Schema: SpdrRiskControl (ID: 4560)

SpdrRiskControl records are used to establish supervisory control of equity, and equity option trading in SpiderRock execution engines. These records are only viewable and editable by RiskAdmin users with access to the control record ClientFirm

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
12=	ticker	TickerKey	'*-ANY-ANY' default (if a more precise ticker control does not exist)
13=	riskControlKey	string(16)	must be an SRClientAccnt if riskControlLevel=Accnt; must be an SRUser if riskControlLevel=User; ignored if riskControlLevel=ClientFirm
14=	riskControlLevel	enum : RiskControlLevel
15=	riskFirm	string(16)
16=	isTestAccnt	enum : YesNo	if Yes, this control applies only to risk from test accnts
197	stkEnabled	enum : MarState
198	futEnabled	enum : MarState
199	optEnabled	enum : MarState
200	marginLimitDay	float	maximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)
201	openExposureLimit	float	maximum abs open child order $Delta (no netting) (open child orders only)
127	maxDayDDeltaLn	float	open long $Delta per trading session
130	maxDayDDeltaSh	float	open short $Delta per trading session
133	maxDayDDeltaAbs	float	absolute $Delta,
145	maxDayWtVegaLn	float	open long WtVega per trading session
148	maxDayWtVegaSh	float	open short WtVega per trading session
151	maxDayWtVegaAbs	float	open absolute WtVega,
202	maxDayNValueLn	float	open long notional value per trading session
203	maxDayNValueSh	float	open short notional value per trading session
204	maxDayNValueAbs	float	absolute notional value,
172	modifiedBy	string(24)
175	modifiedIn	enum : SysEnvironment
178	timestamp	DateTime

Get Schema API Call

Python

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 = 'SpdrRiskControl'

# 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

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=SpdrRiskControl'

Get Msg API Call

Python

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 = 'SpdrRiskControl'

# 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|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|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 = 'riskControlKey: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

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=SpdrRiskControl' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskControlKey:eq:ExampleString'

Get Msgs API Call

Python

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 = 'SpdrRiskControl'

# 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|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|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 = 'riskControlKey: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

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=SpdrRiskControl' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskControlKey:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=stkEnabled:ASC'

Get Aggregate API Call

Python

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 = 'SpdrRiskControl'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'stkEnabled|futEnabled|optEnabled|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stkEnabled|futEnabled|optEnabled|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 = 'riskControlKey: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

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=SpdrRiskControl' \
--data-urlencode 'measure=stkEnabled|futEnabled|optEnabled|marginLimitDay|openExposureLimit|maxDayDDeltaLn|maxDayDDeltaSh|maxDayDDeltaAbs|maxDayWtVegaLn|maxDayWtVegaSh|maxDayWtVegaAbs|maxDayNValueLn|maxDayNValueSh|maxDayNValueAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=stkEnabled|futEnabled|optEnabled|modifiedIn' \
--data-urlencode 'where=riskControlKey:eq:ExampleString'

Get Count API Call

Python

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 = 'SpdrRiskControl'

# 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 = 'riskControlKey: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

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=SpdrRiskControl' \
--data-urlencode 'where=riskControlKey:eq:ExampleString'