UserAuctionFilter
METADATA
| Attribute | Value |
|---|---|
| Topic | 1800-client-config |
| MLink Token | SRATS |
| Product | SRTrade |
| accessType | SELECT,UPDATE,INSERT,DELETE |
| MLink Endpoint | MLink-Live |
Table Definition
| Field | Type | Key | Default Value | Comment |
|---|---|---|---|---|
| userName | VARCHAR(24) | PRI | '' | |
| filterName | VARCHAR(16) | PRI | '' | |
| clientFirm | VARCHAR(16) | '' | client firm of the user this filter belongs to | |
| disabled | enum - YesNo | 'None' | ||
| includeCovered | enum - YesNo | 'None' | must match if not None | |
| includeETFs | enum - YesNo | 'None' | must match if not None | |
| includeADRs | enum - YesNo | 'None' | must match if not None | |
| includeIndexes | enum - YesNo | 'None' | must match if not None | |
| minUPrc | FLOAT | 0 | min underlier price | |
| hasUAvgDailyVlmFilter | enum - YesNo | 'None' | if Yes use fields minUAvgDailyVlm maxUAvgDailyVlm | |
| minUAvgDailyVlm | FLOAT | 0 | min underlier avg daily volume in 1mm increments | |
| maxUAvgDailyVlm | FLOAT | 0 | max underlier avg daily volume in 1mm increments | |
| minSize | FLOAT | 0 | min order size no decimals | |
| minAbsVega | FLOAT | 0 | min absolute vega no decimals | |
| hasAbsDeltaFilter | enum - YesNo | 'None' | if Yes use fields minAbsDelta maxAbsDelta | |
| minAbsDelta | FLOAT | 0 | min absolute delta | |
| maxAbsDelta | FLOAT | 0 | max absolute delta | |
| hasXDeltaFilter | enum - YesNo | 'None' | if Yes use fields minXDelta maxXDelta | |
| minXDelta | FLOAT | 0 | ||
| maxXDelta | FLOAT | 0 | ||
| hasAtmSVolFilter | enum - YesNo | 'None' | if Yes use fields minAtmSVol maxAtmSVol | |
| minAtmSVol | FLOAT | 0 | ||
| maxAtmSVol | FLOAT | 0 | ||
| hasAtmSDivFilter | enum - YesNo | 'None' | if Yes use fields minAtmSDiv maxAtmSDiv | |
| minAtmSDiv | FLOAT | 0 | ||
| maxAtmSDiv | FLOAT | 0 | ||
| hasStrikeFilters | enum - YesNo | 'None' | if Yes use fields minStrike maxStrike | |
| minStrike | DOUBLE | 0 | ||
| maxStrike | DOUBLE | 0 | ||
| hasExpiryDays | enum - YesNo | 'None' | if Yes use fields minExpiryDays maxExpiryDays | |
| minExpiryDays | INT | 0 | min days to expiration | |
| maxExpiryDays | INT | 0 | max days to expiration | |
| includeZDte | enum - YesNo | 'None' | must match if not None | |
| includeDaily | enum - YesNo | 'None' | must match if not None | |
| includeWeekly | enum - YesNo | 'None' | must match if not None | |
| includeRegular | enum - YesNo | 'None' | must match if not None | |
| includeQuarterly | enum - YesNo | 'None' | must match if not None | |
| includeLongTerm | enum - YesNo | 'None' | must match if not None | |
| includeOtherExp | enum - YesNo | 'None' | must match if not None | |
| includeFlex | enum - YesNo | 'None' | must match if not None | |
| includeDirected | enum - YesNo | 'None' | must match if not None | |
| includeCommPaying | enum - YesNo | 'None' | must match if not None | |
| direction | enum - BuySell | 'None' | must match if not None Buy Buy Regular or Sell Flipped Buy cust is buying | |
| netVegaDirection | enum - BuySell | 'None' | must match if not None Buy cust is buying net vega | |
| modifiedBy | VARCHAR(24) | '' | ||
| modifiedIn | enum - SysEnvironment | 'None' | ||
| timestamp | DATETIME(6) | '1900-01-01 00:00:00.000000' | ||
| AuctionSourcesList | JSON | 'JSON_ARRAY()' | ||
| AuctionTypesList | JSON | 'JSON_ARRAY()' | ||
| ExcludeTickerList | JSON | 'JSON_ARRAY()' | ||
| ExpiriesList | JSON | 'JSON_ARRAY()' | ||
| IncludeTickerList | JSON | 'JSON_ARRAY()' | ||
| IndustryList | JSON | 'JSON_ARRAY()' | ||
| SpreadClassesList | JSON | 'JSON_ARRAY()' |
PRIMARY KEY DEFINITION (Unique)
| Field | Sequence |
|---|---|
| userName | 1 |
| filterName | 2 |
JSON Block (AuctionSourcesList)
| Field | Type | Comment |
|---|---|---|
| auctionSource | enum - AuctionSource |
JSON Block (AuctionTypesList)
| Field | Type | Comment |
|---|---|---|
| auctionType | enum - AuctionType |
JSON Block (ExcludeTickerList)
| Field | Type | Comment |
|---|---|---|
| ticker | enum - ticker |
JSON Block (ExpiriesList)
| Field | Type | Comment |
|---|---|---|
| expiry | enum - expiry | must match one of expirations included in repeating group if Expiries repeating group is nonempty |
JSON Block (IncludeTickerList)
| Field | Type | Comment |
|---|---|---|
| ticker | enum - ticker |
JSON Block (IndustryList)
| Field | Type | Comment |
|---|---|---|
| industry | enum - industry | industry string prefix must match left edge |
JSON Block (SpreadClassesList)
| Field | Type | Comment |
|---|---|---|
| spreadClass | enum - SpreadClass |
CREATE TABLE EXAMPLE QUERY
CREATE TABLE `SRTrade`.`MsgUserAuctionFilter` (
`userName` VARCHAR(24) NOT NULL DEFAULT '',
`filterName` VARCHAR(16) NOT NULL DEFAULT '',
`clientFirm` VARCHAR(16) NOT NULL DEFAULT '' COMMENT 'client firm of the user this filter belongs to',
`disabled` ENUM('None','Yes','No') NOT NULL DEFAULT 'None',
`includeCovered` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeETFs` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeADRs` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeIndexes` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`minUPrc` FLOAT NOT NULL DEFAULT 0 COMMENT 'min underlier price',
`hasUAvgDailyVlmFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minUAvgDailyVlm, maxUAvgDailyVlm',
`minUAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'min underlier avg daily volume (in $1mm increments)',
`maxUAvgDailyVlm` FLOAT NOT NULL DEFAULT 0 COMMENT 'max underlier avg daily volume (in $1mm increments)',
`minSize` FLOAT NOT NULL DEFAULT 0 COMMENT 'min order size (no decimals)',
`minAbsVega` FLOAT NOT NULL DEFAULT 0 COMMENT 'min absolute vega (no decimals)',
`hasAbsDeltaFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAbsDelta, maxAbsDelta',
`minAbsDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'min absolute delta',
`maxAbsDelta` FLOAT NOT NULL DEFAULT 0 COMMENT 'max absolute delta',
`hasXDeltaFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minXDelta, maxXDelta',
`minXDelta` FLOAT NOT NULL DEFAULT 0,
`maxXDelta` FLOAT NOT NULL DEFAULT 0,
`hasAtmSVolFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAtmSVol, maxAtmSVol',
`minAtmSVol` FLOAT NOT NULL DEFAULT 0,
`maxAtmSVol` FLOAT NOT NULL DEFAULT 0,
`hasAtmSDivFilter` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minAtmSDiv, maxAtmSDiv',
`minAtmSDiv` FLOAT NOT NULL DEFAULT 0,
`maxAtmSDiv` FLOAT NOT NULL DEFAULT 0,
`hasStrikeFilters` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minStrike, maxStrike',
`minStrike` DOUBLE NOT NULL DEFAULT 0,
`maxStrike` DOUBLE NOT NULL DEFAULT 0,
`hasExpiryDays` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'if Yes use fields: minExpiryDays, maxExpiryDays',
`minExpiryDays` INT NOT NULL DEFAULT 0 COMMENT 'min days to expiration',
`maxExpiryDays` INT NOT NULL DEFAULT 0 COMMENT 'max days to expiration',
`includeZDte` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeDaily` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeWeekly` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeRegular` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeQuarterly` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeLongTerm` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeOtherExp` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeFlex` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeDirected` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`includeCommPaying` ENUM('None','Yes','No') NOT NULL DEFAULT 'None' COMMENT 'must match if not None',
`direction` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'must match if not None (Buy = Buy Regular or Sell Flipped) (Buy = cust is buying)',
`netVegaDirection` ENUM('None','Buy','Sell') NOT NULL DEFAULT 'None' COMMENT 'must match if not None (Buy = cust is buying net vega)',
`modifiedBy` VARCHAR(24) NOT NULL DEFAULT '',
`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',
`AuctionSourcesList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(AuctionSourcesList)),
`AuctionTypesList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(AuctionTypesList)),
`ExcludeTickerList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(ExcludeTickerList)),
`ExpiriesList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(ExpiriesList)),
`IncludeTickerList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(IncludeTickerList)),
`IndustryList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(IndustryList)),
`SpreadClassesList` JSON NOT NULL DEFAULT JSON_ARRAY() CHECK(JSON_VALID(SpreadClassesList)),
PRIMARY KEY USING HASH (`userName`,`filterName`)
) ENGINE=SRSE DEFAULT CHARSET=LATIN1 COMMENT='';
SELECT TABLE EXAMPLE QUERY
SELECT
`userName`,
`filterName`,
`clientFirm`,
`disabled`,
`includeCovered`,
`includeETFs`,
`includeADRs`,
`includeIndexes`,
`minUPrc`,
`hasUAvgDailyVlmFilter`,
`minUAvgDailyVlm`,
`maxUAvgDailyVlm`,
`minSize`,
`minAbsVega`,
`hasAbsDeltaFilter`,
`minAbsDelta`,
`maxAbsDelta`,
`hasXDeltaFilter`,
`minXDelta`,
`maxXDelta`,
`hasAtmSVolFilter`,
`minAtmSVol`,
`maxAtmSVol`,
`hasAtmSDivFilter`,
`minAtmSDiv`,
`maxAtmSDiv`,
`hasStrikeFilters`,
`minStrike`,
`maxStrike`,
`hasExpiryDays`,
`minExpiryDays`,
`maxExpiryDays`,
`includeZDte`,
`includeDaily`,
`includeWeekly`,
`includeRegular`,
`includeQuarterly`,
`includeLongTerm`,
`includeOtherExp`,
`includeFlex`,
`includeDirected`,
`includeCommPaying`,
`direction`,
`netVegaDirection`,
`timestamp`,
`AuctionSourcesList`,
`AuctionTypesList`,
`ExcludeTickerList`,
`ExpiriesList`,
`IncludeTickerList`,
`IndustryList`,
`SpreadClassesList`
FROM `SRTrade`.`MsgUserAuctionFilter`
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
UPDATE TABLE EXAMPLE QUERY
UPDATE `SRTrade`.`MsgUserAuctionFilter`
SET
/* Replace with a VARCHAR(16) */
`clientFirm` = 'Example_clientFirm',
/* Replace with a ENUM('None','Yes','No') */
`disabled` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeCovered` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeETFs` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeADRs` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeIndexes` = 'None',
/* Replace with a FLOAT */
`minUPrc` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasUAvgDailyVlmFilter` = 'None',
/* Replace with a FLOAT */
`minUAvgDailyVlm` = 1.23,
/* Replace with a FLOAT */
`maxUAvgDailyVlm` = 1.23,
/* Replace with a FLOAT */
`minSize` = 1.23,
/* Replace with a FLOAT */
`minAbsVega` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAbsDeltaFilter` = 'None',
/* Replace with a FLOAT */
`minAbsDelta` = 1.23,
/* Replace with a FLOAT */
`maxAbsDelta` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasXDeltaFilter` = 'None',
/* Replace with a FLOAT */
`minXDelta` = 1.23,
/* Replace with a FLOAT */
`maxXDelta` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSVolFilter` = 'None',
/* Replace with a FLOAT */
`minAtmSVol` = 1.23,
/* Replace with a FLOAT */
`maxAtmSVol` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSDivFilter` = 'None',
/* Replace with a FLOAT */
`minAtmSDiv` = 1.23,
/* Replace with a FLOAT */
`maxAtmSDiv` = 1.23,
/* Replace with a ENUM('None','Yes','No') */
`hasStrikeFilters` = 'None',
/* Replace with a DOUBLE */
`minStrike` = 4.56,
/* Replace with a DOUBLE */
`maxStrike` = 4.56,
/* Replace with a ENUM('None','Yes','No') */
`hasExpiryDays` = 'None',
/* Replace with a INT */
`minExpiryDays` = 5,
/* Replace with a INT */
`maxExpiryDays` = 5,
/* Replace with a ENUM('None','Yes','No') */
`includeZDte` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeDaily` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeWeekly` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeRegular` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeQuarterly` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeLongTerm` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeOtherExp` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeFlex` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeDirected` = 'None',
/* Replace with a ENUM('None','Yes','No') */
`includeCommPaying` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`direction` = 'None',
/* Replace with a ENUM('None','Buy','Sell') */
`netVegaDirection` = 'None',
/* Replace with a DATETIME(6) */
`timestamp` = '2022-01-01 12:34:56.000000',
/* Replace with a JSON */
`AuctionSourcesList` = '{"key": "value"}',
/* Replace with a JSON */
`AuctionTypesList` = '{"key": "value"}',
/* Replace with a JSON */
`ExcludeTickerList` = '{"key": "value"}',
/* Replace with a JSON */
`ExpiriesList` = '{"key": "value"}',
/* Replace with a JSON */
`IncludeTickerList` = '{"key": "value"}',
/* Replace with a JSON */
`IndustryList` = '{"key": "value"}',
/* Replace with a JSON */
`SpreadClassesList` = '{"key": "value"}'
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
INSERT TABLE EXAMPLE QUERY
INSERT INTO `SRTrade`.`MsgUserAuctionFilter`(
/* Replace with a VARCHAR(24) */
`userName`,
/* Replace with a VARCHAR(16) */
`filterName`,
/* Replace with a VARCHAR(16) */
`clientFirm`,
/* Replace with a ENUM('None','Yes','No') */
`disabled`,
/* Replace with a ENUM('None','Yes','No') */
`includeCovered`,
/* Replace with a ENUM('None','Yes','No') */
`includeETFs`,
/* Replace with a ENUM('None','Yes','No') */
`includeADRs`,
/* Replace with a ENUM('None','Yes','No') */
`includeIndexes`,
/* Replace with a FLOAT */
`minUPrc`,
/* Replace with a ENUM('None','Yes','No') */
`hasUAvgDailyVlmFilter`,
/* Replace with a FLOAT */
`minUAvgDailyVlm`,
/* Replace with a FLOAT */
`maxUAvgDailyVlm`,
/* Replace with a FLOAT */
`minSize`,
/* Replace with a FLOAT */
`minAbsVega`,
/* Replace with a ENUM('None','Yes','No') */
`hasAbsDeltaFilter`,
/* Replace with a FLOAT */
`minAbsDelta`,
/* Replace with a FLOAT */
`maxAbsDelta`,
/* Replace with a ENUM('None','Yes','No') */
`hasXDeltaFilter`,
/* Replace with a FLOAT */
`minXDelta`,
/* Replace with a FLOAT */
`maxXDelta`,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSVolFilter`,
/* Replace with a FLOAT */
`minAtmSVol`,
/* Replace with a FLOAT */
`maxAtmSVol`,
/* Replace with a ENUM('None','Yes','No') */
`hasAtmSDivFilter`,
/* Replace with a FLOAT */
`minAtmSDiv`,
/* Replace with a FLOAT */
`maxAtmSDiv`,
/* Replace with a ENUM('None','Yes','No') */
`hasStrikeFilters`,
/* Replace with a DOUBLE */
`minStrike`,
/* Replace with a DOUBLE */
`maxStrike`,
/* Replace with a ENUM('None','Yes','No') */
`hasExpiryDays`,
/* Replace with a INT */
`minExpiryDays`,
/* Replace with a INT */
`maxExpiryDays`,
/* Replace with a ENUM('None','Yes','No') */
`includeZDte`,
/* Replace with a ENUM('None','Yes','No') */
`includeDaily`,
/* Replace with a ENUM('None','Yes','No') */
`includeWeekly`,
/* Replace with a ENUM('None','Yes','No') */
`includeRegular`,
/* Replace with a ENUM('None','Yes','No') */
`includeQuarterly`,
/* Replace with a ENUM('None','Yes','No') */
`includeLongTerm`,
/* Replace with a ENUM('None','Yes','No') */
`includeOtherExp`,
/* Replace with a ENUM('None','Yes','No') */
`includeFlex`,
/* Replace with a ENUM('None','Yes','No') */
`includeDirected`,
/* Replace with a ENUM('None','Yes','No') */
`includeCommPaying`,
/* Replace with a ENUM('None','Buy','Sell') */
`direction`,
/* Replace with a ENUM('None','Buy','Sell') */
`netVegaDirection`,
/* Replace with a DATETIME(6) */
`timestamp`,
/* Replace with a JSON */
`AuctionSourcesList`,
/* Replace with a JSON */
`AuctionTypesList`,
/* Replace with a JSON */
`ExcludeTickerList`,
/* Replace with a JSON */
`ExpiriesList`,
/* Replace with a JSON */
`IncludeTickerList`,
/* Replace with a JSON */
`IndustryList`,
/* Replace with a JSON */
`SpreadClassesList`
)
VALUES(
'Example_userName',
'Example_filterName',
'Example_clientFirm',
'None',
'None',
'None',
'None',
'None',
1.23,
'None',
1.23,
1.23,
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
1.23,
1.23,
'None',
4.56,
4.56,
'None',
5,
5,
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'None',
'2022-01-01 12:34:56.000000',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}',
'{"key": "value"}'
);
DELETE TABLE EXAMPLE QUERY
DELETE FROM `SRTrade`.`MsgUserAuctionFilter`
WHERE
/* Replace with a VARCHAR(24) */
`userName` = 'Example_userName'
AND
/* Replace with a VARCHAR(16) */
`filterName` = 'Example_filterName';
Doc Columns Query
SELECT * FROM SRTrade.doccolumns WHERE TABLE_NAME='UserAuctionFilter' ORDER BY ordinal_position ASC;