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Version: 8.4.10.4

Schema: SpdrStrategyReportLeggerX (ID: 5360)

METADATA​

AttributeValue
Topic5355-strategy-legger
MLink TokenInternal
SRSE ProductSRTrade

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

BODY​

#FieldTypeComment
10=strategyNumberlongstrategy number
100strategyStatusenum : StrategyStatus
103accntstring(16)SR trading account
106clientFirmstring(16)SR client firm
109spdrSourceenum : SpdrSource
199execBrkrCodestring(16)(optional) override the default execBrkrCode for this order
200externExDeststring(16)routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)
118externParamstext1external algo names/parameters (usually just an algo name)
121strategystring(36)client-supplied strategy string; visible on SpiderRock GUI tools and other order reports.
124userNamestring(24)name of the user entering the order
127orderSizeintstrategy size (number of complete spreads)
130leggerLimitdoublestrategy limit
133leggerLimitTypeenum : LeggerLimitTypestrategy limit type
136leggerLimitIncdoublestrategy limit price tick increment (for +/-)
139leggerAlgoenum : LeggerAlgo
142balanceHandlingenum : ParentBalanceHandlingbase parent order balance handling [make style algo]
145legExposurePctfloatpercentage of legger order than can be exposed on a single leg without completing related legs
148legCompletionSlippagedoublemaximum leg price slippage to complete an open strategy order
197marketSessionenum : MarketSession
154startDttmDateTime[optional] (parent order start time)
157orderDurationint[optional] (number of seconds)
160goodTillDttmDateTime[optional] (default: 2099-01-01)
163autoHedgeenum : AutoHedge
166hedgeInstrumentenum : HedgeInst
169hedgeSecKeyExpiryKeyautohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
172hedgeBetaRatiofloatportion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
175hedgeScopeenum : HedgeScopehedge group scope [RiskGroup or Accnt]
198hedgeSessionenum : MarketSession
201externHedgeExDeststring(16)external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type
184externHedgeParamstext1external algo names/parameters (usually just an algo name)
187userData1text1client supplied data field; passes through to parent and child executions and reports as well as FIX drops
190userData2text1client supplied data field; passes through to parent and child executions and reports as well as FIX drops
193childDatatext1client supplied data field; passes through to down stream child orders
196timestampDateTime

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 = 'SpdrStrategyReportLeggerX'

# 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 = 'SpdrStrategyReportLeggerX'

# 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 = 'strategyStatus|accnt|clientFirm|spdrSource|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerLimitInc|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|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 = 'SpdrStrategyReportLeggerX'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'strategyStatus|accnt|clientFirm|spdrSource|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerLimitInc|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|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 = 'strategyStatus: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 = 'SpdrStrategyReportLeggerX'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'strategyStatus|accnt|clientFirm|spdrSource|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerLimitInc|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'strategyStatus|spdrSource|leggerLimitType|leggerAlgo|balanceHandling|marketSession|autoHedge|hedgeInstrument|hedgeScope|hedgeSession'

# 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 = 'SpdrStrategyReportLeggerX'

# 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)