OptAwayTktGateway

V8 Message Definiton

OptAwayTktGateway 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. Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	Internal
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Live

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFillID	BIGINT	PRI	0	client execution ID these must be unique on a peraccount basis copied into SpdrParentExecutionaltFillId
clientFirm	VARCHAR(16)	PRI	''
clientOrderID	VARCHAR(24)		''	client orderID copied into SpdrParentExecutionaltOrderId
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	Default 0 none Required to be nonzero if incorporating risk into an existing riskGroupId
reqAuxRiskGroupCtrl	enum - YesNo		'None'
okey_at	enum - AssetType		'None'
okey_ts	enum - TickerSrc		'None'
okey_tk	VARCHAR(12)		''
okey_yr	SMALLINT UNSIGNED		0
okey_mn	TINYINT UNSIGNED		0
okey_dy	TINYINT UNSIGNED		0
okey_xx	DOUBLE		0
okey_cp	enum - CallPut		'Call'
fillSide	enum - BuySell		'None'
fillPrice	DOUBLE		0
fillQuantity	INT		0
fillRefUPrc	DOUBLE		0	reference underlier price fill arrival time
priceType	enum - PriceType		'Explicit'
positionType	enum - PositionType		'None'
theoVol	FLOAT		0	client supplied theoretical volatility used for markup only
deliverExecReport	enum - YesNo		'No'	Drop a copy of the execution report
SRfillID	BIGINT		0	SR internal fill number any values submitted will be overwritten by the SR generated fill number copied in SpdrParentExecutionpkeyfillNumber
comment	VARCHAR(64)		''	text comment if any
execBrkr	VARCHAR(16)		''	used to reflect field from a downstream destination back up to and upstream fill report
userData1	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2	TINYTEXT		''	client supplied data field passes through to parent and child executions and reports as well as FIX drops
strategy	VARCHAR(36)		''	clientsupplied strategy string
fillDttm	DATETIME(6)		'1900-01-01'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'
checksum	TINYINT UNSIGNED		0	Must be set to 13 This helps detect some columnvalue misalignments

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFillID	2
clientFirm	3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgOptAwayTktGateway`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a BIGINT */ 
    `clientFillID` = 1234567890
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgOptAwayTktGateway` 
SET
    /* Replace with a VARCHAR(24) */ 
    `clientOrderID` = 'Example_clientOrderID',
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId',
    /* Replace with a ENUM('None','Yes','No') */ 
    `reqAuxRiskGroupCtrl` = 'None',
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_at` = 'None',
    /* 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') */ 
    `okey_ts` = 'None',
    /* Replace with a VARCHAR(12) */ 
    `okey_tk` = 'Example_okey_tk',
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr` = 123,
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn` = 1,
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy` = 1,
    /* Replace with a DOUBLE */ 
    `okey_xx` = 4.56,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp` = 'Call',
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `fillSide` = 'None',
    /* Replace with a DOUBLE */ 
    `fillPrice` = 4.56,
    /* Replace with a INT */ 
    `fillQuantity` = 5,
    /* Replace with a DOUBLE */ 
    `fillRefUPrc` = 4.56,
    /* Replace with a ENUM('None','Explicit','Offset','Zero','DeltaAdjClose','PctOnClose') */
    `priceType` = 'Explicit',
    /* Replace with a ENUM('None','Opening','Closing') */
    `positionType` = 'None',
    /* Replace with a FLOAT */
    `theoVol` = 1.23,
    /* Replace with a ENUM('Yes','No') */
    `deliverExecReport` = 'No',
    /* Replace with a BIGINT */
    `SRfillID` = 1234567890,
    /* Replace with a VARCHAR(64) */
    `comment` = 'Example_comment',
    /* Replace with a VARCHAR(16) */
    `execBrkr` = 'Example_execBrkr',
    /* Replace with a TINYTEXT */
    `userData1` = 'dummy tiny text',
    /* Replace with a TINYTEXT */
    `userData2` = 'dummy tiny text',
    /* Replace with a VARCHAR(36) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a DATETIME(6) */
    `fillDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000',
    /* Replace with a TINYINT UNSIGNED */ 
    `checksum` = 1
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a BIGINT */ 
    `clientFillID` = 1234567890
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgOptAwayTktGateway`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a BIGINT */ 
    `clientFillID`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `clientOrderID`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* Replace with a ENUM('None','Yes','No') */ 
    `reqAuxRiskGroupCtrl`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `okey_at`,
    /* 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') */ 
    `okey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `okey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `okey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `okey_dy`,
    /* Replace with a DOUBLE */ 
    `okey_xx`,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `okey_cp`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `fillSide`,
    /* Replace with a DOUBLE */ 
    `fillPrice`,
    /* Replace with a INT */ 
    `fillQuantity`,
    /* Replace with a DOUBLE */ 
    `fillRefUPrc`,
    /* Replace with a ENUM('None','Explicit','Offset','Zero','DeltaAdjClose','PctOnClose') */
    `priceType`,
    /* Replace with a ENUM('None','Opening','Closing') */
    `positionType`,
    /* Replace with a FLOAT */
    `theoVol`,
    /* Replace with a ENUM('Yes','No') */
    `deliverExecReport`,
    /* Replace with a BIGINT */
    `SRfillID`,
    /* Replace with a VARCHAR(64) */
    `comment`,
    /* Replace with a VARCHAR(16) */
    `execBrkr`,
    /* Replace with a TINYTEXT */
    `userData1`,
    /* Replace with a TINYTEXT */
    `userData2`,
    /* Replace with a VARCHAR(36) */ 
    `strategy`,
    /* Replace with a DATETIME(6) */
    `fillDttm`,
    /* Replace with a DATETIME(6) */
    `timestamp`,
    /* Replace with a TINYINT UNSIGNED */ 
    `checksum`
) 
VALUES(
    'Example_accnt',
    1234567890,
    'Example_clientFirm',
    'Example_clientOrderID',
    'Example_riskGroupId',
    'None',
    'None',
    'None',
    'Example_okey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    4.56,
    5,
    4.56,
    'Explicit',
    'None',
    1.23,
    'No',
    1234567890,
    'Example_comment',
    'Example_execBrkr',
    'dummy tiny text',
    'dummy tiny text',
    'Example_strategy',
    '2022-01-01 12:34:56.000000',
    '2022-01-01 12:34:56.000000',
    1
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgOptAwayTktGateway` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a BIGINT */ 
    `clientFillID` = 1234567890
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='OptAwayTktGateway' ORDER BY ordinal_position ASC;