Schema: OptOrderGateway (ID: 5165)

Records inserted, updated, or replaced into the OptionOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	Internal
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	okey	OptionKey	SR Option Key
11=	accnt	string(16)	SR Account (default = primary account associated with SRSE login)
12=	orderSide	enum : BuySell	Parent Order Size
13=	groupingCode	long	Parent Grouping Code
14=	clientFirm	string(16)
103	spdrActionType	enum : SpdrActionType	[Add (new order), AddReplace (add or replace order), Cancel (cxl existing), Replace (update existing only), Release (modify order active size)]
106	altOrderId	string(24)	Alternate client order ID. This order ID will be copied to all execution reports.
109	altAutoHedgeId	string(24)	alternate order ID for child autohedge orders (if any)
112	altAccnt	string(32)	alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
115	altUserName	string(24)	alternate (client assigned) user name (optional) [used to map between client and SR account strings]
118	accntRouteCode	text1	accntRoute acronym
576	execBrkrCode	string(16)
577	externExDest	string(16)	routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)
124	externParams	text1	external algo names/parameters (usually just an algo name)
127	strategy	string(36)	Client strategy string. This value will appear on the SR Trade Monitor and in execution reports.
133	orderDttm	DateTime	order entry time (from client;if any)
136	orderSize	int	parent order size (contracts) [-1 = no change;used when spdrActionType=Release]
139	orderActiveSize	int	total activated size (total size released for execution) (-1 = all available size)
142	addCumFillQuantity	enum : YesNo	If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing 'CumFillQuantity'.
145	exchMask	uint	eligible exchanges (0 = all)
148	maxExposureSize	int	maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
151	numMakeExchanges	byte	number of exchanges (1 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
154	publicSize	enum : PublicSizeHandling	public order size handling: None=use default size handling (usually limits public size to 'typical' market size); Randomize=randomize public size; MktSize=expose only 'typical' market size; FullSize=expose entire order size where possible
157	randomizeSize	enum : YesNo	randomize public order size
160	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)
163	progressRule	enum : ProgressRule	None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
166	twapSliceCnt	byte	[ProgressSliceCnt] number of progress slices to use. if none given will compute based on active size and duration. [max 20]
169	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)
172	auctionResponder	enum : AuctionResponder	if set, parent order can be an auction responder
175	maxMakeExchFee	float	maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
178	maxTakeExchFee	float	maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
181	incTakeExchFee	enum : IncExchFee	include exchange fee in probability and surface based take limit calculations
184	incMakeExchFee	enum : IncExchFee	include exchange fee in probability and surface based make limit calculations
187	makeExchRule	enum : MakeExchRule	ActiveMaker exchange preference rule: 'MaxPart' will pick exchanges to maximize participation; 'FeeOrder' will pick exchanges to minimize fees [maximize rebates]; 'ImprvOnly' will only make when improving NBBO.
190	triggerType	enum : TriggerType	type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]
193	triggerLevel	float	stop/trigger price for parent order to go active
196	cxlUPrcRange	enum : UPrcCxl	cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]
199	minUBid	float	[optional]
202	maxUAsk	float	[optional] (< $0.01 = none)
205	minMaxType	enum : MinMaxType	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
208	minOptionPx	float	[optional] option price floor for tied to stock orders
211	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]
214	spdrStageType	enum : SpdrStageType	SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)
572	marketSession	enum : MarketSession
220	startDttm	DateTime	[optional] (parent order start time)
223	orderDuration	int	[optional] (number of seconds)
573	activeDuration	int	[optional] (number of seconds)
226	goodTillDttm	DateTime	[optional] (default: 2000-01-01)
229	startType	enum : StartType	[WaitTrigger]
235	parentOrderHandling	enum : ParentOrderHandling
238	parentBalanceHandling	enum : ParentBalanceHandling
241	orderLimitType	enum : SpdrLimitType	Various (Prc, PrcDe, Vol, Rel, Market); establishes the primary LimitPrice for a parent order
244	takeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
247	makeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
250	takeReachRule	enum : ReachRule	None = 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]
253	orderPrcLimit	double	Applies if LimitType = Prc[]
256	orderRefUPrc	double	default=underlier.mid
259	orderRefDelta	float	default=option.delta
262	orderRefGamma	float	default=option.gamma
265	orderVolLimit	float	Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
268	rateOverride	float	zero = ignore;> zero = override
271	sdivOverride	float	Default: 0.
274	ddivOverride	text2	Discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
277	overrideCode	enum : OverrideCode	override default SR dividend and rate details (only used if LimitType = Vol)
280	orderPrcOffset	double	default=0
283	orderRefEventMult	float
286	orderRefEventDttm	DateTime
289	takeAlphaType	enum : AlphaType	Applies if takeLimitClass = Probability
292	makeAlphaType	enum : AlphaType	Applies if makeLimitClass = Probability
295	takeAlphaFactor	float	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]
298	makeAlphaFactor	float	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]
301	takeProbability	float	takeProbLimit = takeProbability [if takeAlphaType = Static]
304	makeProbability	float	makeProbLimit = makeProbability [if makeAlphaType = Static]
307	takeSurfPrcOffset	double	default=0
310	takeSurfVolOffset	float	default=0
313	takeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
316	makeSurfPrcOffset	double	default=0
319	makeSurfVolOffset	float	default=0
322	makeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
325	autoHedge	enum : AutoHedge
328	hedgeInstrument	enum : HedgeInstOrig	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 (DirectStock, DirectFuture, and FutUnderlier are depricated)
331	hedgeFKey	ExpiryKey	autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
334	hedgeBetaRatio	float	portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
337	hedgeScope	enum : HedgeScope
574	hedgeSession	enum : MarketSession
343	positionType	enum : PositionType
346	ssaleFlag	enum : ShortSaleFlag	Used to determine stock auto-hedge flags.
349	firmType	enum : FirmType	Used to override firmType in account config. Default: None (use SpiderRock account configuration).
352	theoVol	float	client supplied theoretical volatility (used for markup only)
397	riskGroupId	long	All group (grp) risk limits below are relative to this riskGroupId. Default: 0 (none). Required to be non-zero if autoHedge is something other than None.
575	reqAuxRiskGroupCtrl	enum : YesNo
355	refRMetric1Src	enum : RMetricSource
358	refRMetric2Src	enum : RMetricSource
361	refRMetric3Src	enum : RMetricSource
364	refRMetric4Src	enum : RMetricSource
367	refRMetric5Src	enum : RMetricSource
370	refRMetric6Src	enum : RMetricSource
373	refRMetric7Src	enum : RMetricSource
376	orderRefRMetric1	float	user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
379	orderRefRMetric2	float	user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]
382	orderRefRMetric3	float	user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]
385	orderRefRMetric4	float	user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]
388	orderRefRMetric5	float	user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]
391	orderRefRMetric6	float	user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]
394	orderRefRMetric7	float	user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]
424	expDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
418	maxExpDayWtVegaLn	float	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
421	maxExpDayWtVegaSh	float	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
454	maxExpDayRMetric6Ln	float	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
457	maxExpDayRMetric6Sh	float	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
451	symDayDDeltaOffset	float	max acct+symbol day $delta offset (target)
445	maxSymDayDDeltaLn	float	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
448	maxSymDayDDeltaSh	float	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
433	symDayVegaOffset	float	max acct+symbol day vega offset (target)
427	maxSymDayVegaLn	float	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
430	maxSymDayVegaSh	float	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
442	symDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
436	maxSymDayWtVegaLn	float	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
439	maxSymDayWtVegaSh	float	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
463	maxSymDayRMetric7Ln	float	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
466	maxSymDayRMetric7Sh	float	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
472	maxGrpDayDDeltaLn	float	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
475	maxGrpDayDDeltaSh	float	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
478	maxGrpDayVegaLn	float	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
481	maxGrpDayVegaSh	float	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
484	maxGrpDayVegaAbs	float	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
487	grpDayVegaRatio	float	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
538	maxGrpDayContractsLn	int	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
541	maxGrpDayContractsSh	int	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
544	maxGrpDayContractsAbs	int	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
502	maxGrpDayRMetric1Ln	float	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
505	maxGrpDayRMetric1Sh	float	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
508	maxGrpDayRMetric1Abs	float	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
511	grpDayRMetric1Ratio	float	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
514	maxGrpDayRMetric2Ln	float	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
517	maxGrpDayRMetric2Sh	float	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
520	maxGrpDayRMetric3Ln	float	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
523	maxGrpDayRMetric3Sh	float	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
526	maxGrpDayRMetric4Ln	float	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
529	maxGrpDayRMetric4Sh	float	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
532	maxGrpDayRMetric5Ln	float	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
535	maxGrpDayRMetric5Sh	float	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
547	symEmaCxlDDeltaLn	float	max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
550	symEmaCxlDDeltaSh	float	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
553	symEmaCxlWtVegaLn	float	max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
556	symEmaCxlWtVegaSh	float	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
559	traderName	string(32)	Name of the trader associated with the order
562	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
565	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
568	childData	text1	client supplied data field; passes through to down stream child orders
571	checksum	byte	Must be set to 13. This helps detect some column/value misalignments.

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 = 'OptOrderGateway'

# 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=OptOrderGateway'

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 = 'OptOrderGateway'

# 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 = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# 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=OptOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--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 = 'OptOrderGateway'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# 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 = 'spdrActionType: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=OptOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=spdrActionType: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 = 'OptOrderGateway'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrActionType|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src'

# 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=OptOrderGateway' \
--data-urlencode 'measure=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--data-urlencode 'group=spdrActionType|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src' \
--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 = 'OptOrderGateway'

# 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=OptOrderGateway' \
--data-urlencode 'where=accnt:eq:ExampleString'