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Version: Upcoming

SRSE Product: SRTrade

#Message NameDescription
2465AuctionNotice
2468AuctionNoticeBX
2466AuctionNoticeRC
2467AuctionNoticeSN
2485AuctionPrint
2488AuctionPrintBX
2486AuctionPrintRC
2487AuctionPrintSN
2464AuctionState
5130AutoHedgeControlGatewaySpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.
5290AutoHedgeSymbolAutoHedgeSymbol records are published by autohedge servers and contain all valid hedge target symbols. Execution engines reject auto-hedge requests for hedgeSecKeys that are not in this set.
2498AutoResponderBX
2496AutoResponderRC
2497AutoResponderSN
2495AutoResponderVegaDir
5140ExternAggGroupGatewayThis table allows clients to enter start-of-day positions, and quantity bot/sld today for each market. AggGroup is a code issued by SpiderRock to indentify the aggregation group that the reported positions and trades belong to. This will usually be your SpiderRock assigned ClientFirm code unless your firm has more than one aggregation unit. Note that start-of-day positions can be truncated if the truncation will not affect order marking. Contact SpiderRock support for details if this is what you intend.
2270ExternAggGroupReport
5145FutAwayTktGatewayFutAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.
5150FutOrderGatewayRecords inserted, updated, or replaced into the FutureOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
5155MLegOrderGatewayRecords inserted, updated, or replaced into the MLegOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
2480NoticeCancel
2475NoticeExecReport
2470NoticeResponse
5160OptAwayTktGatewayOptAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.
5165OptOrderGatewayRecords inserted, updated, or replaced into the OptionOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
5180ParentOrderGatewayRecords inserted, updated, or replaced into the ParentOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
5185ParentOrderGatewayExtRecords inserted, updated, or replaced into the ParentOrderGatewayExt table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
2503ResponderMarkupBX
2501ResponderMarkupRC
2502ResponderMarkupSN
2500ResponderMarkupVegaDir
4655RiskGroupCounter
5190SecDefRequestGateway
3985SRAccntCancelRecords inserted into this table will result in the cancellation of all active/cancelable orders for the indicated SpiderRock trading accnt.
3695SRAllocationNotice
3700SRAllocationNoticeStatus
5295SRAutoHedgeControlSpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools.
5300SRAutoHedgeStateSpdrAutoHedgeState records are published by autohedge servers and describe the current state of an autohedge controller that is managing RiskGroup autohedge orders.
3705SRAvailExecAllocation
1450SRAwayExecutionSpdrAwayExecution records are published by ToolServers, SRSE, and FIX drop recv gateways. They are consumed by AwayExecutionMarkupServer which, in turn, publishes corresponding SpdrParentExecution records, including M1 and M10 updates.
3990SRBrokerCancelRecords inserted into this table causes the corresponding parent broker to cancel the current underlying parent order if active and cancellable.
3920SRClientFirmRiskMgmtSpdrClientFirmRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.
1460SRDropExecution
1465SRDropExecutionAck
1470SRExchRiskDrop
3925SRExchRiskMgmtSpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.
3835SRExchRiskResetSpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.
3710SRExecutionAllocation
3715SRExecutionAllocationStatus
4000SRFixParentCancelRecords inserted into this table causes the corresponding parent order to be cancelled if it is active and cancellable.
4005SRFixParentExecution
4010SRFixParentRejectRecord indicates that either a SpdrParentOrder (Add or Replace) or FixParentCancel request failed
4025SRMLegBrkrEventSpdrMLegBrkrEvent records are published when a new or clx/replace parent order arrives causes a broker to beging working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.
4030SRMLegBrkrStateSpdrMLegBrkrState records are published by execution engines and describe the current state of a broker that is managing a SpiderRock parent order. These records include a description of the active child orders managed by the broker. Records are updated whenever a child order changes and also at other times but are not completely live and may not always reflect current market data or limit levels for working orders.
3720SROmniOrder
3725SRParentAllocation
3730SRParentAllocationStatus
4060SRParentBrkrDetailSpdrParentBrkrDetail records are created/published by SpiderRock Execution Engines. Each record describes the current active detail of a single parent broker.
4065SRParentBrkrEventSpdrParentBrkrEvent records are published when a new or cxl/replace parent order arrives causes a broker to begin working and again when a parent order terminates and the underlying broker stops working. The initial version contains state and market data from just after the initial risk check and first attempt at generating child orders.
4070SRParentBrkrStateSpdrParentBrkrState records are created/published by SpiderRock Execution Engines. Each record describes the current state of one (or more) parent orders. If a parent order is canceled/replaced then entire chain is represented by a single broker state record.
4075SRParentBrokerSummarySpdrParentBrokerSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Summary of Stk/Fut/Opt/MLeg Brkr State records.
4080SRParentCancelRecords inserted into this table causes the corresponding parent order to be cancelled if it is active and cancellable.
4085SRParentExecutionSpdrParentExecution records are published every time a parent order execution is received. They also update as additional post execution mark information is available at F+1m and F+10m.
4090SRParentLimitSpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.
4095SRParentOrderSpdrParentOrder records are visible in SRSE immediately after receipt. Parent orders received via FIX, SRSE or SpiderRock GUI tools, or 3rd party vendor systems are all visible in this table.
4100SRParentReportSpdrParentReport records contain the current state of a parent order and update as/when the order state changes.
4195SRParentReviewRequestSpdrParentReviewRequest records created when a parent order is submitted with StageType=StageReview. These records indicate that an external review of the parent order has been requested.
4200SRParentReviewResponseSpdrParentReviewResponse records are created when a parent order review request is completed
4105SRReleaseWaitTriggerSpdrReleaseWaitTrigger records are used to trigger the release of parent orders submitted with startType=WaitTrigger. Note that all parent orders in a risk group will be triggered together.
2325SRRiskExecutionSpdrRiskExecution records are published every time a SpdrParentExecution record is published
1467SRRiskGroupCancelRecords inserted into this table causes the corresponding parent broker to cancel the current underlying parent order if active and cancellable.
4570SRRiskGroupControl
4110SRRouteCancelRecords inserted into this table will result in the cancellation of all active/cancelable orders for the indicated SpiderRock routing code
4115SRSecKeyCancelRecords inserted into this table causes the corresponding parent broker to cancel the current underlying parent order if active and cancellable.
4120SRSetActiveSizeSpdrSetActiveSize records control the active working size for parent orders that are locked (have active size controls). These records can be modified by ClientRiskTrader and ClientStageTrader user types.
5355SRStrategyOrderLeggerX
5365SRStrategyReportLegX
5360SRStrategyReportLeggerX
5375SRStrategyStateLegX
5370SRStrategyStateLeggerX
4135SRStripeTriggerSpdrStripeTrigger records are used to allocate sweep risk and trigger cross stripe release of parent orders submitted with startType=WaitTrigger. These records are published by a SR Strategy Server if/when a SpdrReleaseWaitTrigger message is received.
2330SRSweepDetailSpdrSweepDetail records are published by execution engines when sweep trigger groups are processed
2335SRSweepExchDetailSpdrSweepExchDetail records are published by execution engines when sweep trigger groups are processed
4140SRUserCancelRecords inserted into this table cancels all parent orders associated with userName/clientFirm
5220StkAwayTktGatewayStkAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.
5225StkOrderGatewayRecords inserted, updated, or replaced into the StockOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.
3480ToolCompositeExecution
1915UserAuctionFilter
1916UserAuctionTickerFilter