| fillNumber | BIGINT | PRI | 0 | SpiderRock execution number globally unique over trailing 10 days |
| sysRealm | enum - SysRealm | | 'None' | |
| sysEnvironment | enum - SysEnvironment | | 'None' | |
| runStatus | enum - RunStatus | | 'None' | |
| version | TINYINT UNSIGNED | | 0 | record version numberstarts at zero and goes up every time an execution record is republished eg bust 1m marks 10m marks etc |
| execStatus | enum - ExecStatus | | 'None' | SpiderRock execution status FillBustCorrectRejectSysRej |
| execShape | enum - ExecShape | | 'None' | |
| packageId | BIGINT | | 0 | SR package Id |
| parentNumber | CHAR(19) | | '0000-0000-0000-0000' | SR parent number |
| parentVersion | SMALLINT | | 0 | SPDR order instance number 1 original order 2 1st cancelreplace etc |
| baseParentNumber | CHAR(19) | | '0000-0000-0000-0000' | SPDR order number initial number in cancelreplace sequence also source parent for dynamically generated orderseg autohedges |
| clOrdId | CHAR(19) | | '0000-0000-0000-0000' | SR child order clOrdID resulting in fill |
| reviewClOrdId | VARCHAR(24) | | '' | review session clOrdId usually from inbound review FIX sessionS |
| altFillId | BIGINT | | 0 | alternate fill ID usually from AwayTktGatewaypkeyclientFillID |
| altOrderId | VARCHAR(24) | | '' | alternate order ID usually clOrdId from client |
| altCrossId | VARCHAR(24) | | '' | |
| altLegRefId | VARCHAR(24) | | '' | |
| 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 | TINYTEXT | | '' | inbound FIX routing code if any |
| riskGroupId | CHAR(19) | | '0000-0000-0000-0000' | riskGroupId parent order group ID for this execution report |
| triggerGroupId | BIGINT | | 0 | WaitTrigger group Id |
| triggerTimestamp | BIGINT | | 0 | WaitTrigger trigger timestamp nanoseconds since epoch |
| streetClOrdId | VARCHAR(24) | | '' | street side clOrdId clOrdId or equivalent of the street side order SRstreet gateway generated |
| streetOrderId | VARCHAR(24) | | '' | street side orderId orderId or equivalent of the street side order from street side execReport |
| sideClOrdId | CHAR(19) | | '0000-0000-0000-0000' | Cross Side ClOrdId From ChildOrdercustClOrdId or ChildOrderFaceSideListalloclOrdID |
| parentShape | enum - SpdrOrderShape | | 'None' | shape of originating parent order |
| secKey_at | enum - AssetType | | 'None' | execution security key |
| secKey_ts | enum - TickerSrc | | 'None' | execution security key |
| secKey_tk | VARCHAR(12) | | '' | execution security key |
| secKey_yr | SMALLINT UNSIGNED | | 0 | execution security key |
| secKey_mn | TINYINT UNSIGNED | | 0 | execution security key |
| secKey_dy | TINYINT UNSIGNED | | 0 | execution security key |
| secKey_xx | DOUBLE | | 0 | execution security key |
| secKey_cp | enum - CallPut | | 'Call' | execution security key |
| secType | enum - SpdrKeyType | | 'None' | execution security type Stock Future Option |
| ticker_at | enum - AssetType | | 'None' | base stock key used for symbol risk aggregation |
| ticker_ts | enum - TickerSrc | | 'None' | base stock key used for symbol risk aggregation |
| ticker_tk | VARCHAR(12) | | '' | base stock key used for symbol risk aggregation |
| accnt | VARCHAR(16) | SEC | '' | SpiderRock trading accnt broker pkey |
| clientFirm | VARCHAR(16) | SEC | '' | SR client firm |
| strategyAccnt | VARCHAR(16) | | '' | SR strategy account optional copied from parent order |
| spdrSource | enum - SpdrSource | | 'None' | SpiderRock parent order source code broker pkey |
| groupingCode | CHAR(19) | | '0000-0000-0000-0000' | SpiderRock parent broker number broker pkey |
| coreClientFirm | VARCHAR(16) | | '' | |
| sponsorClientFirm | VARCHAR(16) | | '' | |
| routingCode | TINYTEXT | | '' | SpiderRock market routing code |
| engineName | VARCHAR(32) | | '' | SpiderRock execution engine that handled the parent order |
| gatewayName | VARCHAR(20) | | '' | StreetGateway server than handled the child order if any |
| execRole | enum - ExecRole | | 'None' | SpiderRock relationship to this execution record |
| execBrkrCode | VARCHAR(16) | | '' | SR Assigned executing broker code |
| execBrkrMPID | VARCHAR(8) | | '' | FINRAAssigned exec broker MPID if any |
| altBrkrMPID | VARCHAR(8) | | '' | SPR31223 perclient override MPID from ExecBrokerDefinitionClientFirmList empty when no override |
| execBrkrAccnt | VARCHAR(16) | | '' | account at executing broker if any |
| execBrkrClFirm | VARCHAR(16) | | '' | clientfirm at executing broker if any |
| execBrkrUserName | VARCHAR(16) | | '' | userName at execution broker if any |
| clearingFlipType | enum - FlipType | | 'None' | Clearing Flip Type None ExecBroker CMTA Giveup DTCC QSR etc |
| clearingFlipFirm | VARCHAR(6) | | '' | Clearing Flip Firm if any |
| clearingFlipAccnt | VARCHAR(10) | | '' | Clearing Flip Account if any |
| clearingAgent | VARCHAR(10) | | '' | Clearing Agent if any |
| clearingTaxID | VARCHAR(10) | | '' | Clearing TaxID if any |
| clearingBrkrMPID | VARCHAR(8) | | '' | Clearing Broker MPID equity only |
| badge | VARCHAR(16) | | '' | |
| clearingFirm | VARCHAR(4) | | '' | clearing firm |
| clearingAccnt | VARCHAR(12) | | '' | clearing firm account if any |
| origExecID | TINYTEXT | | '' | original execution ID string child order |
| lastExecID | TINYTEXT | | '' | most recent execution ID same as origExecID unless CANCELCORRECTION has been processed |
| remoteText | TINYTEXT | | '' | text comment from remote endpoint if any |
| orderSide | enum - BuySell | | 'None' | order side |
| spdrOrderStatus | enum - SpdrOrderStatus | | 'PendNew' | |
| spdrCloseReason | enum - SpdrCloseReason | | 'None' | |
| cumFillQuantity | INT | | 0 | cumulative fills this parent number only |
| avgFillPrice | DOUBLE | | 0 | |
| cumLegFillQuantity | INT | | 0 | cumulative fills spread only |
| avgLegFillPrice | DOUBLE | | 0 | |
| leavesQty | INT | | 0 | |
| priceType | enum - PriceType | | 'None' | |
| childShape | enum - SpdrOrderShape | | 'None' | |
| childSize | INT | | 0 | child order size |
| childPrice | DOUBLE | | 0 | child order price |
| childDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | child order generation datetime |
| childExch | VARCHAR(6) | | '' | child order exchange |
| childExDest | VARCHAR(16) | | '' | child order exchange destination code |
| childExecBroker | VARCHAR(8) | | '' | executing broker that child order was routed to |
| childIsDirected | enum - YesNo | | 'None' | child order isDirected flag |
| childIsoSweep | enum - YesNo | | 'None' | child order ISO sweep flag |
| childOrderHandling | VARCHAR(24) | | '' | child order handling string from the algo that generated the child order responsible for this fill |
| childAlgoHandler | enum - ChildHandler | | 'None' | algo handler for this child order |
| childCreateReason | enum - ChildCreateReason | | 'None' | |
| childCancelReason | enum - ChildCancelReason | | 'None' | |
| childMakerTaker | enum - MakerTaker | | 'None' | |
| childUBid | DOUBLE | | 0 | underlier market bid at child order send time |
| childUAsk | DOUBLE | | 0 | underlier market ask at child order send time |
| childBid | DOUBLE | | 0 | market bid at the child order send time |
| childAsk | DOUBLE | | 0 | market ask at the child order send time |
| childMark | DOUBLE | | 0 | midmarket SR surface price if option child order send time |
| childFairWidth | DOUBLE | | 0 | model fair width child order create |
| childVol | FLOAT | | 0 | child order volatility childLimitRefUPrc |
| childProb | FLOAT | | 0 | SR probability for the child order child order send time |
| childLimitRefUPrc | DOUBLE | | 0 | limit reference underlier price child order send time |
| childLimitPrc | DOUBLE | | 0 | parent order limit price child order send time |
| childVolAtm | FLOAT | | 0 | atm volatility child order send time |
| childPosType | enum - PositionType | | 'None' | child order position type |
| childFirmOptPosition | INT | | 0 | effective firm option position child order send time |
| childSSaleFlag | enum - ShortSaleFlag | | 'None' | short sale flag |
| childFirmStkPosition | INT | | 0 | effective firm stock position child order send time |
| childFirmOpenOrders | INT | | 0 | open sell orders counted in marking child order send time |
| childLocateQuan | INT | | 0 | available locate quantity if selling short child order send time |
| childLocateFirm | VARCHAR(6) | | '' | firm granting the locate |
| childLocatePool | VARCHAR(16) | | '' | locate pool firm granting locate |
| childMktStance | enum - MktStance | | 'None' | child order was expected to be marketable child send time |
| childCxlAttempted | enum - YesNo | | 'None' | cancel attempt was made on the child order prior to receiving this fill |
| childCxlFillLatency | FLOAT | | 0 | cancel attempt to fill report latency in ms |
| childMethod | VARCHAR(8) | | '' | execution method string |
| childSource | VARCHAR(12) | | '' | execution source string |
| firmType | enum - FirmType | | 'None' | child order firm type Customer ProCust Firm MM etc |
| priAggGroup | VARCHAR(16) | | '' | primary aggregation group |
| secAggGroup | VARCHAR(16) | | '' | secondary aggregation group |
| directedClientFirm | VARCHAR(16) | | '' | |
| noticeCommission | FLOAT | | 0 | |
| hasNoticeComm | enum - YesNo | | 'None' | noticeCommision contains responder auction commission otherwise commission is as agreed elsewhere |
| custCommPaying | enum - YesNo | | 'None' | client is commission paying to the responder |
| fillTransactDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | transaction datetime as reported by exchange or down stream broker |
| fillTs | DOUBLE | | 0 | fill report ts seconds since startup 100 nanosec resolution |
| fillDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | Datetime of fill arrival SRDateTime |
| fillExch | VARCHAR(12) | | '' | ExDest code from child order execution report |
| fillExecId | TINYTEXT | | '' | street side execution Id |
| fillExecRefId | TINYTEXT | | '' | street side execution ref Id only used when busting an execution |
| fillLegRefId | BIGINT | | 0 | legRefId for multileg fills |
| fillLegRatio | INT | | 0 | legRatio if spread order |
| fillExchFee | FLOAT | | 0 | SpiderRock estimate of the exchange fee based on liquidity tags best effort |
| fillMarket | VARCHAR(8) | | '' | usually from execReportlastMkt as reported by child order venue |
| fillPrice | DOUBLE | | 0 | fill price |
| fillQuantity | INT | | 0 | fill quantity |
| fillReportDetail | TINYTEXT | | '' | extra detail if any from child execution |
| fillBid | DOUBLE | | 0 | market bid fill arrival |
| fillAsk | DOUBLE | | 0 | market ask fill arrival |
| fillMark | DOUBLE | | 0 | midmarket or SR surface price if option fill arrival |
| fillFairWidth | DOUBLE | | 0 | model fair width fill time |
| fillUMark | DOUBLE | | 0 | underlier mark fill arrival |
| fillUBid | DOUBLE | | 0 | underlier market bid fill arrival |
| fillUAsk | DOUBLE | | 0 | underlier market bid fill arrival |
| fillUBidSz | INT | | 0 | underlier bid size fill arrival |
| fillUAskSz | INT | | 0 | underlier ask size fill arrival |
| fillVolAtm | FLOAT | | 0 | atm volatility fill arrival |
| fillMark1M | DOUBLE | | 0 | midmarket or SR surface price if option fill arrival 1m |
| fillMark10M | DOUBLE | | 0 | midmarket or SR surface price if option fill arrival 10m |
| fillBid1M | DOUBLE | | 0 | market bid fill arrival 1m |
| fillAsk1M | DOUBLE | | 0 | market ask fill arrival 1m |
| fillBid10M | DOUBLE | | 0 | market bid fill arrival 10m |
| fillAsk10M | DOUBLE | | 0 | market ask fill arrival 10m |
| fillUMark1M | DOUBLE | | 0 | underlier mark fill arrival 1m |
| fillUMark10M | DOUBLE | | 0 | underlier mark fill arrival 10m |
| fillVolAtm1M | FLOAT | | 0 | atm volatility options only 1m |
| fillVolAtm10M | FLOAT | | 0 | atm volatility options only 10m |
| fillState1M | enum - FillMarkState | | 'None' | |
| fillState10M | enum - FillMarkState | | 'None' | |
| fillVol | FLOAT | | 0 | fill volatility fillLimitRefUPrc fillLimitRefSDiv |
| fillVolS | FLOAT | | 0 | fill volatility surfaceUPrc surfaceSDiv |
| fillProb | FLOAT | | 0 | T10m probability for the fill fill arrival send time |
| fillLimitRefUPrc | DOUBLE | | 0 | limit reference underlier price fill arrival time |
| fillLimitRefSDiv | DOUBLE | | 0 | limit reference sdiv value fill arrival time |
| fillLimitPrc | DOUBLE | | 0 | parent order limit price fill arrival time |
| fillVe | FLOAT | | 0 | fill vega |
| fillGa | FLOAT | | 0 | fill gamma |
| fillDe | FLOAT | | 0 | fill delta |
| fillTh | FLOAT | | 0 | fill theta |
| fillPr | FLOAT | | 0 | fill premium over parity |
| fillVeRatio | FLOAT | | 0 | fill ve fill atm ve |
| fillBeta | FLOAT | | 0 | SpiderRock estimate of beta to SPX |
| completionType | enum - CompletionType | | 'None' | None DAC POC TAS TACO BTIC |
| completionState | enum - CompletionState | | 'None' | |
| completionPrice | DOUBLE | | 0 | completion trade price final trade price |
| completionSecKey_at | enum - AssetType | | 'None' | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_ts | enum - TickerSrc | | 'None' | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_tk | VARCHAR(12) | | '' | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_yr | SMALLINT UNSIGNED | | 0 | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_mn | TINYINT UNSIGNED | | 0 | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_dy | TINYINT UNSIGNED | | 0 | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_xx | DOUBLE | | 0 | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecKey_cp | enum - CallPut | | 'Call' | final settlement secKey contract that DAC TAS TACO etc will convert to might not be valid until completed |
| completionSecType | enum - SpdrKeyType | | 'None' | usually Future or Option None if not yet valid |
| riskVega | FLOAT | | 0 | risk vega |
| riskWtVega | FLOAT | | 0 | risk gamma |
| riskNValue | FLOAT | | 0 | risk delta |
| riskDelta | FLOAT | | 0 | risk delta |
| riskDVanna | FLOAT | | 0 | risk vanna signed delta change per 1 vol point |
| riskDDelta | FLOAT | | 0 | risk ddelta |
| riskRm1 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm2 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm3 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm4 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm5 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm6 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| riskRm7 | FLOAT | | 0 | user defined from parent order used to manage order groups |
| marginUDnVDn | FLOAT | | 0 | underlier down vol down |
| marginUDnVUp | FLOAT | | 0 | underlier down vol up |
| marginUUpVDn | FLOAT | | 0 | underlier up vol down |
| marginUUpVUp | FLOAT | | 0 | underlier up vol up |
| riskU15Dn | FLOAT | | 0 | underlier dn 15 shock slide |
| riskU15Up | FLOAT | | 0 | underlier up 15 shock slide |
| riskU50Dn | FLOAT | | 0 | underlier dn 50 shock slide |
| riskU50Up | FLOAT | | 0 | underlier up 50 shock slide |
| fillBrkrRate | FLOAT | | 0 | billing brokerage rate tier 1 |
| fillRoutingRate | FLOAT | | 0 | billing routing rate tier 1 |
| mmPrefCode | VARCHAR(6) | | '' | market maker preference code if any |
| mmCredit | FLOAT | | 0 | expected market maker credit if any |
| riskCode | enum - RiskCode | | 'None' | SpiderRock Risk Code if any |
| billingSecType | enum - BillingSecType | | 'None' | SpiderRock billing security type |
| billingCategory | enum - BillingCategory | | 'None' | SpiderRock billing category |
| spdrLiquidityTag | VARCHAR(2) | | '' | SpiderRock normalized liquidity tag |
| exchLiquidityTag | VARCHAR(4) | | '' | liquidity tag as reported by downstream venue if any |
| fillExchDetail | TINYTEXT | | '' | other fix tags tagvaluetagvalue additional detail used for analysis |
| crossSide | enum - CrossSide | | 'None' | indicates if this order was the initiator or responder of the cross fill None if not cross |
| isCrossBreakupFill | enum - YesNo | | 'None' | cross order was broken up on exchange and this execution was filled by party not specified on the original cross order |
| lastCapacity | enum - OrderCapacity | | 'None' | child order capacity |
| exchFirmType | VARCHAR(6) | | '' | used to reflect field from a downstread execution back up to upstream fill report |
| extExecBroker | VARCHAR(16) | | '' | used to reflect field from a downstream destination back up to and upstream fill report |
| relationshipType | enum - RelationshipType | | 'None' | type of SR client relationship |
| clArriveMark | FLOAT | | 0 | client specified arrival mark passed through from parent order |
| parentDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | parent order creation datetime |
| parentOrderSize | INT | | 0 | parent order size |
| parentUBid | DOUBLE | | 0 | underlier market bid parent order arrival |
| parentUAsk | DOUBLE | | 0 | underlier market ask parent order arrival |
| parentUMark | DOUBLE | | 0 | underlier mid mark parent order arrival |
| parentBid | DOUBLE | | 0 | market bid parent order arrival |
| parentAsk | DOUBLE | | 0 | market ask parent order arrival |
| parentMark | DOUBLE | | 0 | midmarket or SR surface price parent order arrival |
| parentFairWidth | DOUBLE | | 0 | model fair width parent order arrival |
| parentSurfVol | DOUBLE | | 0 | SR surf vol parent order arrival |
| parentLimitVol | FLOAT | | 0 | parent order limit volatilty if any |
| parentLimitPrc | DOUBLE | | 0 | parent order limit price parent order arrival |
| parentLimitRefUPrc | DOUBLE | | 0 | limit reference underlier price parent order arrival |
| parentTheoVol | FLOAT | | 0 | client supplied theoretical volatility used for markup only copied from parent order |
| parentTheoPrc | FLOAT | | 0 | option price corresponding parentTheoVol |
| parentPosType | enum - PositionType | | 'None' | parent order position type |
| parentSSaleFlag | enum - ShortSaleFlag | | 'None' | short sale flag on parent order |
| noticeNumber | CHAR(19) | | '0000-0000-0000-0000' | RFR Auction noticeNumber if any |
| 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 availableTWAP size released in time intervalsVWAP size released in volume intervals |
| exchMaskEnabled | enum - YesNo | | 'None' | exchMask 0 |
| timeInForce | enum - TimeInForce | | 'None' | Parent order market session |
| parentOrderHandling | enum - ParentOrderHandling | | 'None' | PrimaryTake Algo Handler |
| parentBalanceHandling | enum - ParentBalanceHandling | | 'None' | Make Algo Handler |
| orderLimitType | enum - SpdrLimitType | | 'None' | Primary Limit Type Prc Vol Rel Market Smrt etc |
| orderLimitClass | enum - SpdrLimitClass | | 'Simple' | Simple LimitPrice Surface BESTLimitPrice SurfLimit Probability BESTLimitPrice ProbLimit |
| takeReachRule | enum - ReachRule | | 'None' | Immediate 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 |
| overrideCode | enum - OverrideCode | | 'None' | SDivDDiv override rule applies if LimitType Vol |
| alphaType | enum - AlphaType | | 'None' | Affects limit probabilities applies if LimitClass Probability |
| parentStrategy | VARCHAR(36) | | '' | client strategy usually client supplied |
| userName | VARCHAR(24) | | '' | user name associated with the parent order |
| autoHedge | enum - AutoHedge | | 'None' | autohedge algorithm if any |
| hedgeSecKey_at | enum - AssetType | | 'None' | autohedge sec key if any |
| hedgeSecKey_ts | enum - TickerSrc | | 'None' | autohedge sec key if any |
| hedgeSecKey_tk | VARCHAR(12) | | '' | autohedge sec key if any |
| hedgeSecKey_yr | SMALLINT UNSIGNED | | 0 | autohedge sec key if any |
| hedgeSecKey_mn | TINYINT UNSIGNED | | 0 | autohedge sec key if any |
| hedgeSecKey_dy | TINYINT UNSIGNED | | 0 | autohedge sec key if any |
| hedgeSecType | enum - SpdrKeyType | | 'None' | autohedge sec type if any |
| hedgeBetaRatio | FLOAT | | 0 | portion of executed delta to autohedge can be 10 Beta for beta hedging 40 to 40 |
| hedgeScope | enum - HedgeScope | | 'None' | hedge group scope |
| userData1 | TINYTEXT | | '' | client supplied data field passes through to parent and child executions and reports as well as FIX drops |
| userData2 | TINYTEXT | | '' | client supplied data field passes through to parent and child executions and reports as well as FIX drops |
| pricingVersion | enum - PricingVersion | | 'None' | |
| years | FLOAT | | 0 | years to expiration |
| underliersPerCn | DOUBLE | | 0 | option delivery underliers per contract |
| underlierType | enum - UnderlierType | | 'None' | type of underlier affects greek calculations |
| tickValue | FLOAT | | 0 | NLV value of a single tick change in display premium pointValue tickValue tickSize |
| pointValue | FLOAT | | 0 | NLV value of a single point change in display premium pointValue tickValue tickSize |
| pointCurrency | enum - Currency | | 'None' | |
| isin | VARCHAR(32) | | '' | ISO 6166 instrument identifier populated for securities with regional refdata empty otherwise |
| uPrcRatio | FLOAT | | 0 | UPrcRatio SymbolRatio from product definition |
| minTickSize | FLOAT | | 0 | minimum market price variation dnTickSize if on a boundary |
| priceFormat | enum - PriceFormat | | 'None' | SpiderRock price display format code |
| uPriceFormat | enum - PriceFormat | | 'None' | SpiderRock underlier price display format code |
| priceNotional | DOUBLE | | 0 | fillQuantity fillPrice Stk fillQuantity fillPrice contractMultipler Fut fillQuantity fillPrice underliers Per Contract pointValue Opt |
| uPrcNotional | DOUBLE | | 0 | FillSize Underlying Price mid market Underliers Per Contract pointValue Opt only |
| strikeNotional | DOUBLE | | 0 | FillSize Strike Price Underliers Per Contract pointValue Opt only |
| realmCurrency | enum - Currency | | 'None' | Base currency of realm execution recieved in |
| pointToRealmRate | DOUBLE | | 0 | FOREX rate from pointCurrency to realm base currency at time of execution |
| responseType | VARCHAR(4) | | '' | usually an exch auction response type |
| nbboBid | DOUBLE | | 0 | nbbo bid child order send |
| nbboAsk | DOUBLE | | 0 | nbbo ask child order send |
| childUPrc | DOUBLE | | 0 | underlier price when child order sent |
| exchBidSz | INT | | 0 | exch bid size child order send |
| exchAskSz | INT | | 0 | exch ask size child order send |
| liveUPrc | DOUBLE | | 0 | SpiderRock internal use only |
| liveMark | DOUBLE | | 0 | SpiderRock internal use only |
| srcTimestamp | BIGINT | | 0 | |
| sgwTimestamp | BIGINT | | 0 | |
| engTimestamp | BIGINT | | 0 | |
| uContingency | enum - Contingency | | 'None' | |
| uLevel | DOUBLE | | 0 | |
| cxlSource | enum - CancelSource | | 'None' | |
| cxlSrcOffset | BIGINT | | 0 | childOrdercxlSrcTimestamp printEventsrcTimestamp |
| cxlEngOffset | BIGINT | | 0 | childOrdercxlEngTimestamp printEventsrcTimestamp |
| cxlSndOffset | BIGINT | | 0 | childOrdercxlSndTimestamp printEventsrcTimestamp |
| uSlip | FLOAT | | 0 | dir signde dContigency dContigency uPrc slip through cxl trigger or zero 0 |
| opxSlip | FLOAT | | 0 | absde uSlip 05 ga uSlip uSlip 0 |
| volSlip | FLOAT | | 0 | 001 opxSlip ve |
| prtUBid | FLOAT | | 0 | note print data only available if print arrives EE before execution report |
| prtUAsk | FLOAT | | 0 | |
| prtSize | INT | | 0 | |
| prtTimestamp | BIGINT | | 0 | printEventsrcTimestamp |
| prtSgwOffset | INT | | 0 | childOrderswgTimestamp printEventsrcTimestamp |
| swapProvider | enum - SwapProvider | | 'None' | swap provider used for this execution if any |
| timestamp | DATETIME(6) | | '1900-01-01 00:00:00.000000' | timestamp of this record not necessarily the timstamp of the fill itself |