Version: Upcoming

SRAutoHedgeControl

SpdrAutoHedgeControl contains autohedge / risk group control details. Can be uploaded from SRSE, created from ExecutionEngines, or created by SR tools. BridgeFromV7:SpdrRiskGroupControl

METADATA

Attribute	Value
Topic	5290-strategy-autohedge
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''
riskGroupId	CHAR(19)	PRI	'0000-0000-0000-0000'	riskGroupId 0 means hedgeScope Accnt
hedgeSecKey_at	enum - AssetType	PRI	'None'	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_ts	enum - TickerSrc	PRI	'None'	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_tk	VARCHAR(12)	PRI	''	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_yr	SMALLINT UNSIGNED	PRI	2000	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_mn	TINYINT UNSIGNED	PRI	1	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecKey_dy	TINYINT UNSIGNED	PRI	1	Execution Hedge SecKey from SpdrParentExecutionhedgeSecKey
hedgeSecType	enum - SpdrKeyType	PRI	'None'	Execution Hedge SecType Stock or Future
clientFirm	VARCHAR(16)	PRI	''
altOrderId	VARCHAR(24)		''	alternate order ID usually clOrdId from client
altAccnt	VARCHAR(32)		''	alternate client assigned long account string optional used to map between client and SR account strings
altUserName	VARCHAR(24)		''	alternate client assigned user name optional used to map between client and SR account strings
srcRoutingCode	VARCHAR(65)		''	inbound FIX routing code or SRSEtool server appID if any
execBrkrCode	VARCHAR(16)		''	optional override the default execBrkrCode for this order
externExDest	VARCHAR(16)		''	routing code for orders directed to an external order router default null should match FixRoutingTabledestination in SR accnt config
externParams	TINYTEXT		''	external algo namesparameters usually just an algo name
strategy	VARCHAR(36)		''	clientsupplied strategy stringvisible on SpiderRock GUI tools and other order reports
userName	VARCHAR(24)		''	name of the user entering the order
autoHedge	enum - AutoHedge		'None'	autohedge algorithm used for restoring tickets
hedgeTarget	enum - HedgeTarget		'None'
minHedgeDDelta	FLOAT		0	do not generate autohedge orders if total group Delta is between minHedgeDDelta and maxHedgeDDelta eg100000 100000
maxHedgeDDelta	FLOAT		0
orderSize	INT		0	initial and maximum size of a hedge parent buy or sell order note actual working size will be controlled by the autohedge server based on filled deltas but working size cannot exceed orderSize
ssaleFlag	enum - ShortSaleFlag		'None'
positionType	enum - PositionType		'None'
useSwapProvider	enum - SwapProvider		'None'
locateFirm	VARCHAR(6)		''	firm granting the locate also locate firm used on street FIX orders required if selling short and no autolocate is available
locatePool	VARCHAR(16)		''	locate pool firm granting the locate
maxExposureSize	INT		0	maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1
numMakeExchanges	TINYINT UNSIGNED		0	number 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
publicSize	enum - PublicSizeHandling		'None'	public order size handling Noneuse default size handling usually limits public size to typical market size Randomizerandomize public size FullSizeexpose entire order size where possible
canOverlapCxlRepl	enum - YesNo		'None'	can execution engines overlap cancelreplace operations order can overfill if YES at most one active overlapping cxlreplace operation for each parent order
progressRule	enum - ProgressRule		'None'	Immediate all size immediately available TWAP size released in time intervalsVWAP size released in volume intervalsTwapForce size released in intervalsexecution forced at the end of interval
progressSliceCnt	TINYINT UNSIGNED		0	number of twap slices to use default 4 or 8 max 20
progressExposeTime	INT		0	minimum time secs to expose order 0 no minimum used to guarantee that the order is exposed at midmarket for some time before actively taking
vwapParticipation	FLOAT		0	target vwap participation rate target of trade activity
minMktOnClosePct	TINYINT UNSIGNED		0	Minimum pct 0 100 of order reserved for the onclose auction
maxMakeExchFee	FLOAT		0	maximum making exchange fee in point value zero no limit use nonzero number for limit to apply
maxTakeExchFee	FLOAT		0	maximum taking exchange fee in point value zero no limit use nonzero number for limit to apply
incTakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability
incMakeExchFee	enum - IncExchFee		'None'	include exchange fee in probability
makeExchRule	enum - 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
maxChildOrders	INT		0	maximum number of child orders that can be generated by this parent order order will terminate ifwhen this cap is reachedzero or neg unlimited
exchMask	BIGINT		0	eligible exchanges 0 all
marketSession	enum - MarketSession		'None'
startDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional parent order start time
orderDuration	INT		0	optional number of seconds
activeDuration	INT		0	optional number of seconds
goodTillDttm	DATETIME(6)		'1900-01-01 00:00:00.000000'	optional default 20990101
parentOrderHandling	enum - ParentOrderHandling		'None'
parentBalanceHandling	enum - ParentBalanceHandling		'None'
orderLimitType	enum - SpdrLimitType		'None'
takeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
makeLimitClass	enum - SpdrLimitClass		'Simple'	Simple LimitPrice Probability BESTLimitPrice ProbLimit
hedgeFillUMarkLmtPrc	enum - YesNo		'None'	set a price limit on the autohedge order based on the most recent option fillUMark
orderPrcLimit	DOUBLE		0	Applies if LimitType Prc
orderPrcOffset	DOUBLE		0	default0
stateModel	enum - StateModel		'None'
takeAlphaType	enum - AlphaType		'None'	Applies if takeLimitClass Probability
makeAlphaType	enum - AlphaType		'None'	Applies if makeLimitClass Probability
takeAlphaFactor	FLOAT		0	22 takeProbLimit MAXtakeProbability takeProbAvg takeAlphaFactor takeProbStd if AlphaType Relative
makeAlphaFactor	FLOAT		0	22 makeProbLimit MAXmakeProbability makeProbAvg makeAlphaFactor makeProbStd if AlphaType Relative
takeProbability	FLOAT		0	takeProbLimit takeProbability if AlphaType Static
makeProbability	FLOAT		0	makeProbLimit makeProbability if AlphaType Static
strategyAccnt	VARCHAR(16)		''	SR strategy account copied from option parent so autohedge equity hedges can carry it to brokers eg Cubist Street tag 5027
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	record timestamp

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
riskGroupId	2
hedgeSecKey_tk	3
hedgeSecKey_yr	4
hedgeSecKey_mn	5
hedgeSecKey_dy	6
hedgeSecKey_at	7
hedgeSecKey_ts	8
hedgeSecType	9
clientFirm	10

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRAutoHedgeControl`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgSRAutoHedgeControl` 
SET
    /* Replace with a VARCHAR(24) */ 
    `altOrderId` = 'Example_altOrderId',
    /* Replace with a VARCHAR(32) */ 
    `altAccnt` = 'Example_altAccnt',
    /* Replace with a VARCHAR(24) */ 
    `altUserName` = 'Example_altUserName',
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode` = 'Example_srcRoutingCode',
    /* Replace with a VARCHAR(16) */
    `execBrkrCode` = 'Example_execBrkrCode',
    /* Replace with a VARCHAR(16) */ 
    `externExDest` = 'Example_externExDest',
    /* Replace with a TINYTEXT */ 
    `externParams` = 'dummy tiny text',
    /* Replace with a VARCHAR(36) */ 
    `strategy` = 'Example_strategy',
    /* Replace with a VARCHAR(24) */ 
    `userName` = 'Example_userName',
    /* 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` = 'None',
    /* Replace with a ENUM('None','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget` = 'None',
    /* Replace with a FLOAT */ 
    `minHedgeDDelta` = 1.23,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta` = 1.23,
    /* Replace with a INT */ 
    `orderSize` = 5,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag` = 'None',
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType` = 'None',
    /* Replace with a ENUM('None','MSx') */ 
    `useSwapProvider` = 'None',
    /* Replace with a VARCHAR(6) */ 
    `locateFirm` = 'Example_locateFirm',
    /* Replace with a VARCHAR(16) */ 
    `locatePool` = 'Example_locatePool',
    /* Replace with a INT */ 
    `maxExposureSize` = 5,
    /* Replace with a TINYINT UNSIGNED */ 
    `numMakeExchanges` = 1,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize` = 'None',
    /* Replace with a ENUM('None','Yes','No') */ 
    `canOverlapCxlRepl` = 'None',
    /* Replace with a ENUM('None','Twap','Vwap','TwapReset','VwapReset','FastReset','SlowReset','TwapAlpha','VwapAlpha','TwapAlphaC','VwapAlphaC','AutoComplete','AllowImmediate','Manual','SpdrPulse','IOC','FlashMakeTake') */ 
    `progressRule` = 'None',
    /* Replace with a TINYINT UNSIGNED */ 
    `progressSliceCnt` = 1,
    /* Replace with a INT */ 
    `progressExposeTime` = 5,
    /* Replace with a FLOAT */ 
    `vwapParticipation` = 1.23,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct` = 1,
    /* Replace with a FLOAT */ 
    `maxMakeExchFee` = 1.23,
    /* Replace with a FLOAT */ 
    `maxTakeExchFee` = 1.23,
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incTakeExchFee` = 'None',
    /* Replace with a ENUM('None','ExclFee','IncFee') */ 
    `incMakeExchFee` = 'None',
    /* Replace with a ENUM('None','MaxPart','FeeOptimal','ImprvOnly','FeeStrict','RoundRobin','ProRataOptim') */ 
    `makeExchRule` = 'None',
    /* Replace with a INT */ 
    `maxChildOrders` = 5,
    /* Replace with a BIGINT */ 
    `exchMask` = 1234567890,
    /* Replace with a ENUM('None','PreMkt','RegMkt','PostMkt','PreRegMkt','RegPostMkt','AllDay') */ 
    `marketSession` = 'None',
    /* Replace with a DATETIME(6) */
    `startDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a INT */ 
    `orderDuration` = 5,
    /* Replace with a INT */ 
    `activeDuration` = 5,
    /* Replace with a DATETIME(6) */
    `goodTillDttm` = '2022-01-01 12:34:56.000000',
    /* 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` = 'None',
    /* Replace with a ENUM('None','PostWith','PostTurn','PostImprove','PostLimit','MaxIntern','PostWthF','PostImprvR','PostFlash','PostFlashW','PostPeg','PostFlashI') */ 
    `parentBalanceHandling` = 'None',
    /* 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` = 'None',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `takeLimitClass` = 'Simple',
    /* Replace with a ENUM('Simple','Surface','Probability','SurfProb') */ 
    `makeLimitClass` = 'Simple',
    /* Replace with a ENUM('None','Yes','No') */ 
    `hedgeFillUMarkLmtPrc` = 'None',
    /* Replace with a DOUBLE */ 
    `orderPrcLimit` = 4.56,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset` = 4.56,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `takeAlphaType` = 'None',
    /* Replace with a ENUM('None','Static','Eagle','Hawk','Falcon','Relative') */ 
    `makeAlphaType` = 'None',
    /* Replace with a FLOAT */ 
    `takeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `makeAlphaFactor` = 1.23,
    /* Replace with a FLOAT */ 
    `takeProbability` = 1.23,
    /* Replace with a FLOAT */ 
    `makeProbability` = 1.23,
    /* Replace with a VARCHAR(16) */ 
    `strategyAccnt` = 'Example_strategyAccnt',
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRAutoHedgeControl`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a CHAR(19) */
    `riskGroupId`,
    /* 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 ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a VARCHAR(24) */ 
    `altOrderId`,
    /* Replace with a VARCHAR(32) */ 
    `altAccnt`,
    /* Replace with a VARCHAR(24) */ 
    `altUserName`,
    /* Replace with a VARCHAR(65) */ 
    `srcRoutingCode`,
    /* 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 VARCHAR(24) */ 
    `userName`,
    /* 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','HedgeToZero','HedgeToBand') */ 
    `hedgeTarget`,
    /* Replace with a FLOAT */ 
    `minHedgeDDelta`,
    /* Replace with a FLOAT */ 
    `maxHedgeDDelta`,
    /* Replace with a INT */ 
    `orderSize`,
    /* Replace with a ENUM('None','Long','Short','Exempt','Auto','Open','Close','Cover','NA') */ 
    `ssaleFlag`,
    /* Replace with a ENUM('None','Opening','Closing','Auto') */ 
    `positionType`,
    /* Replace with a ENUM('None','MSx') */ 
    `useSwapProvider`,
    /* Replace with a VARCHAR(6) */ 
    `locateFirm`,
    /* Replace with a VARCHAR(16) */ 
    `locatePool`,
    /* Replace with a INT */ 
    `maxExposureSize`,
    /* Replace with a TINYINT UNSIGNED */ 
    `numMakeExchanges`,
    /* Replace with a ENUM('None','Randomize','MktSize','FullSize','MktSizeA','MktSizeB','MktSizeC','FullSizeR','Max25Pct','Max50Pct','Max75Pct','NoSize') */ 
    `publicSize`,
    /* Replace with a ENUM('None','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 */ 
    `progressSliceCnt`,
    /* Replace with a INT */ 
    `progressExposeTime`,
    /* Replace with a FLOAT */ 
    `vwapParticipation`,
    /* Replace with a TINYINT UNSIGNED */
    `minMktOnClosePct`,
    /* 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 INT */ 
    `maxChildOrders`,
    /* Replace with a BIGINT */ 
    `exchMask`,
    /* 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','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','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','Yes','No') */ 
    `hedgeFillUMarkLmtPrc`,
    /* Replace with a DOUBLE */ 
    `orderPrcLimit`,
    /* Replace with a DOUBLE */ 
    `orderPrcOffset`,
    /* Replace with a ENUM('None','M1','M2','M3','M4') */ 
    `stateModel`,
    /* 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 VARCHAR(16) */ 
    `strategyAccnt`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'Example_riskGroupId',
    'None',
    'None',
    'Example_hedgeSecKey_tk',
    123,
    1,
    1,
    'None',
    'Example_clientFirm',
    'Example_altOrderId',
    'Example_altAccnt',
    'Example_altUserName',
    'Example_srcRoutingCode',
    'Example_execBrkrCode',
    'Example_externExDest',
    'dummy tiny text',
    'Example_strategy',
    'Example_userName',
    'None',
    'None',
    1.23,
    1.23,
    5,
    'None',
    'None',
    'None',
    'Example_locateFirm',
    'Example_locatePool',
    5,
    1,
    'None',
    'None',
    'None',
    1,
    5,
    1.23,
    1,
    1.23,
    1.23,
    'None',
    'None',
    'None',
    5,
    1234567890,
    'None',
    '2022-01-01 12:34:56.000000',
    5,
    5,
    '2022-01-01 12:34:56.000000',
    'None',
    'None',
    'None',
    'Simple',
    'Simple',
    'None',
    4.56,
    4.56,
    'None',
    'None',
    'None',
    1.23,
    1.23,
    1.23,
    1.23,
    'Example_strategyAccnt',
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgSRAutoHedgeControl` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a CHAR(19) */
    `riskGroupId` = 'Example_riskGroupId'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY','RATE') */
    `hedgeSecKey_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') */
    `hedgeSecKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */
    `hedgeSecKey_tk` = 'Example_hedgeSecKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */
    `hedgeSecKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */
    `hedgeSecKey_dy` = 1
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `hedgeSecType` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

SELECT TABLE EXAMPLE QUERY​

UPDATE TABLE EXAMPLE QUERY​

INSERT TABLE EXAMPLE QUERY​

DELETE TABLE EXAMPLE QUERY​

Doc Columns Query​