ProductRiskDetailV5

V8 Message Definiton

ProductRiskDetail records contain semi-static markup detail for FutureRiskSummary records.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
Product	SRRisk
accessType	SELECT
MLink Endpoint	MLink-Order

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	''
accnt	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
periodEndTime	DATETIME(6)		'1900-01-01 00:00:00.000000'	DTTM of the end of the current trading period
viewGroup1	VARCHAR(12)		''	Account Group 1 SR Assigned used to organize account groups AccountConfigviewGroup1
viewGroup2	VARCHAR(12)		''	Account Group 2 SR Assigned used to organize account groups AccountConfigviewGroup2
viewGroup3	VARCHAR(12)		''	Account Group 3 SR Assigned used to organize account groups AccountConfigviewGroup3
futStatus	enum - FutStatus		'Hold'
optStatus	enum - OptStatus		'Hold'
riskClass	VARCHAR(8)		''	Symbol Risk Class Code user supplied SymbolControlriskClass
theoModel	VARCHAR(16)		''	SR assigned theo model tag associated with user supplied theo surfaces AccountConfigtheoModel
theoModel2	VARCHAR(16)		''	SR assigned theo model2 tag associated with user supplied theo surfaces AccountConfigtheoModel2
hedgeDeltaRule	enum - HedgeDeltaRule		'None'	HedgeDelta Source IVol use SR implied surface sticky strike IvS use SR surface sticky delta TVol use user supplied theo surface sticky strike TvS use user supplied theo surface and atm veSlope sticky delta AccountConfighedgeDelta
holdReason	enum - HoldReason		'None'	User supplied description only informational SymbolControlholdReason
binaryDays	FLOAT		0	Fractional days 0 50 prior to expiration after which hedgeDeltas become binary 10 05 0 05 10 SymbolControlbinaryDays
ctrlUpdate	DATETIME(6)		'1900-01-01 00:00:00.000000'	last update dttm of SymbolControl record SymbolControltimestamp
symbolType	enum - SymbolType		'None'	SymbolType Equity ETF ShortETF ADR CashIndex FutureComplex
name	VARCHAR(16)		''	Symbol namedescription
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
futVolume	FLOAT		0	trailing 30 day average daily stock volume
optVolume	FLOAT		0	trailing 30 day average daily option volume
marginType	enum - MarginType		'None'	margin slide type NMSEquity 15 NMSIndex 86 NMSMedium 10
isYieldBased	enum - YesNo		'None'	is the symbol a yield based futurecan affect greeks and pricing eg eurodollars
shortTermVol	FLOAT		0	estimatedimplied short term underlier volatility
pointValue	FLOAT		0	point value of this future
pointCurrency	enum - Currency		'None'
underliersPerCn	INT		0	underliers per contract of the futures associated with this symbol if any default 1
underlierType	enum - UnderlierType		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
ticker_tk	1
ticker_at	2
ticker_ts	3
accnt	4
tradeDate	5
clientFirm	6

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgProductRiskDetailV5`
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'
  AND
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='ProductRiskDetailV5' ORDER BY ordinal_position ASC;