Version: Upcoming

SpdrSetActiveSize

SpdrSetActiveSize records control the active working size for parent orders that are locked (have active size controls). These records can be modified by ClientRiskTrader and ClientStageTrader user types.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	SystemData
Product	SRTrade
accessType	SELECT,UPDATE,INSERT,DELETE

Table Definition

Field	Type	Key	Default Value	Comment
accnt	VARCHAR(16)	PRI	''	SR trading account
secKey_at	enum - AssetType	PRI	'None'	Composite Security Key
secKey_ts	enum - TickerSrc	PRI	'None'	Composite Security Key
secKey_tk	VARCHAR(12)	PRI	''	Composite Security Key
secKey_yr	SMALLINT UNSIGNED	PRI	0	Composite Security Key
secKey_mn	TINYINT UNSIGNED	PRI	0	Composite Security Key
secKey_dy	TINYINT UNSIGNED	PRI	0	Composite Security Key
secKey_xx	DOUBLE	PRI	0	Composite Security Key
secKey_cp	enum - CallPut	PRI	'Call'	Composite Security Key
secType	enum - SpdrKeyType	PRI	'None'	Security Type Stock Future Option
groupingCode	CHAR(19)	PRI	'0000-0000-0000-0000'
spdrSource	enum - SpdrSource	PRI	'None'
orderSide	enum - BuySell	PRI	'None'
clientFirm	VARCHAR(16)	PRI	''	SR client firm
orderActiveSize	INT		0
startDttm	DATETIME(6)		'2000-01-01'	optional parent order start time
activeDuration	INT		-1	optional number of seconds
closeIfFilled	enum - YesNo		'None'	close order if active size is cumFillQuantity
clArriveMark	FLOAT		0	note will pass through as SpdrParentExecutionclArriveMark
modifiedBy	VARCHAR(24)		''	user who last modified this record
modifiedIn	enum - SysEnvironment		'None'
timestamp	DATETIME(6)		'1900-01-01 00:00:00.000000'	timestamp of last modification

PRIMARY KEY DEFINITION (Unique)

Field	Sequence
accnt	1
secKey_tk	2
secKey_yr	3
secKey_mn	4
secKey_dy	5
secKey_xx	6
secKey_cp	7
secKey_at	8
secKey_ts	9
secType	10
groupingCode	11
spdrSource	12
orderSide	13
clientFirm	14

CREATE TABLE EXAMPLE QUERY

CREATE TABLE `SRTrade`.`MsgSRSetActiveSize` (
    `accnt` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR trading account',
    `secKey_at` ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') NOT NULL DEFAULT 'None' COMMENT 'Composite Security Key',
    `secKey_ts` ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') NOT NULL DEFAULT 'None' COMMENT 'Composite Security Key',
    `secKey_tk` VARCHAR(12) NOT NULL DEFAULT '' COMMENT 'Composite Security Key',
    `secKey_yr` SMALLINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_mn` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_dy` TINYINT UNSIGNED NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_xx` DOUBLE NOT NULL DEFAULT 0 COMMENT 'Composite Security Key',
    `secKey_cp` ENUM('Call','Put','Pair') NOT NULL DEFAULT 'Call' COMMENT 'Composite Security Key',
    `secType` ENUM('None','Stock','Future','Option','MLeg') NOT NULL DEFAULT 'None' COMMENT 'Security Type [Stock, Future, Option]',
    `groupingCode` CHAR(19) NOT NULL DEFAULT '0000-0000-0000-0000',
    `spdrSource` ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') NOT NULL DEFAULT 'None',
    `orderSide` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None',
    `clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'SR client firm',
    `orderActiveSize` INT NOT NULL DEFAULT 0,
    `startDttm` DATETIME(6) NOT NULL DEFAULT '2000-01-01' COMMENT '[optional] (parent order start time)',
    `activeDuration` INT NOT NULL DEFAULT -1 COMMENT '[optional] (number of seconds)',
    `closeIfFilled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'close order if active size is <= cumFillQuantity',
    `clArriveMark` FLOAT NOT NULL DEFAULT 0 COMMENT 'note: will pass through as SpdrParentExecution.clArriveMark',
    `modifiedBy` VARCHAR(24) NOT NULL DEFAULT '' COMMENT 'user who last modified this record',
    `modifiedIn` ENUM('None','Neptune','Pluto','V7_Stable','V7_Latest','Saturn','Venus','Mars','SysTest','V7_Current') NOT NULL DEFAULT 'None',
    `timestamp` DATETIME(6) NOT NULL DEFAULT '1900-01-01 00:00:00.000000' COMMENT 'timestamp of last modification',
    CONSTRAINT nonnegative_groupingCode CHECK(ASCII(groupingCode) < 56),
    PRIMARY KEY USING HASH (`accnt`,`secKey_tk`,`secKey_yr`,`secKey_mn`,`secKey_dy`,`secKey_xx`,`secKey_cp`,`secKey_at`,`secKey_ts`,`secType`,`groupingCode`,`spdrSource`,`orderSide`,`clientFirm`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='SpdrSetActiveSize records control the active working size for parent orders that are locked (have active size controls).  These records can be modified by ClientRiskTrader and ClientStageTrader user types.';

SELECT TABLE EXAMPLE QUERY

SELECT
    `accnt`,
    `secKey_at`,
    `secKey_ts`,
    `secKey_tk`,
    `secKey_yr`,
    `secKey_mn`,
    `secKey_dy`,
    `secKey_xx`,
    `secKey_cp`,
    `secType`,
    `groupingCode`,
    `spdrSource`,
    `orderSide`,
    `clientFirm`,
    `orderActiveSize`,
    `startDttm`,
    `activeDuration`,
    `closeIfFilled`,
    `clArriveMark`,
    `timestamp`
FROM `SRTrade`.`MsgSRSetActiveSize`
WHERE 
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `secKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') */ 
    `spdrSource` = 'None'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

UPDATE TABLE EXAMPLE QUERY

UPDATE `SRTrade`.`MsgSRSetActiveSize` 
SET
    /* Replace with a INT */ 
    `orderActiveSize` = 5,
    /* Replace with a DATETIME(6) */
    `startDttm` = '2022-01-01 12:34:56.000000',
    /* Replace with a INT */
    `activeDuration` = 5,
    /* Replace with a ENUM('None','Yes','No') */
    `closeIfFilled` = 'None',
    /* Replace with a FLOAT */
    `clArriveMark` = 1.23,
    /* Replace with a DATETIME(6) */
    `timestamp` = '2022-01-01 12:34:56.000000'
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `secKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') */ 
    `spdrSource` = 'None'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

INSERT TABLE EXAMPLE QUERY

INSERT INTO `SRTrade`.`MsgSRSetActiveSize`(
    /* Replace with a VARCHAR(16) */ 
    `accnt`,
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_at`,
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `secKey_ts`,
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk`,
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn`,
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy`,
    /* Replace with a DOUBLE */ 
    `secKey_xx`,
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp`,
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType`,
    /* Replace with a CHAR(19) */
    `groupingCode`,
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') */ 
    `spdrSource`,
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide`,
    /* Replace with a VARCHAR(16) */ 
    `clientFirm`,
    /* Replace with a INT */ 
    `orderActiveSize`,
    /* Replace with a DATETIME(6) */
    `startDttm`,
    /* Replace with a INT */
    `activeDuration`,
    /* Replace with a ENUM('None','Yes','No') */
    `closeIfFilled`,
    /* Replace with a FLOAT */
    `clArriveMark`,
    /* Replace with a DATETIME(6) */
    `timestamp`
) 
VALUES(
    'Example_accnt',
    'None',
    'None',
    'Example_secKey_tk',
    123,
    1,
    1,
    4.56,
    'Call',
    'None',
    'Example_groupingCode',
    'None',
    'None',
    'Example_clientFirm',
    5,
    '2022-01-01 12:34:56.000000',
    5,
    'None',
    1.23,
    '2022-01-01 12:34:56.000000'
);

DELETE TABLE EXAMPLE QUERY

DELETE FROM `SRTrade`.`MsgSRSetActiveSize` 
WHERE
    /* Replace with a VARCHAR(16) */ 
    `accnt` = 'Example_accnt'
  AND
    /* Replace with a ENUM('None','EQT','IDX','BND','CUR','COM','FUT','SYN','WAR','FLX','MUT','SPD','MM','MF','COIN','TOKEN','ANY') */ 
    `secKey_at` = 'None'
  AND
    /* Replace with a ENUM('None','SR','NMS','CME','ICE','CFE','CBOT','NYMEX','COMEX','RUT','CIDX','ARCA','NYSE','OTC','NSDQ','MFQS','MIAX','DJI','CUSIP','ISIN','BXE','ESX','ANY','CXE','DXE','NXAM','NXBR','NXDUB','NXLS','NXLDN','NXML','NXMLT','NXOS','NXP','EUREX','CEDX','ICEFE') */ 
    `secKey_ts` = 'None'
  AND
    /* Replace with a VARCHAR(12) */ 
    `secKey_tk` = 'Example_secKey_tk'
  AND
    /* Replace with a SMALLINT UNSIGNED */ 
    `secKey_yr` = 123
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_mn` = 1
  AND
    /* Replace with a TINYINT UNSIGNED */ 
    `secKey_dy` = 1
  AND
    /* Replace with a DOUBLE */ 
    `secKey_xx` = 4.56
  AND
    /* Replace with a ENUM('Call','Put','Pair') */ 
    `secKey_cp` = 'Call'
  AND
    /* Replace with a ENUM('None','Stock','Future','Option','MLeg') */ 
    `secType` = 'None'
  AND
    /* Replace with a CHAR(19) */
    `groupingCode` = 'Example_groupingCode'
  AND
    /* Replace with a ENUM('None','SpdrTicket','SpdrSingle','SRSE','FIX','HedgeTool','TradeHedge','OpenHedge','AutoHedge','Orphan','RiskManager','OrderManager','ManagedOrder','RFQRespSrvr','Legger','SRSEDrop','FixDrop','TicketDrop','SysTest','RFRResponse','AllocOmni','AllocClient','CertGateway','MLegResponse','LeggerX','DropManager','AutoHedgeSrvr','AuctionStrategySrvr','AllocBlockFace','AllocBlockCust','IceChatGateway','EXS2SRC','MLinkResponse','AutoResponderVD','AutoResponderRC','AutoResponderSN','AutoResponderBX','MLink') */ 
    `spdrSource` = 'None'
  AND
    /* Replace with a ENUM('None','Buy','Sell') */ 
    `orderSide` = 'None'
  AND
    /* Replace with a VARCHAR(16) */ 
    `clientFirm` = 'Example_clientFirm';

Doc Columns Query

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

METADATA​

Table Definition​

PRIMARY KEY DEFINITION (Unique)​

CREATE TABLE EXAMPLE QUERY​

SELECT TABLE EXAMPLE QUERY​

UPDATE TABLE EXAMPLE QUERY​

INSERT TABLE EXAMPLE QUERY​

DELETE TABLE EXAMPLE QUERY​

Doc Columns Query​