Schema: OptionPrint2 (ID: 2805)

The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	SystemData
SRSE Product	SRLive

Note: The symbol = next to a field number indicates that it is a primary key.

BODY

#	Field	Type	Comment
10=	okey	OptionKey
100	prtExch	enum : OptExch
103	prtSize	int	print size [contracts]
106	prtPrice	float	print price
109	prtClusterNum	int	incremental print cluster counter (one counter per okey; used to group prints into clusters)
112	prtClusterSize	int	cumulative size of prints in this sequence (sequence of prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
115	prtType	enum : PrtType	print type
191	printCodes	string(18)	European trade condition codes
118	prtOrders	ushort	number of participating orders
121	prtVolume	int	day print volume in contracts (regular, electronic) [AUTO, REOP, MESL, TESL]
124	oosVolume	int	day print volume reported out of sequence (not regular way electronic) [OSEQ, LATE, OPEN, OPNL]
127	isoVolume	int	day ISO sweep volume [ISOI]
130	slaVolume	int	single leg aution volume [SLAN, SLAI]
133	mlaVolume	int	multi leg auction volume [MLAT, TLAT, MASL, TASL]
136	crxVolume	int	day electronic cross volume (no exposure period) [SLCN, SCLI, MLCT, TLCT]
139	flrVolume	int	day exchange floor volume [SLFT, MLFT, MFSL, TLFT, TFSL, CMBO]
142	mlgVolume	int	multi-leg (complex) volume [MLET, TLET]
145	uknVolume	int	other (uncategorized) volume
148	cxlVolume	int	day print/cancel volume (num of contracts printed and then cancelled) [CANC, CNCL, CNCO, CNOL]
151	totalVolume	int	total day volume
154	bidCount	ushort	number of bid prints
157	askCount	ushort	number of ask prints
160	bidVolume	int	bid print volume in contracts
163	askVolume	int	ask print volume in contracts
166	ebid	float	exchange bid (@ print time)
169	eask	float	exchange ask (@ print time)
172	ebsz	int	exchange bid size
175	easz	int	exchange ask size
178	eage	float	age of prevailing quote at time of print
181	prtSide	enum : PrtSide	implied print side (based on ebid/eask and nbbo market)
184	prtTimestamp	long	exchange high precision timestamp (if available)
187	netTimestamp	long	inbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
190	timestamp	DateTime

Get Schema API Call

Python

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 = 'OptionPrint2'

# 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

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=OptionPrint2'

Get Msg API Call

Python

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 = 'OptionPrint2'

# 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 = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|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 = 'printCodes: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

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=OptionPrint2' \
--data-urlencode 'view=prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=printCodes:eq:ExampleString'

Get Msgs API Call

Python

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 = 'OptionPrint2'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|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 = 'printCodes: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 = 'prtExch: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

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=OptionPrint2' \
--data-urlencode 'view=prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=printCodes:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=prtExch:ASC'

Get Aggregate API Call

Python

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 = 'OptionPrint2'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'prtExch|prtType|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 = 'printCodes: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

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=OptionPrint2' \
--data-urlencode 'measure=prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=prtExch|prtType|prtSide' \
--data-urlencode 'where=printCodes:eq:ExampleString'

Get Count API Call

Python

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 = 'OptionPrint2'

# 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 = 'printCodes: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

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=OptionPrint2' \
--data-urlencode 'where=printCodes:eq:ExampleString'