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Version: 8.4.10.2

Schema: RootDefinition (ID: 4365)

RootDefinition records are sourced from the listing exchange for future options and from OCC for US equity options. Records are updated as SpiderRock receives changes.

METADATA​

AttributeValue
Topic4335-product-definition
MLink TokenOptionDefinition
SRSE ProductSRLive, SRAnalytics

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

BODY​

#FieldTypeComment
10=rootTickerKey
100tickerTickerKeymaster underlying (can be a stock/product group; eg. @ES)
103osiRootstring(8)long version of the root. the short version is used in the TickerKey (for example RYAAY1, not RYAA1)
106ccodeTickerKey
109uPrcDriverKeyExpiryKey(optional) option underlier price driver (all option expiries) (overrides optExpiryDefinition)
112uPrcDriverTypeenum : SpdrKeyTypeStock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
115uPrcDriverKey2ExpiryKey(optional) alternate option underlier price driver (all option expiries) (overrides optExpiryDefinition)
118uPrcDriverType2enum : SpdrKeyTypeStock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
121uPrcBoundCCodeenum : YesNoif Yes and if a future exists with ccode=CCode and futExpiry = optExpiry the use this future as a pricing bound
124expirationMapenum : ExpirationMapdetermines the underlying future (if any)
127underlierModeenum : UnderlierMode
130optionTypeenum : OptionTypeindicator for option type
133multihedgeenum : Multihedgeindicates type of multihedge (None = standard root; all other root types are not None)
136exerciseTimeenum : ExerciseTimeExercise time type
139exerciseTypeenum : ExerciseTypeExercise style
142timeMetricenum : TimeMetrictrading time metric - 252 or 365 trading days or a weekly cycle type
223tradingPeriodenum : TradingPeriod
145pricingModelenum : PricingModel
148moneynessTypeenum : MoneynessTypemoneyness (xAxis) convention: PctStd = (K / fUPrc - 1) / (axisVol * RT), LogStd = LOG(K/fUPrc) / (axisVol * RT), NormStd = (K - fUPrc) / (axisVol * RT)
151priceQuoteTypeenum : PriceQuoteTypequoting style for the option series on the exchange, price (standard price quote) or volatility quoted (vol points)
154volumeTierenum : VolumeTier
157positionLimitintmax contract limit
160exchangesstring(24)exchange codes
163tickValuefloat$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
166pointValuefloat$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
169pointCurrencyenum : Currency
172strikeScaledoublemanual strike price adjustment multiplier (used for some CME products if set, otherwise displayFactor is used) (okey_xx = strikePrice * manualStrikeScale)
175strikeRatiofloatnote: effective strike = strike * strikeRatio - cashOnExercise
178cashOnExercisefloatnote: cashOnExercise is positive if it decreases the effective strike price
181underliersPerCnintnote: always 100 if underlying list is in use
184premiumMultdoublenote: OCC premium/strike multiplier (usually 100)
222symbolRatiofloatnote: currently used when AdjConvention is None, value of 0 implies symbolRatio is 1
187adjConventionenum : AdjConvention
190optPriceIncenum : OptPriceInc
193priceFormatenum : PriceFormatprice display format
196tradeCurrenum : Currency
199settleCurrenum : Currency
202strikeCurrenum : Currency
205defaultSurfaceRootTickerKeyfallback ticker to use for option surfaces if no native surfaces are available
218ricRootstring(6)RIC Root
208timestampDateTime

REPEATING FIELDS​

Underlying

FieldTypeComment
214tickerTickerKey
217spcfloat

Exchange

FieldTypeComment
220optExchenum : OptExch
224rootTickerKey

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 = 'RootDefinition'

# 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 = 'RootDefinition'

# 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 = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|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 = 'osiRoot: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 = 'RootDefinition'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|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 = 'osiRoot: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 = 'ticker: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 = 'RootDefinition'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'uPrcDriverType|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|pointCurrency|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr'

# 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 = 'osiRoot: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 = 'RootDefinition'

# 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 = 'osiRoot: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)