 'risk limit level responsible for reduction',
    `limitRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective reference underlier price @ record publish (usually either mid or bid/ask depending on limit type)',
    `limitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'parent simple prc limit (if any)',
    `limitVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'parent simple vol limit (if any)',
    `makeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective order limit price @ record publish',
    `makeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None' COMMENT 'limit price error code (if any)',
    `makeLimitErrDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional limit price error descriptive text',
    `takeLimitPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'effective order limit price @ record publish',
    `takeLimitErr` ENUM('None','LmtPrcRng','NoStkNbbo','LowStkNbbo','WideStkNbbo','CrossStkNbbo','VolCalcErr','RefUPrcErr','RefDeltaRng','dUPrcRng','BadLmtType','LmtPrcErr','BadCent','CentVolLmt','BadSurf','CentPrcLmt','NoOptNbbo','WideOptNbbo','dYrsRng','BadRefDelta','BadStkNbbo','InvldMkt','BadVolLmt','CrossOptNbbo','NoFutNbbo','LowFutNbbo','WideFutNbbo','CrossFutNbbo','InvldRefMkt','TiedRtnRng','InvldAdjType','ProdDefErr','PrcBandViol','SysErr','NoQteProb','ProbRng','LmtClass','NoAlphaLvl','SurfErr','ProbErr','BadMult','NoUPrc','BadAlphaLvl','LegLimitErr','AuxLimit','NoFutMktSz','FutMktNotOpn','StaleProb','NoStkObj','NoFutObj','NoOptObj','dOpxGaRng','FadeProb','SurfNoTrd','SurfAge','SurfMktSess','SurfVolRng','SurfPrc','NoSurface','SurfLowCCnt','SurfLowPCnt','SurfFitPrcErr','SurfBidAskMiss','SurfLowCounter','SurfDefaultSkew','SurfSessionMiss','SurfBaseErr','SurfSwitchDelay','SurfWideMktV','SurfWideMktP','SurfUWidthEma','SurfCCntEma','SurfPCntEma','SurfVWidthEma','SurfPWidthEma','SurfWideUMkt','LowOptPrc','LegURng','WideMarket','dOpxThRng','NA','InvldMktWidth','Except','BadProbRecord','InterpErr','SurfImprErr','JoinImprErr','JoinItrpErr','JoinFadeErr','NoLimit') NOT NULL DEFAULT 'None' COMMENT 'limit price error code (if any)',
    `takeLimitErrDesc` TINYTEXT NOT NULL DEFAULT '' COMMENT 'additional limit price error descriptive text',
    `brokerState` ENUM('None','Start','MarNotEnabled','CloseRequest','WaitTrigger','ChkBrkrFail','NotValid','StepChk','ResetOff','ResetOn','ResetActive','TwapChkWait','TwapChk','VwapChk','VwapVlmFail','CleanupBrkr','AlgoNormal','StkClosed','StkHalted','StkNotOpn','FutClosed','FutHalted','FutNotOpn','TryCxlChildrenCont','BrkrPendNew','BrkrPendClose','BrkrPreOpnQ','BrkrPendRpl','BrkrWaitTrig','TryCxlChildrenTerm','PendChildCxl','Done','BrkrClosing','BrkrClosed','BrkrRejected','MktHalted','LimitErr','RiskHold','SecTypeErr','MktDataErr','LmtErr','StkNotRdy','MinUPrcLmt','MaxUPrcLmt','InvldSysEnv','InvldRunStatus','InvldEngineType','MarketClosed','GoodTillDttmReached','TestExpired','AutoHedgeExpired','EngineClosed','EngPreOpn','OutsideMktDay','OutsideMktDay2','MaxChildRejects','IOCExpired','ProgressTimeout','NoStreetFixSession','StreetFixNotLoggedIn','StreetFixTimeout','HedgeHold','NewParent','AddUpdate','ClearAction','UpdateLegLimit','Exception','AlgoWorking','ReviewReject','ReviewPending','ReviewTimeout','PendTrigger','PendReview','PendCxlRpl','Suspended','LeggerWait','NoStkMkt','CkIncrProgress','TriggerHold','SwitchMOC','HoldMOC','VwapStepWait','MaxChildOrders','ActiveHold') NOT NULL DEFAULT 'None' COMMENT 'broker monitor state',
    `makeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of non-marketable order handler (maker)',
    `takeState` ENUM('None','Posting','PendPost','OffMkt','BadFirmType','NoExchSet','BadOrder','NoPostSize','MaxActive','ActWait','SendHold','LmtErr','LmtRng','LmtPx','PendAct','MaxSize','OddLot','IWait','Quiet','Fade','InVld','MaxPSz','MaxOrd','MaxPxLv','MaxPec1','MaxPec2','MaxPec3','TryPxLvl1','TryPxLvl2','TryPxLvl3','DonePxLvl1','DonePxLvl2','DonePxLvl3','SendPxLvl1','SendPxLvl2','SendPxLvl3','NoExchQte','CrtErr','SizeWait','NbboHold','ExchHold','CxlRpl','SndErr','OldMdl','ExchRte','PrcHold','ModelErr','LowProb','PostWith','PostBhnd','NoModel','NoOptQte','NoStkQte','RiskHold','SurfHold','NoFutQte','NoStkPrt','PostClr','NoQte','PHold','StkEnv','OptEnv','FutEnv','TryExch','CkSend','PredMiss','SysEnv','NoExchAvail','PostWide','ZeroLmt','LockSkip','ProbLmt','PrcLmt','NoActSz','CkAdd','Locked','PendCxl','NewWait','EnterLimit','EnterPost','EnterFlow','EnterMake','EnterSeeker','EnterMatrix','EnterLegger','SendOK','SendFail','Except','Filled','TrySend','BadMkt','SysError','MktDataErr','TickSizeErr','NullParent','NoUPrc','TryTake','NoProb','SendThrtl','ProbErr','PendClear','MaxExCnt','MaxExpose','NoExDest','ReachDelay','ReachWait','ClearWait','CxlWait','LeavesErr','FeeWait','ActMaker','WthFade','SyncHold','AuctionDone','BadUDefKey','UDefReject','PendUDef','ExchRej','TrySendSprd','Working','RejDelay','NoStepSz','UpdtLegBrkr','LegNewWait','LegNoChng','LegBadMkt','LegImprvDelay','LegUpdtLmt','LegUpdtErr','NoExchList','PendTake','LeggerDone','MaxChildren','RiskCxlThrtl','FlashWait','NoImpRm','RollVlm','MoveVlm','AccelTake','NoMassQte','MktNotOpen','CreateSprd','InvldExch','RFQTimeout','TrySendRFQ','EnterResponder','CreateErr','LockFail','NoRoute','UnkCrossId','SelfTrade','ImpactHold','LegWait','TwapWait','InvalidSpread','PegHold','OffPeg','ChildCxlHold','CheckBrkr','FaceDone','CtrlSize','FacePromote','MatrixDone','TakeVlmHold','NoExchRoute','ExchNoMake','ExchWrking','ExchSingle','ExchMakeHold','ExchBrkrSkip','ExchNoQte','ExchMaxFee','ExchOffMkt','ExchNoImprv','FlashInitErr','FlashCalcErr','MarketClosed','ExchActOrd','ExchMaxFeeP','ExchNoRte','TakeFail','BestPxLmt','PennyProtected','WaitSquare','NotActive','RteOpnLmt','NoTiedMaker','WaitTrigger','CrossPending','NoResponders','SendThrtlHiLat','SendThrtlNewWin','SendThrtlRteQGap','SendThrtlRteQSz','SendThrtlRteQAge','ExRiskMgmt','RouteDayMax','ZeroChildSize','ExchTakeSkip','ExchNoSzSkip','ExchNoQteSkip','ExchNullRte','ExchRteFail','CxlCntWait','TryGetRoutes','GetMakePrice','MktPreOpen','MktClosed','MktHalted','PendCross','PendSweep','CrossMkt','Sweeping','SweepMiss','NoCrossSize','NoFace','ConfigErr','NExchOffMkt','CrossClear','LiqReqPend','CxlThrottle','RouteSafeMode','Crossing','CrossComplete','CrossExpired') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of marketable order handler (taker)',
    `mktCrossState` ENUM('None','Hold','NoHandler','OrderPending','CheckPending','BrkrNotActive','ExchHold','InvldBrkr','Filled','MktOpnCutoff','MktClsCutoff','InvldHandler','SendHold','NoAvailSize','NoRiskSize','LimitErr','MaxChildOrders','OpenOrder','InvldCrossType','CanSendFail','TrySend','CreateErr','SendErr','OrderPosted','ChildCxlHold','NoRoute','AuctionClosed','RespondWait','ZeroCustSize','AuctionPending','ChildCxlPending','TryCross','TryCrossFail','Exception','CustCancel','LockMiss','CrossPending','ChildCrossPending','ChildAllocPending','CrossClosed','ChildSweepPending','CustFilled') NOT NULL DEFAULT 'None' COMMENT '[enum] current state of mkt cross handler (if any)',
    `lastChildEvent` ENUM('None','OK','ChildError','EnvNotValid','NoOrdSide','OptNotReady','ChildErrHold','ImmCxl','MaxChildOrders','RollVlm','MoveVlm') NOT NULL DEFAULT 'None' COMMENT 'most recent child handling event',
    `spdrMktState` ENUM('None','PreOpen','Open','Closed','Halted','EngNotOpen','Exception') NOT NULL DEFAULT 'None' COMMENT 'market state code',
    `numOrders` INT NOT NULL DEFAULT 0 COMMENT 'number active child orders @ record send',
    `leavesQty` INT NOT NULL DEFAULT 0 COMMENT 'number of active child order contracts (sum of all active child orders) @ record send',
    `childOrderLeaves` INT NOT NULL DEFAULT 0 COMMENT 'number of open child orders @ record send',
    `arrivalSDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'effective sdiv rate @ parent order arrival (fixed for life of parent order)',
    `arrivalRate` FLOAT NOT NULL DEFAULT 0 COMMENT 'effective interest rate @ parent order arrival (fixed for life of parent order)',
    `arrivalDDiv` FLOAT NOT NULL DEFAULT 0 COMMENT 'effective cumulative discrete dividend @ parent order arrival (fixed for life of parent order)',
    `hedgeSecKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge sec key',
    `hedgeSecKey_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 'auto-hedge sec key',
    `hedgeSecKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'auto-hedge sec key',
    `hedgeSecKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
    `hedgeSecKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
    `hedgeSecKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'auto-hedge sec key',
    `hedgeSecType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'auto-hedge sec type',
    `theoOpx` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theo prc (from theoVol)',
    `theoVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'option theo vol (from theoModel;if any)',
    `childOrderMask` INT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'bit-mask of all exchange for which a child order was generated',
    `priceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'price display format code',
    `uPriceFormat` ENUM('None','N0','N1','N2','N3','N4','N5','N6','N7','F4','F8','Q8','F16','F32','H32','Q32','F64','H64','FullPenny','PartPenny','PartNickle','EQT','V1','V2','V3','V4','V5','V6','V7','V8','V9','V10','V11','V12','V13','V14','V15','A0','A1','A2','A3','A4','A5','A6','A7','E32') NOT NULL DEFAULT 'None' COMMENT 'underlier price display format code',
    `userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user associated with the most recent parent order',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
    PRIMARY KEY USING HASH (`parentNumber`,`recType`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrParentBrkrEvent records are published when a new or cxl/replace parent order arrives causes a broker to begin working and again when a parent order terminates and the underlying broker stops working.  The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.';

SELECT TABLE EXAMPLE QUERY​

SELECT
    `parentNumber`,
    `recType`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `accnt`,
    `spdrSource`,
    `groupingCode`,
    `orderSide`,
    `clientFirm`,
    `altAccnt`,
    `altUserName`,
    `eventNumber`,
    `stageType`,
    `stageReview`,
    `baseParentNumber`,
    `prevParentNumber`,
    `engineName`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `spdrBrokerStatus`,
    `spdrOrderStatus`,
    `spdrCloseReason`,
    `spdrRejectReason`,
    `spdrComment`,
    `bidPrc`,
    `askPrc`,
    `bidIVol`,
    `askIVol`,
    `bidSize`,
    `askSize`,
    `uBid`,
    `uAsk`,
    `surfacePrc`,
    `surfaceVol`,
    `surfaceYrs`,
    `surfaceSDiv`,
    `surfaceRate`,
    `surfaceUPrc`,
    `surfaceDe`,
    `surfaceGa`,
    `surfaceTh`,
    `surfaceVe`,
    `surfaceRo`,
    `surfacePh`,
    `arriveNbboSize`,
    `arriveNbboExch`,
    `arriveCumSize`,
    `arriveNumExch`,
    `arriveLimitSize`,
    `arriveLimitPrc`,
    `avgFillPrc`,
    `cumFillQuan`,
    `numChildOrders`,
    `numDayChildOrders`,
    `openOrderSize`,
    `actionOrderSize`,
    `riskLimitSize`,
    `riskLimitDesc`,
    `riskLimitLevel`,
    `riskLimitDetail`,
    `limitRefUPrc`,
    `limitPrice`,
    `limitVol`,
    `makeLimitPrice`,
    `makeLimitErr`,
    `makeLimitErrDesc`,
    `takeLimitPrice`,
    `takeLimitErr`,
    `takeLimitErrDesc`,
    `brokerState`,
    `makeState`,
    `takeState`,
    `mktCrossState`,
    `lastChildEvent`,
    `spdrMktState`,
    `numOrders`,
    `leavesQty`,
    `childOrderLeaves`,
    `arrivalSDiv`,
    `arrivalRate`,
    `arrivalDDiv`,
    `hedgeSecKey_at`,
    `hedgeSecKey_ts`,
    `hedgeSecKey_tk`,
    `hedgeSecKey_yr`,
    `hedgeSecKey_mn`,
    `hedgeSecKey_dy`,
    `hedgeSecType`,
    `theoOpx`,
    `theoVol`,
    `childOrderMask`,
    `priceFormat`,
    `uPriceFormat`,
    `userName`,
    `timestamp`
FROM `SRTrade`.`MsgSRParentBrkrEvent`
WHERE 
    /* Replace with a CHAR(19) */
    `parentNumber` = 'Example_parentNumber'
  AND
    /* Replace with a ENUM('New','Modify','Replace','Close','Reject') */ 
    `recType` = 'New';

Doc Columns Query​

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