Schema: SpdrParentReport (ID: 4100)
SpdrParentReport records contain the current state of a parent order and update as/when the order state changes.
SpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)
METADATA
Attribute | Value |
---|---|
Topic | 3985-parent-orders |
MLink Token | ClientTrading |
SRSE Product | SRTrade |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | parentNumber | long | SPDR order number |
100 | sysRealm | enum : SysRealm | |
103 | sysEnvironment | enum : SysEnvironment | |
106 | runStatus | enum : RunStatus | |
109 | reportNumber | long | |
112 | parentShape | enum : SpdrOrderShape | |
115 | recordVersion | short | |
118 | recordSource | enum : RecordSource | |
121 | parentVersion | short | SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc) |
124 | baseParentNumber | long | SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges) |
1037 | prevParentNumber | long | SPDR order number (order being cancelled/replaced) (zero if none) |
1038 | nextParentNumber | long | SPDR order number (next order in cxl/replace sequence) (zero if none) |
133 | prevParentCreateDttm | DateTime | none/undefined if first order in a sequence |
136 | prevParentCumFillQty | int | |
139 | clientSeqNumIn | int | inbound client seq number (FIX orders only) |
142 | altOrderId | string(24) | usually client clOrdId (from FIX or SRSE) |
145 | altPrevOrderId | string(24) | usually previous/orig (cxl/repl) client clOrdId (from FIX or SRSE) |
151 | altCancelId | string(24) | client cancelId (from FIX or SRSE) [identifies the message responsible for user cxl actions] |
154 | srcRoutingCode | text1 | inbound FIX routing code, if any |
157 | packageId | long | references spread orderNumber, if a legged spread order |
160 | prevPackageId | long | |
163 | riskGroupId | long | all orders with the same riskGroupId share a common set of risk counters; .Grp. risk limits apply to these shared counters |
166 | triggerGroupId | long | WaitTrigger group Id |
169 | secKey | OptionKey | |
172 | secType | enum : SpdrKeyType | |
175 | accnt | string(16) | SR trading account |
178 | clientFirm | string(16) | SR client firm |
1039 | coreClientFirm | string(16) | |
1040 | sponsorClientFirm | string(16) | |
181 | clientAccnt | string(32) | client assigned "long" account string (from AccountConfig) [used to map between client and SR account strings] |
184 | userName | string(24) | name of the user entering the order |
1041 | userSource | enum : SpdrSource | SpdrSource of this order |
187 | altAccnt | string(32) | alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings] |
190 | altUserName | string(24) | alternate (client assigned) user name (optional) [used to map between client and SR account strings] |
1094 | execBrkrCode | string(16) | overrides the default executing broker for this parent order |
1095 | externExDest | string(16) | routing code for orders directed to an external order router (default = null); must match an exDest associated with a RouteDefinition |
199 | externParams | text1 | external algo names/parameters (usually just an algo name) |
202 | spdrSource | enum : SpdrSource | parent order source enum |
205 | groupingCode | long | unique broker code; broker.pkey = (key + accnt + spdrSource + groupingCode) |
1042 | engineName | string(32) | execution engine (partition) handling this parent order |
211 | orderDttm | DateTime | |
214 | orderSide | enum : BuySell | |
217 | priceType | enum : PriceType | |
220 | orderSize | int | |
223 | orderActiveSize | int | total activated size (total size released for execution) (-1 = all available size) |
226 | spdrStageType | enum : SpdrStageType | SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size) |
1043 | stageReview | enum : StageReview | |
229 | parentOrderHandling | enum : ParentOrderHandling | |
232 | parentBalanceHandling | enum : ParentBalanceHandling | |
235 | limitPrice | double | limit price @ order arrival |
238 | orderLimitType | enum : SpdrLimitType | |
241 | takeLimitClass | enum : SpdrLimitClass | |
244 | makeLimitClass | enum : SpdrLimitClass | |
247 | startType | enum : StartType | WaitTrigger associates this order with a triggerGroupId. The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received. |
1044 | marketSession | enum : MarketSession | |
253 | startDttm | DateTime | [optional] (default: 2000-01-01) |
256 | goodTillDttm | DateTime | [optional] (default: 2099-01-01) |
259 | autoHedge | enum : AutoHedge | |
262 | hedgeInstrument | enum : HedgeInst | Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey |
265 | hedgeSecKey | ExpiryKey | |
268 | hedgeSecType | enum : SpdrKeyType | |
271 | hedgeBetaRatio | float | portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]) |
274 | hedgeScope | enum : HedgeScope | hedge group scope [RiskGroup or Accnt] |
1045 | hedgeSession | enum : MarketSession | market session for the autohedge order |
280 | orderCreateDttm | DateTime | order send time |
283 | orderCreateLatency | float | order send to order ack latency (in milliseconds) |
286 | cancelReason | enum : OrderCancelReason | |
289 | orderCancelDttm | DateTime | order cancel time |
292 | orderCancelLatency | float | cancel send to cancel ack latency (in milliseconds) |
295 | orderWorkingDttm | DateTime | order send ack time (acknowleged working/new) (first exec report indicating the order is active) |
298 | orderClosedDttm | DateTime | order terminated ack time (first exec report indicating the order is in a terminal state;eg. cancelled, filled, rejected, etc) |
301 | orderClosedText | text1 | |
1046 | maxExposureSize | int | maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1] |
1047 | publicSize | enum : PublicSizeHandling | public order size handling: None=algo default; Randomize=randomize public size; MktSize=expose typical market size; FullSize=expose entire order size where possible; FullSizeR=randomize full size |
1048 | canOverlapCxlRepl | enum : YesNo | can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order) |
1049 | progressExposeTime | int | minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking) |
1050 | progressRule | enum : ProgressRule | Immediate = all size immediately available; TWAP = work from arrival to expiration; VWAP = work order not faster than participation rate |
1051 | progressSliceCnt | byte | number of slices to use (default = 4 or 8) [max 20] |
1052 | vwapParticipation | float | target vwap participation rate (target % of trade activity) |
1053 | auctionResponder | enum : AuctionResponder | if set, parent order can be an auction responder |
1054 | maxMakeExchFee | float | maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply] |
1055 | maxTakeExchFee | float | maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply] |
1056 | incTakeExchFee | enum : IncExchFee | include exchange fee in probability and surface based take limit calculations |
1057 | incMakeExchFee | enum : IncExchFee | include exchange fee in probability and surface based make limit calculations |
1058 | makeExchRule | enum : MakeExchRule | ActiveMaker exchange preference rule: 'MaxPart' = maximize participation; 'FeeOrder' = minimize fees [maximize rebates]; 'ImprvOnly' will only make when improving NBBO; 'RoundRobin' will rotate through exch list |
1059 | cxlUPrcRange | enum : UPrcCxl | cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ] |
1060 | minUBid | float | [optional] |
1061 | maxUAsk | float | [optional] (< $0.01 = none) |
1062 | minOptionPx | float | [optional] option price floor for tied to stock orders |
1063 | maxChildOrders | int | maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited] |
1064 | orderDuration | int | [optional] (number of seconds) |
1065 | takeReachRule | enum : ReachRule | Immediate = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger] |
1066 | orderPrcLimit | double | Applies if LimitType = Prc[] |
1067 | orderRefUPrc | double | default=underlier.mid |
1068 | orderRefDelta | float | default=option.delta |
1069 | orderRefGamma | float | default=option.gamma |
1070 | orderVolLimit | float | Applies if LimitType = Vol[] [uses SR dividends and borrow rates] |
1071 | rateOverride | float | zero = ignore; > zero = override |
1072 | sdivOverride | float | |
1073 | ddivOverride | text1 | discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...]) |
1074 | overrideCode | enum : OverrideCode | |
1075 | orderPrcOffset | double | default=0 [surface, relX and pegX limit offsets] |
1076 | takeAlphaType | enum : AlphaType | Applies if takeLimitClass = Probability |
1077 | makeAlphaType | enum : AlphaType | Applies if makeLimitClass = Probability |
1078 | takeAlphaFactor | float | [-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative] |
1079 | makeAlphaFactor | float | [-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative] |
1080 | takeProbability | float | takeProbLimit = takeProbability [if AlphaType = Static] |
1081 | makeProbability | float | makeProbLimit = makeProbability [if AlphaType = Static] |
1082 | takeSurfPrcOffset | double | default=0 |
1083 | takeSurfVolOffset | float | default=0 |
1084 | takeSurfWidthOffset | float | [-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth |
1085 | makeSurfPrcOffset | double | default=0 |
1086 | makeSurfVolOffset | float | default=0 |
1087 | makeSurfWidthOffset | float | [-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth |
1088 | orderRefEventMult | float | |
1089 | orderRefEventDttm | DateTime | |
1096 | externHedgeExDest | string(16) | external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk) |
1091 | externHedgeParams | text1 | external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams |
304 | spdrOrderStatus | enum : SpdrOrderStatus | |
307 | spdrCloseReason | enum : SpdrCloseReason | |
310 | spdrRejectReason | enum : SpdrRejectReason | |
1092 | spdrRejectLevel | enum : SpdrRiskLevel | |
313 | firmType | enum : FirmType | |
316 | orderCapacity | enum : OrderCapacity | |
319 | ssaleFlag | enum : ShortSaleFlag | primary short sale flag (single leg orders) |
322 | positionType | enum : PositionType | primary position type (single leg orders) |
325 | arriveFirmPos | int | firm position [resolved @ parent order arrival] |
328 | arriveSSaleFlag | enum : ShortSaleFlag | primary short sale flag (single leg orders) [resolved @ parent order arrival; short if any of order size would be short] |
331 | noCrossGroup | string(16) | |
334 | exchTraderId | string(16) | |
337 | largeTraderId | string(16) | |
340 | tradingLocation | string(16) | |
343 | firmPosition | int | |
346 | openSellSh | int | |
349 | locateQuan | int | available locate quantity (if selling short) @ arrival time |
352 | locateFirm | string(6) | locate firm (usually an MPID) |
355 | locatePool | string(16) | locate pool @ locate firm |
358 | clearingFirm | string(4) | clearing firm [from AccountConfig; may not match parent execution] |
361 | clearingAccnt | string(12) | clearing firm [from AccountConfig; may not match parent execution] |
364 | catReportable | enum : CatReportType | CAT reportable type (from AccountConfig.catReportable) |
367 | catSrcBrkrIMID | string(16) | B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID) |
370 | catSrcAccntType | enum : CatAccntType | CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt]) |
373 | catSrcFirmType | enum : CatFirmType | CAT source type (from AccountConfig.catSrcType [Eqt, Opt]) |
376 | catDestDeptType | enum : CatDeptType | Infer from ParentOrder Agency or ATS (BlockInitiate/BlockRespond) |
379 | catAccnt | text1 | CAT Firm Designated ID |
382 | catBrkrAccnt | text1 | Brokers CAT Firm Designated ID |
385 | cumFillQuantity | int | |
388 | avgFillPrice | double | |
391 | avgFillUPrice | double | |
394 | leavesQty | int | |
397 | lastFillNumber | long | |
400 | lastFillDttm | DateTime | |
403 | reviewClOrdId | string(24) | |
406 | reviewOrigClOrdId | string(24) | |
409 | reviewCancelClOrdId | string(24) | |
412 | reviewOrderSize | int | |
415 | reviewOrderActiveSize | int | |
418 | reviewCumFillQuantity | int | |
421 | reviewAvgFillPrice | double | |
424 | reviewLeavesQty | int | |
427 | reviewOrderStatus | enum : SpdrOrderStatus | |
433 | maxProgress | enum : MaxProgress | |
436 | maxProgressDetail | string(48) | |
439 | maxProgressTime | DateTime | |
442 | numChildOrders | int | [is390Eligible] (numChildOrders > 0 if parent order is 390 Eligible and also generated at least 1 child order) |
445 | nbboBid | double | best nbbo bid @ arrival time |
448 | nbboAsk | double | best nbbo ask @ arrival time |
451 | nbboBidSz | int | public cumulative bid size @ nbboBid |
454 | nbboAskSz | int | public cumulative ask size @ nbboAsk |
457 | mktStance | enum : MktStance | |
460 | parentStrategy | string(36) | client strategy [usually client supplied] |
463 | ticker | TickerKey | underlier (option only) |
466 | tickValue | float | $NLV value of a single tick change in display premium (pointValue = tickValue / tickSize) |
469 | pointValue | float | $NLV value of a single point change in display premium (pointValue = tickValue / tickSize) |
472 | pointCurrency | enum : Currency | |
475 | notionalMult | float | |
478 | securityID | string(24) | from ProductDefinition.securityID |
481 | securityDesc | text1 | from ProductDefinition.securityDesc |
484 | productGroup | string(6) | from ProductDefinition.productGroup |
487 | productClass | enum : ProductClass | from ProductDefinition.productClass |
490 | undKey | ExpiryKey | from ProductDefinition.undKey |
493 | undType | enum : SpdrKeyType | from ProductDefinition.undType |
496 | uSecDesc | string(6) | [options only] underlier security description |
499 | priceFormat | enum : PriceFormat | |
502 | userData1 | text1 | client supplied data field; passes through to parent and child executions and reports as well as FIX drops |
505 | userData2 | text1 | client supplied data field; passes through to parent and child executions and reports as well as FIX drops |
508 | timestamp | DateTime | |
1093 | includeSRNetwork | enum : InclExclDisclose |
REPEATING FIELDS
DirectedCounterParty
Field | Type | Comment |
---|---|---|
520 | clientFirm | string(16) |
523 | inclExcl | enum : InclExclDisclose |
OrderLegs
Field | Type | Comment |
---|---|---|
616 | lastLegRefId | long |
619 | lastFillDttm | DateTime |
622 | cumSquareQty | int |
625 | avgSquarePrc | double |
628 | lastSquareDttm | DateTime |
631 | cumPartialQty | int |
634 | reviewCumSquareQty | int |
637 | reviewAvgSquarePrc | double |
640 | reviewLastSquareDttm | DateTime |
643 | reviewCumPartialQty | int |
646 | ticker | TickerKey |
649 | stockSide | enum : BuySell |
652 | stockShares | int |
655 | stockLegId | long |
658 | altStkLegId | string(24) |
661 | reviewStkLegId | string(24) |
664 | reviewStkLegAltId | string(24) |
667 | ssaleFlag | enum : ShortSaleFlag |
670 | stockCumFillQty | int |
673 | stockAvgFillPrc | double |
676 | stockReviewCumFillQty | int |
679 | stockReviewAvgFillPrc | double |
682 | numLegs | byte |
685 | secKey1 | OptionKey |
688 | secType1 | enum : SpdrKeyType |
691 | mult1 | ushort |
694 | side1 | enum : BuySell |
697 | legId1 | long |
700 | altLegId1 | string(24) |
703 | reviewLegId1 | string(24) |
706 | reviewLegAltId1 | string(24) |
709 | posType1 | enum : PositionType |
712 | ssaleFlag1 | enum : ShortSaleFlag |
715 | legCumFillQty1 | int |
718 | legAvgFillPrc1 | double |
721 | legReviewCumFillQty1 | int |
724 | legReviewAvgFillPrc1 | double |
727 | secKey2 | OptionKey |
730 | secType2 | enum : SpdrKeyType |
733 | mult2 | ushort |
736 | side2 | enum : BuySell |
739 | legId2 | long |
742 | altLegId2 | string(24) |
745 | reviewLegId2 | string(24) |
748 | reviewLegAltId2 | string(24) |
751 | posType2 | enum : PositionType |
754 | ssaleFlag2 | enum : ShortSaleFlag |
757 | legCumFillQty2 | int |
760 | legAvgFillPrc2 | double |
763 | legReviewCumFillQty2 | int |
766 | legReviewAvgFillPrc2 | double |
769 | secKey3 | OptionKey |
772 | secType3 | enum : SpdrKeyType |
775 | mult3 | ushort |
778 | side3 | enum : BuySell |
781 | legId3 | long |
784 | altLegId3 | string(24) |
787 | reviewLegId3 | string(24) |
790 | reviewLegAltId3 | string(24) |
793 | posType3 | enum : PositionType |
796 | ssaleFlag3 | enum : ShortSaleFlag |
799 | legCumFillQty3 | int |
802 | legAvgFillPrc3 | double |
805 | legReviewCumFillQty3 | int |
808 | legReviewAvgFillPrc3 | double |
811 | secKey4 | OptionKey |
814 | secType4 | enum : SpdrKeyType |
817 | mult4 | ushort |
820 | side4 | enum : BuySell |
823 | legId4 | long |
826 | altLegId4 | string(24) |
829 | reviewLegId4 | string(24) |
832 | reviewLegAltId4 | string(24) |
835 | posType4 | enum : PositionType |
838 | ssaleFlag4 | enum : ShortSaleFlag |
841 | legCumFillQty4 | int |
844 | legAvgFillPrc4 | double |
847 | legReviewCumFillQty4 | int |
850 | legReviewAvgFillPrc4 | double |
853 | secKey5 | OptionKey |
856 | secType5 | enum : SpdrKeyType |
859 | mult5 | ushort |
862 | side5 | enum : BuySell |
865 | legId5 | long |
868 | altLegId5 | string(24) |
871 | reviewLegId5 | string(24) |
874 | reviewLegAltId5 | string(24) |
877 | posType5 | enum : PositionType |
880 | ssaleFlag5 | enum : ShortSaleFlag |
883 | legCumFillQty5 | int |
886 | legAvgFillPrc5 | double |
889 | legReviewCumFillQty5 | int |
892 | legReviewAvgFillPrc5 | double |
895 | secKey6 | OptionKey |
898 | secType6 | enum : SpdrKeyType |
901 | mult6 | ushort |
904 | side6 | enum : BuySell |
907 | legId6 | long |
910 | altLegId6 | string(24) |
913 | reviewLegId6 | string(24) |
916 | reviewLegAltId6 | string(24) |
919 | posType6 | enum : PositionType |
922 | ssaleFlag6 | enum : ShortSaleFlag |
925 | legCumFillQty6 | int |
928 | legAvgFillPrc6 | double |
931 | legReviewCumFillQty6 | int |
934 | legReviewAvgFillPrc6 | double |
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 = 'SpdrParentReport'
# 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=SpdrParentReport'
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 = 'SpdrParentReport'
# 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|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'
# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId: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 = 'SpdrParentReport'
# 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|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'
# 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 = 'altOrderId: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)
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=SpdrParentReport' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysRealm: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 = 'SpdrParentReport'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|runStatus|parentShape|recordSource|secType|userSource|spdrSource|orderSide|priceType|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|cancelReason|publicSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveSSaleFlag|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|reviewOrderStatus|maxProgress|mktStance|pointCurrency|productClass|undType|priceFormat|includeSRNetwork'
# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'measure=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'group=sysRealm|sysEnvironment|runStatus|parentShape|recordSource|secType|userSource|spdrSource|orderSide|priceType|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|cancelReason|publicSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveSSaleFlag|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|reviewOrderStatus|maxProgress|mktStance|pointCurrency|productClass|undType|priceFormat|includeSRNetwork' \
--data-urlencode 'where=altOrderId: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 = 'SpdrParentReport'
# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'where=altOrderId:eq:ExampleString'