Schema: SpdrParentBrkrDetail (ID: 4060)

SpdrParentBrkrDetail records are created/published by SpiderRock Execution Engines. Each record describes the current active detail of a single parent broker.

METADATA

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

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

BODY

#	Field	Type	Comment
10=	accnt	string(16)
11=	secKey	OptionKey
12=	secType	enum : SpdrKeyType
13=	spdrSource	enum : SpdrSource
14=	groupingCode	long
15=	orderSide	enum : BuySell
16=	clientFirm	string(16)	SR client firm
100	userName	string(24)	SR user name string
106	engineName	text1	server stripe
109	parentNumber	long	SR parent number
112	baseParentNumber	long
115	riskGroupId	long	all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters
118	triggerGroupId	long
124	strategy	string(36)	parent order strategy (description only)
581	spdrStageType	enum : SpdrStageType	parent is a staged order [ToolVisible]
582	startType	enum : StartType
127	maxExposureSize	int	maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
130	numMakeExchanges	byte	number of exchanges (1 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
133	publicSize	enum : PublicSizeHandling	public order size handling
136	canOverlapCxlRepl	enum : YesNo	can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)
139	progressRule	enum : ProgressRule	Immediate = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
142	progressSliceCnt	byte	number of progress slices to use (default = 4 or 8) [max 20]
145	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)
148	vwapParticipation	float	target vwap participation rate (target % of trade activity)
151	minMktOnClosePct	byte	Minimum pct [0 - 100] of order reserved for the on-close auction
154	triggerType	enum : TriggerType	type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]
157	triggerLevel	float	stop/trigger price for parent order to go active
583	marketSession	enum : MarketSession
163	startDttm	DateTime	[optional] (parent order start time)
166	orderDuration	int	[optional] (number of seconds)
169	goodTillDttm	DateTime	[optional] (default: 2099-01-01)
584	expireDttm	DateTime	EE Parent Order Expiry Dttm
172	cxlUPrcRange	enum : UPrcCxl	cancel spdr order if/when outside stock price range
175	minUBid	float	[optional]
178	maxUAsk	float	[optional] (< $0.01 = none)
181	minMaxType	enum : MinMaxType	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
184	minOptionPx	float	[optional] option price floor for tied to stock orders
187	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]
190	exchMask	uint	eligible exchanges (0 = all)
587	externExDest	string(16)
586	execBrkrCode	string(16)	execBrkrCode attached to parent order (if any)
196	positionType	enum : PositionType
199	ssaleFlag	enum : ShortSaleFlag
202	locateQuan	int	available locate quantity (if selling short) @ child order send time
205	locateFirm	string(6)	firm granting the locate (also locate firm used on street FIX orders)
208	locatePool	string(16)	locate pool @ firm granting the locate
211	parentOrderHandling	enum : ParentOrderHandling
214	parentBalanceHandling	enum : ParentBalanceHandling
217	blockVisibility	enum : BlockVisibility
220	orderLimitType	enum : SpdrLimitType
223	takeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
226	makeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
229	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]
232	orderPrcLimit	double	Applies if LimitType = Prc[]
235	orderRefUPrc	double	default=underlier.mid
238	orderRefDelta	float	default=option.delta
241	orderRefGamma	float	default=option.gamma
244	orderRefTheta	float
247	orderRefYears	float
250	orderVolLimit	float	Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
253	rateOverride	float	zero = ignore;> zero = override
256	sdivOverride	float
259	ddivOverride	text2	discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
262	overrideCode	enum : OverrideCode
265	orderPrcOffset	double	default=0
268	takeAlphaType	enum : AlphaType	Applies if takeLimitClass = Probability
271	makeAlphaType	enum : AlphaType	Applies if makeLimitClass = Probability
274	takeAlphaFactor	float	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]
277	makeAlphaFactor	float	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]
280	takeProbability	float	takeProbLimit = takeProbability [if takeAlphaType = Static]
283	makeProbability	float	makeProbLimit = makeProbability [if makeAlphaType = Static]
286	takeSurfPrcOffset	double	default=0
289	takeSurfVolOffset	float	default=0
292	takeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
295	makeSurfPrcOffset	double	default=0
298	makeSurfVolOffset	float	default=0
301	makeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
328	expDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
322	maxExpDayWtVegaLn	float	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
325	maxExpDayWtVegaSh	float	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
358	maxExpDayRMetric6Ln	float	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
361	maxExpDayRMetric6Sh	float	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
355	symDayDDeltaOffset	float	max acct+symbol day $delta offset (target)
349	maxSymDayDDeltaLn	float	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
352	maxSymDayDDeltaSh	float	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
337	symDayVegaOffset	float	max acct+symbol day vega offset (target)
331	maxSymDayVegaLn	float	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
334	maxSymDayVegaSh	float	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
346	symDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
340	maxSymDayWtVegaLn	float	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
343	maxSymDayWtVegaSh	float	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
367	maxSymDayRMetric7Ln	float	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
370	maxSymDayRMetric7Sh	float	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
376	maxGrpDayDDeltaLn	float	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
379	maxGrpDayDDeltaSh	float	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
385	maxGrpDayVegaLn	float	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
388	maxGrpDayVegaSh	float	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
391	maxGrpDayVegaAbs	float	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
394	grpDayVegaRatio	float	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
445	maxGrpDayContractsLn	int	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
448	maxGrpDayContractsSh	int	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
451	maxGrpDayContractsAbs	int	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
409	maxGrpDayRMetric1Ln	float	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
412	maxGrpDayRMetric1Sh	float	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
415	maxGrpDayRMetric1Abs	float	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
418	grpDayRMetric1Ratio	float	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
421	maxGrpDayRMetric2Ln	float	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
424	maxGrpDayRMetric2Sh	float	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
427	maxGrpDayRMetric3Ln	float	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
430	maxGrpDayRMetric3Sh	float	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
433	maxGrpDayRMetric4Ln	float	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
436	maxGrpDayRMetric4Sh	float	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
439	maxGrpDayRMetric5Ln	float	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
442	maxGrpDayRMetric5Sh	float	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
454	symEmaCxlDDeltaLn	float	max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
457	symEmaCxlDDeltaSh	float	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
460	symEmaCxlWtVegaLn	float	max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
463	symEmaCxlWtVegaSh	float	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
466	arriveBid	double
469	arriveAsk	double
472	arriveSweepCount	int	number of parent orders arriving with immediately available sweep qty
475	arriveSweepOrderQty	int	total size of all child orders generated due to parent order arrival sweep
478	arriveSweepFillQty	int	total fill size due to parent order arrival sweep
481	numSweepChildOrders	int	child orders generated in initial arrival sweep
484	auctionLink	int	total linkage auction contracts while parent order was active
487	auctionFace	int	total facilitation auction contracts while parent order was active
490	auctionResp	int	total auction response contracts
493	prtActiveCnt	int	total print events while parent order was active; [any exchange; all prints]
496	prtQtyActive	int	total quantity printed while parent order was active; [any exchange; all prints]
499	prtQtyActiveMny	float	total of (quantity printed x print price) while parent order was active
502	prtEligibleCnt	int	total eligible (public) print events while parent order was active; [any exchange; all eligible prints]
505	prtQtyEligible	int	total eligible (public) quantity printed while parent order was active; [any exchange; all eligible prints]
508	prtQtyLimitOK	int	total quantity printed at or better than parent limit while parent was active; SUM(MIN(PrintSize,OpenParentOrderSize)) [any exchange]
511	prtQtyCompete	int	total quantity printed on an exchange on which we had a competitive child order on that exchange; SUM(MIN(PrintSize, OpenChildOrderSize)) [childOrder.exch = print.exch]
514	prtQtyAwayChld	int	total quantity printed on an away exchange when we had a competitive child order(s) in the market and the away exchange was competitive prior to the print; SUM(MIN(PrintSize, OpenChildOrderSize)) [childOrder.exch != print.exch]
517	prtQtyNoCompete	int	total quantity printed on an exchange when the print exchange was not competitive prior to the print (non quote-competitive prints)
520	prtQtyNoCompNbbo	int	total quantity printed on an exchange when the NBBO was not competitive prior to the print (non nbbo-competitive prints)
523	mkCheckCnt	int	total number of times order was checked for making
526	minMkProb	float	min make probability while broker active
529	avgMkProb	float	average make probability while broker active
532	curMkProb	float	current make probability
535	tkCheckCnt	int	total number of times order was checked for taking
538	maxTkProb	float	max take probability while broker active
541	avgTkProb	float	average take probability while broker active
544	curTkProb	float	current take probability
547	prtPrbCnt	int	total number of print probability records while broker active (all limit types)
550	prtPrbCheck	int	number of print probability records with active probability printTake handler
553	prtPrbLmtOK	int	number of print probability records that pass broker takeLimit
556	tkQtyLmtOK	int	total quantity available to take at parent limit or better while broker active
559	avgQteSzRatio	float	average ratio of child size / nbbo size during the life of the working order when child order is at nbbo
562	cntQteSzRatio	int	sample counter for above [1 second intervals]; qteCnRatio / qteCnRatioCnt = avg of child size / nbbo size while broker active
565	minQteWidth	float	minimum quote width during active order window
568	avgQteWidth	float	average quote width (during active order window)
571	cntQteWidth	int
574	updateSrc	enum : UpdateSource
577	numUpdates	int	number of record updates (cumulative for the day)
580	timestamp	DateTime	SR system timestamp

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 = 'SpdrParentBrkrDetail'

# 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=SpdrParentBrkrDetail'

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 = 'SpdrParentBrkrDetail'

# 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 = 'userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|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=SpdrParentBrkrDetail' \
--data-urlencode 'view=userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|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 = 'SpdrParentBrkrDetail'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|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 = 'userName: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=SpdrParentBrkrDetail' \
--data-urlencode 'view=userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=userName: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 = 'SpdrParentBrkrDetail'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|numUpdates|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrStageType|startType|publicSize|canOverlapCxlRepl|progressRule|triggerType|marketSession|cxlUPrcRange|minMaxType|positionType|ssaleFlag|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|updateSrc'

# 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=SpdrParentBrkrDetail' \
--data-urlencode 'measure=userName|engineName|parentNumber|baseParentNumber|riskGroupId|triggerGroupId|strategy|spdrStageType|startType|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|marketSession|startDttm|orderDuration|goodTillDttm|expireDttm|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|externExDest|execBrkrCode|positionType|ssaleFlag|locateQuan|locateFirm|locatePool|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderRefTheta|orderRefYears|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|arriveBid|arriveAsk|arriveSweepCount|arriveSweepOrderQty|arriveSweepFillQty|numSweepChildOrders|auctionLink|auctionFace|auctionResp|prtActiveCnt|prtQtyActive|prtQtyActiveMny|prtEligibleCnt|prtQtyEligible|prtQtyLimitOK|prtQtyCompete|prtQtyAwayChld|prtQtyNoCompete|prtQtyNoCompNbbo|mkCheckCnt|minMkProb|avgMkProb|curMkProb|tkCheckCnt|maxTkProb|avgTkProb|curTkProb|prtPrbCnt|prtPrbCheck|prtPrbLmtOK|tkQtyLmtOK|avgQteSzRatio|cntQteSzRatio|minQteWidth|avgQteWidth|cntQteWidth|updateSrc|numUpdates|timestamp' \
--data-urlencode 'group=spdrStageType|startType|publicSize|canOverlapCxlRepl|progressRule|triggerType|marketSession|cxlUPrcRange|minMaxType|positionType|ssaleFlag|parentOrderHandling|parentBalanceHandling|blockVisibility|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|updateSrc' \
--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 = 'SpdrParentBrkrDetail'

# 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=SpdrParentBrkrDetail' \
--data-urlencode 'where=accnt:eq:ExampleString'