StockPositionRecordV5

V8 Message Definiton

StockPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away. These records are published by a CoreRiskServer and represent the position and risk markup detail for a single equity or ETF security. New records are published immediately when a position changes and about once per minute if no position has changed. Note that all stock, future and option records for a single ticker are published simultaneously and records for the same chain should have consistent marks.

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'
riskSession	enum - RiskSession	PRI	'Regular'
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
riskServerCode	VARCHAR(6)		''
priAggGroup	VARCHAR(16)		''	primary aggregation group
secAggGroup	VARCHAR(16)		''	secondary aggregation group
symbolType	enum - SymbolType		'None'
tickValue	FLOAT		0	NLV value of a single tick change in display premium pointValue tickValue tickSize
pointValue	FLOAT		0	NLV value of a single point change in display premium pointValue tickValue tickSize
pointCurrency	enum - Currency		'None'
priceFormat	enum - PriceFormat		'None'	price display format code
stkPrc	FLOAT		0	current stock price any market session persists if market closedhalted
stkBid	FLOAT		0	current stock bid any market session zero if market closedhalted
stkAsk	FLOAT		0	current stock ask any market session zero if market closedhalted
stkMark	DOUBLE		0	current stock mark freezes at SR CloseMarkTime
stkMarkErrCodes	VARCHAR(255)		'None'
stkMarkSource	enum - UMarkSource		'None'
stkOpnMidMark	DOUBLE		0	startofday SR stock mark rotated from prior day record corp action adjusted
stkOpnClrMark	DOUBLE		0	startofday CLR stock mark supplied by clientclearing firm via clearing position load should be corp action adjusted
stkOpnPosPrv	INT		0	startofday SR share position rotated from prior day record corp action adjusted
stkOpnPosClr	INT		0	startofday CLR share position supplied by clientclearing firm via clearing position load should be corp action adjusted
stkOpnPos	INT		0	start of period share position effective can be from either CLR or SR
stkOpnPosSrc	enum - PositionSource		'None'	start of period position source
shBot	INT		0	number of shares bot today
shSld	INT		0	number of shares sld today
shSldShrt	INT		0	number of shares sld short today
shBotHdg	INT		0	number of shares bot today from hedging spdrSourceHedgeTool
shSldHdg	INT		0	number of shares sld today from hedging spdrSourceHedgeTool
shBotTrh	INT		0	number of shares bot today from hedging spdrSourceTradeHedge
shSldTrh	INT		0	number of shares sld today from hedging spdrSourceTradeHedge
shBotOpn	INT		0	number of shares bot today from hedging spdrSourceOpenHedge
shSldOpn	INT		0	number of shares sld today from hedging spdrSourceOpenHedge
shBotTrd	INT		0	number of shares bot today from any trade hedging source AutoHedge or Trades loop
shSldTrd	INT		0	number of shares sld today from any trade hedging source AutoHedge or Trades loop
stkMnyBot	DOUBLE		0	sum of settle cash for all buy executions
stkMnySld	DOUBLE		0	sum of settle cash for all sell executions
shBot_POpn	INT		0	shares botsld via hedge policy SOD pos hedges
shSld_POpn	INT		0
shBot_PTrd	INT		0	shares botsld via hedge policy trade hedges
shSld_PTrd	INT		0
dayPnl	FLOAT		0
opnPnlMidMark	FLOAT		0
opnPnlClrMark	FLOAT		0
exDivAmt	FLOAT		0	amount of any dividend going ex today
borrowRate	FLOAT		0	overnight rate required to borrow stock if known
opnDivPnL	FLOAT		0	estimate cash to be rcvd paid if long shares in the previous period usually on exDiv date
beta	FLOAT		0	beta usually beta to SPX see AccountConfigbetaSource
betaSource	enum - BetaSource		'None'
marginUDn	FLOAT		0	Aggregate RiskSlide uPrc dn
marginUUp	FLOAT		0	Aggregate RiskSlide uPrc up
numExecutions	INT		0	number of included SpdrParentExecution records
maxExecDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	max timestamp of included SpdrParentExecution records
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
riskSession	6
clientFirm	7

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRRisk`.`MsgStockPositionRecordV5`
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 ENUM('Regular','PostClose') */
    `riskSession` = 'Regular'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRRisk.doccolumns WHERE TABLE_NAME='StockPositionRecordV5' ORDER BY ordinal_position ASC;