Schema: SpreadExchPrint (ID: 2920)

METADATA

Attribute	Value
Topic	2895-market-data-spreads
MLink Token	Internal

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

BODY

#	Field	Type	Comment
10=	printNumber	long	SR assigned print number
11=	exch	enum : OptExch	Exchange reporting print
100	skey	TickerKey	feed handler TickerKey
103	strategyID	string(24)
106	ticker	TickerKey	underlier (or product group) tickerKey (from leg option)
109	side	enum : BuySell
112	printSize	int
115	printPrice	double
118	isPrintPriceValid	enum : YesNo
121	minAnchorSide	enum : BuySell
124	minAnchorLeg	OptionKey	earliest expiry / smallest strike / call prefered
127	maxAnchorSide	enum : BuySell
130	maxAnchorLeg	OptionKey	furtherest expiry / largest strike / put prefered
133	hasFlexLeg	enum : YesNo
136	hasHedgeLeg	enum : YesNo
139	stockLegSide	enum : BuySell
142	futureLegSide	enum : BuySell
145	strategyClass	enum : StrategyClass	Synthetic = (+C/-P), RevCon = (+C/-P/-S), Box = (+C/-P) & (-C/+P), CoveredSingle=(+C/-S)
148	numOptLegs	byte
151	srcTimestamp	long	source high precision timestamp (if available)
154	netTimestamp	long	PTP timestamp
157	timestamp	DateTime

REPEATING FIELDS

Legs

Field	Type	Comment
163	legSecKey	OptionKey
166	legSecType	enum : SpdrKeyType
169	legSide	enum : BuySell
172	legRatio	uint
175	positionType	enum : PositionType

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 = 'SpreadExchPrint'

# 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=SpreadExchPrint'

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 = 'SpreadExchPrint'

# 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 = 'skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|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 = 'strategyID: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=SpreadExchPrint' \
--data-urlencode 'view=skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=strategyID: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 = 'SpreadExchPrint'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|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 = 'strategyID: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 = 'skey: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=SpreadExchPrint' \
--data-urlencode 'view=skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=strategyID:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=skey: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 = 'SpreadExchPrint'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'side|isPrintPriceValid|minAnchorSide|maxAnchorSide|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass'

# 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 = 'strategyID: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=SpreadExchPrint' \
--data-urlencode 'measure=skey|strategyID|ticker|side|printSize|printPrice|isPrintPriceValid|minAnchorSide|minAnchorLeg|maxAnchorSide|maxAnchorLeg|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass|numOptLegs|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=side|isPrintPriceValid|minAnchorSide|maxAnchorSide|hasFlexLeg|hasHedgeLeg|stockLegSide|futureLegSide|strategyClass' \
--data-urlencode 'where=strategyID: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 = 'SpreadExchPrint'

# 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 = 'strategyID: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=SpreadExchPrint' \
--data-urlencode 'where=strategyID:eq:ExampleString'