by Israr Ahmed
The following SQL can be used to link together cascaded futures back to their parent contracts. It’s a useful SQL as an audit report and to track the relationship and ensure that the position and price have cascades correctly.
[Sometimes copying and pasting from another source introduces unseen line breaks / characters into the paste. To make sure this is a clean copy / paste into the Endur ISQL window , first use this ‘remove line break’ site to clean up the SQL ]
| SELECT rt.parent_tran_num , ab1.toolset as parent_toolset , ab1.ins_type as parent_ins_type , m1.contract_code as parent_contract_code , h1.ticker asparent_ticker , m1.expiration_date as parent_expiration_date , ab1.trade_date as parent_trade_date ,rt.roll_tran_num as child_tran_num , ab2.toolset as child_toolset , ab2.ins_type as child_ins_type , m2.contract_code as child_contract_code,h2.ticker as child_ticker , ab2.trade_date as child_trade_date , ab2.price as child_deal_price  FROM roll_trade_record rt LEFT OUTER JOIN ab_tran ab1 ON ( rt.parent_tran_num = ab1.tran_num ) LEFT OUTER JOIN ab_tran ab2 ON ( rt.roll_tran_num = ab2.tran_num ) LEFT OUTER JOIN header h1 ON ( ab1.ins_num = h1.ins_num ) LEFT OUTER JOIN header h2 ON ( ab2.ins_num = h2.ins_num ) LEFT OUTER JOIN misc_ins m1 ON ( h1.ins_num = m1.ins_num ) LEFT OUTER JOIN misc_ins m2 ON ( h2.ins_num = m2.ins_num )  where ( rt.parent_tran_num > 0 ) |
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