MarRiskControlTkOverride

V8 Message Definiton

MarRiskControlTkOverride records are used to establish ticker-specific risk controls within SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	MARRisk
Product	SRControl
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
riskFirm	VARCHAR(16)	PRI	''
riskGroup	VARCHAR(16)	PRI	''
ticker_at	enum - AssetType	PRI	'None'
ticker_ts	enum - TickerSrc	PRI	'None'
ticker_tk	VARCHAR(12)	PRI	''
isTestAccnt	enum - YesNo	PRI	'None'	if Yes this control applies only to risk from test accnts
stkEnabled	enum - MarState		'None'
futEnabled	enum - MarState		'None'
optEnabled	enum - MarState		'None'
blockShortSales	enum - YesNo		'None'	block all short sales
orderMaxStkQty	INT		-1	number of equity shares that can be bought or sold by a single parent order
orderMaxFutQty	INT		-1	number of futures contracts that can be bought or sold by a single parent order
orderMaxOptQty	INT		-1	number of option contracts that can be bought or sold by a single parent order
orderMaxStkDDelta	FLOAT		-1	maximum abs mny per stock parent order ddelta shares pointValue midPrc
orderMaxFutDDelta	FLOAT		-1	maximum abs mny per future parent order ddelta contracts pointValue midPrc
orderMaxOptDDelta	FLOAT		-1	maximum abs mny per option parent order ddelta contracts pointValue ABSde uMidPrc
stkCollarPct	FLOAT		-1	Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals
futCollarPct	FLOAT		-1	Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals
optCollarPct	FLOAT		-1	Maximum user limit vs bidask price control percentage as a number between 0 and 1 in decimals
maxAccFutCnAbs	INT		-1	max absolute net accnt future
maxDayFutCnBot	INT		-1	day future contracts bot
maxDayFutCnSld	INT		-1	day future contracts sld
maxDayFutCnAbs	INT		-1	max absolute net day future contracts
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
riskFirm	1
riskGroup	2
ticker_tk	3
ticker_at	4
ticker_ts	5
isTestAccnt	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRControl`.`MsgMarRiskControlTkOverride`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* 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'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRControl`.`MsgMarRiskControlTkOverride` 
SET
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled` = 'None',
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales` = 'None',
    /* Replace with a INT */
    `orderMaxStkQty` = 5,
    /* Replace with a INT */
    `orderMaxFutQty` = 5,
    /* Replace with a INT */
    `orderMaxOptQty` = 5,
    /* Replace with a FLOAT */
    `orderMaxStkDDelta` = 1.23,
    /* Replace with a FLOAT */
    `orderMaxFutDDelta` = 1.23,
    /* Replace with a FLOAT */
    `orderMaxOptDDelta` = 1.23,
    /* Replace with a FLOAT */
    `stkCollarPct` = 1.23,
    /* Replace with a FLOAT */
    `futCollarPct` = 1.23,
    /* Replace with a FLOAT */
    `optCollarPct` = 1.23,
    /* Replace with a INT */
    `maxAccFutCnAbs` = 5,
    /* Replace with a INT */
    `maxDayFutCnBot` = 5,
    /* Replace with a INT */
    `maxDayFutCnSld` = 5,
    /* Replace with a INT */
    `maxDayFutCnAbs` = 5,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* 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'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRControl`.`MsgMarRiskControlTkOverride`(
    /* Replace with a VARCHAR(16) */ 
    `riskFirm`,
    /* Replace with a VARCHAR(16) */ 
    `riskGroup`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `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','SCE','ANY','CXE','DXE','NXAM','NXBR','NXLS','NXML','NXOS','NXP','EUREX','CEDX','ICEFEC','ICEFEF','CEQT','TSX','TMX') */ 
    `ticker_ts`,
    /* Replace with a VARCHAR(12) */ 
    `ticker_tk`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `stkEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `futEnabled`,
    /* Replace with a ENUM('None','Enable','Disabled','CloseOnly') */ 
    `optEnabled`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `blockShortSales`,
    /* Replace with a INT */
    `orderMaxStkQty`,
    /* Replace with a INT */
    `orderMaxFutQty`,
    /* Replace with a INT */
    `orderMaxOptQty`,
    /* Replace with a FLOAT */
    `orderMaxStkDDelta`,
    /* Replace with a FLOAT */
    `orderMaxFutDDelta`,
    /* Replace with a FLOAT */
    `orderMaxOptDDelta`,
    /* Replace with a FLOAT */
    `stkCollarPct`,
    /* Replace with a FLOAT */
    `futCollarPct`,
    /* Replace with a FLOAT */
    `optCollarPct`,
    /* Replace with a INT */
    `maxAccFutCnAbs`,
    /* Replace with a INT */
    `maxDayFutCnBot`,
    /* Replace with a INT */
    `maxDayFutCnSld`,
    /* Replace with a INT */
    `maxDayFutCnAbs`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_riskFirm',
    'Example_riskGroup',
    'None',
    'None',
    'Example_ticker_tk',
    'None',
    'None',
    'None',
    'None',
    'None',
    5,
    5,
    5,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    1.23,
    5,
    5,
    5,
    5,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRControl`.`MsgMarRiskControlTkOverride` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `riskFirm` = 'Example_riskFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `riskGroup` = 'Example_riskGroup'
  AND
    /* 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'
  AND
    /* Replace with a ENUM('None','Yes','No') */ 
    `isTestAccnt` = 'None';

Doc Columns Query

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