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Version: Upcoming

ParentOrderGateway

V8 Message Definiton

Records 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. See the SpiderRock Execution Engine concept guide for more details.

METADATA

AttributeValue
Topic5120-srse-gateway
MLink TokenInternal
ProductSRTrade
accessTypeSELECT,UPDATE(spdrActionType),INSERT,DELETE
MLink EndpointMLink-Live

Table Definition

FieldTypeKeyDefault ValueComment
secKey_atenum - AssetTypePRI'EQT'SR SecKey
secKey_tsenum - TickerSrcPRI'NMS'SR SecKey
secKey_tkVARCHAR(12)PRI''SR SecKey
secKey_yrSMALLINT UNSIGNEDPRI2000SR SecKey
secKey_mnTINYINT UNSIGNEDPRI1SR SecKey
secKey_dyTINYINT UNSIGNEDPRI1SR SecKey
secKey_xxDOUBLEPRI0SR SecKey
secKey_cpenum - CallPutPRI'Call'SR SecKey
secTypeenum - SpdrKeyTypePRI'None'SR SecKeyType Stock Future or Option
accntVARCHAR(16)PRI''SR Account default primary account associated with SRSE login
orderSideenum - BuySellPRI'None'Parent Order Size
groupingCodeCHAR(19)PRI'0000-0000-0000-0000'Parent Grouping Code
clientFirmVARCHAR(16)PRI''
spdrActionTypeenum - SpdrActionType'AddReplace'Add new order AddReplace add or replace order Cancel cxl existing Replace update existing only Release modify order active size
altOrderIdVARCHAR(24)''Alternate client order ID This order ID will be copied to all execution reports
altAutoHedgeIdVARCHAR(24)''alternate order ID for child autohedge orders if any
altAccntVARCHAR(32)''alternate client assigned long account string optional used to map between client and SR account strings
altUserNameVARCHAR(24)''alternate client assigned user name optional used to map between client and SR account strings
execBrkrCodeVARCHAR(16)''optional override the default execBrkrCode for this order
externExDestVARCHAR(16)''routing code for orders directed to an external order router default null should match FixRoutingTabledestination in SR accnt config
externParamsTINYTEXT''external algo namesparameters usually just an algo name
strategyVARCHAR(36)''Client strategy string This value will appear on the SR Trade Monitor and in execution reports
visibleInSVenum - YesNo'None'allow order to be visible in SV do not use for high volume of orders
strategyAccntVARCHAR(16)''SR strategy account option if exists will be validated
securityDescTINYTEXT''additional security description
orderDttmDATETIME(6)'1900-01-01 00:00:00.000000'order entry time from clientif any
orderSizeINT-1parent order size contracts 1 no changeused when spdrActionTypeRelease
orderActiveSizeINT-1total activated size total size released for execution 1 all available size
curCumFillQuantityINT0set order size orderSize Max0 curCumFillQty eecumFillQty used to ensure integrity of submitted cxlreplace orders
addCumFillQuantityenum - YesNo'No'If Yes then OrderSize is calculated order arrival as requested OrderSize existing CumFillQuantity
exchMaskBIGINT0eligible exchanges 0 all
maxExposureSizeINT-1maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchangesTINYINT UNSIGNED1number of exchanges 1 4 on which to publish public making orders Effective number might be less than requested number if sufficient exchanges are not available
publicSizeenum - PublicSizeHandling'None'public order size handling Noneuse default size handling usually limits public size to typical market size Randomizerandomize public size MktSizeexpose only typical market size FullSizeexpose entire order size where possible
randomizeSizeenum - YesNo'Yes'randomize public order size
canOverlapCxlReplenum - YesNo'No'can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
progressRuleenum - ProgressRule'None'None all size immediately availableTWAP size released in time intervalsVWAP size released in volume intervals
twapSliceCntTINYINT UNSIGNED0ProgressSliceCnt number of progress slices to use if none given will compute based on active size and duration max 20
progressExposeTimeINT0minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
vwapParticipationFLOAT10target vwap participation rate target of trade activity
auctionResponderenum - AuctionResponder'None'if set parent order can be an auction responder
maxMakeExchFeeFLOAT0maximum making exchange fee in point value zero no limit use nonzero number for limit to apply
maxTakeExchFeeFLOAT0maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply
incTakeExchFeeenum - IncExchFee'None'include exchange fee in probability and surface based take limit calculations
incMakeExchFeeenum - IncExchFee'None'include exchange fee in probability and surface based make limit calculations
makeExchRuleenum - MakeExchRule'None'ActiveMaker exchange preference rule MaxPart will pick exchanges to maximize participation FeeOrder will pick exchanges to minimize fees maximize rebates ImprvOnly will only make when improving NBBO
minMktOnClosePctTINYINT UNSIGNED0
triggerTypeenum - TriggerType'None'type of trigger PrintVolSurfVol only for options print print or actionable quote
triggerLevelFLOAT0stoptrigger price for parent order to go active
cxlUPrcRangeenum - UPrcCxl'None'cancel parent order ifwhen outside minmax uPrc range Halt also cancel if the securityunderlier has been halted
minUBidFLOAT0optional
maxUAskFLOAT0optional 001 none
minMaxTypeenum - MinMaxType'Prc'if Prc minUBidmaxUAsk are expressed as prices if Pct then they are expresses as pct change since parent order arrival
minOptionPxFLOAT0optional option price floor for tied to stock orders
maxChildOrdersINT1000maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
spdrStageTypeenum - SpdrStageType'None'SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size
marketSessionenum - MarketSession'RegMkt'
startDttmDATETIME(6)'2000-01-01'optional parent order start time
orderDurationINT-1optional number of seconds
activeDurationINT-1optional number of seconds
goodTillDttmDATETIME(6)'2000-01-01'optional default 20000101
startTypeenum - StartType'None'WaitTrigger
triggerGroupIdBIGINT-1WaitTrigger group Id all child orders parent orders with the same triggerGroupId will optimized and released together when the group is triggered used to effect cross exchange and cross product market ISO and price level sweeps
triggerTimestampBIGINT0WaitTrigger trigger timestamp nanoseconds since epoch
parentOrderHandlingenum - ParentOrderHandling'ActiveTaker'
parentBalanceHandlingenum - ParentBalanceHandling'PostLimit'
atsAuctionEngageenum - AtsAuctionEngage'None'perorder optout of SR ATS auctions Noneinherit account algoFlashalgoBlockPct Disabledo not algoinitiate flashblock AND do not respond to SR flash auctions
atsVisibilityenum - AtsVisibility'None'for BlockAuction orders visibility to responders is neither side only or side price
includeSRNetworkenum - InclExclDisclose'None'
orderLimitTypeenum - SpdrLimitType'Market'Various Prc PrcDe Vol Rel Market establishes the primary LimitPrice for a parent order
takeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
makeLimitClassenum - SpdrLimitClass'Simple'Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit
takeReachRuleenum - ReachRule'None'None reach room immediately available Delayed available after 13 seconds Passive available if contra side aggresses WeakOnly only take if available size avgMarketSize ISOSweep Intermarket Sweep requires WaitTrigger
orderPrcLimitDOUBLE0Applies if LimitType Prc
orderRefUPrcDOUBLE0defaultunderliermid
orderRefDeltaFLOAT-99defaultoptiondelta
orderRefGammaFLOAT-99defaultoptiongamma
orderVolLimitFLOAT0Applies if LimitType Vol uses SR dividends and borrow rates
rateOverrideFLOAT-1zero ignore zero override
sdivOverrideFLOAT-1Default 0
ddivOverrideTEXT''Discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount
overrideCodeenum - OverrideCode'None'override default SR dividend and rate details only used if LimitType Vol
orderPrcOffsetDOUBLE0default0
orderRefEventMultFLOAT0
orderRefEventDttmDATETIME(6)'1900-01-01 00:00:00.000000'
takeAlphaTypeenum - AlphaType'None'Applies if takeLimitClass Probability
makeAlphaTypeenum - AlphaType'None'Applies if makeLimitClass Probability
takeAlphaFactorFLOAT022 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if takeAlphaType Relative
makeAlphaFactorFLOAT022 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if makeAlphaType Relative
takeProbabilityFLOAT0takeProbLimit takeProbability if takeAlphaType Static
makeProbabilityFLOAT0makeProbLimit makeProbability if makeAlphaType Static
takeSurfPrcOffsetDOUBLE0default0
takeSurfVolOffsetFLOAT0default0
takeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
makeSurfPrcOffsetDOUBLE0default0
makeSurfVolOffsetFLOAT0default0
makeSurfWidthOffsetFLOAT01x to 1x 10 05 avgMktWidth 10 05 avgMktWidth
autoHedgeenum - AutoHedge'None'
hedgeInstrumentenum - HedgeInst'Default'Defaultunderlier EQT or FUT Index Options use ETF FrontMonthunderlier EQT or front month FUT Index Options use FM Fut StockhedgeSecKey FuturehedgeSecKey
hedgeSecKey_atenum - AssetType'EQT'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tsenum - TickerSrc'NMS'autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_tkVARCHAR(12)''autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_yrSMALLINT UNSIGNED1900autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_mnTINYINT UNSIGNED1autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeSecKey_dyTINYINT UNSIGNED1autohedge instrument can be a TickerKey stock or ExpiryKey future required for Stock and Future
hedgeBetaRatioFLOAT1.0portion of executed delta to autohedge can be 10 Beta for beta hedging 40 to 40
hedgeScopeenum - HedgeScope'RiskGroup'
hedgeSessionenum - MarketSession'RegMkt'
hedgeFillUMarkLmtPrcenum - YesNo'No'set a price limit on the autohedge order based on the most recent option fillUMark
useSwapProviderenum - SwapProvider'None'
positionTypeenum - PositionType'Auto'
ssaleFlagenum - ShortSaleFlag'Auto'Used to determine stock autohedge flags
locateFirmVARCHAR(6)''firm granting the locate if using an away locate source for this order
locatePoolVARCHAR(16)''locate pool firm granting the locate
firmTypeenum - FirmType'None'Used to override firmType in account config Default None use SpiderRock account configuration
theoVolFLOAT0client supplied theoretical volatility used for markup only
riskGroupIdCHAR(19)'0000-0000-0000-0000'All group grp risk limits below are relative to this riskGroupId Default 0 none Required to be nonzero if autoHedge is something other than None
reqAuxRiskGroupCtrlenum - YesNo'None'
refRMetric1Srcenum - RMetricSource'None'
refRMetric2Srcenum - RMetricSource'None'
refRMetric3Srcenum - RMetricSource'None'
refRMetric4Srcenum - RMetricSource'None'
refRMetric5Srcenum - RMetricSource'None'
refRMetric6Srcenum - RMetricSource'None'
refRMetric7Srcenum - RMetricSource'None'
orderRefRMetric1FLOAT0user supplied RMetric1 value used in RiskGroupID risk controls netRMetric1 sumfillQty orderRefRMetric1 underlierPerCn
orderRefRMetric2FLOAT0user supplied RMetric2 value used in RiskGroupID risk controls netRMetric2 sumfillQty orderRefRMetric2 underlierPerCn
orderRefRMetric3FLOAT0user supplied RMetric3 value used in RiskGroupID risk controls netRMetric3 sumfillQty orderRefRMetric3 underlierPerCn
orderRefRMetric4FLOAT0user supplied RMetric4 value used in RiskGroupID risk controls netRMetric4 sumfillQty orderRefRMetric4 underlierPerCn
orderRefRMetric5FLOAT0user supplied RMetric5 value used in RiskGroupID risk controls netRMetric5 sumfillQty orderRefRMetric5 underlierPerCn
orderRefRMetric6FLOAT0user supplied RMetric6 value used in ExpDay risk controls netRMetric6 sumfillQty orderRefRMetric6 underlierPerCn
orderRefRMetric7FLOAT0user supplied RMetric7 value used in SymDay risk controls netRMetric7 sumfillQty orderRefRMetric7 underlierPerCn
expDayWtVegaOffsetFLOAT0max acctsymbol day wtVega offset target
maxExpDayWtVegaLnFLOAT-1max accntexpiration day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxExpDayWtVegaShFLOAT-1max accntexpiration day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxExpDayRMetric6LnFLOAT-1max acctexpiration day rMetric6 long positive number1no limitrisk limit max limit current net counter
maxExpDayRMetric6ShFLOAT-1max acctexpiration day rMetric6 short positive number1no limitrisk limit max limit current net counter
symDayDDeltaOffsetFLOAT0max acctsymbol day delta offset target
maxSymDayDDeltaLnFLOAT-1max acctsymbol day delta long positive number1no limitrisk limit max limit current net counter offset
maxSymDayDDeltaShFLOAT-1max acctsymbol day delta short positive number1no limitrisk limit max limit current net counter offset
symDayVegaOffsetFLOAT0max acctsymbol day vega offset target
maxSymDayVegaLnFLOAT-1max acctsymbol day vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayVegaShFLOAT-1max acctsymbol day vega short positive number1no limitrisk limit max limit current net counter offset
symDayWtVegaOffsetFLOAT0max acctsymbol day wtVega offset target
maxSymDayWtVegaLnFLOAT-1max acctsymbol day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxSymDayWtVegaShFLOAT-1max acctsymbol day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
maxSymDayRMetric7LnFLOAT-1max acctsymbol day rMetric7 long positive number1no limitrisk limit max limit current net counter
maxSymDayRMetric7ShFLOAT-1max acctsymbol day rMetric7 short positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaLnFLOAT-1max acctriskGroup day delta long positive number1no limitrisk limit max limit current net counter
maxGrpDayDDeltaShFLOAT-1max acctriskGroup day delta short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaLnFLOAT-1max acctriskGroup day vega long positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaShFLOAT-1max acctriskGroup day vega short positive number1no limitrisk limit max limit current net counter
maxGrpDayVegaAbsFLOAT-1max acctriskGroup day vega abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayVegaRatioFLOAT1.0target bot sld ratio eg ratio20 means that neutral is bot vega 2x sld vega
maxAccDayWtVegaLnFLOAT-1max accnt day time weighted vega long positive number1no limitrisk limit max limit current net counter offset
maxAccDayWtVegaShFLOAT-1max accnt day time weighted vega short positive number1no limitrisk limit max limit current net counter offset
accDayWtVegaOffsetFLOAT0accnt day time weighted vega offset target position
maxAccDayDDeltaLnFLOAT-1max accnt day delta long positive number1no limitrisk limit max limit current net counter offset
maxAccDayDDeltaShFLOAT-1max accnt day delta short positive number1no limitrisk limit max limit current net counter offset
accDayDDeltaOffsetFLOAT0accnt day delta offset target position
maxGrpDayContractsLnINT-1max acctriskGroup day opt contracts long positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsShINT-1max acctriskGroup day opt contracts short positive number1no limitrisk limit max limit current net counter
maxGrpDayContractsAbsINT-1max acctriskGroup day opt contracts abs positive number1no limitrisk limit max limit abscurrent net counter
maxGrpDayFutContractsLnINT-1max acctriskGroup day fut contracts long positive number1no limitrisk limit max limit current net counter
maxGrpDayFutContractsShINT-1max acctriskGroup day fut contracts short positive number1no limitrisk limit max limit current net counter
maxGrpDayFutContractsAbsINT-1max acctriskGroup day fut contracts abs positive number1no limitrisk limit max limit abscurrent net counter
maxGrpDayRMetric1LnFLOAT-1max acctriskGroup day rMetric1 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1ShFLOAT-1max acctriskGroup day rMetric1 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric1AbsFLOAT-1max acctriskGroup day rMetric1 abs positive number1no limitrisk limit max limit abscurrent net counter
grpDayRMetric1RatioFLOAT1.0target bot sld ratio eg ratio05 means that neutral is bot rMetric1 05x sld rMetric1
maxGrpDayRMetric2LnFLOAT-1max acctriskGroup day rMetric2 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric2ShFLOAT-1max acctriskGroup day rMetric2 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3LnFLOAT-1max acctriskGroup day rMetric3 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric3ShFLOAT-1max acctriskGroup day rMetric3 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4LnFLOAT-1max acctriskGroup day rMetric4 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric4ShFLOAT-1max acctriskGroup day rMetric4 short positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5LnFLOAT-1max acctriskGroup day rMetric5 long positive number1no limitrisk limit max limit current net counter
maxGrpDayRMetric5ShFLOAT-1max acctriskGroup day rMetric5 short positive number1no limitrisk limit max limit current net counter
symEmaCxlDDeltaLnFLOAT-1max acctsymbol 60s EMA delta long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlDDeltaShFLOAT-1max acctsymbol 60s EMA delta short positive number 0 is no limit
symEmaCxlWtVegaLnFLOAT-1max acctsymbol 60s EMA wtVega long positive number 0 is no limit will immediately cxl all option orders in a symbol if any order in the symbol breaches
symEmaCxlWtVegaShFLOAT-1max acctsymbol 60s EMA wtVega short positive number 0 is no limit
traderNameVARCHAR(32)''Name of the trader associated with the order
userData1TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
userData2TINYTEXT''client supplied data field passes through to parent and child executions and reports as well as FIX drops
childDataTINYTEXT''client supplied data field passes through to down stream child orders
checksumTINYINT UNSIGNED0Must be set to 13 This helps detect some columnvalue misalignments
DirectedCounterPartyListJSON'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
secKey_tk1
secKey_yr2
secKey_mn3
secKey_dy4
secKey_xx5
secKey_cp6
secKey_at7
secKey_ts8
secType9
accnt10
orderSide11
groupingCode12
clientFirm13

JSON Block (DirectedCounterPartyList)

FieldTypeComment
clientFirmenum - clientFirm
inclExclenum - InclExclDisclose

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgParentOrderGateway`
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` = 'EQT'
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` = 'NMS'
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) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgParentOrderGateway`(
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`secKey_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') */
`secKey_ts`,
/* Replace with a VARCHAR(12) */
`secKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`secKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`secKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`secKey_dy`,
/* Replace with a DOUBLE */
`secKey_xx`,
/* Replace with a ENUM('Call','Put','Pair') */
`secKey_cp`,
/* Replace with a ENUM('None','Stock','Future','Option','MLeg') */
`secType`,
/* Replace with a VARCHAR(16) */
`accnt`,
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide`,
/* Replace with a CHAR(19) */
`groupingCode`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('Add','AddReplace','Replace','Cancel','Modify') */
`spdrActionType`,
/* Replace with a VARCHAR(24) */
`altOrderId`,
/* Replace with a VARCHAR(24) */
`altAutoHedgeId`,
/* Replace with a VARCHAR(32) */
`altAccnt`,
/* Replace with a VARCHAR(24) */
`altUserName`,
/* Replace with a VARCHAR(16) */
`execBrkrCode`,
/* Replace with a VARCHAR(16) */
`externExDest`,
/* Replace with a TINYTEXT */
`externParams`,
/* Replace with a VARCHAR(36) */
`strategy`,
/* Replace with a ENUM('None','Yes','No') */
`visibleInSV`,
/* Replace with a VARCHAR(16) */
`strategyAccnt`,
/* Replace with a TINYTEXT */
`securityDesc`,
/* Replace with a DATETIME(6) */
`orderDttm`,
/* Replace with a INT */
`orderSize`,
/* Replace with a INT */
`orderActiveSize`,
/* Replace with a INT */
`curCumFillQuantity`,
/* Replace with a ENUM('Yes','No') */
`addCumFillQuantity`,
/* Replace with a BIGINT */
`exchMask`,
/* Replace with a INT */
`maxExposureSize`,
/* Replace with a TINYINT UNSIGNED */
`numMakeExchanges`,
/* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR') */
`publicSize`,
/* Replace with a ENUM('Yes','No') */
`randomizeSize`,
/* Replace with a ENUM('Yes','No') */
`canOverlapCxlRepl`,
/* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC','FlashMakeTake') */
`progressRule`,
/* Replace with a TINYINT UNSIGNED */
`twapSliceCnt`,
/* Replace with a INT */
`progressExposeTime`,
/* Replace with a FLOAT */
`vwapParticipation`,
/* Replace with a ENUM('None','Any','Disable') */
`auctionResponder`,
/* Replace with a FLOAT */
`maxMakeExchFee`,
/* Replace with a FLOAT */
`maxTakeExchFee`,
/* Replace with a ENUM('None','ExclFee','IncFee') */
`incTakeExchFee`,
/* Replace with a ENUM('None','ExclFee','IncFee') */
`incMakeExchFee`,
/* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */
`makeExchRule`,
/* Replace with a TINYINT UNSIGNED */
`minMktOnClosePct`,
/* Replace with a ENUM('None','PrintPrc','PrintVol','SurfVol','PrtSurfVol') */
`triggerType`,
/* Replace with a FLOAT */
`triggerLevel`,
/* Replace with a ENUM('None','Yes','No','YesHalt','NoHalt') */
`cxlUPrcRange`,
/* Replace with a FLOAT */
`minUBid`,
/* Replace with a FLOAT */
`maxUAsk`,
/* Replace with a ENUM('None','Prc','Pct') */
`minMaxType`,
/* Replace with a FLOAT */
`minOptionPx`,
/* Replace with a INT */
`maxChildOrders`,
/* Replace with a ENUM('None','ModifyAny','ModifyAlgo') */
`spdrStageType`,
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`marketSession`,
/* Replace with a DATETIME(6) */
`startDttm`,
/* Replace with a INT */
`orderDuration`,
/* Replace with a INT */
`activeDuration`,
/* Replace with a DATETIME(6) */
`goodTillDttm`,
/* Replace with a ENUM('None','WaitTrigger') */
`startType`,
/* Replace with a BIGINT */
`triggerGroupId`,
/* Replace with a BIGINT */
`triggerTimestamp`,
/* Replace with a ENUM('None','ActiveTaker','PostOnly','DMA','MktOnOpn','MktOnCls','Facilitate','Matrix','Legger','Seeker','SeekerLegger','CrossResponse','AuctionResponse','MLegAuctionResp','RFQRequest','AwayAlgo','ExchPing','BlockAuction','AtsResponse','SweepTake','CobMaker','FaceOmni','TestParent','FlashAuction','BlockAuctionDAC','BlockAuctionPOC','BlockAuctionPCV','DegrossAuction') */
`parentOrderHandling`,
/* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */
`parentBalanceHandling`,
/* Replace with a ENUM('None','Disable','Flash','Block','Both') */
`atsAuctionEngage`,
/* Replace with a ENUM('None','Neither','Side','SidePrice') */
`atsVisibility`,
/* Replace with a ENUM('None','Include','Exclude','Disclose') */
`includeSRNetwork`,
/* Replace with a ENUM('None','Market','MarketArrival','Prc','PrcDe','PrcDeX','PrcDeT','PrcDeP','PrcDeXT','PrcDeXP','Vol','VolX','PrcV','PrcVX','NoLimit','RelMid','RelJoin','RelCross','SmrtFast','SmrtNorm','RelTurn','PrcDeEm','VolEm','Aux','UPrcPct','PkgNeutral','RcPrem','SynthLimitMM','SynthLimitBW','SynthLimitWW','UPrcPctStrike','PrcDeInit','AtsRevCon') */
`orderLimitType`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`takeLimitClass`,
/* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */
`makeLimitClass`,
/* Replace with a ENUM('None','Delayed','Passive','WeakOnly','RespondOnly','FullSize','ISOSweep','AllOrNone','QtyOrMore','UpToQty','AtMost25','AtMost50','MinTakeFee','BalanceOrNone','Pct2p5','Pct10','Pct25') */
`takeReachRule`,
/* Replace with a DOUBLE */
`orderPrcLimit`,
/* Replace with a DOUBLE */
`orderRefUPrc`,
/* Replace with a FLOAT */
`orderRefDelta`,
/* Replace with a FLOAT */
`orderRefGamma`,
/* Replace with a FLOAT */
`orderVolLimit`,
/* Replace with a FLOAT */
`rateOverride`,
/* Replace with a FLOAT */
`sdivOverride`,
/* Replace with a TEXT */
`ddivOverride`,
/* Replace with a ENUM('None','SDivOnly','DDivOnly','Both') */
`overrideCode`,
/* Replace with a DOUBLE */
`orderPrcOffset`,
/* Replace with a FLOAT */
`orderRefEventMult`,
/* Replace with a DATETIME(6) */
`orderRefEventDttm`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`takeAlphaType`,
/* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */
`makeAlphaType`,
/* Replace with a FLOAT */
`takeAlphaFactor`,
/* Replace with a FLOAT */
`makeAlphaFactor`,
/* Replace with a FLOAT */
`takeProbability`,
/* Replace with a FLOAT */
`makeProbability`,
/* Replace with a DOUBLE */
`takeSurfPrcOffset`,
/* Replace with a FLOAT */
`takeSurfVolOffset`,
/* Replace with a FLOAT */
`takeSurfWidthOffset`,
/* Replace with a DOUBLE */
`makeSurfPrcOffset`,
/* Replace with a FLOAT */
`makeSurfVolOffset`,
/* Replace with a FLOAT */
`makeSurfWidthOffset`,
/* Replace with a ENUM('None','Static','AutoMid','AutoCrx','AutoTrn','SpdrAuto','Spdr10S','Spdr30S','Spdr90S','Spdr5M','Spdr30M','SpdrDay','SmartFast','SmartNorm','FastCrx','FastDark','SlowDark','AlphaVwap1pct','AlphaVwap2pct','AlphaVwap5pct','AlphaVwap25pct','Custom','AwayAlgo','EuMsAlgo','Policy') */
`autoHedge`,
/* Replace with a ENUM('None','Default','FrontMonth','Stock','Future') */
`hedgeInstrument`,
/* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
`hedgeSecKey_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') */
`hedgeSecKey_ts`,
/* Replace with a VARCHAR(12) */
`hedgeSecKey_tk`,
/* Replace with a SMALLINT UNSIGNED */
`hedgeSecKey_yr`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_mn`,
/* Replace with a TINYINT UNSIGNED */
`hedgeSecKey_dy`,
/* Replace with a FLOAT */
`hedgeBetaRatio`,
/* Replace with a ENUM('None','Accnt','RiskGroup') */
`hedgeScope`,
/* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */
`hedgeSession`,
/* Replace with a ENUM('None','Yes','No') */
`hedgeFillUMarkLmtPrc`,
/* Replace with a ENUM('None','MSx') */
`useSwapProvider`,
/* Replace with a ENUM('Opening','Closing','Auto') */
`positionType`,
/* Replace with a ENUM('None','Long','Short','Exempt','Cover','Auto','NA') */
`ssaleFlag`,
/* Replace with a VARCHAR(6) */
`locateFirm`,
/* Replace with a VARCHAR(16) */
`locatePool`,
/* Replace with a ENUM('None','Customer','Firm','MarketMaker','ProCustomer','BrokerDealer','AwayMM','FirmJBO','BrkrDlrCust') */
`firmType`,
/* Replace with a FLOAT */
`theoVol`,
/* Replace with a CHAR(19) */
`riskGroupId`,
/* Replace with a ENUM('None','Yes','No') */
`reqAuxRiskGroupCtrl`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric1Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric2Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric3Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric4Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric5Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric6Src`,
/* Replace with a ENUM('None','User','Vega','WVega','WTVega','TVega','Theta','Gamma','DGamma','DDeltaIvS','BDDelta','OptDDelta','Premium','Notional','Quantity','StrictPremium','DVanna') */
`refRMetric7Src`,
/* Replace with a FLOAT */
`orderRefRMetric1`,
/* Replace with a FLOAT */
`orderRefRMetric2`,
/* Replace with a FLOAT */
`orderRefRMetric3`,
/* Replace with a FLOAT */
`orderRefRMetric4`,
/* Replace with a FLOAT */
`orderRefRMetric5`,
/* Replace with a FLOAT */
`orderRefRMetric6`,
/* Replace with a FLOAT */
`orderRefRMetric7`,
/* Replace with a FLOAT */
`expDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxExpDayWtVegaLn`,
/* Replace with a FLOAT */
`maxExpDayWtVegaSh`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Ln`,
/* Replace with a FLOAT */
`maxExpDayRMetric6Sh`,
/* Replace with a FLOAT */
`symDayDDeltaOffset`,
/* Replace with a FLOAT */
`maxSymDayDDeltaLn`,
/* Replace with a FLOAT */
`maxSymDayDDeltaSh`,
/* Replace with a FLOAT */
`symDayVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayVegaLn`,
/* Replace with a FLOAT */
`maxSymDayVegaSh`,
/* Replace with a FLOAT */
`symDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxSymDayWtVegaLn`,
/* Replace with a FLOAT */
`maxSymDayWtVegaSh`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Ln`,
/* Replace with a FLOAT */
`maxSymDayRMetric7Sh`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaLn`,
/* Replace with a FLOAT */
`maxGrpDayDDeltaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaLn`,
/* Replace with a FLOAT */
`maxGrpDayVegaSh`,
/* Replace with a FLOAT */
`maxGrpDayVegaAbs`,
/* Replace with a FLOAT */
`grpDayVegaRatio`,
/* Replace with a FLOAT */
`maxAccDayWtVegaLn`,
/* Replace with a FLOAT */
`maxAccDayWtVegaSh`,
/* Replace with a FLOAT */
`accDayWtVegaOffset`,
/* Replace with a FLOAT */
`maxAccDayDDeltaLn`,
/* Replace with a FLOAT */
`maxAccDayDDeltaSh`,
/* Replace with a FLOAT */
`accDayDDeltaOffset`,
/* Replace with a INT */
`maxGrpDayContractsLn`,
/* Replace with a INT */
`maxGrpDayContractsSh`,
/* Replace with a INT */
`maxGrpDayContractsAbs`,
/* Replace with a INT */
`maxGrpDayFutContractsLn`,
/* Replace with a INT */
`maxGrpDayFutContractsSh`,
/* Replace with a INT */
`maxGrpDayFutContractsAbs`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric1Abs`,
/* Replace with a FLOAT */
`grpDayRMetric1Ratio`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric2Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric3Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric4Sh`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Ln`,
/* Replace with a FLOAT */
`maxGrpDayRMetric5Sh`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaLn`,
/* Replace with a FLOAT */
`symEmaCxlDDeltaSh`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaLn`,
/* Replace with a FLOAT */
`symEmaCxlWtVegaSh`,
/* Replace with a VARCHAR(32) */
`traderName`,
/* Replace with a TINYTEXT */
`userData1`,
/* Replace with a TINYTEXT */
`userData2`,
/* Replace with a TINYTEXT */
`childData`,
/* Replace with a TINYINT UNSIGNED */
`checksum`,
/* Replace with a JSON */
`DirectedCounterPartyList`
)
VALUES(
'EQT',
'NMS',
'Example_secKey_tk',
123,
1,
1,
4.56,
'Call',
'None',
'Example_accnt',
'None',
'Example_groupingCode',
'Example_clientFirm',
'AddReplace',
'Example_altOrderId',
'Example_altAutoHedgeId',
'Example_altAccnt',
'Example_altUserName',
'Example_execBrkrCode',
'Example_externExDest',
'dummy tiny text',
'Example_strategy',
'None',
'Example_strategyAccnt',
'dummy tiny text',
'2022-01-01 12:34:56.000000',
5,
5,
5,
'No',
1234567890,
5,
1,
'None',
'Yes',
'No',
'None',
1,
5,
1.23,
'None',
1.23,
1.23,
'None',
'None',
'None',
1,
'None',
1.23,
'None',
1.23,
1.23,
'Prc',
1.23,
5,
'None',
'RegMkt',
'2022-01-01 12:34:56.000000',
5,
5,
'2022-01-01 12:34:56.000000',
'None',
1234567890,
1234567890,
'ActiveTaker',
'PostLimit',
'None',
'None',
'None',
'Market',
'Simple',
'Simple',
'None',
4.56,
4.56,
1.23,
1.23,
1.23,
1.23,
1.23,
'dummy text',
'None',
4.56,
1.23,
'2022-01-01 12:34:56.000000',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
4.56,
1.23,
1.23,
4.56,
1.23,
1.23,
'None',
'Default',
'EQT',
'NMS',
'Example_hedgeSecKey_tk',
123,
1,
1,
1.23,
'RiskGroup',
'RegMkt',
'No',
'None',
'Auto',
'Auto',
'Example_locateFirm',
'Example_locatePool',
'None',
1.23,
'Example_riskGroupId',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
5,
5,
5,
5,
5,
5,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
1.23,
'Example_traderName',
'dummy tiny text',
'dummy tiny text',
'dummy tiny text',
1,
'{"key": "value"}'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgParentOrderGateway` 
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` = 'EQT'
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` = 'NMS'
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) */
`accnt` = 'Example_accnt'
AND
/* Replace with a ENUM('None','Buy','Sell') */
`orderSide` = 'None'
AND
/* Replace with a CHAR(19) */
`groupingCode` = 'Example_groupingCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm';

Doc Columns Query

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