Version: 8.4.10.2

Schema: MarRiskControlTkOverride (ID: 4551)

MarRiskControlTkOverride records are used to establish ticker-specific risk controls SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.

METADATA

Attribute	Value
Topic	4535-risk-control
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=	riskFirm	string(16)
11=	riskGroup	string(16)
12=	ticker	TickerKey
13=	isTestAccnt	enum : YesNo	if Yes, this control applies only to risk from test accnts
100	stkEnabled	enum : MarState
101	futEnabled	enum : MarState
102	optEnabled	enum : MarState
103	blockShortSales	enum : YesNo	block all short sales
104	orderMaxStkQty	int	number of equity shares that can be bought or sold by a single parent order
105	orderMaxFutQty	int	number of futures contracts that can be bought or sold by a single parent order
106	orderMaxOptQty	int	number of option contracts that can be bought or sold by a single parent order
107	orderMaxStkDDelta	float	maximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc
108	orderMaxFutDDelta	float	maximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc
109	orderMaxOptDDelta	float	maximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc
110	stkCollarPct	float	maximum user limit vs bid/ask price control
111	futCollarPct	float	maximum user limit vs bid/ask price control
112	optCollarPct	float	maximum user limit vs bid/ask price control
113	maxAccFutCnAbs	int	max absolute (net) accnt future contracts
114	maxDayFutCnBot	int	day future contracts bot
115	maxDayFutCnSld	int	day future contracts sld
116	maxDayFutCnAbs	int	max absolute (net) day future contracts
117	modifiedBy	string(24)
118	modifiedIn	enum : SysEnvironment
119	timestamp	DateTime

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 = 'MarRiskControlTkOverride'

# 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=MarRiskControlTkOverride'

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 = 'MarRiskControlTkOverride'

# 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|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm: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 = 'MarRiskControlTkOverride'

# 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|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|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 = 'riskFirm: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=stkEnabled: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 = 'MarRiskControlTkOverride'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stkEnabled|futEnabled|optEnabled|blockShortSales|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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'measure=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=stkEnabled|futEnabled|optEnabled|blockShortSales|modifiedIn' \
--data-urlencode 'where=riskFirm: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 = 'MarRiskControlTkOverride'

# 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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'where=riskFirm:eq:ExampleString'

Schema: MarRiskControlTkOverride (ID: 4551)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​