| parentNumber | CHAR(19) | PRI | '0000-0000-0000-0000' | SPDR order number |
| sysRealm | enum - SysRealm | | 'None' | |
| sysEnvironment | enum - SysEnvironment | | 'None' | |
| runStatus | enum - RunStatus | | 'None' | |
| reportNumber | BIGINT | | 0 | |
| parentShape | enum - SpdrOrderShape | | 'None' | |
| recordVersion | SMALLINT | | 0 | |
| recordSource | enum - RecordSource | | 'None' | |
| 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 |
| prevParentNumber | CHAR(19) | | '0000-0000-0000-0000' | SPDR order number order being cancelledreplaced zero if none |
| nextParentNumber | CHAR(19) | | '0000-0000-0000-0000' | SPDR order number next order in cxlreplace sequence zero if none |
| spdrActionType | enum - SpdrActionType | | 'Add' | |
| prevParentCreateDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | noneundefined if first order in a sequence |
| prevParentCumFillQty | INT | | 0 | |
| clientSeqNumIn | INT | | 0 | inbound client seq number FIX orders only |
| altOrderId | VARCHAR(24) | | '' | usually client clOrdId from FIX or SRSE |
| altPrevOrderId | VARCHAR(24) | | '' | usually previousorig cxlrepl client clOrdId from FIX or SRSE |
| altCancelId | VARCHAR(24) | | '' | client cancelId from FIX or SRSE identifies the message responsible for user cxl actions |
| srcRoutingCode | TINYTEXT | | '' | inbound FIX routing code if any |
| packageId | BIGINT | | 0 | references spread orderNumber if a legged spread order |
| prevPackageId | BIGINT | | 0 | |
| riskGroupId | CHAR(19) | | '0000-0000-0000-0000' | all orders with the same riskGroupId share a common set of risk counters Grp risk limits apply to these shared counters |
| triggerGroupId | BIGINT | | 0 | WaitTrigger group Id |
| secKey_at | enum - AssetType | | 'None' | |
| secKey_ts | enum - TickerSrc | | 'None' | |
| secKey_tk | VARCHAR(12) | SEC | '' | |
| 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' | |
| accnt | VARCHAR(16) | SEC | '' | SR trading account |
| clientFirm | VARCHAR(16) | | '' | SR client firm |
| strategyAccnt | VARCHAR(16) | | '' | SR strategy account |
| coreClientFirm | VARCHAR(16) | | '' | |
| sponsorClientFirm | VARCHAR(16) | | '' | |
| clientAccnt | VARCHAR(32) | | '' | client assigned long account string from AccountConfig used to map between client and SR account strings |
| userName | VARCHAR(24) | | '' | name of the user entering the order |
| userSource | enum - SpdrSource | | 'None' | SpdrSource of this order |
| 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 |
| execBrkrCode | VARCHAR(16) | | '' | overrides the default executing broker for this parent order |
| externExDest | VARCHAR(16) | | '' | routing code for orders directed to an external order router default null must match an exDest associated with a RouteDefinition |
| externParams | TINYTEXT | | '' | external algo namesparameters usually just an algo name |
| swapProvider | enum - SwapProvider | | 'None' | swap provider for this order if any |
| spdrSource | enum - SpdrSource | | 'None' | parent order source enum |
| groupingCode | CHAR(19) | | '0000-0000-0000-0000' | unique broker code brokerpkey key accnt spdrSource groupingCode |
| engineName | VARCHAR(32) | | '' | execution engine partition handling this parent order |
| orderDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| orderSide | enum - BuySell | | 'None' | |
| priceType | enum - PriceType | | 'None' | |
| orderSize | INT | | 0 | |
| orderActiveSize | INT | | 0 | total activated size total size released for execution 1 all available size |
| spdrStageType | enum - SpdrStageType | | 'None' | SizeLock stage pending modification can reduce size SizeModify stage pending modification can increasereduce size |
| stageReview | enum - StageReview | | 'None' | |
| parentOrderHandling | enum - ParentOrderHandling | | 'None' | |
| parentBalanceHandling | enum - ParentBalanceHandling | | 'None' | |
| limitPrice | DOUBLE | | 0 | limit price order arrival |
| orderLimitType | enum - SpdrLimitType | | 'None' | |
| takeLimitClass | enum - SpdrLimitClass | | 'Simple' | |
| makeLimitClass | enum - SpdrLimitClass | | 'Simple' | |
| startType | enum - StartType | | 'None' | WaitTrigger associates this order with a triggerGroupId The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received |
| marketSession | enum - MarketSession | | 'None' | |
| activeDuration | INT | | 0 | |
| startDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | optional default 20000101 |
| goodTillDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | optional default 20990101 |
| autoHedge | enum - AutoHedge | | 'None' | |
| hedgeInstrument | enum - HedgeInst | | 'None' | Defaultunderlier EQT or FUT Index Options use ETF FrontMonthunderlier EQT or front month FUT Index Options use FM Fut StockhedgeSecKey FuturehedgeSecKey |
| hedgeSecKey_at | enum - AssetType | | 'None' | |
| hedgeSecKey_ts | enum - TickerSrc | | 'None' | |
| hedgeSecKey_tk | VARCHAR(12) | | '' | |
| hedgeSecKey_yr | SMALLINT UNSIGNED | | 0 | |
| hedgeSecKey_mn | TINYINT UNSIGNED | | 0 | |
| hedgeSecKey_dy | TINYINT UNSIGNED | | 0 | |
| hedgeSecType | enum - SpdrKeyType | | 'None' | |
| hedgeBetaRatio | FLOAT | | 0 | portion of executed money to autohedge can be 10 Beta for beta hedging 40 to 40 |
| hedgeScope | enum - HedgeScope | | 'None' | hedge group scope RiskGroup or Accnt |
| hedgeSession | enum - MarketSession | | 'None' | market session for the autohedge order |
| orderCreateDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | order send time |
| orderCreateLatency | FLOAT | | 0 | order send to order ack latency in milliseconds |
| cancelReason | enum - OrderCancelReason | | 'None' | |
| orderCancelDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | order cancel time |
| orderCancelLatency | FLOAT | | 0 | cancel send to cancel ack latency in milliseconds |
| orderWorkingDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | order send ack time acknowleged workingnew first exec report indicating the order is active |
| orderClosedDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | order terminated ack time first exec report indicating the order is in a terminal stateeg cancelled filled rejected etc |
| orderClosedText | TINYTEXT | | '' | |
| displaySize | INT | | 0 | native onexchange iceberg display size FIX MaxFloor 111 0 show full size |
| displaySizeType | enum - DisplaySizeType | | 'None' | Noneunset Absolutecontractsshares Percent of orderSize |
| maxExposureSize | INT | | 0 | maximum simultaneous cumulative child order public size exposure 1 orderActiveSize order can overfill if orderActiveSize and numMakeExchanges 1 |
| publicSize | enum - PublicSizeHandling | | 'None' | public order size handling Nonealgo default Randomizerandomize public size MktSizeexpose typical market size FullSizeexpose entire order size where possible FullSizeRrandomize full size |
| 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 |
| 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 |
| progressRule | enum - ProgressRule | | 'None' | Immediate all size immediately available TWAP work from arrival to expiration VWAP work order not faster than participation rate |
| progressSliceCnt | TINYINT UNSIGNED | | 0 | number of slices to use default 4 or 8 max 20 |
| vwapParticipation | FLOAT | | 0 | target vwap participation rate target of trade activity |
| auctionResponder | enum - AuctionResponder | | 'None' | if set parent order can be an auction responder |
| atsAuctionEngage | enum - AtsAuctionEngage | | 'None' | perorder ATSauction engage Noneinherit account Disableno auctions FlashBlockBothforceinitiate that type |
| 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 and surface based take limit calculations |
| incMakeExchFee | enum - IncExchFee | | 'None' | include exchange fee in probability and surface based make limit calculations |
| makeExchRule | enum - MakeExchRule | | 'None' | ActiveMaker exchange preference rule MaxPart maximize participation FeeOrder minimize fees maximize rebates ImprvOnly will only make when improving NBBO RoundRobin will rotate through exch list |
| cxlUPrcRange | enum - UPrcCxl | | 'None' | cancel parent order ifwhen outside the uPrice range Halt also cancel if halted |
| minUBid | FLOAT | | 0 | optional |
| maxUAsk | FLOAT | | 0 | optional 001 none |
| minOptionPx | FLOAT | | 0 | optional option price floor for tied to stock orders |
| 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 |
| orderDuration | INT | | 0 | optional number of seconds |
| 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 |
| orderPrcLimit | DOUBLE | | 0 | Applies if LimitType Prc |
| orderRefUPrc | DOUBLE | | 0 | defaultunderliermid |
| orderRefDelta | FLOAT | | 0 | defaultoptiondelta |
| orderRefGamma | FLOAT | | 0 | defaultoptiongamma |
| orderVolLimit | FLOAT | | 0 | Applies if LimitType Vol uses SR dividends and borrow rates |
| rateOverride | FLOAT | | 0 | zero ignore zero override |
| sdivOverride | FLOAT | | 0 | |
| ddivOverride | TINYTEXT | | '' | discrete dividend string override yearsToExpirydivYearsdivAmountdivYearsdivAmount |
| overrideCode | enum - OverrideCode | | 'None' | |
| orderPrcOffset | DOUBLE | | 0 | default0 surface relX and pegX limit offsets |
| 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 |
| takeSurfPrcOffset | DOUBLE | | 0 | default0 |
| takeSurfVolOffset | FLOAT | | 0 | default0 |
| takeSurfWidthOffset | FLOAT | | 0 | 1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth |
| makeSurfPrcOffset | DOUBLE | | 0 | default0 |
| makeSurfTickOffset | INT | | 0 | default0 |
| makeSurfVolOffset | FLOAT | | 0 | default0 |
| makeSurfWidthOffset | FLOAT | | 0 | 1x to 1x 10 05 avgMktWidth 10 05 avgMktWidth |
| orderRefEventMult | FLOAT | | 0 | |
| orderRefEventDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| nbboCap | enum - NbboCap | | 'None' | indicates if order is capped at NBBO or 1 5 10 pennies through |
| externHedgeExDest | VARCHAR(16) | | '' | external broker exDest only used if orderHandlingExtern Should match FixRoutingTabledestination type eg Nighthawk |
| externHedgeParams | TINYTEXT | | '' | external algo namesparameters usually just an algo name usually copied from the FixRoutingTableexternParams |
| spdrOrderStatus | enum - SpdrOrderStatus | | 'PendNew' | |
| spdrCloseReason | enum - SpdrCloseReason | | 'None' | |
| spdrRejectReason | enum - SpdrRejectReason | | 'None' | |
| spdrRejectLevel | enum - SpdrRiskLevel | | 'None' | |
| firmType | enum - FirmType | | 'None' | |
| orderCapacity | enum - OrderCapacity | | 'None' | |
| ssaleFlag | enum - ShortSaleFlag | | 'None' | primary short sale flag single leg orders |
| positionType | enum - PositionType | | 'None' | primary position type single leg orders |
| arriveFirmPos | INT | | 0 | firm position resolved parent order arrival |
| arriveSSaleFlag | enum - ShortSaleFlag | | 'None' | primary short sale flag single leg orders resolved parent order arrival short if any of order size would be short |
| noCrossGroup | VARCHAR(16) | | '' | |
| exchTraderId | VARCHAR(16) | | '' | |
| largeTraderId | VARCHAR(16) | | '' | |
| tradingLocation | VARCHAR(16) | | '' | |
| firmPosition | INT | | 0 | |
| openSellSh | INT | | 0 | |
| locateQuan | INT | | 0 | available locate quantity if selling short arrival time |
| locateFirm | VARCHAR(6) | | '' | locate firm usually an MPID |
| locatePool | VARCHAR(16) | | '' | locate pool locate firm |
| clearingFirm | VARCHAR(4) | | '' | clearing firm from AccountConfig may not match parent execution |
| clearingAccnt | VARCHAR(12) | | '' | clearing firm from AccountConfig may not match parent execution |
| catReportable | enum - CatReportType | | 'None' | CAT reportable type from AccountConfigcatReportable |
| catSrcBrkrIMID | VARCHAR(16) | | '' | BD firm FDID only exists if a BD is the source supplied by FINRA fbo client from ClientFirmcatSrcBrkrIMID |
| catSrcAccntType | enum - CatAccntType | | 'None' | CAT account holder type from AccountConfigcatSrcAccntType Eqt Opt |
| catSrcFirmType | enum - CatFirmType | | 'None' | CAT source type from AccountConfigcatSrcType Eqt Opt |
| catDestDeptType | enum - CatDeptType | | 'None' | Infer from ParentOrder Agency or ATS BlockInitiateBlockRespond |
| catAccnt | TINYTEXT | | '' | CAT Firm Designated ID |
| catBrkrAccnt | TINYTEXT | | '' | Brokers CAT Firm Designated ID |
| cumFillQuantity | INT | | 0 | |
| avgFillPrice | DOUBLE | | 0 | |
| avgFillUPrice | DOUBLE | | 0 | |
| leavesQty | INT | | 0 | |
| lastFillNumber | BIGINT | | 0 | |
| lastFillDttm | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| completionType | enum - CompletionType | | 'None' | None DAC POC TAS TACO BTIC |
| completionState | enum - CompletionState | | 'None' | |
| avgCompletionPrice | DOUBLE | | 0 | completion trade price final trade price also avg completion 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 |
| reviewClOrdId | VARCHAR(24) | | '' | |
| reviewOrigClOrdId | VARCHAR(24) | | '' | |
| reviewCancelClOrdId | VARCHAR(24) | | '' | |
| reviewOrderSize | INT | | 0 | |
| reviewOrderActiveSize | INT | | 0 | |
| reviewCumFillQuantity | INT | | 0 | |
| reviewAvgFillPrice | DOUBLE | | 0 | |
| reviewLeavesQty | INT | | 0 | |
| reviewOrderStatus | enum - SpdrOrderStatus | | 'PendNew' | |
| maxProgress | enum - MaxProgress | | 'None' | |
| maxProgressDetail | VARCHAR(48) | | '' | |
| maxProgressTime | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| numChildOrders | INT | | 0 | is390Eligible numChildOrders 0 if parent order is 390 Eligible and also generated at least 1 child order |
| numRegCount | INT | | 0 | prototype field SPR29209 |
| nbboBid | DOUBLE | | 0 | best nbbo bid arrival time |
| nbboAsk | DOUBLE | | 0 | best nbbo ask arrival time |
| nbboBidSz | INT | | 0 | public cumulative bid size nbboBid |
| nbboAskSz | INT | | 0 | public cumulative ask size nbboAsk |
| mktStance | enum - MktStance | | 'None' | |
| parentStrategy | VARCHAR(36) | | '' | client strategy usually client supplied |
| ticker_at | enum - AssetType | | 'None' | underlier option only |
| ticker_ts | enum - TickerSrc | | 'None' | underlier option only |
| ticker_tk | VARCHAR(12) | | '' | underlier option only |
| 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' | |
| notionalMult | FLOAT | | 0 | |
| securityID | VARCHAR(24) | | '' | from ProductDefinitionsecurityID |
| securityDesc | TINYTEXT | | '' | from ProductDefinitionsecurityDesc |
| productGroup | VARCHAR(6) | | '' | from ProductDefinitionproductGroup |
| productClass | enum - ProductClass | | 'None' | from ProductDefinitionproductClass |
| undKey_at | enum - AssetType | | 'None' | from ProductDefinitionundKey |
| undKey_ts | enum - TickerSrc | | 'None' | from ProductDefinitionundKey |
| undKey_tk | VARCHAR(12) | | '' | from ProductDefinitionundKey |
| undKey_yr | SMALLINT UNSIGNED | | 0 | from ProductDefinitionundKey |
| undKey_mn | TINYINT UNSIGNED | | 0 | from ProductDefinitionundKey |
| undKey_dy | TINYINT UNSIGNED | | 0 | from ProductDefinitionundKey |
| undType | enum - SpdrKeyType | | 'None' | from ProductDefinitionundType |
| uSecDesc | VARCHAR(6) | | '' | options only underlier security description |
| priceFormat | enum - PriceFormat | | 'None' | |
| 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 |
| timestamp | DATETIME(6) | | '1900-01-01 00:00:00.000000' | |
| includeSRNetwork | enum - InclExclDisclose | | 'None' | |
| DirectedCounterPartyList | JSON | | 'JSON_ARRAY()' | |
| OrderLegsList | JSON | | 'JSON_ARRAY()' | |