SymbolMarginSummaryV5

V8 Message Definiton

SymbolMarginSummary records are published by the AggRiskServers and consumed by execution engines

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'	stock ticker eg MSFT SPY
ticker_ts	enum - TickerSrc	PRI	'None'	stock ticker eg MSFT SPY
ticker_tk	VARCHAR(12)	PRI	''	stock ticker eg MSFT SPY
accnt	VARCHAR(16)	PRI	''	SRAccnt SR assignedup to 16 chars
tradeDate	DATE	PRI	'1900-01-01'	current live period trading date
clientFirm	VARCHAR(16)	PRI	''	SR assigned client firm
stkPos	INT		0
futPos	INT		0
optPos	INT		0
marginUDnVDn	FLOAT		0	Margin uPrc Dn Vol Dn
marginUDnVUp	FLOAT		0	Margin uPrc Dn Vol Up
marginUUpVDn	FLOAT		0	Margin uPrc Up Vol Dn
marginUUpVUp	FLOAT		0	Margin uPrc Up Vol Up
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`.`MsgSymbolMarginSummaryV5`
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='SymbolMarginSummaryV5' ORDER BY ordinal_position ASC;