StkAwayTktGateway

V8 Message Definiton

StkAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools. Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	Internal
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFillID	BIGINT	PRI	0	client execution ID these must be unique on a peraccount basis copied into SpdrParentExecutionaltFillId
clientFirm	VARCHAR(16)	PRI	''
clientOrderID	VARCHAR(24)		''	client orderID copied into SpdrParentExecutionaltOrderId
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	riskGroupId for this execution report
ticker_at	enum - AssetType		'None'
ticker_ts	enum - TickerSrc		'None'
ticker_tk	VARCHAR(12)		''
fillSide	enum - BuySell		'None'
fillPrice	DOUBLE		0
fillQuantity	INT		0
fillRefUPrc	DOUBLE		0	reference underlier price fill arrival time
ssaleFlag	enum - ShortSaleFlag		'None'
deliverExecReport	enum - YesNo		'No'	Drop a copy of the execution report
SRfillID	BIGINT		0	SR internal fill number any values submitted will be overwritten by the SR generated fill number
comment	VARCHAR(64)		''	text comment if any
execBrkr	VARCHAR(12)		''	client external exec broker code
userData1	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
strategy	VARCHAR(36)		''	clientsupplied strategy string
fillDttm	DATETIME(6)		'1900-01-01'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
checksum	TINYINT UNSIGNED		0	Must be set to 13 This helps detect some columnvalue misalignments

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFillID	2
clientFirm	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgStkAwayTktGateway` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `clientFillID` BIGINT NOT NULL DEFAULT 0 COMMENT 'client execution ID, these must be unique on a per-account basis [copied into SpdrParentExecution.altFillId]',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '',
    `clientOrderID` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'client orderID [copied into SpdrParentExecution.altOrderId]',
    `riskGroupId` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000' COMMENT 'riskGroupId for this execution report',
    `ticker_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None',
    `ticker_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None',
    `ticker_tk` VARCHAR(12) NOT NULL DEFAULT '',
    `fillSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `fillPrice` DOUBLE NOT NULL DEFAULT 0,
    `fillQuantity` INT NOT NULL DEFAULT 0,
    `fillRefUPrc` DOUBLE NOT NULL DEFAULT 0 COMMENT 'reference underlier price @ fill arrival time',
    `ssaleFlag` ENUM('None','Long','Short','Exempt','Cover','NA') NOT NULL DEFAULT 'None',
    `deliverExecReport` ENUM('Yes','No') NOT NULL DEFAULT 'No' COMMENT 'Drop a copy of the execution report',
    `SRfillID` BIGINT NOT NULL DEFAULT 0 COMMENT 'SR internal fill number, any values submitted will be overwritten by the SR generated fill number',
    `comment` VARCHAR(64) NOT NULL DEFAULT '' COMMENT 'text comment (if any)',
    `execBrkr` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'client (external) exec broker code',
    `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',
    `fillDttm` DATETIME(6) NOT NULL DEFAULT '1900-01-01',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000',
    `checksum` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Must be set to 13.  This helps detect some column,value misalignments.',
    CONSTRAINT nonnegative_riskGroupId CHECK(ASCII(riskGroupId) < 56),
    PRIMARY KEY USING HASH (`accnt`,`clientFillID`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='StkAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.\nReplaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `clientFillID`,
    `clientFirm`,
    `clientOrderID`,
    `riskGroupId`,
    `ticker_at`,
    `ticker_ts`,
    `ticker_tk`,
    `fillSide`,
    `fillPrice`,
    `fillQuantity`,
    `fillRefUPrc`,
    `ssaleFlag`,
    `deliverExecReport`,
    `SRfillID`,
    `comment`,
    `execBrkr`,
    `userData1`,
    `userData2`,
    `strategy`,
    `fillDttm`,
    `timestamp`,
    `checksum`
FROM `SRTrade`.`MsgStkAwayTktGateway`
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';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgStkAwayTktGateway` 
SET
    /* Replace with a VARCHAR(24) */ 
    `clientOrderID` = 'Example_clientOrderID',
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId',
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at` = 'None',
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk` = 'Example_ticker_tk',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `fillSide` = 'None',
    /* Replace with a DOUBLE */ 
    `fillPrice` = 4.56,
    /* Replace with a INT */ 
    `fillQuantity` = 5,
    /* Replace with a DOUBLE */ 
    `fillRefUPrc` = 4.56,
    /* Replace with a ENUM('None','Long','Short','Exempt','Cover','NA') */
    `ssaleFlag` = 'None',
    /* Replace with a ENUM('Yes','No') */
    `deliverExecReport` = 'No',
    /* Replace with a BIGINT */
    `SRfillID` = 1234567890,
    /* Replace with a VARCHAR(64) */
    `comment` = 'Example_comment',
    /* Replace with a VARCHAR(12) */
    `execBrkr` = 'Example_execBrkr',
    /* Replace with a TINYTEXT */
    `userData1` = 'dummy tiny text',
    /* Replace with a TINYTEXT */
    `userData2` = 'dummy tiny text',
    /* Replace with a VARCHAR(36) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a DATETIME(6) */
    `fillDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a TINYINT UNSIGNED */ 
    `checksum` = 1
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';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgStkAwayTktGateway`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a BIGINT */ 
    `clientFillID`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `clientOrderID`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `ticker_at`,
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','EUX','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `fillSide`,
    /* Replace with a DOUBLE */ 
    `fillPrice`,
    /* Replace with a INT */ 
    `fillQuantity`,
    /* Replace with a DOUBLE */ 
    `fillRefUPrc`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Cover','NA') */
    `ssaleFlag`,
    /* Replace with a ENUM('Yes','No') */
    `deliverExecReport`,
    /* Replace with a BIGINT */
    `SRfillID`,
    /* Replace with a VARCHAR(64) */
    `comment`,
    /* Replace with a VARCHAR(12) */
    `execBrkr`,
    /* Replace with a TINYTEXT */
    `userData1`,
    /* Replace with a TINYTEXT */
    `userData2`,
    /* Replace with a VARCHAR(36) */ 
    `strategy`,
    /* Replace with a DATETIME(6) */
    `fillDttm`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a TINYINT UNSIGNED */ 
    `checksum`
) 
VALUES(
    'Example_accnt',
    1234567890,
    'Example_clientFirm',
    'Example_clientOrderID',
    'Example_riskGroupId',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    4.56,
    5,
    4.56,
    'None',
    'No',
    1234567890,
    'Example_comment',
    'Example_execBrkr',
    'dummy tiny text',
    'dummy tiny text',
    'Example_strategy',
    '2022-01-01 12:34:56.000000',
    '2022-01-01 12:34:56.000000',
    1
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgStkAwayTktGateway` 
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='StkAwayTktGateway' ORDER BY ordinal_position ASC;