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Version: 8.4.10.4

Schema: SpdrDropExecution (ID: 1460)

METADATA​

AttributeValue
Topic1450-away-drop
MLink TokenClientTrading
SRSE ProductSRTrade

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

BODY​

#FieldTypeComment
10=dropNumberlongSR drop record number
100sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
103runStatusenum : RunStatusoriginal (source) run status [Prod,Beta]
106routingCodetext1
109routingSeqNumint
112secKeyOptionKey
115secTypeenum : SpdrKeyType
118securityDescstring(16)
121securityTypestring(4)
124symbolstring(12)symbol (+ '.' + symbolSfx)
127maturityDateDateTime
130strikedouble
133callPutenum : CallPut
136accounttext1FixTag.1
139giveupFirmstring(6)
142giveupAccnttext1
145clearingFirmstring(6)
148clearingAccnttext1
151dropData1text1
154dropData2text1
157clOrdIdstring(32)child order clOrdId (if available)
160fillVersionbytecancel/correct version number (initial fill is version=1)
163fillExecStatusenum : ExecStatusSpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)
166fillDttmDateTimefill DateTime (from SRDateTime)
169fillQuantityintfill size (from execReport.lastSize)
172fillSideenum : BuySellfill side (from execReport.side)
175fillSSaleFlagenum : ShortSaleFlagfill side (from execReport.side)
178fillPositionTypeenum : PositionType
181fillPricedoublefill price (from execReport.lastPrice)
184fillTransactDttmDateTimefill DateTime (from execReport.fillDttm)
187fillMarketstring(8)fill market (from execReport.lastMarket)
190fillSRLiqTagstring(2)fill SR normalized liquidity tag
193fillExchLiqTagstring(4)fill exchange liquidity code
196fillExchFeefloatfill exchange fee (if available)
199fillExecIdtext1fill execution id (from execReport.execId)
202fillRefExecIdtext1fill ref execution id (from execReport.refExecId) [only set on a cancel or correct]
205fillLegRefIdlongfill leg ref id (from execReport.legRefId)
208fillFirmTypestring(16)fill firm type (as reported from street side)
211fillExecBrokerstring(16)fill execution broker (as reported from street side)
214fillOrderCapacityenum : OrderCapacityfill order capacity (as reported from street side)
217fillContraDetailstring(16)fill contra party additional detail (if available)
220fillContraCapacityenum : OrderCapacityfill order capacity of contra party (if available)
223fillStreetTexttext1
226netTimestamplongdrop gateway arrival timestamp
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 = 'SpdrDropExecution'

# 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 = 'SpdrDropExecution'

# 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 = 'sysEnvironment|runStatus|routingCode|routingSeqNum|secKey|secType|securityDesc|securityType|symbol|maturityDate|strike|callPut|account|giveupFirm|giveupAccnt|clearingFirm|clearingAccnt|dropData1|dropData2|clOrdId|fillVersion|fillExecStatus|fillDttm|fillQuantity|fillSide|fillSSaleFlag|fillPositionType|fillPrice|fillTransactDttm|fillMarket|fillSRLiqTag|fillExchLiqTag|fillExchFee|fillExecId|fillRefExecId|fillLegRefId|fillFirmType|fillExecBroker|fillOrderCapacity|fillContraDetail|fillContraCapacity|fillStreetText|netTimestamp|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 = 'securityDesc: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 = 'SpdrDropExecution'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysEnvironment|runStatus|routingCode|routingSeqNum|secKey|secType|securityDesc|securityType|symbol|maturityDate|strike|callPut|account|giveupFirm|giveupAccnt|clearingFirm|clearingAccnt|dropData1|dropData2|clOrdId|fillVersion|fillExecStatus|fillDttm|fillQuantity|fillSide|fillSSaleFlag|fillPositionType|fillPrice|fillTransactDttm|fillMarket|fillSRLiqTag|fillExchLiqTag|fillExchFee|fillExecId|fillRefExecId|fillLegRefId|fillFirmType|fillExecBroker|fillOrderCapacity|fillContraDetail|fillContraCapacity|fillStreetText|netTimestamp|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 = 'securityDesc: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 = 'sysEnvironment: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 = 'SpdrDropExecution'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysEnvironment|runStatus|routingCode|routingSeqNum|secKey|secType|securityDesc|securityType|symbol|maturityDate|strike|callPut|account|giveupFirm|giveupAccnt|clearingFirm|clearingAccnt|dropData1|dropData2|clOrdId|fillVersion|fillExecStatus|fillDttm|fillQuantity|fillSide|fillSSaleFlag|fillPositionType|fillPrice|fillTransactDttm|fillMarket|fillSRLiqTag|fillExchLiqTag|fillExchFee|fillExecId|fillRefExecId|fillLegRefId|fillFirmType|fillExecBroker|fillOrderCapacity|fillContraDetail|fillContraCapacity|fillStreetText|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysEnvironment|runStatus|secType|callPut|fillExecStatus|fillSide|fillSSaleFlag|fillPositionType|fillOrderCapacity|fillContraCapacity'

# 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 = 'securityDesc: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 = 'SpdrDropExecution'

# 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 = 'securityDesc: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)