Schema: ResponderMarkupSN (ID: 2502)
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
MLink Token | SystemData |
SRSE Product | SRTrade |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | accnt | string(16) | |
11= | clientFirm | string(16) | |
12= | root | TickerKey | |
13= | expiry | DateKey | |
14= | respSide | enum : BuySell | auction responder side (your side); Buy = Buy Synthetic (European/Flex) |
100 | ticker | TickerKey | |
101 | isDisabled | enum : YesNo | if Yes, this auto-responder record is disabled |
102 | expiryQtyAvail | int | synthetics (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units] |
103 | tickerQtyAvail | int | synthetics (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units] |
104 | refUPrcType | enum : RefUPrcType | mid or cross (bid/ask) |
105 | transactFee | double | (+ = you pay) / (- = you receive) |
106 | stockRate | double | 0.00 = no effective lend/borrow value (360 day convention) |
107 | moneyRate | double | effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365] |
108 | ddivPv | double | present value of any expected dividends to expiry |
109 | divControl | enum : DivControl | disable this auto-responder record if SR Dividends exist or are estimates |
110 | incFeesInResp | enum : YesNo | include all estimated responder fees in final response price |
111 | roundRule | enum : RoundRule | |
112 | openExpiryQty | int | remaining synthetics (100 share units) available for responding (day total; this ticker/expiry; all strikes) |
113 | openTickerQty | int | remaining synthetics (100 share units) available for responding (day total; this ticker; all strikes) |
114 | cumExpiryQty | int | synthetics (100 share units) traded (day total; this expiry; all strikes) |
115 | cumExpiryMoney | double | cumulative fill money (credit/debit) (this expiry) |
116 | avgExpiryPrice | double | avg fill effective price (this expiry) [compare to live uPrc] |
117 | isDivControlDisabled | enum : YesNo | yes if dividend control above is triggered |
118 | uBid | double | live stock price [nbbo bid] |
119 | uAsk | double | live stock price [nbbo ask] |
120 | iDays | double | iDays = effective interest days [SR supplied] |
121 | iYears | double | iYears = iDays / 360.0 |
122 | strike | double | SR selected strike |
123 | strikePv | double | strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above] |
124 | stockLendPv | double | stockLendPv = uPrc * stockRate * iYears [stockRate supplied above] |
125 | syntheticPrem | double | syntheticPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above] |
126 | effSyntheticLimit | double | effSyntheticLimit = syntheticPrem +/- transactFee [buy/sell] |
127 | limitPrice | double | limitPrice = ROUND(effSyntheticLimit) [this is your response limit price] |
128 | modifiedBy | string(24) | user who last modified this record |
129 | modifiedIn | enum : SysEnvironment | |
130 | timestamp | DateTime | timestamp of last modification |
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 = 'ResponderMarkupSN'
# 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=ResponderMarkupSN'
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 = 'ResponderMarkupSN'
# 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|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|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)
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=ResponderMarkupSN' \
--data-urlencode 'view=ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt: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 = 'ResponderMarkupSN'
# 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|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|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 = '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=ResponderMarkupSN' \
--data-urlencode 'view=ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt: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 = 'ResponderMarkupSN'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|modifiedBy|modifiedIn|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|refUPrcType|divControl|incFeesInResp|roundRule|isDivControlDisabled|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 '$'
WHERE = 'accnt:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=ResponderMarkupSN' \
--data-urlencode 'measure=ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=isDisabled|refUPrcType|divControl|incFeesInResp|roundRule|isDivControlDisabled|modifiedIn' \
--data-urlencode 'where=accnt:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'ResponderMarkupSN'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
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)
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=ResponderMarkupSN' \
--data-urlencode 'where=accnt:eq:ExampleString'