Schema: SpdrParentBrokerSummary (ID: 4075)
SpdrParentBrokerSummary records are created at the end of a trading period and contain a summary of trading activity for the period; Summary of Stk/Fut/Opt/MLeg Brkr State records.
METADATA
Attribute | Value |
---|---|
Topic | 3985-parent-orders |
MLink Token | SystemData |
SRSE Product | SRTrade |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | accnt | string(16) | |
11= | secType | enum : SpdrKeyType | |
12= | tickerSrc | enum : TickerSrc | |
13= | spdrSource | enum : SpdrSource | |
14= | parentOrderHandling | enum : ParentOrderHandling | |
15= | tradingPeriod | DateKey | |
16= | clientFirm | string(16) | SR client firm |
103 | numOrders | int | number of parent orders |
106 | numBrokers | int | number of parent brokers |
109 | numSecKeys | int | number of unique secKeys |
112 | numUnderliers | int | number of unique underlier secKeys |
115 | sumOrderSize | int | total parent order size |
118 | sumSweepMktSize | int | size that would be expected to fill immediately after parent order arrival |
121 | sumSweepFillQty | int | size that filled as a result of an initial sweep |
124 | sumActiveSeconds | float | total seconds parent order is active |
127 | sumWorkingSeconds | float | total seconds with at least one working child order |
130 | numChildOrders | int | total number of child orders generated |
133 | cumFillQty | int | |
136 | sumVwapQty | int | SUM: cumFillQty [if avgVwapPrice exists] (stock and futures only) |
139 | sumVwapPnL | float | SUM: (avgVWapPrice - avgFillPrice) * cumFillQty [if avgVwapPrice exists] (stock and futures only) |
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 = 'SpdrParentBrokerSummary'
# 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=SpdrParentBrokerSummary'
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 = 'SpdrParentBrokerSummary'
# 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 = 'numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL'
# 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 '$'
WHERE = 'accnt:eq:ExampleString'
# Request Parameters for getmsg Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getmsg',
"pkey": PKEY,
"msgType": MSG_TYPE,
# Optional Parameters
"view": VIEW,
"where": WHERE
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=SpdrParentBrokerSummary' \
--data-urlencode 'view=numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL' \
--data-urlencode 'where=accnt:eq:ExampleString'
Get Msgs API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'SpdrParentBrokerSummary'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt: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 = 'numOrders: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=SpdrParentBrokerSummary' \
--data-urlencode 'view=numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=numOrders: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 = 'SpdrParentBrokerSummary'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = ''
# 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 '$'
WHERE = 'accnt:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=SpdrParentBrokerSummary' \
--data-urlencode 'measure=numOrders|numBrokers|numSecKeys|numUnderliers|sumOrderSize|sumSweepMktSize|sumSweepFillQty|sumActiveSeconds|sumWorkingSeconds|numChildOrders|cumFillQty|sumVwapQty|sumVwapPnL' \
--data-urlencode 'group=' \
--data-urlencode 'where=accnt:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'SpdrParentBrokerSummary'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt: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=SpdrParentBrokerSummary' \
--data-urlencode 'where=accnt:eq:ExampleString'