Schema: SpdrMLegBrkrState (ID: 4030)

SpdrMLegBrkrState records are published by execution engines and describe the current state of a broker that is managing a SpiderRock parent order. These records include a description of the active child orders managed by the broker. Records are updated whenever a child order changes and also at other times but are not completely live and may not always reflect current market data or limit levels for working orders.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	ClientTrading
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	ticker	TickerKey
11=	accnt	string(16)
12=	spdrSource	enum : SpdrSource
13=	groupingCode	long
14=	orderSide	enum : BuySell
15=	clientFirm	string(16)	SR client firm
1037	engineName	string(32)	execution engine
103	parentNumber	long	SPDR parent number (most recent/currently active)
106	baseParentNumber	long
1038	modifyNumber	long	most recent parent number affecting this order (Modify)
109	altOrderId	string(24)	alternate order ID (usually clOrdId from client)
112	packageId	long	groups related order/brokers together (eg. Legger w/MLeg Parent)
118	altAccnt	string(32)	alternate (client assigned) "long" account string (optional)
121	altUserName	string(24)	alternate (client assigned) user name (optional)
124	stageType	enum : SpdrStageType	parent is a staged order [ToolVisible]
1039	startType	enum : StartType
127	isFlagged	enum : YesNo	broker state records is flagged for action (user alert only)
1052	noticeNumber	long
1054	execBrkrCode	string(16)	execBrkrCode attached to parent order (if any)
1042	spreadClass	enum : ToolSpreadClass
1043	spreadFlavor	enum : SpreadFlavor
133	stockSide	enum : BuySell
136	ssaleFlag	enum : ShortSaleFlag
139	locateQuan	int	available locate quantity (if selling short) @ child order send time
142	locateFirm	string(6)	firm granting the locate (also locate firm used on street FIX orders)
145	locatePool	string(16)	locate pool @ firm granting the locate
148	stockShares	int	number of shares included (zero if none)
151	stockLegId	long
154	stockFillQuan	int
157	stockAvgFillPrice	double
160	refUPrc	float	reference underlier price (PrcDe orders)
163	liveUPrc	float
166	uPriceFormat	enum : PriceFormat	underlier price format code
169	stockCpx	float	[child] best price
172	stockCsz	int	[child] cumulative share represented at best price
175	stockCex	uint	[child] bit mask of all exchanges where we are representing this order
178	numLegs	byte	number of valid legs below
181	secKey1	OptionKey	leg #1
184	secType1	enum : SpdrKeyType
187	ratio1	ushort
190	side1	enum : BuySell
193	positionType1	enum : PositionType
196	legId1	long
199	fillQuan1	int
202	avgFillPrice1	double
205	vega1	float
208	refUPrc1	double	reference underlier price (PrcDe orders)
211	refDelta1	float	reference delta (for PrcDe order handling)
214	refEarnCnt1	byte	reference # of earnings moves before expiration
217	liveUPrc1	double
220	priceFormat1	enum : PriceFormat	option price format code
223	legCpx1	float	[child] best price
226	legCsz1	int	[child] cumulative share represented at best price
229	legCex1	uint	[child] bit mask of all exchanges where we are representing this order
232	secKey2	OptionKey	leg #2
235	secType2	enum : SpdrKeyType
238	ratio2	ushort
241	side2	enum : BuySell
244	positionType2	enum : PositionType
247	legId2	long
250	fillQuan2	int
253	avgFillPrice2	double
256	vega2	float
259	refUPrc2	double	reference underlier price (PrcDe orders)
262	refDelta2	float	reference delta (for PrcDe order handling)
265	refEarnCnt2	byte	reference # of earnings moves before expiration
268	liveUPrc2	double
271	priceFormat2	enum : PriceFormat	option price format code
274	legCpx2	float	[child] best price
277	legCsz2	int	[child] cumulative share represented at best price
280	legCex2	uint	[child] bit mask of all exchanges where we are representing this order
283	secKey3	OptionKey	leg #3
286	secType3	enum : SpdrKeyType
289	ratio3	ushort
292	side3	enum : BuySell
295	positionType3	enum : PositionType
298	legId3	long
301	fillQuan3	int
304	avgFillPrice3	double
307	vega3	float
310	refUPrc3	double	reference underlier price (PrcDe orders)
313	refDelta3	float	reference delta (for PrcDe order handling)
316	refEarnCnt3	byte	reference # of earnings moves before expiration
319	liveUPrc3	double
322	priceFormat3	enum : PriceFormat	option price format code
325	legCpx3	float	[child] best price
328	legCsz3	int	[child] cumulative share represented at best price
331	legCex3	uint	[child] bit mask of all exchanges where we are representing this order
334	secKey4	OptionKey	leg #4
337	secType4	enum : SpdrKeyType
340	ratio4	ushort
343	side4	enum : BuySell
346	positionType4	enum : PositionType
349	legId4	long
352	fillQuan4	int
355	avgFillPrice4	double
358	vega4	float
361	refUPrc4	double	reference underlier price (PrcDe orders)
364	refDelta4	float	reference delta (for PrcDe order handling)
367	refEarnCnt4	byte	reference # of earnings moves before expiration
370	liveUPrc4	double
373	priceFormat4	enum : PriceFormat	option price format code
376	legCpx4	float	[child] best price
379	legCsz4	int	[child] cumulative share represented at best price
382	legCex4	uint	[child] bit mask of all exchanges where we are representing this order
385	secKey5	OptionKey	leg #5
388	secType5	enum : SpdrKeyType
391	ratio5	ushort
394	side5	enum : BuySell
397	positionType5	enum : PositionType
400	legId5	long
403	fillQuan5	int
406	avgFillPrice5	double
409	vega5	float
412	refUPrc5	double	reference underlier price (PrcDe orders)
415	refDelta5	float	reference delta (for PrcDe order handling)
418	refEarnCnt5	byte	reference # of earnings moves before expiration
421	liveUPrc5	double
424	priceFormat5	enum : PriceFormat	option price format code
427	legCpx5	float	[child] best price
430	legCsz5	int	[child] cumulative share represented at best price
433	legCex5	uint	[child] bit mask of all exchanges where we are representing this order
436	secKey6	OptionKey	leg #6
439	secType6	enum : SpdrKeyType
442	ratio6	ushort
445	side6	enum : BuySell
448	positionType6	enum : PositionType
451	legId6	long
454	fillQuan6	int
457	avgFillPrice6	double
460	vega6	float
463	refUPrc6	double	reference underlier price (PrcDe orders)
466	refDelta6	float	reference delta (for PrcDe order handling)
469	refEarnCnt6	byte	reference # of earnings moves before expiration
472	liveUPrc6	double
475	priceFormat6	enum : PriceFormat	option price format code
478	legCpx6	float	[child] best price
481	legCsz6	int	[child] cumulative share represented at best price
484	legCex6	uint	[child] bit mask of all exchanges where we are representing this order
487	mlegVega	float	net vega per spread
490	mlegWtVega	float	net wt vega per spread
493	mlegDelta	float	net delta per spread
496	mlegGamma	float	net gamma per spread
499	mlegTheta	float	net theta per spread
502	description	string(24)	user defined
505	orderSize	int	order size of most recent parent order
508	orderActiveSize	int	total activated size (total size released for execution) (-2 = all available size)
511	leavesQuantity	int	current child order leaves quantity (quantity actively working in the market;all child orders)
514	spdrOrderStatus	enum : SpdrOrderStatus
517	spdrCloseReason	enum : SpdrCloseReason
520	spdrRejectReason	enum : SpdrRejectReason
523	spdrCloseDetailTxt	text1
526	openLegs	byte
529	cumSquareQty	int	cumulative spread quantity filled (all legs received)
532	avgSquarePrc	double
535	cumPartialQty	int	cumulative spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
538	fillVega	float	net vega filled
541	fillWtVega	float	net wt vega filled
544	fillDelta	float	net delta filled
547	fillDDelta	float	net $delta filled
550	fillGamma	float	net gamma filled
553	fillTheta	float	net theta filled
556	lastFillDttm	DateTime
559	riskLimitSize	int	risk limit size
562	riskLimitDesc	enum : SpdrRisk	reason for size reduction
1044	riskLimitLevel	enum : SpdrRiskLevel	risk limit level responsible for reduction
565	maxProgress	enum : MaxProgress	maximum point of progress for most recent parent order
568	maxProgressDetail	string(48)	additional detail on point of maximum progress
571	maxProgressTime	DateTime	time of last max progress advance
574	algoState	enum : AlgoState	[enum] current state of order handler (maker)
577	algoCounter	int	number of times order checked by algo handler (note: most checks result in no action)
580	makeState	enum : AlgoState	[enum] current state of make handler (maker)
583	makeCounter	int	number of times order checked by make algo handler (note: most checks result in no action)
586	mktRespState	enum : MktRespState	[enum] current state of response handler (if any)
589	mktRespCounter	int	number of times order checked by market response handler (note: most checks result in no action)
592	brokerState	enum : BrokerState	broker monitor state
595	brokerCounter	int	number of times order checked by broker monitor (note: most checks result in no action)]
598	spdrMktState	enum : SpdrMarketState	[enum] market state
601	spdrBrokerStatus	enum : SpdrBrokerStatus
604	progressRuleDetail	text1	Twap/Vwap progress detail
607	lastChildRejectDttm	DateTime	last child order reject dttm (if any)
610	lastChildRejectText	text1	last child order reject reason/text (if any)
613	riskGroupId	long	autohedge risk group
616	triggerGroupId	long	WaitTrigger group Id
619	hedgeGroupingCode	long	autohedge risk group
622	autoHedge	enum : AutoHedge
625	hedgeInstrument	enum : HedgeInst	auto-hedge instrument (from parent order)
628	hedgeSecKey	ExpiryKey	auto-hedge sec key (if any)
631	hedgeSecType	enum : SpdrKeyType	auto-hedge sec type (Stock or Future)
634	hedgeBetaRatio	float	auto-hedge ratio [from parent order (if supplied) or computed by SR]
637	hedgeScope	enum : HedgeScope	hedge group scope [RiskGroup or Accnt]
1055	externHedgeExDest	string(16)	external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
643	externHedgeParams	text1	external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
646	bestWayPrc	float	current leg market nbbo (at time of record publish)
649	wrstWayPrc	float	current leg market nbbo ask (at time of record publish)
652	bestWaySz	int	current leg market nbbo cum bid size (at time of record publish)
655	wrstWaySz	int	current leg market nbbo cum ask size (at time of record publish)
658	surfacePrc	float	SR spread surface price @ record publish
661	surfaceVol	float
664	surfaceUPrc	float
667	limitPrice	double	spread limit price
1053	limitRefUPrc	double
670	limitErr	enum : LimitError	limit price error code
673	makeLimitPrice	double
676	takeLimitPrice	double
679	cxlUPrcRange	enum : UPrcCxl	cancel spdr order if/when outside stock price range
682	minUBid	float	Used in conjunction with minMaxType & maxUAsk. When set, implements a lower bound on the underlying price and will either suspend or cancel an order when violated.
685	maxUAsk	float	Used in conjunction with minMaxType & minUBid. When set, implements an upper bound on the underlying price and will either suspend or cancel an order when violated.
688	minMaxType	enum : MinMaxType	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
691	leadSide	enum : BuySell	for legged orders, which side to lead with. (optional, None ok)
694	maxCompletionSlippage	double	maximum price slippage to complete an open basket or a cross auction (face side slippage)
697	orderRefPremium	float	reference premium (mleg orders only)
700	strategy	string(36)	parent order strategy (description only)
703	userName	string(24)	user that entered the most recent parent order
709	spdrComment	text1
712	takeReachRule	enum : ReachRule	Immediate = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger]
715	maxExposureSize	int	maximum simultaneous cumulative child order public size exposure (-2 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 2]
718	numMakeExchanges	byte	number of exchanges (2 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
721	publicSize	enum : PublicSizeHandling	public order size handling
724	progressRule	enum : ProgressRule	Immediate = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
727	progressSliceCnt	byte	number of progress slices to use (default = 4 or 8) [max 20]
730	progressExposeTime	int	minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)
733	maxChildOrders	int	maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]
736	exchMask	uint	eligible exchanges (0 = all)
1045	marketSession	enum : MarketSession
742	startDttm	DateTime	[optional] (parent order start time)
745	orderDuration	int	[optional] (number of seconds)
1046	activeDuration	int	[optional] (number of seconds)
748	goodTillDttm	DateTime	[optional] (default: 2099-02-02)
1047	expireDttm	DateTime	expected order expiration dttm
751	parentOrderHandling	enum : ParentOrderHandling
754	parentBalanceHandling	enum : ParentBalanceHandling
757	blockVisibility	enum : BlockVisibility
760	orderLimitType	enum : SpdrLimitType
763	orderPrcLimit	double	Applies if LimitType = Prc[]
766	orderRefUPrc	double	reference uPrc (PrcDe orders)
769	orderRefDe	float	reference delta (PrcDe orders)
772	orderRefGa	float	reference gamma (PrcDe orders)
775	orderPrcOffset	double	default=0
778	takeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
781	takeAlphaType	enum : AlphaType	Applies if limitClass = Probability
784	takeAlphaFactor	float	[-2,+2] ProbLimit = MAX(alphaProbability, ProbAvg + AlphaFactor * ProbStd) [if AlphaType = Relative]
787	takeAlphaProbability	float	ProbLimit = alphaProbability [if AlphaType = Static]
790	takeSurfPrcOffset	double	default=0
793	takeSurfVolOffset	float	default=0
796	takeSurfWidOffset	float	default=0
799	makeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
802	makeAlphaType	enum : AlphaType	Applies if limitClass = Probability
805	makeAlphaFactor	float	[-2,+2] ProbLimit = MAX(alphaProbability, ProbAvg + AlphaFactor * ProbStd) [if AlphaType = Relative]
808	makeAlphaProbability	float	ProbLimit = alphaProbability [if AlphaType = Static]
811	makeSurfPrcOffset	double	default=0
814	makeSurfVolOffset	float	default=0
817	makeSurfWidOffset	float	default=0
820	orderRefEventMult	float
823	orderRefEventDttm	DateTime
826	mlegProbLimit	float	live prob limit
829	mlegSurfOffset	float	live surface offset (in premium)
1056	externExDest	string(16)
835	orderDttm	DateTime	order entry date/time
838	minSurfVol	float	(minimum) SR spread surface vol [vega weighted] while parent order was working
841	maxSurfVol	float	(maximum) SR spread surface vol [vega weighted] while parent order was working
844	minSurfPrc	float	(minimum) SR spread surface price while parent order was working
847	maxSurfPrc	float	(maximum) SR spread surface price while parent order was working
850	minSurfUPrc	float	(minimum) SR spread surface uPrc while parent order was working
853	maxSurfUPrc	float	(maximum) SR spread surface uPrc while parent order was working
856	minQteWidth	float	minimum quote width during active order window
859	avgQteWidth	float	average quote width (during active order window)
862	cntQteWidth	int
865	arriveBid	double
868	arriveAsk	double
871	totalSeconds	float	number of seconds that the parent order was active
874	workingSeconds	float	number of seconds with one or more working child orders in an exchange order book
877	prtActiveCnt	int	total print events while parent order was active
880	prtQtyActive	int	total quantity printed while parent order was active
883	cumExchFee	float	cumulative fill exch fee
886	cumM10Pnl	float
889	cumArrivalPnl	float
892	uPrcDrift	float	underlier drift (since parent order start)
895	sVolDrift	float	surface vol drift (since parent order start)
946	maxGrpDayDDeltaLn	float	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
949	maxGrpDayDDeltaSh	float	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
979	maxGrpDayContractsLn	int	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
982	maxGrpDayContractsSh	int	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
985	maxGrpDayContractsAbs	int	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
955	maxGrpDayVegaLn	float	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
958	maxGrpDayVegaSh	float	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
961	maxGrpDayVegaAbs	float	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
964	grpDayVegaRatio	float	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
1048	maxGrpDayRMetric1Ln	float	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
1049	maxGrpDayRMetric1Sh	float	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
1050	maxGrpDayRMetric1Abs	float	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
1051	grpDayRMetric1Ratio	float	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
1000	cpx1	float
1003	csz1	int	cumulative size represented at this price
1006	cex1	uint	bit mask of all exchanges where we are representing this order
1009	cpx2	float
1012	csz2	int	cumulative size represented at this price
1015	cex2	uint	bit mask of all exchanges where we are representing this order
1018	cMore	byte
1021	numNewOrders	int	number of new child orders
1024	numParentLimits	ushort	number of parent limit messages received for this broker
1027	userData1	text1	user supplied additional detail (255 char);supplied via FIX or SRSE when entering order
1030	userData2	text1	user supplied additional detail (255 char);supplied via FIX or SRSE when entering order
1033	numUpdates	int	number of record updates (cumulative for the day)
1036	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 = 'SpdrMLegBrkrState'

# 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=SpdrMLegBrkrState'

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 = 'SpdrMLegBrkrState'

# 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 = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|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)

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=SpdrMLegBrkrState' \
--data-urlencode 'view=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'where=accnt: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 = 'SpdrMLegBrkrState'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|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 = 'engineName: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=SpdrMLegBrkrState' \
--data-urlencode 'view=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=engineName: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 = 'SpdrMLegBrkrState'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stageType|startType|isFlagged|spreadClass|spreadFlavor|stockSide|ssaleFlag|uPriceFormat|secType1|side1|positionType1|priceFormat1|secType2|side2|positionType2|priceFormat2|secType3|side3|positionType3|priceFormat3|secType4|side4|positionType4|priceFormat4|secType5|side5|positionType5|priceFormat5|secType6|side6|positionType6|priceFormat6|spdrOrderStatus|spdrCloseReason|spdrRejectReason|riskLimitDesc|riskLimitLevel|maxProgress|algoState|makeState|mktRespState|brokerState|spdrMktState|spdrBrokerStatus|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|limitErr|cxlUPrcRange|minMaxType|leadSide|takeReachRule|publicSize|progressRule|marketSession|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|takeAlphaType|makeLimitClass|makeAlphaType'

# 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)

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=SpdrMLegBrkrState' \
--data-urlencode 'measure=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'group=stageType|startType|isFlagged|spreadClass|spreadFlavor|stockSide|ssaleFlag|uPriceFormat|secType1|side1|positionType1|priceFormat1|secType2|side2|positionType2|priceFormat2|secType3|side3|positionType3|priceFormat3|secType4|side4|positionType4|priceFormat4|secType5|side5|positionType5|priceFormat5|secType6|side6|positionType6|priceFormat6|spdrOrderStatus|spdrCloseReason|spdrRejectReason|riskLimitDesc|riskLimitLevel|maxProgress|algoState|makeState|mktRespState|brokerState|spdrMktState|spdrBrokerStatus|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|limitErr|cxlUPrcRange|minMaxType|leadSide|takeReachRule|publicSize|progressRule|marketSession|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|takeAlphaType|makeLimitClass|makeAlphaType' \
--data-urlencode 'where=accnt: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 = 'SpdrMLegBrkrState'

# 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)

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=SpdrMLegBrkrState' \
--data-urlencode 'where=accnt:eq:ExampleString'