Schema: UserAuctionFilter (ID: 1915)

METADATA

Attribute	Value
Topic	1800-client-config
MLink Token	SRConnect
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	userName	string(24)
11=	filterName	string(16)
100	clientFirm	string(16)	client firm of the user this filter belongs to
151	disabled	enum : YesNo
114	includeCovered	enum : YesNo	must match if not None
115	includeETFs	enum : YesNo	must match if not None
116	includeADRs	enum : YesNo	must match if not None
117	includeIndexes	enum : YesNo	must match if not None
118	minUPrc	float	min underlier price
119	hasUAvgDailyVlmFilter	enum : YesNo	if Yes use fields: minUAvgDailyVlm, maxUAvgDailyVlm
120	minUAvgDailyVlm	float	min underlier avg daily volume (in $1mm increments)
121	maxUAvgDailyVlm	float	max underlier avg daily volume (in $1mm increments)
122	minSize	float	min order size (no decimals)
152	minAbsVega	float	min absolute vega (no decimals)
124	hasAbsDeltaFilter	enum : YesNo	if Yes use fields: minAbsDelta, maxAbsDelta
125	minAbsDelta	float	min absolute delta
126	maxAbsDelta	float	max absolute delta
127	hasXDeltaFilter	enum : YesNo	if Yes use fields: minXDelta, maxXDelta
128	minXDelta	float
129	maxXDelta	float
130	hasAtmSVolFilter	enum : YesNo	if Yes use fields: minAtmSVol, maxAtmSVol
131	minAtmSVol	float
132	maxAtmSVol	float
133	hasAtmSDivFilter	enum : YesNo	if Yes use fields: minAtmSDiv, maxAtmSDiv
134	minAtmSDiv	float
135	maxAtmSDiv	float
136	hasExpiryDays	enum : YesNo	if Yes use fields: minExpiryDays, maxExpiryDays
137	minExpiryDays	int	min days to expiration
138	maxExpiryDays	int	max days to expiration
139	includeZDte	enum : YesNo	must match if not None
140	includeDaily	enum : YesNo	must match if not None
141	includeWeekly	enum : YesNo	must match if not None
142	includeRegular	enum : YesNo	must match if not None
143	includeQuarterly	enum : YesNo	must match if not None
153	includeLongTerm	enum : YesNo	must match if not None
154	includeOtherExp	enum : YesNo	must match if not None
144	includeFlex	enum : YesNo	must match if not None
156	includeDirected	enum : YesNo	must match if not None
145	includeCommPaying	enum : YesNo	must match if not None
146	direction	enum : BuySell	must match if not None (Buy = Buy Regular or Sell Flipped) (Buy = cust is buying)
155	netVegaDirection	enum : BuySell	must match if not None (Buy = cust is buying net vega)
148	modifiedBy	string(24)
149	modifiedIn	enum : SysEnvironment
150	timestamp	DateTime

REPEATING FIELDS

Industry

Field	Type	Comment
103	industry	string(32)

IncludeTicker

Field	Type	Comment
105	ticker	TickerKey

ExcludeTicker

Field	Type	Comment
107	ticker	TickerKey

SpreadClass

Field	Type	Comment
109	spreadClass	enum : ToolSpreadClass

AuctionTypes

Field	Type	Comment
111	auctionType	enum : AuctionType

AuctionSources

Field	Type	Comment
113	auctionSource	enum : AuctionSource

Get Schema API Call

Python

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 = 'UserAuctionFilter'

# 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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=UserAuctionFilter'

Get Msg API Call

Python

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 = 'UserAuctionFilter'

# 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 = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = 'userName: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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=UserAuctionFilter' \
--data-urlencode 'view=clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=userName:eq:ExampleString'

Get Msgs API Call

Python

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 = 'UserAuctionFilter'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = 'userName: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 = 'clientFirm: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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=UserAuctionFilter' \
--data-urlencode 'view=clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=userName:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=clientFirm:ASC'

Get Aggregate API Call

Python

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 = 'UserAuctionFilter'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'disabled|includeCovered|includeETFs|includeADRs|includeIndexes|hasUAvgDailyVlmFilter|hasAbsDeltaFilter|hasXDeltaFilter|hasAtmSVolFilter|hasAtmSDivFilter|hasExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = 'userName: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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=UserAuctionFilter' \
--data-urlencode 'measure=clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=disabled|includeCovered|includeETFs|includeADRs|includeIndexes|hasUAvgDailyVlmFilter|hasAbsDeltaFilter|hasXDeltaFilter|hasAtmSVolFilter|hasAtmSDivFilter|hasExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedIn' \
--data-urlencode 'where=userName:eq:ExampleString'

Get Count API Call

Python

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 = 'UserAuctionFilter'

# 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 = 'userName: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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=UserAuctionFilter' \
--data-urlencode 'where=userName:eq:ExampleString'