IndustryControl

V8 Message Definiton

METADATA

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

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
icode	INT	PRI	0	can be 1 2 or 3 digits
clientFirm	VARCHAR(16)	PRI	''	SR client firm
indStatus	enum - OptStatus		'TwoWay'	industry trading control
minWtVega	FLOAT		-2000	xRM minimum net industry wtVegawtVega ve vol sqrtmax01 years 4
maxWtVega	FLOAT		+2000	xRM maximum net industry wtVegawtVega ve vol sqrtmax01 years 4
maxWtVePctM1	FLOAT		100	of minmax industry wtVega in M1 days 10 expirations
maxWtVePctM2	FLOAT		100	of minmax industry wtVega in M2 10 days 25 expirations
maxWtVePctM3	FLOAT		100	of minmax industry wtVega in M3 25 days 65 expirations
maxWtVePctM4	FLOAT		100	of minmax industry wtVega in M4 65 days 128 expirations
maxWtVePctM5	FLOAT		100	of minmax industry wtVega in M5 128 days expirations
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
icode	2
clientFirm	3

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRControl`.`MsgIndustryControl` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '',
    `icode` INT NOT NULL DEFAULT 0 COMMENT 'can be 1, 2, or 3 digits',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `indStatus` ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') NOT NULL DEFAULT 'TwoWay' COMMENT 'industry trading control',
    `minWtVega` FLOAT NOT NULL DEFAULT -2000 COMMENT '(xRM) minimum net industry wtVega;wtVega = ve * vol / sqrt(max(0.1, years * 4))',
    `maxWtVega` FLOAT NOT NULL DEFAULT +2000 COMMENT '(xRM) maximum net industry wtVega;wtVega = ve * vol / sqrt(max(0.1, years * 4))',
    `maxWtVePctM1` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max industry wtVega in M1 {days < 10} expirations',
    `maxWtVePctM2` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max industry wtVega in M2 {10 < days < 25} expirations',
    `maxWtVePctM3` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max industry wtVega in M3 {25 < days < 65} expirations',
    `maxWtVePctM4` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max industry wtVega in M4 {65 < days < 128} expirations',
    `maxWtVePctM5` FLOAT NOT NULL DEFAULT 100 COMMENT '% of min/max industry wtVega in M5 {128 < days} expirations',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    PRIMARY KEY USING HASH (`accnt`,`icode`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `icode`,
    `clientFirm`,
    `indStatus`,
    `minWtVega`,
    `maxWtVega`,
    `maxWtVePctM1`,
    `maxWtVePctM2`,
    `maxWtVePctM3`,
    `maxWtVePctM4`,
    `maxWtVePctM5`,
    `timestamp`
FROM `SRControl`.`MsgIndustryControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a INT */ 
    `icode` = 5
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgIndustryControl` 
SET
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `indStatus` = 'TwoWay',
    /* Replace with a FLOAT */
    `minWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVega` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM1` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM2` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM3` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM4` = 1.23,
    /* Replace with a FLOAT */
    `maxWtVePctM5` = 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 INT */ 
    `icode` = 5
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgIndustryControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a INT */ 
    `icode`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a ENUM('Hold','TwoWay','BuyOnly','SellOnly','CloseOnly','CloseNow','CloseRisk','BuyCloseOnly','SellCloseOnly') */
    `indStatus`,
    /* Replace with a FLOAT */
    `minWtVega`,
    /* Replace with a FLOAT */
    `maxWtVega`,
    /* Replace with a FLOAT */
    `maxWtVePctM1`,
    /* Replace with a FLOAT */
    `maxWtVePctM2`,
    /* Replace with a FLOAT */
    `maxWtVePctM3`,
    /* Replace with a FLOAT */
    `maxWtVePctM4`,
    /* Replace with a FLOAT */
    `maxWtVePctM5`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    5,
    'Example_clientFirm',
    'TwoWay',
    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`.`MsgIndustryControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a INT */ 
    `icode` = 5
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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