Schema: BookControl (ID: 1635)

METADATA

Attribute	Value
Topic	1630-client-book-risk
MLink Token	ClientControl
SRSE Product	SRControl

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

BODY

#	Field	Type	Comment
10=	accnt	string(16)
11=	clientFirm	string(16)	SR client firm
100	bookStatus	enum : BookStatus
103	bookRiskMultiplier	float	book risk multiplier (xRM)
106	maxAccHaircut	float	(xRM) max pre-expiration target haircut ($37.50)
109	minAccRho	float	minimum accnt rho (d$/dInt)
112	maxAccRho	float	maximum accnt rho (d$/dInt)
115	minDDelta	int	min accnt $delta
118	maxDDelta	int	max accnt $delta
121	maxAccAbsWtVega	float	(xRM) max account abs wtVega (sum of abs{symbol net wtVega});wtVega = ve * vol / sqrt(max(0.1, years * 4))
124	minAccWtVega	float	(xRM) minimum accnt net wtVega
127	maxAccWtVega	float	(xRM) maximum accnt net wtVega
130	minIndWtVega	float	(xRM) minimum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
133	maxIndWtVega	float	(xRM) maximum ind (0) net wtVega (applies to each industry unless overriden by an IndustryControl record)
136	minSubWtVega	float	(xRM) minimum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
139	maxSubWtVega	float	(xRM) maximum sub (00) net wtVega (applies to each subIndustry unless overriden by an IndustryControl record)
142	minGrpWtVega	float	(xRM) minimum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
145	maxGrpWtVega	float	(xRM) maximum grp (000) net wtVega (applies to each indGroup unless overriden by an IndustryControl record)
148	userText	text1	free form text
151	modifiedBy	string(24)	user who last modified this record
154	modifiedIn	enum : SysEnvironment
157	timestamp	DateTime	timestamp of last modification

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 = 'BookControl'

# 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=BookControl'

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 = 'BookControl'

# 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 = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|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 = '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

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=BookControl' \
--data-urlencode 'view=bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt: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 = 'BookControl'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|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 = '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 = 'bookStatus: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=BookControl' \
--data-urlencode 'view=bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=bookStatus: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 = 'BookControl'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp'

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

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=BookControl' \
--data-urlencode 'measure=bookStatus|bookRiskMultiplier|maxAccHaircut|minAccRho|maxAccRho|minDDelta|maxDDelta|maxAccAbsWtVega|minAccWtVega|maxAccWtVega|minIndWtVega|maxIndWtVega|minSubWtVega|maxSubWtVega|minGrpWtVega|maxGrpWtVega|userText|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=bookStatus|modifiedIn' \
--data-urlencode 'where=accnt: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 = 'BookControl'

# 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

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=BookControl' \
--data-urlencode 'where=accnt:eq:ExampleString'