SRExchRiskMgmt

V8 Message Definiton

SpdrExchRiskMgmt records are created/published by SpiderRock Execution Engines and show exchange level risk management child order rejects.

METADATA

Attribute	Value
Topic	3895-order-routing-counter
MLink Token	ClientTrading
Product	SRTrade
accessType	SELECT
MLink Endpoint	MLink-Order

Table Definition

Field	Type	Key	Default Value	Comment
clientFirm	VARCHAR(16)	PRI	''
exch	VARCHAR(8)	PRI	''
securityGroup	VARCHAR(6)	PRI	''
status	enum - RiskStatus		'None'
numRejects	INT		0
secKey_at	enum - AssetType		'None'	most recently rejected secKey
secKey_ts	enum - TickerSrc		'None'	most recently rejected secKey
secKey_tk	VARCHAR(12)		''	most recently rejected secKey
secKey_yr	SMALLINT UNSIGNED		0	most recently rejected secKey
secKey_mn	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_dy	TINYINT UNSIGNED		0	most recently rejected secKey
secKey_xx	DOUBLE		0	most recently rejected secKey
secKey_cp	enum - CallPut		'Call'	most recently rejected secKey
secType	enum - SpdrKeyType		'None'
accnt	VARCHAR(16)		''	most recently rejected accnt
rejectText	TINYTEXT		''	most recent rejectText
spdrSource	enum - SpdrSource		'None'
expires	DATETIME(6)		'1900-01-01 00:00:00.000000'	Time the riggered Risk limit expires
modifiedBy	VARCHAR(24)		''
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
clientFirm	1
exch	2
securityGroup	3

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRExchRiskMgmt`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm'
  AND
    /* Replace with a VARCHAR(8) */ 
    `exch` = 'Example_exch'
  AND
    /* Replace with a VARCHAR(6) */ 
    `securityGroup` = 'Example_securityGroup';

Doc Columns Query

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