Schema: TickerDefinition (ID: 4375)
TickerDefinition (internal only) records exist for all SpiderRock tickers including equity tickers (stocks and ETFs) as well as index tickers and synthetic tickers for future chains and option multihedge baskets.
METADATA
Attribute | Value |
---|---|
Topic | 4335-product-definition |
MLink Token | EquityDefinition |
SRSE Product | SRLive, SRAnalytics |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | ticker | TickerKey | |
100 | securityID | int | Security ID number from the source - Vendor, SR, Feed |
103 | symbolType | enum : SymbolType | |
106 | name | string(72) | Symbol name |
109 | country | string(2) | ISO Issuer Country Code |
254 | primaryCurrency | enum : Currency | |
255 | rateCurve | enum : RateCurve | |
112 | parValue | float | Security Parvalue |
115 | parValueCurrency | string(3) | Security Parvalue currency |
118 | pointValue | float | |
121 | pointCurrency | enum : Currency | |
124 | primaryExch | enum : PrimaryExchange | |
127 | altID | int | Alt Security ID number |
130 | mic | string(4) | ISO Market Identification Code |
133 | micSeg | string(4) | ISO Market Indentification Segment Code |
136 | symbol | string(12) | trading symbol (w/o dot notation) |
139 | issueClass | string(1) | issue class of stock symbol. if no issue class field will be blank. |
256 | sharesOutstanding | long | symbol shares outstanding, represented in thousands (actualsharesoutstanding = sharesoutstanding * 1000) |
145 | cusip | string(10) | cusip code |
148 | indNum | int | IND (2 digits) |
151 | subNum | int | SUB (4 digits) |
154 | grpNum | int | GRP (6 digits) |
157 | nbrNum | int | NBR (8 digits) |
160 | sic | string(4) | SIC (Standard Industrial Classification) code |
163 | cik | string(10) | Central Index Key (US specific) |
166 | gics | string(8) | Global Industry Classification Standard |
169 | lei | string(20) | Legal Entity Identifier |
172 | naics | string(6) | North American Industry Classification System |
175 | cfi | string(6) | ISO Classification of Financial Instruments |
178 | cic | string(4) | Complementay Identification Code |
181 | fisn | string(40) | Financial Instrument Short Name |
184 | isin | string(12) | ISIN code |
187 | figi | string(16) | FIGI code |
190 | bbgCompositeTicker | string(12) | Bloomberg Composite Ticker |
193 | bbgExchangeTicker | string(28) | Bloomberg Exchange Ticker |
196 | bbgCompositeGlobalID | string(12) | Bloomberg Composite Global ID |
199 | bbgGlobalID | string(12) | Bloomberg Global ID |
202 | bbgCurrency | string(3) | Bloomberg Trading Currency |
205 | otcPrimaryMarket | enum : OTCPrimaryMarket | |
208 | otcTier | enum : OTCTier | |
211 | otcReportingStatus | string(1) | |
214 | otcDisclosureStatus | int | |
217 | otcFlags | int | |
220 | stkPriceInc | enum : StkPriceInc | Price increment: None; FullPenny; Nickle |
223 | tkDefSource | enum : TkDefSource | Ticker definition source: None; Vendor; OTC; SR; Exchange |
226 | statusFlag | enum : TkStatusFlag | |
229 | tapeCode | enum : TapeCode | SIP Tape Code |
232 | stkVolume | float | daily stock volume |
235 | futVolume | float | daily future volume |
238 | optVolume | float | daily option volume |
241 | exchString | string(8) | exchanges listing any options on this underlying |
244 | hasOptions | enum : YesNo | Has Options flag |
247 | numOptions | int | total number of listed options |
257 | basisKey | TickerKey | skew basis fn key |
258 | reverseSkew | enum : YesNo | if Yes/No, force skew curve norma/reverse (left/right) orientation, if None, auto-determine from data |
250 | timeMetric | enum : TimeMetric | trading time metric - 252 or 365 trading days or a weekly cycle type |
259 | tradingPeriod | enum : TradingPeriod | trading period code (defines 24-hour trading period start/stop) |
263 | regionalCompositeTicker | TickerKey | regional composite ticker - set on European contributor products only |
253 | timestamp | DateTime |
REPEATING FIELDS
Exchange
Field | Type | Comment |
---|---|---|
261 | stkExch | enum : StkExch |
262 | ticker | TickerKey |
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 = 'TickerDefinition'
# 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=TickerDefinition'
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 = 'TickerDefinition'
# 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 = 'securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|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 = 'name: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=TickerDefinition' \
--data-urlencode 'view=securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|timestamp' \
--data-urlencode 'where=name: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 = 'TickerDefinition'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|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 = 'name: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 = 'securityID: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=TickerDefinition' \
--data-urlencode 'view=securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|timestamp' \
--data-urlencode 'where=name:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=securityID: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 = 'TickerDefinition'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'symbolType|primaryCurrency|rateCurve|pointCurrency|primaryExch|otcPrimaryMarket|otcTier|stkPriceInc|tkDefSource|statusFlag|tapeCode|hasOptions|reverseSkew|timeMetric|tradingPeriod'
# 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 = 'name: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=TickerDefinition' \
--data-urlencode 'measure=securityID|symbolType|name|country|primaryCurrency|rateCurve|parValue|parValueCurrency|pointValue|pointCurrency|primaryExch|altID|mic|micSeg|symbol|issueClass|sharesOutstanding|cusip|indNum|subNum|grpNum|nbrNum|sic|cik|gics|lei|naics|cfi|cic|fisn|isin|figi|bbgCompositeTicker|bbgExchangeTicker|bbgCompositeGlobalID|bbgGlobalID|bbgCurrency|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|stkPriceInc|tkDefSource|statusFlag|tapeCode|stkVolume|futVolume|optVolume|exchString|hasOptions|numOptions|basisKey|reverseSkew|timeMetric|tradingPeriod|regionalCompositeTicker|timestamp' \
--data-urlencode 'group=symbolType|primaryCurrency|rateCurve|pointCurrency|primaryExch|otcPrimaryMarket|otcTier|stkPriceInc|tkDefSource|statusFlag|tapeCode|hasOptions|reverseSkew|timeMetric|tradingPeriod' \
--data-urlencode 'where=name: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 = 'TickerDefinition'
# 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 = 'name: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=TickerDefinition' \
--data-urlencode 'where=name:eq:ExampleString'