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Version: Upcoming

SRSweepDetail

V8 Message Definiton

SpdrSweepDetail records are published by execution engines when sweep trigger groups are processed

METADATA

AttributeValue
Topic2270-execution-engine
MLink TokenClientTrading
ProductSRTrade
accessTypeSELECT
MLink EndpointMLink-Order

Table Definition

FieldTypeKeyDefault ValueComment
parentNumberCHAR(19)PRI'0000-0000-0000-0000'
engineNameVARCHAR(32)''SpiderRock execution engine that handled the parent order
accntVARCHAR(16)''
clientFirmVARCHAR(16)''
riskGroupIdCHAR(19)'0000-0000-0000-0000'
triggerGroupIdBIGINT0WaitTrigger group Id
secKey_atenum - AssetType'None'
secKey_tsenum - TickerSrc'None'
secKey_tkVARCHAR(12)''
secKey_yrSMALLINT UNSIGNED0
secKey_mnTINYINT UNSIGNED0
secKey_dyTINYINT UNSIGNED0
secKey_xxDOUBLE0
secKey_cpenum - CallPut'Call'
secTypeenum - SpdrKeyType'None'
parentOrderSizeINT0
parentLimitPriceDOUBLE0
orderSideenum - BuySell'None'
isISOSweepenum - YesNo'None'
riskLimitSizeINT0
riskLimitReasonenum - SpdrRisk'None'
riskLimitDetailTINYTEXT''
nbboBid1DOUBLE0
nbboAsk1DOUBLE0
nbboBidSize1INT0
nbboAskSize1INT0
nbboBidCnt1TINYINT UNSIGNED0
nbboAskCnt1TINYINT UNSIGNED0
nbboBidMask1BIGINT0
nbboAskMask1BIGINT0
nbboBid2DOUBLE0
nbboAsk2DOUBLE0
nbboBidSize2INT0
nbboAskSize2INT0
nbboBidCnt2TINYINT UNSIGNED0
nbboAskCnt2TINYINT UNSIGNED0
nbboBidMask2BIGINT0
nbboAskMask2BIGINT0
netTimestampBIGINT0
timestampDATETIME(6)'1900-01-01 00:00:00.000000'

PRIMARY KEY DEFINITION (Unique)

FieldSequence
parentNumber1

SELECT TABLE EXAMPLE QUERY

SELECT *
FROM `SRTrade`.`MsgSRSweepDetail`
WHERE
/* Replace with a CHAR(19) */
`parentNumber` = 'Example_parentNumber';

Doc Columns Query

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