BookControl

V8 Message Definiton

METADATA

Attribute	Value
Topic	1630-client-book-risk
MLink Token	ClientControl
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''	SR client firm
bookStatus	enum - BookStatus		'TwoWay'
bookRiskMultiplier	FLOAT		1.0	book risk multiplier xRM
maxAccHaircut	FLOAT		1000000	xRM max preexpiration target haircut 3750
minAccRho	FLOAT		-1000	minimum accnt rho ddInt
maxAccRho	FLOAT		+1000	maximum accnt rho ddInt
minDDelta	INT		1000000	min accnt delta
maxDDelta	INT		1000000	max accnt delta
maxAccAbsWtVega	FLOAT		10000	xRM max account abs wtVega sum of abssymbol net wtVegawtVega ve vol sqrtmax01 years 4
minAccWtVega	FLOAT		-1000	xRM minimum accnt net wtVega
maxAccWtVega	FLOAT		+1000	xRM maximum accnt net wtVega
minIndWtVega	FLOAT		-1000	xRM minimum ind 0 net wtVega applies to each industry unless overriden by an IndustryControl record
maxIndWtVega	FLOAT		+1000	xRM maximum ind 0 net wtVega applies to each industry unless overriden by an IndustryControl record
minSubWtVega	FLOAT		-1000	xRM minimum sub 00 net wtVega applies to each subIndustry unless overriden by an IndustryControl record
maxSubWtVega	FLOAT		+1000	xRM maximum sub 00 net wtVega applies to each subIndustry unless overriden by an IndustryControl record
minGrpWtVega	FLOAT		-1000	xRM minimum grp 000 net wtVega applies to each indGroup unless overriden by an IndustryControl record
maxGrpWtVega	FLOAT		+1000	xRM maximum grp 000 net wtVega applies to each indGroup unless overriden by an IndustryControl record
userText	TINYTEXT		''	free form text
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRControl`.`MsgBookControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgBookControl` 
SET
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `bookStatus` = 'TwoWay',
    /* Replace with a FLOAT */
    `bookRiskMultiplier` = 1.23,
    /* Replace with a FLOAT */
    `maxAccHaircut` = 1.23,
    /* Replace with a FLOAT */
    `minAccRho` = 1.23,
    /* Replace with a FLOAT */
    `maxAccRho` = 1.23,
    /* Replace with a INT */
    `minDDelta` = 5,
    /* Replace with a INT */
    `maxDDelta` = 5,
    /* Replace with a FLOAT */
    `maxAccAbsWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minAccWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxAccWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minIndWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxIndWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minSubWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxSubWtVega` = 1.23,
    /* Replace with a FLOAT */
    `minGrpWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxGrpWtVega` = 1.23,
    /* Replace with a TINYTEXT */
    `userText` = 'dummy tiny text',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgBookControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `bookStatus`,
    /* Replace with a FLOAT */
    `bookRiskMultiplier`,
    /* Replace with a FLOAT */
    `maxAccHaircut`,
    /* Replace with a FLOAT */
    `minAccRho`,
    /* Replace with a FLOAT */
    `maxAccRho`,
    /* Replace with a INT */
    `minDDelta`,
    /* Replace with a INT */
    `maxDDelta`,
    /* Replace with a FLOAT */
    `maxAccAbsWtVega`,
    /* Replace with a FLOAT */
    `minAccWtVega`,
    /* Replace with a FLOAT */
    `maxAccWtVega`,
    /* Replace with a FLOAT */
    `minIndWtVega`,
    /* Replace with a FLOAT */
    `maxIndWtVega`,
    /* Replace with a FLOAT */
    `minSubWtVega`,
    /* Replace with a FLOAT */
    `maxSubWtVega`,
    /* Replace with a FLOAT */
    `minGrpWtVega`,
    /* Replace with a FLOAT */
    `maxGrpWtVega`,
    /* Replace with a TINYTEXT */
    `userText`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_clientFirm',
    'TwoWay',
    1.23,
    1.23,
    1.23,
    1.23,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    'dummy tiny text',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgBookControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='BookControl' ORDER BY ordinal_position ASC;