ResponderMarkupVegaDir

V8 Message Definiton

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
clientFirm	VARCHAR(16)	PRI	''
ekey_at	enum - AssetType	PRI	'None'
ekey_ts	enum - TickerSrc	PRI	'None'
ekey_tk	VARCHAR(12)	PRI	''
ekey_yr	SMALLINT UNSIGNED	PRI	0
ekey_mn	TINYINT UNSIGNED	PRI	0
ekey_dy	TINYINT UNSIGNED	PRI	0
respSide	enum - BuySell	PRI	'None'	auction responder side your side
responderID	BIGINT	PRI	0	client supplied responder ID can be any number including zero
userName	VARCHAR(24)		''	username used for responding to auction notices
isDisabled	enum - YesNo		'None'	if Yes this autoresponder record is disabled
enabledUntil	DATETIME(6)		'1900-01-01 00:00:00.000000'	will be enabled up until this time
parentIsDeleted	enum - YesNo		'None'	Yes if the parent AutoResponderVegaDir was deleted delete time is on markuptimestamp
canIncludeStock	enum - YesNo		'None'	if yes can respond to auction notices that include a stock leg
canRespondSR	enum - YesNo		'None'	if yes can respond to auction notices from SR
canRespondExch	enum - YesNo		'None'	if yes can respond to auction notices from exchanges
cpFlag	enum - CallPut		'Pair'	if not Pair must match all option legs
minAbsDelta	FLOAT		0	all leg absDelta must be between minAbsDelta maxAbsDelta
maxAbsDelta	FLOAT		1
minStrike	DOUBLE		0	all leg strikes must be between minStrike maxStrike
maxStrike	DOUBLE		999999
clientVolSurface	enum - ClientSurface		'None'
atmVol	FLOAT		0	AtmVolPinned clientSurface SRSurface pinned to atmVol atmStrike strike fwdUPrcRef
minSurfEdgeVol	FLOAT		-99	spread surface edge in vol 001 10 vol pts through surface behind surface
minSurfEdgePrem	FLOAT		-99	spread surface edge in premium through surface behind surface
minProbability	FLOAT		0	option response probability will be minProbability
incFeesInResp	enum - YesNo		'None'	include all estimated responder exchange fees in final response price prior to rounding
roundRule	enum - RoundRule		'None'
maxResponseSize	INT		0	maximum number of contracts per response will respond for 100 if auction size maxResponseSize
maxResponseVega	FLOAT		0	maximum total vega per response
maxResponseWtVega	FLOAT		0	maximum weightedtime vega per response 0 no limit
totalResponseSize	FLOAT		0	maximum number of contracts filled all day this responder record
totalResponseVega	FLOAT		0	maximum vega filled all day this responder record
totalResponseWtVega	FLOAT		0	maximum weightedtime vega filled all day 0 no limit
policyAutoHedge	enum - YesNo		'None'	if yes all option fills will be autoHedgePolicy eligible
riskGroupId	CHAR(19)		'0000-0000-0000-0000'	Default 0 none
minUPrc	FLOAT		1	minmax underlier price bounds no responses while underlier is outside of bounds
maxUPrc	FLOAT		99999
numNotices	INT		0	number of notices that match response bucket
numNoticeBlock	INT		0	number of SR block auction numNotices
numNoticeFlash	INT		0	number of SR flash auction numNotices
numNoticeExchPI	INT		0	number of Exch Price Improvement auction numNotices
numNoticeExchEX	INT		0	number of Exch Exposure auction numNotices
numNotMktPenny	INT		0	number auction numNotices
numMktPenny1	INT		0	number auction numNotices
numMktPenny2	INT		0	number auction numNotices
numMktPenny3p	INT		0	number auction numNotices
numNotMktNickle	INT		0	number auction numNotices
numMktNickle1	INT		0	number auction numNotices
numMktNickle2	INT		0	number auction numNotices
numMktNickle3p	INT		0	number auction numNotices
respDisabledSkips	INT		0	number skipped from isDisabled
stockDisabledSkips	INT		0	number skipped from canIncludeStock Yes
cpFlagSkips	INT		0	number skipped from cpFlag not matching notice legs CallPut
flexSkips	INT		0	number skipped from flexlisted filter
ekeySkips	INT		0	number skipped from leg ekey mismatch
absDeltaRangeSkips	INT		0	number skipped from out of range delta value
strikeRangeSkips	INT		0	number skipped from out of range strike
sVolErrorSkips	INT		0
userVolErrSkips	INT		0
zeroSizeSkips	INT		0	number skipped from zero avail response size
totalSizeSkips	INT		0	number skipped from total contract size limit
totalVegaSkips	INT		0	number skipped from total vega size limit
totalWtVegaSkips	INT		0	number skipped from total weightedtime vega limit
sysErrorSkips	INT		0
userSurfSkips	INT		0
probErrorSkips	INT		0
noticePriceSkipVolTerms20	INT		0	vol miss in 01 02 vol pts
noticePriceSkipVolTerms50	INT		0	vol miss in 02 05 vol pts
noticePriceSkipVolTerms100	INT		0	vol miss in 05 10 vol pts
noticePriceSkipVolTerms100p	INT		0	vol miss 10 vol pts
offMarketSkips	INT		0	number skipped from response price at or worse that exchnbbo market
numRejectHoldSkips	INT		0	number skipped from reject hold prior reject
badPriceSkips	INT		0	number skipped from invalid 0 response price
numResponses	INT		0	number of response attempts number of parentOrdersNoticeExecReports
numRejects	INT		0	number of response rejects in the SR execution engines
lastRejectReason	TINYTEXT		''
numRespondsBlock	INT		0	number of SR block auction responses
numRespondsFlash	INT		0	number of SR flash auction responses
numResponsesExchPI	INT		0	number of Exch Price Improvement auction responses
numResponsesExchEX	INT		0	number of Exch Exposure auction responses
numFullSize	INT		0
numAllocSize	INT		0
numPriceMiss	INT		0
numTooLate	INT		0
numOtherMiss	INT		0
numDidNotTrade	INT		0
numTraded	INT		0
qtyTraded	INT		0
vegaTraded	FLOAT		0
wtVegaTraded	FLOAT		0	cumulative weightedtime vega filled all day
sumWidthTraded	FLOAT		0	SUM marketWidth trdQty AvgMktWidth sumWidthTraded qtyTraded
sumSurfEdgeTraded	FLOAT		0	SUM printEdge trdQty AvgPrintEdge sumSurfEdgeTraded qtyTraded
sumM1PnLTraded	FLOAT		0	SUM M1PnL trdQty AvgM1PnL sumM1PnLTraded qtyTraded
sumM10PnLTraded	FLOAT		0	SUM M10PnL trdQty AvgM10PnL sumM10PnLTraded qtyTraded
numTradedBlock	INT		0	number of SR block auctions traded
numTradedFlash	INT		0	number of SR flash auctions traded
numTradedExchPI	INT		0	number of Exch Price Improvement auctions traded
numTradedExchEX	INT		0	number of Exch Exposure auctions traded
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification
CalibrationList	JSON		'JSON_ARRAY()'

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
clientFirm	2
ekey_tk	3
ekey_yr	4
ekey_mn	5
ekey_dy	6
ekey_at	7
ekey_ts	8
respSide	9
responderID	10

JSON Block (CalibrationList)

Field	Type	Comment
cValue	enum - cValue	client surface volatility moneyness
moneyness	enum - moneyness	moneyness SR xAxis value

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgResponderMarkupVegaDir`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */ 
    `ekey_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') */ 
    `ekey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `ekey_tk` = 'Example_ekey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `ekey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `ekey_dy` = 1
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `respSide` = 'None'
  AND
    /* Replace with a BIGINT */ 
    `responderID` = 1234567890;

Doc Columns Query

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