Schema: AuctionNotice (ID: 2465)
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
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 |
---|---|---|---|
11= | noticeNumber | long | |
107 | ticker | TickerKey | underlier ticker |
106 | tradeDate | DateKey | |
104 | isTestAuction | enum : YesNo | if yes, auction is a test auction (not a prod/live auction) |
105 | shortCode | string(8) | 8 letter auction short code (unique per day) (block auctions only) (can be used to find auctions on SR tools) |
100 | auctionType | enum : AuctionType | |
101 | auctionEvent | enum : AuctionEvent | |
169 | srcAuctionID | string(20) | auction ID as known by the auction source (empty for SRC) |
170 | srcAuctionType | string(4) | |
103 | auctionSource | enum : AuctionSource | source of the auction notice (eg. SRC, MIAX, etc.) |
108 | industry | text1 | industry string |
109 | symbolType | enum : SymbolType | |
110 | uAvgDailyVlm | float | underlier average daily trading volume |
111 | custSide | enum : BuySell | if available |
112 | custQty | int | |
113 | custPrc | double | public cust price |
114 | hasCustPrc | enum : YesNo | |
162 | custFirmType | enum : FirmType | cust firm type (if disclosed) |
163 | custAgentMPID | string(6) | cust agent exchange member initiating the auction (if disclosed) |
115 | custClientFirm | string(16) | cust client firm (if disclosed) |
116 | commEnhancement | float | additional commission (if any) paid by responder |
117 | custCommPaying | enum : YesNo | client is commission paying (to the responder) |
118 | custQtyCond | enum : CustQtyCond | UpToQty, AllOrNone, QtyOrMore |
119 | auctionDuration | int | [expected] auction duration (in milliseconds) |
120 | numOptLegs | byte | MLEG Only |
121 | spreadClass | enum : ToolSpreadClass | |
171 | limitType | enum : SpdrLimitType | |
122 | spreadFlavor | enum : SpreadFlavor | MLEG Only |
123 | containsHedge | enum : YesNo | MLEG Only |
164 | containsFlex | enum : YesNo | contains FLEX options (not regular listed options) |
165 | containsMultiHedge | enum : YesNo | contains MultiHedge (corp action adjusted) options |
124 | uBid | double | |
125 | uAsk | double | |
184 | refUPrc | double | |
172 | netDe | float | |
173 | netGa | float | |
174 | netTh | float | |
175 | netVe | float | |
176 | pkgSurfPrc | float | SR Surface Price (entire package) |
182 | pkgTheoPrc | float | Client Theo Price (entire package) (if client surfaces uploaded to SR) |
177 | pkgBidPrc | float | leg market best way price (pkg bid) |
178 | pkgAskPrc | float | leg market worst way price (pkg ask) |
179 | pointValue | double | money settlement value of one (1.0) point of option premium/strike |
180 | srcTimestamp | long | |
181 | netTimestamp | long | |
166 | timestamp | DateTime | from ats / exchange net timestamp if possible |
157 | includeSRNetwork | enum : InclExclDisclose |
REPEATING FIELDS
OrderLegs
Field | Type | Comment |
---|---|---|
132 | secKey | OptionKey |
133 | secType | enum : SpdrKeyType |
134 | side | enum : BuySell |
135 | ratio | ushort |
136 | undPerCn | int |
138 | expType | enum : ExpiryType |
139 | years | float |
140 | rate | float |
141 | atmVol | float |
142 | ddivPv | float |
143 | tVol | float |
183 | tPrc | float |
144 | sVol | float |
145 | sDiv | float |
146 | sPrc | float |
147 | de | float |
148 | ga | float |
149 | th | float |
150 | ve | float |
168 | sVolOk | enum : YesNo |
151 | oBid | float |
152 | oBidSz | int |
153 | oBidMask | uint |
154 | oAsk | float |
155 | oAskSz | int |
156 | oAskMask | uint |
DirectedCounterParty
Field | Type | Comment |
---|---|---|
159 | clientFirm | string(16) |
160 | inclExcl | enum : InclExclDisclose |
161 | isCommPaying | enum : YesNo |
Get Schema API Call
- Python
- cUrl
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 = 'AuctionNotice'
# 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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=AuctionNotice'
Get Msg API Call
- Python
- cUrl
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 = 'AuctionNotice'
# 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 = 'ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork'
# 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 = 'shortCode: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 -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=AuctionNotice' \
--data-urlencode 'view=ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'where=shortCode:eq:ExampleString'
Get Msgs API Call
- Python
- cUrl
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 = 'AuctionNotice'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork'
# 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 = 'shortCode: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 = 'ticker: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=AuctionNotice' \
--data-urlencode 'view=ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'where=shortCode:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker:ASC'
Get Aggregate API Call
- Python
- cUrl
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 = 'AuctionNotice'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isTestAuction|auctionType|auctionEvent|auctionSource|symbolType|custSide|hasCustPrc|custFirmType|custCommPaying|custQtyCond|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|includeSRNetwork'
# 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 = 'shortCode: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=AuctionNotice' \
--data-urlencode 'measure=ticker|tradeDate|isTestAuction|shortCode|auctionType|auctionEvent|srcAuctionID|srcAuctionType|auctionSource|industry|symbolType|uAvgDailyVlm|custSide|custQty|custPrc|hasCustPrc|custFirmType|custAgentMPID|custClientFirm|commEnhancement|custCommPaying|custQtyCond|auctionDuration|numOptLegs|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|uBid|uAsk|refUPrc|netDe|netGa|netTh|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|pointValue|srcTimestamp|netTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'group=isTestAuction|auctionType|auctionEvent|auctionSource|symbolType|custSide|hasCustPrc|custFirmType|custCommPaying|custQtyCond|spreadClass|limitType|spreadFlavor|containsHedge|containsFlex|containsMultiHedge|includeSRNetwork' \
--data-urlencode 'where=shortCode:eq:ExampleString'
Get Count API Call
- Python
- cUrl
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 = 'AuctionNotice'
# 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 = 'shortCode: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=AuctionNotice' \
--data-urlencode 'where=shortCode:eq:ExampleString'