Schema: MarRiskControlTkOverride (ID: 4551)
MarRiskControlTkOverride records are used to establish ticker-specific risk controls SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.
METADATA
Attribute | Value |
---|---|
Topic | 4535-risk-control |
MLink Token | SystemData |
SRSE Product | SRControl |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | riskFirm | string(16) | |
11= | riskGroup | string(16) | |
12= | ticker | TickerKey | |
13= | isTestAccnt | enum : YesNo | if Yes, this control applies only to risk from test accnts |
100 | stkEnabled | enum : MarState | |
101 | futEnabled | enum : MarState | |
102 | optEnabled | enum : MarState | |
103 | blockShortSales | enum : YesNo | block all short sales |
104 | orderMaxStkQty | int | number of equity shares that can be bought or sold by a single parent order |
105 | orderMaxFutQty | int | number of futures contracts that can be bought or sold by a single parent order |
106 | orderMaxOptQty | int | number of option contracts that can be bought or sold by a single parent order |
107 | orderMaxStkDDelta | float | maximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc |
108 | orderMaxFutDDelta | float | maximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc |
109 | orderMaxOptDDelta | float | maximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc |
110 | stkCollarPct | float | maximum user limit vs bid/ask price control |
111 | futCollarPct | float | maximum user limit vs bid/ask price control |
112 | optCollarPct | float | maximum user limit vs bid/ask price control |
113 | maxAccFutCnAbs | int | max absolute (net) accnt future contracts |
114 | maxDayFutCnBot | int | day future contracts bot |
115 | maxDayFutCnSld | int | day future contracts sld |
116 | maxDayFutCnAbs | int | max absolute (net) day future contracts |
117 | modifiedBy | string(24) | |
118 | modifiedIn | enum : SysEnvironment | |
119 | 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 = 'MarRiskControlTkOverride'
# 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=MarRiskControlTkOverride'
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 = 'MarRiskControlTkOverride'
# 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 = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm: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 = 'MarRiskControlTkOverride'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|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 = 'riskFirm: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 = 'stkEnabled: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=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=stkEnabled: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 = 'MarRiskControlTkOverride'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stkEnabled|futEnabled|optEnabled|blockShortSales|modifiedIn'
# 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 '$'
WHERE = 'riskFirm:eq:ExampleString'
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=MarRiskControlTkOverride' \
--data-urlencode 'measure=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=stkEnabled|futEnabled|optEnabled|blockShortSales|modifiedIn' \
--data-urlencode 'where=riskFirm:eq:ExampleString'
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'MarRiskControlTkOverride'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'where=riskFirm:eq:ExampleString'