Schema: FuturePrintMarkup (ID: 2605)
FuturePrintMarkup records are created for all future prints
METADATA
Attribute | Value |
---|---|
Topic | 2580-market-data-futures |
MLink Token | SystemData |
SRSE Product | SRAnalytics |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | fkey | ExpiryKey | |
100 | prtNumber | long | Unique print set identifier; will increment but not guaranteed to be sequential. |
103 | ticker | TickerKey | underlying stock key |
106 | prtExch | enum : FutExch | print exchange |
109 | prtSize | int | print size [contracts] |
112 | prtPrice | double | print price |
115 | prtType | byte | print type [exchange specific] |
118 | prtOrders | ushort | number of orders participating in this print |
121 | prtClusterNum | int | incremental print cluster counter (one counter per fkey; used to group prints into clusters) |
124 | prtClusterSize | int | cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges) |
127 | prtVolume | int | cumulative day (electronic) print volume in contracts |
130 | prtSide | enum : PrtSide | Print side: None; Mid; Bid; Ask |
133 | bidPrice | double | exch best bid @ print arrival time |
136 | askPrice | double | exch best ask @ print arrival time |
139 | bidSize | int | bid size @ print arrival time |
142 | askSize | int | ask size @ print arrival time |
145 | bidPrice2 | double | exch 2nd best bid @ print arrival time |
148 | askPrice2 | double | exch 2nd best ask @ print arrival time |
151 | bidSize2 | int | 2nd best bid @ print arrival time |
154 | askSize2 | int | 2nd best ask @ print arrival time |
157 | srcTimestamp | long | exchange high precision timestamp (if available) |
160 | netTimestamp | long | inbound print packet PTP timestamp from SR gateway switch |
163 | timestamp | DateTime |
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 = 'FuturePrintMarkup'
# 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=FuturePrintMarkup'
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 = 'FuturePrintMarkup'
# 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 = 'prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|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 = ''
# 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=FuturePrintMarkup' \
--data-urlencode 'view=prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where='
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 = 'FuturePrintMarkup'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|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 = ''
# 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 = 'prtNumber: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=FuturePrintMarkup' \
--data-urlencode 'view=prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=prtNumber: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 = 'FuturePrintMarkup'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'prtExch|prtSide'
# 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 '$'
WHERE = ''
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=FuturePrintMarkup' \
--data-urlencode 'measure=prtNumber|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|prtSide|bidPrice|askPrice|bidSize|askSize|bidPrice2|askPrice2|bidSize2|askSize2|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=prtExch|prtSide' \
--data-urlencode 'where='
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'FuturePrintMarkup'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''
# 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=FuturePrintMarkup' \
--data-urlencode 'where='