Skip to main content
Version: Upcoming

SpdrRiskExecution

V8 Message Definiton

SpdrRiskExecution records are published every time a SpdrParentExecution record is published

METADATA

AttributeValue
Topic2270-execution-engine
MLink TokenSystemData
ProductSRTrade
accessTypeSELECT

Table Definition

FieldTypeKeyDefault ValueComment
fillNumberBIGINTPRI0SpiderRock execution number globally unique over trailing 10 days
sysRealmenum - SysRealm'None'
sysEnvironmentenum - SysEnvironment'None'original source sys environment Stable Current etc
runStatusenum - RunStatus'None'original source run status ProdBeta
versionTINYINT UNSIGNED0record version numberstarts at zero and goes up every time an execution record is republished eg bust 1m marks 10m marks etc
execStatusenum - ExecStatus'None'SpiderRock execution status FillBustCorrectRejectSysRej
execShapeenum - ExecShape'None'
packageIdBIGINT0SR package Id
parentNumberCHAR(19)'0000-0000-0000-0000'SR parent number
parentVersionSMALLINT0SPDR order instance number 1 original order 2 1st cancelreplace etc
baseParentNumberCHAR(19)'0000-0000-0000-0000'SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges
clOrdIdCHAR(19)'0000-0000-0000-0000'SR child order clOrdID resulting in fill
riskGroupIdCHAR(19)'0000-0000-0000-0000'riskGroupId parent order group ID for this execution report
parentShapeenum - SpdrOrderShape'None'shape of originating parent order
secKey_atenum - AssetType'None'execution security key
secKey_tsenum - TickerSrc'None'execution security key
secKey_tkVARCHAR(12)''execution security key
secKey_yrSMALLINT UNSIGNED0execution security key
secKey_mnTINYINT UNSIGNED0execution security key
secKey_dyTINYINT UNSIGNED0execution security key
secKey_xxDOUBLE0execution security key
secKey_cpenum - CallPut'Call'execution security key
secTypeenum - SpdrKeyType'None'execution security type Stock Future Option
ticker_atenum - AssetType'None'base stock key used for symbol risk aggregation
ticker_tsenum - TickerSrc'None'base stock key used for symbol risk aggregation
ticker_tkVARCHAR(12)''base stock key used for symbol risk aggregation
accntVARCHAR(16)SEC''SpiderRock trading accnt broker pkey
clientFirmVARCHAR(16)SEC''SR client firm
spdrSourceenum - SpdrSource'None'SpiderRock parent order source code broker pkey
groupingCodeCHAR(19)'0000-0000-0000-0000'SpiderRock parent broker number broker pkey
engineNameVARCHAR(32)''SpiderRock execution engine that handled the parent order
execRoleenum - ExecRole'None'SpiderRock relationship to this execution record
childOrderHandlingVARCHAR(24)''child order handling string from the algo that generated the child order responsible for this fill
childAlgoHandlerenum - ChildHandler'None'algo handler for this child order
childSSaleFlagenum - ShortSaleFlag'None'short sale flag
userNameVARCHAR(24)''user name associated with the parent order
orderSideenum - BuySell'None'order side
spdrOrderStatusenum - SpdrOrderStatus'PendNew'
spdrCloseReasonenum - SpdrCloseReason'None'
cumFillQuantityINT0cumulative fills this parent number only
avgFillPriceDOUBLE0
cumLegFillQuantityINT0cumulative fills spread only
avgLegFillPriceDOUBLE0
leavesQtyINT0
priceTypeenum - PriceType'None'
firmTypeenum - FirmType'None'child order firm type Customer ProCust Firm MM etc
priAggGroupVARCHAR(16)''primary aggregation group
secAggGroupVARCHAR(16)''secondary aggregation group
fillTransactDttmDATETIME(6)'1900-01-01 00:00:00.000000'transaction datetime as reported by exchange or down stream broker
fillDttmDATETIME(6)'1900-01-01 00:00:00.000000'Datetime of fill arrival SRDateTime
fillExchVARCHAR(12)''ExDest code from child order execution report
fillExecIdTINYTEXT''street side execution Id
fillExecRefIdTINYTEXT''street side execution ref Id only used when busting an execution
fillLegRefIdBIGINT0legRefId for multileg fills
fillLegRatioINT0legRatio if spread order
fillExchFeeFLOAT0SpiderRock estimate of the exchange fee based on liquidity tags best effort
fillMarketVARCHAR(8)''usually from execReportlastMkt as reported by child order venue
fillPriceDOUBLE0fill price
fillQuantityINT0fill quantity
fillBidDOUBLE0market bid fill arrival
fillAskDOUBLE0market ask fill arrival
fillMarkDOUBLE0midmarket or SR surface price if option fill arrival
fillUBidDOUBLE0underlier market bid fill arrival
fillUAskDOUBLE0underlier market bid fill arrival
fillVolFLOAT0fill volatility fillLimitRefUPrc
fillVeFLOAT0fill vega
fillGaFLOAT0fill gamma
fillDeFLOAT0fill delta
fillThFLOAT0fill theta
fillBetaFLOAT0SpiderRock estimate of beta to SPX
riskVegaFLOAT0risk vega
riskWtVegaFLOAT0risk gamma
riskNValueFLOAT0risk delta
riskDeltaFLOAT0risk delta
riskDDeltaFLOAT0risk ddelta
riskRm1FLOAT0user defined from parent order used to manage order groups
riskRm2FLOAT0user defined from parent order used to manage order groups
riskRm3FLOAT0user defined from parent order used to manage order groups
riskRm4FLOAT0user defined from parent order used to manage order groups
riskRm5FLOAT0user defined from parent order used to manage order groups
riskRm6FLOAT0user defined from parent order used to manage order groups
riskRm7FLOAT0user defined from parent order used to manage order groups
marginUDnVDnFLOAT0underlier down vol down
marginUDnVUpFLOAT0underlier down vol up
marginUUpVDnFLOAT0underlier up vol down
marginUUpVUpFLOAT0underlier up vol up
riskU50DnFLOAT0underlier dn 50 shock slide
riskU50UpFLOAT0underlier up 50 shock slide
yearsFLOAT0years to expiration
underliersPerCnINT0option delivery underliers per contract
underlierTypeenum - UnderlierType'None'type of underlier affects greek calculations
tickValueFLOAT0NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValueFLOAT0NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrencyenum - Currency'None'
uPrcRatioFLOAT0UPrcRatio SymbolRatio from product definition
minTickSizeFLOAT0minimum market price variation dnTickSize if on a boundary
priceFormatenum - PriceFormat'None'SpiderRock price display format code
uPriceFormatenum - PriceFormat'None'SpiderRock underlier price display format code
timestampDATETIME(6)'1900-01-01 00:00:00.000000'timestamp of this record not necessarily the timestamp of the fill itself

PRIMARY KEY DEFINITION (Unique)

FieldSequence
fillNumber1

SECONDARY INDEX (AccntIndex) (Not Unique)

FieldSequence
accnt1

SECONDARY INDEX (ClientFirmIndex) (Not Unique)

FieldSequence
clientFirm1

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRRiskExecution` (
`fillNumber` BIGINT NOT NULL DEFAULT 0 COMMENT 'SpiderRock execution number (globally unique over trailing 10 days)',
`sysRealm` ENUM('None','SysTest','NMS','CME','FR2','LD4','DR') NOT NULL DEFAULT 'None',
`sysEnvironment` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None' COMMENT 'original (source) sys environment [Stable, Current, etc]',
`runStatus` ENUM('None','Prod','Beta','UAT','SysTest') NOT NULL DEFAULT 'None' COMMENT 'original (source) run status [Prod,Beta]',
`version` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'record version number;starts at zero and goes up every time an execution record is re-published (eg, bust, +1m marks, +10m marks, etc)',
`execStatus` ENUM('None','Fill','Bust','Correct','Reject','SysRej') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)',
`execShape` ENUM('None','Single','MLegTop','MLegLeg','SpreadTop','SpreadLeg','SingleLeg') NOT NULL DEFAULT 'None',
`packageId` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR package Id',
`parentNumber` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR parent number',
`parentVersion` SMALLINT NOT NULL DEFAULT 0 COMMENT 'SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)',
`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)',
`clOrdId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SR child order clOrdID resulting in fill',
`riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId (parent order group ID) for this execution report',
`parentShape` ENUM('None','Single','Cross','MLeg','MLegCross') NOT NULL DEFAULT 'None' COMMENT 'shape of originating parent order',
`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 'execution 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 'execution security key',
`secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'execution security key',
`secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
`secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
`secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'execution security key',
`secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'execution security key',
`secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'execution security key',
`secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'execution security type [Stock, Future, Option]',
`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 'base stock key (used for symbol risk aggregation)',
`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 'base stock key (used for symbol risk aggregation)',
`ticker_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'base stock key (used for symbol risk aggregation)',
`accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SpiderRock trading accnt [broker pkey]',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
`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 'SpiderRock parent order source code [broker pkey]',
`groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'SpiderRock parent broker number [broker pkey]',
`engineName` VARCHAR(32) NOT NULL DEFAULT '' COMMENT 'SpiderRock execution engine that handled the parent order',
`execRole` ENUM('None','DirectAccnt','AwayGiveup','RiskDrop','AwayDrop','PullDrop') NOT NULL DEFAULT 'None' COMMENT 'SpiderRock relationship to this execution record',
`childOrderHandling` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'child order handling string from the algo that generated the child order responsible for this fill',
`childAlgoHandler` ENUM('None','ActiveTaker','ActiveMaker','Auction','Responder','Matrix','Cross','Face','Extern','MLegHandler','AutoHedge','Sprayer','Legger','Restart','Orphan','UDefSpread','RFQRequest','MLegResponder','LeggerX','ExchPing','BrkrReview','AuctionResponder','TakeSweep','TestChild') NOT NULL DEFAULT 'None' COMMENT 'algo handler for this child order',
`childSSaleFlag` ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') NOT NULL DEFAULT 'None' COMMENT 'short sale flag',
`userName` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user name associated with the parent order',
`orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'order side',
`spdrOrderStatus` ENUM('PendNew','New','PendClose','Closed','Rejected','SendReject') NOT NULL DEFAULT 'PendNew',
`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',
`cumFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fills (this parent number only)',
`avgFillPrice` DOUBLE NOT NULL DEFAULT 0,
`cumLegFillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'cumulative fills (spread only)',
`avgLegFillPrice` DOUBLE NOT NULL DEFAULT 0,
`leavesQty` INT NOT NULL DEFAULT 0,
`priceType` ENUM('None','Explicit','Offset','Zero') NOT NULL DEFAULT 'None',
`firmType` ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') NOT NULL DEFAULT 'None' COMMENT 'child order firm type [Customer, ProCust, Firm, MM, etc]',
`priAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'primary aggregation group',
`secAggGroup` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'secondary aggregation group',
`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',
`fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'Date/time of fill arrival (SRDateTime)',
`fillExch` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'ExDest code from child order execution report',
`fillExecId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'street side execution Id',
`fillExecRefId` TINYTEXT NOT NULL DEFAULT '' COMMENT 'street side execution ref Id (only used when busting an execution)',
`fillLegRefId` BIGINT NOT NULL DEFAULT 0 COMMENT 'legRefId for multileg fills',
`fillLegRatio` INT NOT NULL DEFAULT 0 COMMENT 'legRatio (if spread order)',
`fillExchFee` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock estimate of the exchange fee based on liquidity tags (best effort)',
`fillMarket` VARCHAR(8) NOT NULL DEFAULT '' COMMENT 'usually from execReport.lastMkt as reported by child order venue',
`fillPrice` DOUBLE NOT NULL DEFAULT 0 COMMENT 'fill price',
`fillQuantity` INT NOT NULL DEFAULT 0 COMMENT 'fill quantity',
`fillBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market bid @ fill arrival',
`fillAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'market ask @ fill arrival',
`fillMark` DOUBLE NOT NULL DEFAULT 0 COMMENT 'mid-market (or SR surface price if option) @ fill arrival',
`fillUBid` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier market bid @ fill arrival',
`fillUAsk` DOUBLE NOT NULL DEFAULT 0 COMMENT 'underlier market bid @ fill arrival',
`fillVol` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill volatility @ fillLimitRefUPrc',
`fillVe` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill vega',
`fillGa` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill gamma',
`fillDe` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill delta',
`fillTh` FLOAT NOT NULL DEFAULT 0 COMMENT 'fill theta',
`fillBeta` FLOAT NOT NULL DEFAULT 0 COMMENT 'SpiderRock estimate of beta to SPX',
`riskVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk vega',
`riskWtVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk gamma',
`riskNValue` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk delta',
`riskDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk delta',
`riskDDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'risk ddelta',
`riskRm1` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups',
`riskRm2` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`riskRm3` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`riskRm4` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`riskRm5` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`riskRm6` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`riskRm7` FLOAT NOT NULL DEFAULT 0 COMMENT 'user defined (from parent order) [used to manage order groups]',
`marginUDnVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier down, vol down',
`marginUDnVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier down, vol up',
`marginUUpVDn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up, vol down',
`marginUUpVUp` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up, vol up',
`riskU50Dn` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier dn 50% shock slide',
`riskU50Up` FLOAT NOT NULL DEFAULT 0 COMMENT 'underlier up 50% shock slide',
`years` FLOAT NOT NULL DEFAULT 0 COMMENT 'years to expiration',
`underliersPerCn` INT NOT NULL DEFAULT 0 COMMENT 'option delivery underliers per contract',
`underlierType` ENUM('None','Equity','Other','FX') NOT NULL DEFAULT 'None' COMMENT 'type of underlier (affects $greek calculations)',
`tickValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)',
`pointValue` FLOAT NOT NULL DEFAULT 0 COMMENT '$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)',
`pointCurrency` ENUM('None','AUD','BRL','CAD','CHF','CNH','CNY','EUR','GBP','JPY','KRW','MXN','MYR','NOK','NZD','SEK','TRY','USD','USDCents','CZK','ZAR','HUF','USX','GBX') NOT NULL DEFAULT 'None',
`uPrcRatio` FLOAT NOT NULL DEFAULT 0 COMMENT 'UPrcRatio (SymbolRatio) from product definition',
`minTickSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'minimum market price variation (dnTickSize if on a boundary)',
`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 'SpiderRock 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 'SpiderRock underlier price display format code',
`timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of this record [not necessarily the timestamp of the fill itself]',
CONSTRAINT nonnegative_parentNumber CHECK(ASCII(parentNumber) < 56),
CONSTRAINT nonnegative_baseParentNumber CHECK(ASCII(baseParentNumber) < 56),
CONSTRAINT nonnegative_clOrdId CHECK(ASCII(clOrdId) < 56),
CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
PRIMARY KEY USING HASH (`fillNumber`),
KEY `AccntIndex` (`accnt`) USING HASH,
KEY `ClientFirmIndex` (`clientFirm`) USING HASH
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrRiskExecution records are published every time a SpdrParentExecution record is published';

SELECT TABLE EXAMPLE QUERY

SELECT
`fillNumber`,
`sysRealm`,
`sysEnvironment`,
`runStatus`,
`version`,
`execStatus`,
`execShape`,
`packageId`,
`parentNumber`,
`parentVersion`,
`baseParentNumber`,
`clOrdId`,
`riskGroupId`,
`parentShape`,
`secKey_at`,
`secKey_ts`,
`secKey_tk`,
`secKey_yr`,
`secKey_mn`,
`secKey_dy`,
`secKey_xx`,
`secKey_cp`,
`secType`,
`ticker_at`,
`ticker_ts`,
`ticker_tk`,
`accnt`,
`clientFirm`,
`spdrSource`,
`groupingCode`,
`engineName`,
`execRole`,
`childOrderHandling`,
`childAlgoHandler`,
`childSSaleFlag`,
`userName`,
`orderSide`,
`spdrOrderStatus`,
`spdrCloseReason`,
`cumFillQuantity`,
`avgFillPrice`,
`cumLegFillQuantity`,
`avgLegFillPrice`,
`leavesQty`,
`priceType`,
`firmType`,
`priAggGroup`,
`secAggGroup`,
`fillTransactDttm`,
`fillDttm`,
`fillExch`,
`fillExecId`,
`fillExecRefId`,
`fillLegRefId`,
`fillLegRatio`,
`fillExchFee`,
`fillMarket`,
`fillPrice`,
`fillQuantity`,
`fillBid`,
`fillAsk`,
`fillMark`,
`fillUBid`,
`fillUAsk`,
`fillVol`,
`fillVe`,
`fillGa`,
`fillDe`,
`fillTh`,
`fillBeta`,
`riskVega`,
`riskWtVega`,
`riskNValue`,
`riskDelta`,
`riskDDelta`,
`riskRm1`,
`riskRm2`,
`riskRm3`,
`riskRm4`,
`riskRm5`,
`riskRm6`,
`riskRm7`,
`marginUDnVDn`,
`marginUDnVUp`,
`marginUUpVDn`,
`marginUUpVUp`,
`riskU50Dn`,
`riskU50Up`,
`years`,
`underliersPerCn`,
`underlierType`,
`tickValue`,
`pointValue`,
`pointCurrency`,
`uPrcRatio`,
`minTickSize`,
`priceFormat`,
`uPriceFormat`,
`timestamp`
FROM `SRTrade`.`MsgSRRiskExecution`
WHERE
/* Replace with a BIGINT */
`fillNumber` = 1234567890;

Doc Columns Query

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