Schema: OptionPrintMarkup (ID: 2810)
OptionPrintMarkup records contain every option print along with quote, surface details at print time
METADATA
Attribute | Value |
---|---|
Topic | 2750-market-data-options |
MLink Token | SystemData |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | okey | OptionKey | |
100 | prtNumber | long | Unique print set identifier, will increment but not guaranteed to be sequential |
103 | fkey | ExpiryKey | underlying fkey (if any) |
106 | ticker | TickerKey | underlying ticker |
109 | prtExch | enum : OptExch | Exchange on which print took place |
112 | prtSize | int | print size [contracts] |
115 | prtPrice | float | print price |
118 | prtType | enum : PrtType | print type |
121 | prtOrders | ushort | number of participating orders |
124 | prtClusterNum | int | incremental print cluster counter (one counter per okey; used to group prints into clusters) |
127 | 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) |
130 | prtVolume | int | day print volume in contracts [this exchange] |
133 | cxlVolume | int | day print/cancel volume (num of contracts printed and then cancelled) |
136 | bidCount | ushort | number of bid prints |
139 | askCount | ushort | number of ask prints |
142 | bidVolume | int | bid print volume in contracts |
145 | askVolume | int | ask print volume in contracts |
148 | ebid | float | exchange bid (@ print time) |
151 | eask | float | exchange ask (@ print time) |
154 | ebsz | int | exchange bid size |
157 | easz | int | exchange ask size |
160 | eage | float | age of prevailing quote at time of print |
163 | prtSide | enum : PrtSide | |
166 | oBid | float | Option NBBO bid a the time the print was received |
169 | oAsk | float | Option NBBO ask a the time the print was received |
172 | oBidSz | int | Option NBBO cumulative bid size at the time the print was received |
175 | oAskSz | int | Option NBBO cumulative ask size at the time the print was received |
178 | oBidEx | enum : OptExch | First (or largest) option exchange on the bid |
181 | oAskEx | enum : OptExch | First (or largest) option exchange on the ask |
184 | oBidExSz | int | Option bid size of the largest exchange on the bid at the time the print was received |
187 | oAskExSz | int | Option ask size of the largest exchange on the ask at the time the print was received |
190 | oBidCnt | byte | Number of exchanges on the NBBO bid |
193 | oAskCnt | byte | Number of exchanges on the NBBO ask |
196 | oBid2 | float | Second level bid price |
199 | oAsk2 | float | Second level ask price |
202 | oBidSz2 | int | Cumulative size on the second level bid price |
205 | oAskSz2 | int | Cumulative size on the second level ask price |
208 | uBid | double | underlier bid |
211 | uAsk | double | underlier ask |
214 | uPrc | double | underlier price |
217 | yrs | float | years to expiry |
220 | rate | float | interest rate |
223 | sdiv | float | continuous stock dividend |
226 | ddiv | float | discrete stock dividend value (sum of dividends <= expiration) |
229 | xDe | float | xDelta |
232 | xAxis | float | SR surface xAxis value |
235 | multihedge | enum : Multihedge | Distinguishes 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' |
238 | prtIv | float | print implied vol |
241 | prtDe | float | print delta |
244 | prtGa | float | print gamma |
247 | prtTh | float | print theta |
250 | prtVe | float | print vega |
253 | prtRo | float | print rho |
256 | calcErr | string(24) | calc error flag |
259 | surfVol | float | SR surface volatility |
262 | surfOpx | float | SR surface price |
265 | surfAtm | float | SR surface ATM vol |
268 | srcTimestamp | long | exchange high precision timestamp (if available) |
271 | netTimestamp | long | inbound print packet PTP timestamp from SR gateway switch |
274 | 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 = '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)
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=OptionPrintMarkup'
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 = '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)
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=OptionPrintMarkup' \
--data-urlencode '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' \
--data-urlencode 'where=calcErr: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 = '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)
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=OptionPrintMarkup' \
--data-urlencode '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' \
--data-urlencode 'where=calcErr:eq:ExampleString' \
--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 = '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 '$'
WHERE = 'calcErr:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=OptionPrintMarkup' \
--data-urlencode 'measure=prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=prtExch|prtType|prtSide|oBidEx|oAskEx|multihedge' \
--data-urlencode 'where=calcErr:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'OptionPrintMarkup'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
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)
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=OptionPrintMarkup' \
--data-urlencode 'where=calcErr:eq:ExampleString'