Schema: OptionItemCalc (ID: 3487)

METADATA

Attribute	Value
Topic	3480-mlink-custom
MLink Token	RiskCalc

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

BODY

#	Field	Type	Comment
100	okey	OptionKey	okey.root can be a listed/flex root symbol or an underlying symbol
131	okeyNumber	int
101	basketNumber	long
102	exType	enum : ExerciseType	exercise type of the option (American or European) (default: from root definition)
103	exTime	enum : ExerciseTime	exercise time (AM or PM) (default: from root definition)
132	holidayCalendar	enum : CalendarCode	holiday calendar code (NYSE, etc)
104	timeMetric	enum : TimeMetric	time metric (D252, D365, etc.) (default: from root definition)
105	priceType	enum : CalcPriceType	Equity (spot price) or Future (fwd price) conventions (default: from root definition)
106	modelType	enum : CalcModelType	LogNormal, Normal, etc. (default: from root definition)
107	incGreeks	enum : YesNo	default (No)
108	vol	double	volatility (default: SR surface volatility)
109	uPrc	double	underlying price (default: SR live uPrc)
110	iDays	int	interest days to expiration (default: SR interest days)
111	years	double	years-to-expiration (default: SR volatility time value)
112	sdiv	double	continuous stock dividend used for pricing
113	rate	double	discount rate used for pricing
114	ddiv	double
115	ddivPV	double
116	price	double	price (premium)
117	effStrike	double	effective strike used to for pricing calc
118	delta	float	delta
119	gamma	float	gamma
120	theta	float	theta
121	vega	float	vega
122	volga	float	volga
123	vanna	float	vanna
124	deDecay	float	delta decay
125	rho	float	rho
126	phi	float	phi
130	error	text2
128	pricerModel	string(8)
129	timestamp	DateTime

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 = 'OptionItemCalc'

# 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=OptionItemCalc'

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 = 'OptionItemCalc'

# 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 = 'okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'pricerModel: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=OptionItemCalc' \
--data-urlencode 'view=okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'where=pricerModel: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 = 'OptionItemCalc'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'pricerModel: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 = 'okey: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=OptionItemCalc' \
--data-urlencode 'view=okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'where=pricerModel:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=okey: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 = 'OptionItemCalc'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks'

# 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 = 'pricerModel: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=OptionItemCalc' \
--data-urlencode 'measure=okey|okeyNumber|basketNumber|exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks|vol|uPrc|iDays|years|sdiv|rate|ddiv|ddivPV|price|effStrike|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'group=exType|exTime|holidayCalendar|timeMetric|priceType|modelType|incGreeks' \
--data-urlencode 'where=pricerModel: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 = 'OptionItemCalc'

# 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 = 'pricerModel: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=OptionItemCalc' \
--data-urlencode 'where=pricerModel:eq:ExampleString'