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Version: 8.4.08.4

Schema: FutureMinuteBar (ID: 1160)

FutureMinuteBar records are created once per minute for all future markets (outrights and spreads). These records are visible in SRSE and are published to the SpiderRock elastic cluster at the same time.

METADATA

AttributeValue
Topic1160-archive-data
MLink TokenFutSummaryData

Note: The symbol = next to a field number indicates that it is a primary key.

BODY

#FieldTypeComment
10=fkeyExpiryKey
100datestring(10)Trade Date
103timestring(8)Trade Time end of period (Bar)
106prtOpendoublePrint at open of period (Bar)
109prtHighdoubleHigh price during period (Bar)
112prtLowdoubleLow price during period (Bar)
115prtLastdoublePrint at close of period (Bar)
118prtVWapdoublePeriod (Bar) VWap
121prtVolumeintPeriod (Bar) number of contracts
124prtCountintNumber of prints during the period
127qteHiBiddoubleQuote bid high
130qteLoAskdoubleQuote ask low
133qteTwapdoubleQuote Twap
136qteCountintQuote number of contracts
139biddoubleBid at the time of the print
142askdoubleAsk at the time of the print
145bidSzintBid size at the time of print
148askSzintAsk size at the time of print
151widthfloatreference point for expWidth (SR debug use)
154isEOBenum : YesNois end-of-bar (every 10 minutes)
157isEOHenum : YesNois end-of-hour
160timestampDateTimesame as date + time

Get Schema API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'FutureMinuteBar'

# Request Parameters for Get Schema Of The MsgType
params = {
#Required Parameters
"apiKey": API_KEY,
"cmd": 'getschema',
"msgType": MSG_TYPE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msg API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'FutureMinuteBar'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned.
VIEW = 'date|time|prtOpen|prtHigh|prtLow|prtLast|prtVWap|prtVolume|prtCount|qteHiBid|qteLoAsk|qteTwap|qteCount|bid|ask|bidSz|askSz|width|isEOB|isEOH|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'time:eq:ExampleString'

# Request Parameters for getmsg Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getmsg',
"pkey": PKEY,
"msgType": MSG_TYPE,
# Optional Parameters
"view": VIEW,
"where": WHERE
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Msgs API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'FutureMinuteBar'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'date|time|prtOpen|prtHigh|prtLow|prtLast|prtVWap|prtVolume|prtCount|qteHiBid|qteLoAsk|qteTwap|qteCount|bid|ask|bidSz|askSz|width|isEOB|isEOH|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'time:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'date:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getmsgs',
"msgType": MSG_TYPE,
# Optional Parameters
"view": VIEW,
"where": WHERE,
"limit": LIMIT,
"order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Aggregate API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'FutureMinuteBar'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'date|time|prtOpen|prtHigh|prtLow|prtLast|prtVWap|prtVolume|prtCount|qteHiBid|qteLoAsk|qteTwap|qteCount|bid|ask|bidSz|askSz|width|isEOB|isEOH|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isEOB|isEOH'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'time:eq:ExampleString'

# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Count API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'FutureMinuteBar'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'time:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)