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Version: 8.4.08.4

Schema: OptionItemCalc (ID: 3487)

METADATA

AttributeValue
Topic3480-mlink-custom
MLink TokenRiskCalc

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

BODY

#FieldTypeComment
100okeyOptionKeyokey.root can be a listed/flex root symbol or an underlying symbol
101basketNumberlong
102exTypeenum : ExerciseTypeexercise type of the option (American or European) (default: from root definition)
103exTimeenum : ExerciseTimeexercise time (AM or PM) (default: from root definition)
104timeMetricenum : TimeMetrictime metric (D252, D365, etc.) (default: D252)
105priceTypeenum : CalcPriceTypeEquity (spot price) or Future (fwd price) conventions (default: from root definition)
106modelTypeenum : CalcModelTypeLogNormal, Normal, etc. (default: from root definition)
107incGreeksenum : YesNodefault (No)
108voldoublevolatility (default: SR surface volatility)
109uPrcdoubleunderlying price (default: SR live uPrc)
110iDaysintinterest days to expiration (default: SR interest days)
111yearsdoubleyears-to-expiration (default: SR volatility time value)
112sdivdoublecontinuous stock dividend using for pricing
113ratedoublediscount rate used for pricing
114ddivdouble
115ddivPVdouble
116pricedoubleprice (premium)
117effStrikedoubleeffective strike used to for pricing calc
118deltafloatdelta
119gammafloatgamma
120thetafloattheta
121vegafloatvega
122volgafloatvolga
123vannafloatvanna
124deDecayfloatdelta decay
125rhofloatrho
126phifloatphi
130errortext2
128pricerModelstring(8)
129timestampDateTime

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 = 'OptionItemCalc'

# 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 = 'OptionItemCalc'

# 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 = 'okey|basketNumber|exType|exTime|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'pricerModel: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 = 'OptionItemCalc'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'okey|basketNumber|exType|exTime|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'pricerModel: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 = 'okey: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 = 'OptionItemCalc'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'okey|basketNumber|exType|exTime|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'exType|exTime|timeMetric|priceType|modelType|incGreeks'

# 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 = 'pricerModel: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 = 'OptionItemCalc'

# 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 = 'pricerModel: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)