Schema: OptionItemCalc (ID: 3487)
METADATA
Attribute | Value |
---|---|
Topic | 3480-mlink-custom |
MLink Token | RiskCalc |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
100 | okey | OptionKey | okey.root can be a listed/flex root symbol or an underlying symbol |
101 | basketNumber | long | |
102 | exType | enum : ExerciseType | exercise type of the option (American or European) (default: from root definition) |
103 | exTime | enum : ExerciseTime | exercise time (AM or PM) (default: from root definition) |
104 | timeMetric | enum : TimeMetric | time metric (D252, D365, etc.) (default: D252) |
105 | priceType | enum : CalcPriceType | Equity (spot price) or Future (fwd price) conventions (default: from root definition) |
106 | modelType | enum : CalcModelType | LogNormal, Normal, etc. (default: from root definition) |
107 | incGreeks | enum : YesNo | default (No) |
108 | vol | double | volatility (default: SR surface volatility) |
109 | uPrc | double | underlying price (default: SR live uPrc) |
110 | iDays | int | interest days to expiration (default: SR interest days) |
111 | years | double | years-to-expiration (default: SR volatility time value) |
112 | sdiv | double | continuous stock dividend using for pricing |
113 | rate | double | discount rate used for pricing |
114 | ddiv | double | |
115 | ddivPV | double | |
116 | price | double | price (premium) |
117 | effStrike | double | effective strike used to for pricing calc |
118 | delta | float | delta |
119 | gamma | float | gamma |
120 | theta | float | theta |
121 | vega | float | vega |
122 | volga | float | volga |
123 | vanna | float | vanna |
124 | deDecay | float | delta decay |
125 | rho | float | rho |
126 | phi | float | phi |
130 | error | text2 | |
128 | pricerModel | string(8) | |
129 | 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 = '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)
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=OptionItemCalc'
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 = '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)
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=OptionItemCalc' \
--data-urlencode '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' \
--data-urlencode 'where=pricerModel: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 = '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)
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=OptionItemCalc' \
--data-urlencode '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' \
--data-urlencode 'where=pricerModel:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=okey: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 = '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 '$'
WHERE = 'pricerModel:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=OptionItemCalc' \
--data-urlencode 'measure=okey|basketNumber|exType|exTime|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'group=exType|exTime|timeMetric|priceType|modelType|incGreeks' \
--data-urlencode 'where=pricerModel:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'OptionItemCalc'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
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)
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=OptionItemCalc' \
--data-urlencode 'where=pricerModel:eq:ExampleString'