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Version: 8.4.08.4

Schema: SpdrRiskCounter (ID: 4660)

Values in this table represent current (live) SpiderRock supervisory risk counters for a corresponding risk control key.

METADATA​

AttributeValue
Topic4625-risk-counter
MLink TokenSystemData
SRSE ProductSRControl

Note: The symbol = next to a field number indicates that it is a primary key.

BODY​

#FieldTypeComment
10=tickerTickerKey'*-ANY-ANY' represents the entire control group
11=riskControlKeystring(64)must be an SRClientAccnt if riskControlLevel=Accnt; must be an SRUser if riskControlLevel=User; ignored if riskControlLevel=ClientFirm
12=riskControlLevelenum : RiskControlLevel
13=riskFirmstring(16)
14=isTestAccntenum : YesNo
100sysRealmenum : SysRealm
101sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
102riskEnginestring(32)EE engine name
105netDayDDeltafloatnet day $Delta
106absDayDDeltafloatabsolute day $Delta,
107netDayVegafloatnet day Vega per
108absDayVegafloatabsolute day Vega,
109netDayWtVegafloatnet day WtVega
110absDayWtVegafloatabsolute day WtVega,
111netDayNValuefloatnet day Notional Value
112absDayNValuefloatabsolute day Notional Value,
113netDayRMetric7floatnet day RiskMetric7
114absDayRMetric7floatabsolute day RiskMetric7,
115netDayDDeltaEmafloat60s (half-life) EMA $delta
116netDayWtVegaEmafloat60s (half-life) EMA wtVega
117emaTimestampdouble
118liveMarginDayfloatlive net (per symbol) day portfolio (day trades only) margin (can include external sources)
119liveOpenExposurefloatlive abs open child order $Delta (no netting) (open child orders only)
120dayMarginUDnVDnfloatday margin (UPrcDn/VolDn)
121dayMarginUDnVUpfloatday margin (UPrcDn/VolUp)
122dayMarginUUpVDnfloatday margin (UPrcUp/VolDn)
123dayMarginUUpVUpfloatday margin (UPrcUp/VolUp)
124numStkChildOrdersint
125numFutChildOrdersint
126numOptChildOrdersint
127numMLegChildOrdersint
128counterint
129timestampDateTime

Get Schema API Call​

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 = 'SpdrRiskCounter'

# 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)

Get Msg API Call​

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 = 'SpdrRiskCounter'

# 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 = 'sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|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)

Get Msgs API Call​

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 = 'SpdrRiskCounter'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|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 = 'sysRealm: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)

Get Aggregate API Call​

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 = 'SpdrRiskCounter'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment'

# 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)

Get Count API Call​

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 = 'SpdrRiskCounter'

# 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)