GlobalRiskControl
GlobalRiskControl records are used to establish ticker specific order size risk control limits
METADATA
| Attribute | Value |
|---|---|
| Topic | 4535-risk-control |
| MLink Token | ClientControl |
| Product | SRControl |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| ticker_at | enum - AssetType | PRI | 'None' | |
| ticker_ts | enum - TickerSrc | PRI | 'None' | |
| ticker_tk | VARCHAR(12) | PRI | '' | |
| stkEnabled | enum - MarState | 'None' | Enabled or not for equities Nonedisabled | |
| futEnabled | enum - MarState | 'None' | Enabled or not for futures Nonedisabled | |
| optEnabled | enum - MarState | 'None' | Enabled or not for options Nonedisabled | |
| orderMaxMargin | FLOAT | 0 | Maximum abs margin per parent order SR variation margin | |
| orderMaxStkQty | INT | 0 | Number of equity shares that can be bought or sold by a single parent order | |
| orderMaxFutQty | INT | 0 | Number of futures contracts that can be bought or sold by a single parent order | |
| orderMaxOptQty | INT | 0 | Number of option contracts that can be bought or sold by a single parent order | |
| orderMaxStkDDelta | FLOAT | 0 | Maximum abs mny per stock parent order ddelta shares pointValue midPrc | |
| orderMaxFutDDelta | FLOAT | 0 | Maximum abs mny per future parent order ddelta contracts pointValue midPrc | |
| orderMaxOptDDelta | FLOAT | 0 | Maximum abs mny per option parent order ddelta contracts pointValue ABSde uMidPrc | |
| stkCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals | |
| futCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals | |
| optCollarPct | FLOAT | 0 | Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals | |
| modifiedBy | VARCHAR(24) | '' | User that last modified this record | |
| modifiedIn | enum - SysEnvironment | 'None' | Environment this record was last updated in | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | Timestamp of this record |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| ticker_tk | 1 |
| ticker_at | 2 |
| ticker_ts | 3 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRControl`.`MsgGlobalRiskControl`
WHERE
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`ticker_at` = 'None'
AND
/* 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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */
`ticker_ts` = 'None'
AND
/* Replace with a VARCHAR(12) */
`ticker_tk` = 'Example_ticker_tk';
Doc Columns Query
SELECT * FROM SRControl.doccolumns WHERE TABLE_NAME='GlobalRiskControl' ORDER BY ordinal_position ASC;