SRFixParentExecution
METADATA
| Attribute | Value |
|---|---|
| Topic | 3985-parent-orders |
| MLink Token | Internal |
| Product | SRTrade |
| accessType | SELECT |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| fillNumber | BIGINT | PRI | 0 | |
| uniqueMsgID | VARCHAR(30) | PRI | '' | internal stream unique messageId Usually either an execId clOrdId or crossId Unique across drop stream drop server and client firm |
| serverCode | VARCHAR(32) | PRI | '' | SR Drop Server Code |
| clientFirm | VARCHAR(16) | PRI | '' | SR Client Firm |
| streamType | enum - StreamType | PRI | 'None' | |
| accnt | VARCHAR(16) | '' | SR internal account used for permissioningrouting | |
| secKey_at | enum - AssetType | 'None' | ||
| secKey_ts | enum - TickerSrc | 'None' | ||
| secKey_tk | VARCHAR(12) | '' | ||
| secKey_yr | SMALLINT UNSIGNED | 0 | ||
| secKey_mn | TINYINT UNSIGNED | 0 | ||
| secKey_dy | TINYINT UNSIGNED | 0 | ||
| secKey_xx | DOUBLE | 0 | ||
| secKey_cp | enum - CallPut | 'Call' | ||
| secType | enum - SpdrKeyType | 'None' | ||
| baseParentNumber | CHAR(19) | '0000-0000-0000-0000' | SpiderRock base parent number | |
| parentNumber | CHAR(19) | '0000-0000-0000-0000' | SpiderRock parent number | |
| fillVersion | TINYINT UNSIGNED | 0 | ||
| clOrdId | CHAR(19) | '0000-0000-0000-0000' | SR Child Order Number matches SpdrChildOrderpkeyclOrdId | |
| side | enum - BuySell | 'None' | ||
| execStatus | enum - ExecStatus | 'None' | SpiderRock execution status FillBustCorrect | |
| lastFillQty | INT | 0 | ||
| lastFillPrice | DOUBLE | 0 | ||
| lastFillDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| cumFillQty | INT | 0 | from SpdrParentExecutioncumFillQty | |
| avgFillPrice | DOUBLE | 0 | from SpdrParentExecutionavgFillPrice | |
| fixClOrdId | VARCHAR(32) | '' | stream clOrdID11 | |
| fixCrossId | VARCHAR(32) | '' | stream crossID548 | |
| fixExecId | VARCHAR(32) | '' | stream execID17 | |
| fixExecType | VARCHAR(4) | '' | stream execType150 | |
| fixOrdStatus | VARCHAR(4) | '' | stream ordStatus39 | |
| fixCumFillQty | INT | 0 | stream cumQty14 | |
| fixAvgFillPx | DOUBLE | 0 | stream avgPx6 | |
| fixTransactDttm | DATETIME(6) | '1900-01-01 00:00:00.000000' | stream transactTime60 | |
| netTimestamp | BIGINT | 0 | drop gateway arrival timestamp | |
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| fillNumber | 1 |
| uniqueMsgID | 2 |
| serverCode | 3 |
| clientFirm | 4 |
| streamType | 5 |
SELECT TABLE EXAMPLE QUERY
SELECT *
FROM `SRTrade`.`MsgSRFixParentExecution`
WHERE
/* Replace with a BIGINT */
`fillNumber` = 1234567890
AND
/* Replace with a VARCHAR(30) */
`uniqueMsgID` = 'Example_uniqueMsgID'
AND
/* Replace with a VARCHAR(32) */
`serverCode` = 'Example_serverCode'
AND
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm'
AND
/* Replace with a ENUM('None','ClientGW','DropServer') */
`streamType` = 'None';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='SRFixParentExecution' ORDER BY ordinal_position ASC;