Schema: SpdrAuctionState (ID: 2525)
METADATA
Attribute | Value |
---|---|
Topic | 2510-market-data-auctions |
MLink Token | OptExchAuction |
SRSE Product | SRAuction |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | secKey | OptionKey | |
11= | secType | enum : SpdrKeyType | |
12= | auctionExch | enum : OptExch | exchange handling the auction |
13= | auctionExDest | string(16) | external exDest of auction (usually means auction is off-exchange) |
100 | srAuctionID | long | unique SR AUCTION ID (required when responding to an auction notice) |
103 | exchAuctionId | string(20) | |
106 | exchAuctionType | string(4) | |
109 | isTestAuction | enum : YesNo | test auction (should only respond from T.accnts) |
212 | auctionEvent | enum : AuctionEvent | |
115 | auctionShape | enum : NoticeShape | |
118 | auctionType | enum : AuctionType | |
121 | auctionSide | enum : BuySell | Market side (client/imbalance side of auction; if known) [responder should be opposite side] |
124 | auctionSize | int | size available to trade |
127 | auctionPrice | double | auction price (can be positive or negative) |
130 | isAuctionPriceValid | enum : YesNo | |
133 | auctionDuration | int | expected auction / imbalance action duration (ms) |
136 | auctionStartSize | int | initial (starting) auction size |
139 | auctionStartPrice | double | initial (starting) auction price |
142 | auctionStartTimestamp | long | auction start timestamp |
145 | minResponseSize | int | minimum size of the response order |
148 | limitType | enum : AuctionLimitType | client / imbalance limit type (if available) |
151 | firmType | enum : FirmType | firm type of the client side of auction (if available) |
154 | memberMPID | string(10) | exchange member initiating auction (if available) |
157 | clientAccnt | string(10) | client account designation (if known) |
160 | otherDetail | string(16) | additional auction detail (exchange specific) |
163 | matchedSize | int | size already matched (may still be available to trade at a better price) |
166 | numUpdates | byte | number of auction updates received (not counting auction termination message) |
169 | numResponses | byte | as reported by exchange (if available) |
172 | bestResponseSize | int | |
175 | bestResponsePrice | double | |
178 | cumFillQuantity | int | as reported by exchange (if available) |
181 | avgFillPrice | double | |
184 | marketStatus | enum : MarketStatus | market status (pre-open, open, closed, etc) |
187 | srcTimestamp | long | source timestamp (nanoseconds) if available |
190 | netTimestamp | long | network timestamp message arrival @ direct exchange gateway |
193 | dgwTimestamp | long | network timestamp mbus message send @ direct exchange gateway |
196 | timestamp | DateTime |
REPEATING FIELDS
Legs
Field | Type | Comment |
---|---|---|
202 | legSecKey | OptionKey |
205 | legSecType | enum : SpdrKeyType |
208 | legSide | enum : BuySell |
211 | legRatio | ushort |
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 = 'SpdrAuctionState'
# 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=SpdrAuctionState'
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 = 'SpdrAuctionState'
# 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 = 'srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|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 = 'auctionExDest: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=SpdrAuctionState' \
--data-urlencode 'view=srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|timestamp' \
--data-urlencode 'where=auctionExDest: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 = 'SpdrAuctionState'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|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 = 'auctionExDest: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 = 'srAuctionID: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=SpdrAuctionState' \
--data-urlencode 'view=srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|timestamp' \
--data-urlencode 'where=auctionExDest:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=srAuctionID: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 = 'SpdrAuctionState'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|isAuctionPriceValid|limitType|firmType|marketStatus'
# 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 = 'auctionExDest: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=SpdrAuctionState' \
--data-urlencode 'measure=srAuctionID|exchAuctionId|exchAuctionType|isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|auctionSize|auctionPrice|isAuctionPriceValid|auctionDuration|auctionStartSize|auctionStartPrice|auctionStartTimestamp|minResponseSize|limitType|firmType|memberMPID|clientAccnt|otherDetail|matchedSize|numUpdates|numResponses|bestResponseSize|bestResponsePrice|cumFillQuantity|avgFillPrice|marketStatus|srcTimestamp|netTimestamp|dgwTimestamp|timestamp' \
--data-urlencode 'group=isTestAuction|auctionEvent|auctionShape|auctionType|auctionSide|isAuctionPriceValid|limitType|firmType|marketStatus' \
--data-urlencode 'where=auctionExDest: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 = 'SpdrAuctionState'
# 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 = 'auctionExDest: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=SpdrAuctionState' \
--data-urlencode 'where=auctionExDest:eq:ExampleString'