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Version: 8.4.08.4

Schema: BookControl (ID: 1635)

METADATA

AttributeValue
Topic1630-client-book-risk
MLink TokenSystemData
SRSE ProductSRControl

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

BODY

#FieldTypeComment
10=accntstring(16)
11=clientFirmstring(16)SR client firm
100bookStatusenum : BookStatus
103bookRiskMultiplierfloatbook risk multiplier (xRM)
106maxAccHaircutfloat(xRM) max pre-expiration target haircut ($37.50)
109minAccRhofloatminimum accnt rho (d$/dInt)
112maxAccRhofloatmaximum accnt rho (d$/dInt)
115minDDeltaintmin accnt $delta
118maxDDeltaintmax accnt $delta
121maxAccAbsWtVegafloat(xRM) max account abs wtVega (sum of abs{symbol net wtVega});wtVega = ve * vol / sqrt(max(0.1, years * 4))
124minAccWtVegafloat(xRM) minimum accnt net wtVega
127maxAccWtVegafloat(xRM) maximum accnt net wtVega
130minIndWtVegafloat(xRM) minimum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
133maxIndWtVegafloat(xRM) maximum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
136minSubWtVegafloat(xRM) minimum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
139maxSubWtVegafloat(xRM) maximum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
142minGrpWtVegafloat(xRM) minimum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
145maxGrpWtVegafloat(xRM) maximum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
148userTexttext1free form text
151modifiedBystring(24)user who last modified this record
154modifiedInenum : SysEnvironment
157timestampDateTimetimestamp of last modification

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 = 'BookControl'

# 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 = 'BookControl'

# 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 = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|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 = 'accnt: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 = 'BookControl'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|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 = 'accnt: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 = 'bookStatus: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 = 'BookControl'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp'

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

# 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 = 'accnt: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 = 'BookControl'

# 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 = 'accnt: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)