Schema: ResponderMarkupVegaDir (ID: 2500)
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= | ticker | TickerKey | |
13= | respSide | enum : BuySell | auction responder side (your side) |
14= | expiryGroup | int | |
100 | userName | string(24) | username used for responding to auction notices |
101 | isDisabled | enum : YesNo | if Yes, this auto-responder record is disabled |
102 | canIncludeFlex | enum : YesNo | if yes, can respond to auction notices that include flex option legs |
103 | canIncludeStock | enum : YesNo | if yes, can respond to auction notices that include a stock leg |
104 | cpFlag | enum : CallPut | if not Pair must match all option legs |
105 | minYears | float | both markup.minYears and markup.maxYears must be between [minYears, maxYears] |
106 | maxYears | float | |
107 | minExpiry | DateTime | both markup.minExpiry and markup.maxExpiry must be between [minExpiry, maxExpiry] |
108 | maxExpiry | DateTime | |
109 | minXDelta | float | all leg xDelta must be between [minXDelta, maxXDelta] |
110 | maxXDelta | float | |
111 | minStrike | double | all leg strikes must be between [minStrike, maxStrike] |
112 | maxStrike | double | |
113 | minSurfEdgePrem | float | spread surface edge (in premium) (+ = through surface; - = behind surface) |
114 | minSurfEdgeVol | float | spread surface edge (in vol) (0.01 = 1.0 vol pts) (+ = through surface; - = behind surface) |
115 | incFeesInResp | enum : YesNo | include all estimated responder fees in final response price |
116 | roundRule | enum : RoundRule | |
117 | maxResponseSize | int | maximum number of contracts per response (will respond for 100% if auction size <= maxResponseSize) |
118 | maxResponseVega | float | maximum total vega per response |
119 | totalResponseVega | float | maximum vega (filled) all day |
120 | totalResponseWtVega | float | maximum wtVega (filled) all day |
121 | autoHedge | enum : AutoHedge | |
122 | hedgeInstrument | enum : HedgeInst | Default=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey |
123 | hedgeSecKey | ExpiryKey | autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future] |
124 | hedgeBetaRatio | float | portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0] |
125 | hedgeScope | enum : HedgeScope | hedge group scope [RiskGroup or Accnt] |
126 | hedgeSession | enum : MarketSession | time in force for the autohedge order (can be Day or ExtDay) [None defaults to pOrder.timeInForce] |
127 | riskGroupId | long | Default: 0 (none). Required to be non-zero if autoHedge is something other than None. |
129 | numNotices | long | |
130 | numNoticesPass | long | |
131 | numResponses | long | |
132 | qtyTraded | int | |
133 | vegaTraded | double | |
134 | modifiedBy | string(24) | user who last modified this record |
135 | modifiedIn | enum : SysEnvironment | |
136 | 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 = 'ResponderMarkupVegaDir'
# 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=ResponderMarkupVegaDir'
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 = 'ResponderMarkupVegaDir'
# 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 = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|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=ResponderMarkupVegaDir' \
--data-urlencode 'view=userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|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 = 'ResponderMarkupVegaDir'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|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 = 'userName: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=ResponderMarkupVegaDir' \
--data-urlencode 'view=userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=userName: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 = 'ResponderMarkupVegaDir'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|modifiedBy|modifiedIn|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|canIncludeFlex|canIncludeStock|cpFlag|incFeesInResp|roundRule|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|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=ResponderMarkupVegaDir' \
--data-urlencode 'measure=userName|isDisabled|canIncludeFlex|canIncludeStock|cpFlag|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|numNotices|numNoticesPass|numResponses|qtyTraded|vegaTraded|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=isDisabled|canIncludeFlex|canIncludeStock|cpFlag|incFeesInResp|roundRule|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|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 = 'ResponderMarkupVegaDir'
# 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=ResponderMarkupVegaDir' \
--data-urlencode 'where=accnt:eq:ExampleString'