Schema: SpdrParentLimit (ID: 4090)

SpdrParentLimit records are supplied by clients (via SRSE) for use with parent orders having orderLimitType=Aux. This table can be updated either before or after a parent order begins working and will influence the limit(s) used when working child orders. Updates to this table do not constitute cancel/replace operations for the parent order.

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=	accnt	string(16)
11=	secKey	OptionKey
12=	secType	enum : SpdrKeyType
13=	spdrSource	enum : SpdrSource
14=	orderSide	enum : BuySell
15=	groupingCode	long
16=	clientFirm	string(16)	SR client firm
100	sysEnvironment	enum : SysEnvironment	original (source) sys environment [Stable, Current, etc]
103	runStatus	enum : RunStatus	original (source) run status [Prod,Beta]
106	orderActiveSize	int	OrderActiveSize = -1 will use all available parent order size; OrderActiveSize = 0 will cancel any existing child orders;
109	addCumFillQuantity	enum : YesNo	If Yes then OrderActiveSize is calculated @ order arrival as requested OrderActiveSize + existing 'CumFillQuantity'.
112	orderLimitType	enum : SpdrLimitType
115	takeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
118	makeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
121	orderPrcLimit	double	Applies if LimitType = Prc[]
124	orderRefUPrc	double	default=underlier.mid
127	orderRefDelta	float	default=option.delta
130	orderRefGamma	float	default=option.gamma
133	orderVolLimit	float	Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
136	rateOverride	float	(depricated) zero = ignore;> zero = override
139	sdivOverride	float	(depricated)
142	ddivOverride	text1	(depricated) discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
145	overrideCode	enum : OverrideCode	(depricated)
148	orderPrcOffset	double	default=0
151	stateModel	enum : StateModel
154	uStateModel	enum : StateModel
157	takeAlphaType	enum : AlphaType	Applies if takeLimitClass = Probability
160	makeAlphaType	enum : AlphaType	Applies if makeLimitClass = Probability
163	takeAlphaFactor	float	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative]
166	makeAlphaFactor	float	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]
169	takeProbability	float	takeProbLimit = takeProbability [if AlphaType = Static]
172	makeProbability	float	makeProbLimit = makeProbability [if AlphaType = Static]
175	takeSurfPrcOffset	double	default=0
178	takeSurfVolOffset	float	default=0
181	takeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
184	makeSurfPrcOffset	double	default=0
187	makeSurfVolOffset	float	default=0
190	makeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
193	orderRefEventMult	float
196	orderRefEventDttm	DateTime
199	exchMask	uint	eligible exchanges (0 = all), a non-zero mask must be in the subset of the SpdrParentOrder exchMask
401	cxlUPrcRange	enum : UPrcCxl	cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ]
402	minUBid	float	[optional]
403	maxUAsk	float	[optional] (< $0.01 = none)
404	minMaxType	enum : MinMaxType	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
405	minOptionPx	float	[optional] option price floor for tied to stock orders
205	startDttm	DateTime
406	activeDuration	int	[optional] (number of seconds)
214	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) (If the order is an Alpha type order, updating this will reset the alpha progression)
241	expDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
235	maxExpDayWtVegaLn	float	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
238	maxExpDayWtVegaSh	float	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
271	maxExpDayRMetric6Ln	float	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
274	maxExpDayRMetric6Sh	float	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
268	symDayDDeltaOffset	float	max acct+symbol day $delta offset (target)
262	maxSymDayDDeltaLn	float	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
265	maxSymDayDDeltaSh	float	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
250	symDayVegaOffset	float	max acct+symbol day vega offset (target)
244	maxSymDayVegaLn	float	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
247	maxSymDayVegaSh	float	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
259	symDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
253	maxSymDayWtVegaLn	float	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
256	maxSymDayWtVegaSh	float	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
280	maxSymDayRMetric7Ln	float	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
283	maxSymDayRMetric7Sh	float	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
289	maxGrpDayDDeltaLn	float	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
292	maxGrpDayDDeltaSh	float	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
298	maxGrpDayVegaLn	float	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
301	maxGrpDayVegaSh	float	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
304	maxGrpDayVegaAbs	float	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
307	grpDayVegaRatio	float	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
358	maxGrpDayContractsLn	int	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
361	maxGrpDayContractsSh	int	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
364	maxGrpDayContractsAbs	int	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
322	maxGrpDayRMetric1Ln	float	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
325	maxGrpDayRMetric1Sh	float	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
328	maxGrpDayRMetric1Abs	float	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
331	grpDayRMetric1Ratio	float	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
334	maxGrpDayRMetric2Ln	float	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
337	maxGrpDayRMetric2Sh	float	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
340	maxGrpDayRMetric3Ln	float	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
343	maxGrpDayRMetric3Sh	float	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
346	maxGrpDayRMetric4Ln	float	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
349	maxGrpDayRMetric4Sh	float	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
352	maxGrpDayRMetric5Ln	float	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
355	maxGrpDayRMetric5Sh	float	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
367	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]
370	symEmaCxlDDeltaSh	float	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
373	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]
376	symEmaCxlWtVegaSh	float	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
379	theoVol	float	client supplied theoretical volatility (used for markup only)
382	clArriveMark	float	client specified arrival mark (passed through to ParentExecution; markup only)
385	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
388	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
407	execBrkrCode	string(16)	an SR assigned execBrkrCode
394	modifiedBy	string(24)	user who last modified this record
397	modifiedIn	enum : SysEnvironment
400	timestamp	DateTime	timestamp of last modification

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 = 'SpdrParentLimit'

# 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=SpdrParentLimit'

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 = 'SpdrParentLimit'

# 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 = 'sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|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=SpdrParentLimit' \
--data-urlencode 'view=sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|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 = 'SpdrParentLimit'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|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 = 'sysEnvironment: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=SpdrParentLimit' \
--data-urlencode 'view=sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysEnvironment: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 = 'SpdrParentLimit'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysEnvironment|runStatus|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|overrideCode|stateModel|uStateModel|takeAlphaType|makeAlphaType|cxlUPrcRange|minMaxType|modifiedIn'

# 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=SpdrParentLimit' \
--data-urlencode 'measure=sysEnvironment|runStatus|orderActiveSize|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|exchMask|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|startDttm|activeDuration|progressExposeTime|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|theoVol|clArriveMark|userData1|userData2|execBrkrCode|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=sysEnvironment|runStatus|addCumFillQuantity|orderLimitType|takeLimitClass|makeLimitClass|overrideCode|stateModel|uStateModel|takeAlphaType|makeAlphaType|cxlUPrcRange|minMaxType|modifiedIn' \
--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 = 'SpdrParentLimit'

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