ExpirationControl

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	''
year	SMALLINT	PRI	0
month	TINYINT UNSIGNED	PRI	0
day	TINYINT UNSIGNED	PRI	0
clientFirm	VARCHAR(16)	PRI	''	SR client firm
expStatus	enum - OptStatus		'Hold'	expiration trading control
minTheta	FLOAT		-1000	xRM minimum net expiry theta
maxTheta	FLOAT		+1000	xRM maximum net expiry theta
minWtVega	FLOAT		-1000	xRM minimum net expiry wtVegawtVega ve vol sqrtmax01 years 4
maxWtVega	FLOAT		+1000	xRM maximum net expiry wtVegawtVega ve vol sqrtmax01 years 4
maxWtVePctDd	FLOAT		100	of minmax expiry wtVega in DD xde 030 strikes
maxWtVePctDn	FLOAT		100	of minmax expiry wtVega in DN 030 xde 010 strikes
maxWtVePctAt	FLOAT		100	of minmax expiry wtVega in AT 010 xde 010 strikes
maxWtVePctUp	FLOAT		100	of minmax expiry wtVega in UP 010 xde 030 strikes
maxWtVePctDu	FLOAT		100	of minmax expiry wtVega in DU 030 xde strikes
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
year	2
month	3
day	4
clientFirm	5

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRControl`.`MsgExpirationControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a SMALLINT */ 
    `year` = 0
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `month` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `day` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgExpirationControl` 
SET
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `expStatus` = 'Hold',
    /* Replace with a FLOAT */
    `minTheta` = 1.23,
    /* Replace with a FLOAT */
    `maxTheta` = 1.23,
    /* Replace with a FLOAT */
    `minWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctDd` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctDn` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctAt` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctUp` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctDu` = 1.23,
    /* 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 SMALLINT */ 
    `year` = 0
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `month` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `day` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgExpirationControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a SMALLINT */ 
    `year`,
    /* Replace with a TINYINT UNSIGNED */ 
    `month`,
    /* Replace with a TINYINT UNSIGNED */ 
    `day`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `expStatus`,
    /* Replace with a FLOAT */
    `minTheta`,
    /* Replace with a FLOAT */
    `maxTheta`,
    /* Replace with a FLOAT */
    `minWtVega`,
    /* Replace with a FLOAT */
    `maxWtVega`,
    /* Replace with a FLOAT */
    `maxWtVePctDd`,
    /* Replace with a FLOAT */
    `maxWtVePctDn`,
    /* Replace with a FLOAT */
    `maxWtVePctAt`,
    /* Replace with a FLOAT */
    `maxWtVePctUp`,
    /* Replace with a FLOAT */
    `maxWtVePctDu`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    0,
    1,
    1,
    'Example_clientFirm',
    'Hold',
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgExpirationControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a SMALLINT */ 
    `year` = 0
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `month` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `day` = 1
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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