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Version: 8.4.08.4

Schema: OptionPrintMarkup (ID: 2810)

OptionPrintMarkup records contain every option print along with quote, surface details at print time

METADATA

AttributeValue
Topic2750-market-data-options
MLink TokenSystemData

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

BODY

#FieldTypeComment
10=okeyOptionKey
100prtNumberlongUnique print set identifier, will increment but not guaranteed to be sequential
103fkeyExpiryKeyunderlying fkey (if any)
106tickerTickerKeyunderlying ticker
109prtExchenum : OptExchExchange on which print took place
112prtSizeintprint size [contracts]
115prtPricefloatprint price
118prtTypeenum : PrtTypeprint type
121prtOrdersushortnumber of participating orders
124prtClusterNumintincremental print cluster counter (one counter per okey; used to group prints into clusters)
127prtClusterSizeintcumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
130prtVolumeintday print volume in contracts [this exchange]
133cxlVolumeintday print/cancel volume (num of contracts printed and then cancelled)
136bidCountushortnumber of bid prints
139askCountushortnumber of ask prints
142bidVolumeintbid print volume in contracts
145askVolumeintask print volume in contracts
148ebidfloatexchange bid (@ print time)
151easkfloatexchange ask (@ print time)
154ebszintexchange bid size
157easzintexchange ask size
160eagefloatage of prevailing quote at time of print
163prtSideenum : PrtSide
166oBidfloatOption NBBO bid a the time the print was received
169oAskfloatOption NBBO ask a the time the print was received
172oBidSzintOption NBBO cumulative bid size at the time the print was received
175oAskSzintOption NBBO cumulative ask size at the time the print was received
178oBidExenum : OptExchFirst (or largest) option exchange on the bid
181oAskExenum : OptExchFirst (or largest) option exchange on the ask
184oBidExSzintOption bid size of the largest exchange on the bid at the time the print was received
187oAskExSzintOption ask size of the largest exchange on the ask at the time the print was received
190oBidCntbyteNumber of exchanges on the NBBO bid
193oAskCntbyteNumber of exchanges on the NBBO ask
196oBid2floatSecond level bid price
199oAsk2floatSecond level ask price
202oBidSz2intCumulative size on the second level bid price
205oAskSz2intCumulative size on the second level ask price
208uBiddoubleunderlier bid
211uAskdoubleunderlier ask
214uPrcdoubleunderlier price
217yrsfloatyears to expiry
220ratefloatinterest rate
223sdivfloatcontinuous stock dividend
226ddivfloatdiscrete stock dividend value (sum of dividends <= expiration)
229xDefloatxDelta
232xAxisfloatSR surface xAxis value
235multihedgeenum : MultihedgeDistinguishes options that have a single underlying security from those that are more complex: multiple securities,cash components, binary options,etc: 'None','Simple','Complex','AllCash','Binary'
238prtIvfloatprint implied vol
241prtDefloatprint delta
244prtGafloatprint gamma
247prtThfloatprint theta
250prtVefloatprint vega
253prtRofloatprint rho
256calcErrstring(24)calc error flag
259surfVolfloatSR surface volatility
262surfOpxfloatSR surface price
265surfAtmfloatSR surface ATM vol
268srcTimestamplongexchange high precision timestamp (if available)
271netTimestamplonginbound print packet PTP timestamp from SR gateway switch
274timestampDateTime

Get Schema API Call

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 = 'OptionPrintMarkup'

# 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)

Get Msg API Call

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 = 'OptionPrintMarkup'

# 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|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|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 = 'calcErr: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)

Get Msgs API Call

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 = 'OptionPrintMarkup'

# 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|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|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 = 'calcErr: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 = '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)

Get Aggregate API Call

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 = 'OptionPrintMarkup'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp'

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

# 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 = 'calcErr: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)

Get Count API Call

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 = 'OptionPrintMarkup'

# 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 = 'calcErr: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)