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Version: 8.4.10.2

Schema: StockPositionRecordV5 (ID: 4850)

StockPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away.

These records are published by a CoreRiskServer and represent the position and risk markup detail for a single equity or ETF security.

New records are published immediately when a position changes and about once per minute if no position has changed.

Note that all stock, future and option records for a single ticker are published simultaneously and records for the same chain should have consistent marks.

METADATA​

AttributeValue
Topic4740-risk-v5
MLink TokenClientRisk
SRSE ProductSRRisk

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

BODY​

#FieldTypeComment
10=tickerTickerKey
11=accntstring(16)
12=tradeDateDateKey
13=riskSessionenum : RiskSession
14=clientFirmstring(16)SR assigned client firm
103riskServerCodestring(6)
106priAggGroupstring(16)primary aggregation group
109secAggGroupstring(16)secondary aggregation group
112symbolTypeenum : SymbolType
115tickValuefloat$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
118pointValuefloat$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
121pointCurrencyenum : Currency
124priceFormatenum : PriceFormatprice display format code
127stkPrcfloatcurrent stock price (any market session) (persists if market closed/halted)
130stkBidfloatcurrent stock bid (any market session) (zero if market closed/halted)
133stkAskfloatcurrent stock ask (any market session) (zero if market closed/halted)
136stkMarkdoublecurrent stock mark (freezes at SR CloseMarkTime)
139stkMarkErrCodesflag : MarkErrorCode
142stkMarkSourceenum : UMarkSource
145stkOpnMidMarkdoublestart-of-day SR stock mark (rotated from prior day record) [corp action adjusted]
148stkOpnClrMarkdoublestart-of-day CLR stock mark (supplied by client/clearing firm via clearing position load) [should be corp action adjusted]
151stkOpnPosPrvintstart-of-day SR share position (rotated from prior day record) [corp action adjusted]
154stkOpnPosClrintstart-of-day CLR share position (supplied by client/clearing firm via clearing position load) [should be corp action adjusted]
157stkOpnPosintstart of period share position (effective; can be from either CLR or SR)
160stkOpnPosSrcenum : PositionSourcestart of period position source
163shBotintnumber of shares bot today
166shSldintnumber of shares sld today
169shSldShrtintnumber of shares sld short today
172shBotHdgintnumber of shares bot today from hedging (spdrSource=HedgeTool)
175shSldHdgintnumber of shares sld today from hedging (spdrSource=HedgeTool)
178shBotTrhintnumber of shares bot today from hedging (spdrSource=TradeHedge)
181shSldTrhintnumber of shares sld today from hedging (spdrSource=TradeHedge)
184shBotOpnintnumber of shares bot today from hedging (spdrSource=OpenHedge)
187shSldOpnintnumber of shares sld today from hedging (spdrSource=OpenHedge)
190shBotTrdintnumber of shares bot today from any trade hedging source (AutoHedge or Trades loop)
193shSldTrdintnumber of shares sld today from any trade hedging source (AutoHedge or Trades loop)
196stkMnyBotdoublesum of settle cash for all buy executions
199stkMnySlddoublesum of settle cash for all sell executions
202dayPnlfloat
205opnPnlMidMarkfloat
208opnPnlClrMarkfloat
211exDivAmtfloatamount of any dividend going ex today
214borrowRatefloatovernight rate required to borrow stock (if known)
217betafloatbeta (usually beta to SPX; see AccountConfig.betaSource)
220betaSourceenum : BetaSource
230marginUDnfloatAggregate RiskSlide: uPrc dn
231marginUUpfloatAggregate RiskSlide: uPrc up
223numExecutionsintnumber of included SpdrParentExecution records
226maxExecDttmDateTimemax (timestamp) of included SpdrParentExecution records
229timestampDateTime

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 = 'StockPositionRecordV5'

# 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 = 'StockPositionRecordV5'

# 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 = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|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)

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 = 'StockPositionRecordV5'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|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 = 'riskServerCode: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 = 'StockPositionRecordV5'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'symbolType|pointCurrency|priceFormat|stkMarkSource|stkOpnPosSrc|betaSource'

# 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)

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 = 'StockPositionRecordV5'

# 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)