RiskAggGroupStateV5

V8 Message Definiton

RiskAggGroupState records are published by AggRiskServer immediately if/when a position update occurs. These records are consumed by execution engines and influence child order position markup.

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
secKey_at	enum - AssetType	PRI	'None'
secKey_ts	enum - TickerSrc	PRI	'None'
secKey_tk	VARCHAR(12)	PRI	''
secKey_yr	SMALLINT UNSIGNED	PRI	0
secKey_mn	TINYINT UNSIGNED	PRI	0
secKey_dy	TINYINT UNSIGNED	PRI	0
secKey_xx	DOUBLE	PRI	0
secKey_cp	enum - CallPut	PRI	'Call'
secType	enum - SpdrKeyType	PRI	'None'
clientFirm	VARCHAR(16)	PRI	''
aggGroup	VARCHAR(16)	PRI	''
tradeDate	DATE	PRI	'1900-01-01'
aggGroupType	enum - AggGroupType		'None'
openPosition	INT		0	startofday position usually from clearing firm
botQuantity	INT		0	quantity bot today all parent executions
sldQuantity	INT		0	quantity sld today all parent executions
sldShortQty	INT		0	quantity sld short today all parent executions
externOpnPos	INT		0	startofday position extern reports
externBotQuan	INT		0	quantity bot today extern reports
externSldQuan	INT		0	quantity sld today extern reports
source	VARCHAR(16)		''	source server
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
secKey_tk	1
secKey_yr	2
secKey_mn	3
secKey_dy	4
secKey_xx	5
secKey_cp	6
secKey_at	7
secKey_ts	8
secType	9
clientFirm	10
aggGroup	11
tradeDate	12

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgRiskAggGroupStateV5`
WHERE 
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `secKey_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') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `secKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(16) */ 
    `aggGroup` = 'Example_aggGroup'
  AND
    /* Replace with a DATE */
    `tradeDate` = '2022-01-01';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='RiskAggGroupStateV5' ORDER BY ordinal_position ASC;