Schema: RegionalOptionComposite (ID: 4405)
RegionalOptionComposite (internal only) records exist per composite option (aka per ISIN). Eg for BMW optioins there would be BMW-ESX-EQT composite for all standard options and then perhaps a BMW1-ESX-EQT for post corp action contracts with alternate multiplers etc
METADATA
Attribute | Value |
---|---|
Topic | 4335-product-definition |
MLink Token | OptionDefinition |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | undIsin | string(12) | Underlying ISIN code |
11= | compositeTKey | TickerKey | Composite TickerKey for the contract grouping |
100 | currency | enum : Currency | Currency that the contracts trade in |
101 | contractSpecCode | text1 | Contract specification code used to deliniate between different contract groups / Format -> "{ContractSize}{HasDeliverables}{ContractMultiplier}{SharesPerContract}{ExerciseType}{HasAdjusted}{IsPhysicalSettlement}_{UnderlierType}" |
102 | contractSize | double | contract size |
103 | contractMultipler | double | contract multipler |
104 | sharesPerContract | float | shares per contract |
105 | ExerciseType | enum : ExerciseType | exercise type |
106 | PhysicalSettlement | enum : YesNo | is physical settlement? |
107 | HasAdjustment | enum : YesNo | has adjusment affected contracts? |
108 | multihedgeType | enum : Multihedge | The type of underlying attribute that this composite represents |
REPEATING FIELDS
Contributors
Field | Type | Comment |
---|---|---|
110 | exchange | enum : OptExch |
111 | nativeExchSymbol | string(12) |
112 | productISIN | string(12) |
MultihedgeUnderlying
Field | Type | Comment |
---|---|---|
114 | sharesPerContract | float |
115 | nativeExchSymbol | string(12) |
116 | activSymbology | string(16) |
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 = 'RegionalOptionComposite'
# 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=RegionalOptionComposite'
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 = 'RegionalOptionComposite'
# 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 = 'currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType'
# 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 '$'
WHERE = 'undIsin:eq:ExampleString'
# Request Parameters for getmsg Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getmsg',
"pkey": PKEY,
"msgType": MSG_TYPE,
# Optional Parameters
"view": VIEW,
"where": WHERE
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=RegionalOptionComposite' \
--data-urlencode 'view=currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType' \
--data-urlencode 'where=undIsin:eq:ExampleString'
Get Msgs API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'RegionalOptionComposite'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'undIsin: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 = 'currency: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=RegionalOptionComposite' \
--data-urlencode 'view=currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType' \
--data-urlencode 'where=undIsin:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=currency: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 = 'RegionalOptionComposite'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'currency|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType'
# 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 '$'
WHERE = 'undIsin:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=RegionalOptionComposite' \
--data-urlencode 'measure=currency|contractSpecCode|contractSize|contractMultipler|sharesPerContract|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType' \
--data-urlencode 'group=currency|ExerciseType|PhysicalSettlement|HasAdjustment|multihedgeType' \
--data-urlencode 'where=undIsin:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'RegionalOptionComposite'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'undIsin: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=RegionalOptionComposite' \
--data-urlencode 'where=undIsin:eq:ExampleString'