Schema: ParentOrderGatewayExt (ID: 5185)

Records inserted, updated, or replaced into the ParentOrderGatewayExt table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.

METADATA

Attribute	Value
Topic	5120-srse-gateway
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=	secKey	OptionKey	SR SecKey
11=	secType	enum : SpdrKeyType	SR SecKeyType (Stock, Future, or Option)
12=	accnt	string(16)	SR Account (default = primary account associated with SRSE login)
13=	orderSide	enum : BuySell	Parent Order Size
14=	groupingCode	long	Parent Grouping Code
15=	clientFirm	string(16)
103	spdrActionType	enum : SpdrActionType	[Add (new order), AddReplace (add or replace order), Cancel (cxl existing), Replace (update existing only), Release (modify order active size)]
106	altOrderId	string(24)	Alternate client order ID. This order ID will be copied to all execution reports.
109	altAutoHedgeId	string(24)	alternate order ID for child autohedge orders (if any)
112	altAccnt	string(32)	alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
115	altUserName	string(24)	alternate (client assigned) user name (optional) [used to map between client and SR account strings]
118	accntRouteCode	text1	accntRoute acronym
918	execBrkrCode	string(16)
919	externExDest	string(16)	routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)
124	externParams	text1	external algo names/parameters (usually just an algo name)
127	strategy	string(36)	Client strategy string. This value will appear on the SR Trade Monitor and in execution reports.
133	securityDesc	text1	additional security description
136	orderDttm	DateTime	order entry time (from client;if any)
139	orderSize	int	parent order size (contracts) [-1 = no change;used when spdrActionType=Release]
142	orderActiveSize	int	total activated size (total size released for execution) (-1 = all available size)
145	curCumFillQuantity	int	set order size = orderSize - Max(0, curCumFillQty - ee.cumFillQty) (used to ensure integrity of submitted cxl/replace orders)
148	addCumFillQuantity	enum : YesNo	If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing 'CumFillQuantity'.
151	exchMask	uint	eligible exchanges (0 = all)
154	maxExposureSize	int	maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
157	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.
160	publicSize	enum : PublicSizeHandling	public order size handling: None=use default size handling (usually limits public size to 'typical' market size); Randomize=randomize public size; MktSize=expose only 'typical' market size; FullSize=expose entire order size where possible
163	randomizeSize	enum : YesNo	randomize public order size
166	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)
169	progressRule	enum : ProgressRule	None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
172	twapSliceCnt	byte	[ProgressSliceCnt] number of progress slices to use. if none given will compute based on active size and duration. [max 20]
175	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)
178	auctionResponder	enum : AuctionResponder	if set, parent order can be an auction responder
181	maxMakeExchFee	float	maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
184	maxTakeExchFee	float	maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
187	incTakeExchFee	enum : IncExchFee	include exchange fee in probability and surface based take limit calculations
190	incMakeExchFee	enum : IncExchFee	include exchange fee in probability and surface based make limit calculations
193	makeExchRule	enum : MakeExchRule	ActiveMaker exchange preference rule: 'MaxPart' will pick exchanges to maximize participation; 'FeeOrder' will pick exchanges to minimize fees [maximize rebates]; 'ImprvOnly' will only make when improving NBBO.
196	minMktOnClosePct	byte
199	triggerType	enum : TriggerType	type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]
202	triggerLevel	float	stop/trigger price for parent order to go active
205	cxlUPrcRange	enum : UPrcCxl	cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]
208	minUBid	float	[optional]
211	maxUAsk	float	[optional] (< $0.01 = none)
214	minMaxType	enum : MinMaxType	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
217	minOptionPx	float	[optional] option price floor for tied to stock orders
220	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]
223	spdrStageType	enum : SpdrStageType	SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)
911	marketSession	enum : MarketSession
229	startDttm	DateTime	[optional] (parent order start time)
232	orderDuration	int	[optional] (number of seconds)
912	activeDuration	int	[optional] (number of seconds)
235	goodTillDttm	DateTime	[optional] (default: 2000-01-01)
238	startType	enum : StartType	[WaitTrigger]
241	triggerGroupId	long	WaitTrigger group Id; all child orders parent orders with the same triggerGroupId will optimized and released together when the group is triggered; used to effect cross exchange and cross product market ISO and price level sweeps
244	triggerTimestamp	long	WaitTrigger trigger timestamp (nanoseconds since epoch)
250	parentOrderHandling	enum : ParentOrderHandling
253	parentBalanceHandling	enum : ParentBalanceHandling
920	blockVisibility	enum : BlockVisibility	for BlockAuction orders, visibility (to responders) is neither, side only, or side + price
921	includeSRNetwork	enum : InclExclDisclose
256	orderLimitType	enum : SpdrLimitType	Various (Prc, PrcDe, Vol, Rel, Market); establishes the primary LimitPrice for a parent order
259	takeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
262	makeLimitClass	enum : SpdrLimitClass	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
265	takeReachRule	enum : ReachRule	None = 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]
913	leadSide	enum : BuySell	for legged orders, which side to lead with. (optional, None ok)
914	maxCompletionSlippage	double	Maximum price slippage to complete an open basket or a cross auction (face side slippage)
268	orderPrcLimit	double	Applies if LimitType = Prc[]
271	orderRefUPrc	double	default=underlier.mid
274	orderRefDelta	float	default=option.delta
277	orderRefGamma	float	default=option.gamma
280	orderVolLimit	float	Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
283	rateOverride	float	zero = ignore;> zero = override
286	sdivOverride	float	Default: 0.
289	ddivOverride	text2	Discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
292	overrideCode	enum : OverrideCode	override default SR dividend and rate details (only used if LimitType = Vol)
295	orderPrcOffset	double	default=0
298	orderRefEventMult	float
301	orderRefEventDttm	DateTime
304	takeAlphaType	enum : AlphaType	Applies if takeLimitClass = Probability
307	makeAlphaType	enum : AlphaType	Applies if makeLimitClass = Probability
310	takeAlphaFactor	float	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]
313	makeAlphaFactor	float	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]
316	takeProbability	float	takeProbLimit = takeProbability [if takeAlphaType = Static]
319	makeProbability	float	makeProbLimit = makeProbability [if makeAlphaType = Static]
322	takeSurfPrcOffset	double	default=0
325	takeSurfVolOffset	float	default=0
328	takeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
331	makeSurfPrcOffset	double	default=0
334	makeSurfVolOffset	float	default=0
337	makeSurfWidthOffset	float	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
340	autoHedge	enum : AutoHedge
343	hedgeInstrument	enum : HedgeInst	Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey
346	hedgeSecKey	ExpiryKey	autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
349	hedgeBetaRatio	float	portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
352	hedgeScope	enum : HedgeScope
915	hedgeSession	enum : MarketSession
358	positionType	enum : PositionType
361	ssaleFlag	enum : ShortSaleFlag	Used to determine stock auto-hedge flags.
364	firmType	enum : FirmType	Used to override firmType in account config. Default: None (use SpiderRock account configuration).
367	theoVol	float	client supplied theoretical volatility (used for markup only)
412	riskGroupId	long	All group (grp) risk limits below are relative to this riskGroupId. Default: 0 (none). Required to be non-zero if autoHedge is something other than None.
916	reqAuxRiskGroupCtrl	enum : YesNo
370	refRMetric1Src	enum : RMetricSource
373	refRMetric2Src	enum : RMetricSource
376	refRMetric3Src	enum : RMetricSource
379	refRMetric4Src	enum : RMetricSource
382	refRMetric5Src	enum : RMetricSource
385	refRMetric6Src	enum : RMetricSource
388	refRMetric7Src	enum : RMetricSource
391	orderRefRMetric1	float	user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
394	orderRefRMetric2	float	user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]
397	orderRefRMetric3	float	user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]
400	orderRefRMetric4	float	user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]
403	orderRefRMetric5	float	user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]
406	orderRefRMetric6	float	user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]
409	orderRefRMetric7	float	user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]
439	expDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
433	maxExpDayWtVegaLn	float	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
436	maxExpDayWtVegaSh	float	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
469	maxExpDayRMetric6Ln	float	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
472	maxExpDayRMetric6Sh	float	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
466	symDayDDeltaOffset	float	max acct+symbol day $delta offset (target)
460	maxSymDayDDeltaLn	float	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
463	maxSymDayDDeltaSh	float	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
448	symDayVegaOffset	float	max acct+symbol day vega offset (target)
442	maxSymDayVegaLn	float	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
445	maxSymDayVegaSh	float	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
457	symDayWtVegaOffset	float	max acct+symbol day wtVega offset (target)
451	maxSymDayWtVegaLn	float	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
454	maxSymDayWtVegaSh	float	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
478	maxSymDayRMetric7Ln	float	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
481	maxSymDayRMetric7Sh	float	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
487	maxGrpDayDDeltaLn	float	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
490	maxGrpDayDDeltaSh	float	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
493	maxGrpDayVegaLn	float	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
496	maxGrpDayVegaSh	float	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
499	maxGrpDayVegaAbs	float	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
502	grpDayVegaRatio	float	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
553	maxGrpDayContractsLn	int	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
556	maxGrpDayContractsSh	int	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
559	maxGrpDayContractsAbs	int	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
517	maxGrpDayRMetric1Ln	float	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
520	maxGrpDayRMetric1Sh	float	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
523	maxGrpDayRMetric1Abs	float	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
526	grpDayRMetric1Ratio	float	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
529	maxGrpDayRMetric2Ln	float	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
532	maxGrpDayRMetric2Sh	float	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
535	maxGrpDayRMetric3Ln	float	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
538	maxGrpDayRMetric3Sh	float	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
541	maxGrpDayRMetric4Ln	float	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
544	maxGrpDayRMetric4Sh	float	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
547	maxGrpDayRMetric5Ln	float	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
550	maxGrpDayRMetric5Sh	float	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
562	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]
565	symEmaCxlDDeltaSh	float	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
568	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]
571	symEmaCxlWtVegaSh	float	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
574	traderName	string(32)	Name of the trader associated with the order
577	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
580	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
583	childData	text1	client supplied data field; passes through to down stream child orders
631	mlegTicker	TickerKey	stock ticker
634	mlegStockSide	enum : BuySell	[Buy
637	mlegStockShares	int	number of shares included (zero if none)
640	mlegStockLegId	long	SR stock leg ID
643	mlegAltStkLegId	string(24)	client stock leg ID (usually from a FIX order)
646	mlegSSaleFlag	enum : ShortSaleFlag	stock short sale flag
652	mlegRefUPrc	float	reference underlier price (PrcDe orders)
655	mlegNumLegs	byte	number of valid legs below
658	mlegSecKey1	OptionKey	leg #1
661	mlegSecType1	enum : SpdrKeyType
664	mlegMult1	ushort
667	mlegSide1	enum : BuySell
670	mlegLegId1	long	SR leg Id
673	mlegAltLegId1	string(24)	client leg Id (usually from a FIX order)
676	mlegPosType1	enum : PositionType
682	mlegSsaleFlag1	enum : ShortSaleFlag
688	mlegVega1	float
691	mlegRefUPrc1	double	reference underlier price (PrcDe orders)
694	mlegRefDelta1	float	reference delta (for PrcDe order handling)
697	mlegRefEarnCnt1	byte	reference # of earnings moves before expiration
700	mlegSecKey2	OptionKey	leg #2
703	mlegSecType2	enum : SpdrKeyType
706	mlegMult2	ushort
709	mlegSide2	enum : BuySell
712	mlegLegId2	long	SR leg Id
715	mlegAltLegId2	string(24)	client leg Id (usually from a FIX order)
718	mlegPosType2	enum : PositionType
724	mlegSsaleFlag2	enum : ShortSaleFlag
730	mlegVega2	float
733	mlegRefUPrc2	double	reference underlier price (PrcDe orders)
736	mlegRefDelta2	float	reference delta (for PrcDe order handling)
739	mlegRefEarnCnt2	byte	reference # of earnings moves before expiration
742	mlegSecKey3	OptionKey	leg #3
745	mlegSecType3	enum : SpdrKeyType
748	mlegMult3	ushort
751	mlegSide3	enum : BuySell
754	mlegLegId3	long	SR leg Id
757	mlegAltLegId3	string(24)	client leg Id (usually from a FIX order)
760	mlegPosType3	enum : PositionType
766	mlegSsaleFlag3	enum : ShortSaleFlag
772	mlegVega3	float
775	mlegRefUPrc3	double	reference underlier price (PrcDe orders)
778	mlegRefDelta3	float	reference delta (for PrcDe order handling)
781	mlegRefEarnCnt3	byte	reference # of earnings moves before expiration
784	mlegSecKey4	OptionKey	leg #4
787	mlegSecType4	enum : SpdrKeyType
790	mlegMult4	ushort
793	mlegSide4	enum : BuySell
796	mlegLegId4	long	SR leg Id
799	mlegAltLegId4	string(24)	client leg Id (usually from a FIX order)
802	mlegPosType4	enum : PositionType
808	mlegSsaleFlag4	enum : ShortSaleFlag
814	mlegVega4	float
817	mlegRefUPrc4	double	reference underlier price (PrcDe orders)
820	mlegRefDelta4	float	reference delta (for PrcDe order handling)
823	mlegRefEarnCnt4	byte	reference # of earnings moves before expiration
826	mlegSecKey5	OptionKey	leg #5
829	mlegSecType5	enum : SpdrKeyType
832	mlegMult5	ushort
835	mlegSide5	enum : BuySell
838	mlegLegId5	long	SR leg Id
841	mlegAltLegId5	string(24)	client leg Id (usually from a FIX order)
844	mlegPosType5	enum : PositionType
850	mlegSsaleFlag5	enum : ShortSaleFlag
856	mlegVega5	float
859	mlegRefUPrc5	double	reference underlier price (PrcDe orders)
862	mlegRefDelta5	float	reference delta (for PrcDe order handling)
865	mlegRefEarnCnt5	byte	reference # of earnings moves before expiration
868	mlegSecKey6	OptionKey	leg #6
871	mlegSecType6	enum : SpdrKeyType
874	mlegMult6	ushort
877	mlegSide6	enum : BuySell
880	mlegLegId6	long	SR leg Id
883	mlegAltLegId6	string(24)	client leg Id (usually from a FIX order)
886	mlegPosType6	enum : PositionType
892	mlegSsaleFlag6	enum : ShortSaleFlag
898	mlegVega6	float
901	mlegRefUPrc6	double	reference underlier price (PrcDe orders)
904	mlegRefDelta6	float	reference delta (for PrcDe order handling)
907	mlegRefEarnCnt6	byte	reference # of earnings moves before expiration
917	optPremium	float	The premium for the option legs, a contribution to the order premium. Valid range is [-9999.0, 9999.0]. Default: 0.
910	checksum	byte	Must be set to 13. This helps detect some column/value misalignments.

REPEATING FIELDS

DirectedCounterParty

Field	Type	Comment
923	clientFirm	string(16)
924	inclExcl	enum : InclExclDisclose

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 = 'ParentOrderGatewayExt'

# 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=ParentOrderGatewayExt'

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 = 'ParentOrderGatewayExt'

# 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 = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum'

# 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=ParentOrderGatewayExt' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum' \
--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 = 'ParentOrderGatewayExt'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum'

# 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 = 'spdrActionType: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=ParentOrderGatewayExt' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=spdrActionType: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 = 'ParentOrderGatewayExt'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrActionType|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|mlegStockSide|mlegSSaleFlag|mlegSecType1|mlegSide1|mlegPosType1|mlegSsaleFlag1|mlegSecType2|mlegSide2|mlegPosType2|mlegSsaleFlag2|mlegSecType3|mlegSide3|mlegPosType3|mlegSsaleFlag3|mlegSecType4|mlegSide4|mlegPosType4|mlegSsaleFlag4|mlegSecType5|mlegSide5|mlegPosType5|mlegSsaleFlag5|mlegSecType6|mlegSide6|mlegPosType6|mlegSsaleFlag6'

# 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=ParentOrderGatewayExt' \
--data-urlencode 'measure=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|securityDesc|orderDttm|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|minMktOnClosePct|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|theoVol|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|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|traderName|userData1|userData2|childData|mlegTicker|mlegStockSide|mlegStockShares|mlegStockLegId|mlegAltStkLegId|mlegSSaleFlag|mlegRefUPrc|mlegNumLegs|mlegSecKey1|mlegSecType1|mlegMult1|mlegSide1|mlegLegId1|mlegAltLegId1|mlegPosType1|mlegSsaleFlag1|mlegVega1|mlegRefUPrc1|mlegRefDelta1|mlegRefEarnCnt1|mlegSecKey2|mlegSecType2|mlegMult2|mlegSide2|mlegLegId2|mlegAltLegId2|mlegPosType2|mlegSsaleFlag2|mlegVega2|mlegRefUPrc2|mlegRefDelta2|mlegRefEarnCnt2|mlegSecKey3|mlegSecType3|mlegMult3|mlegSide3|mlegLegId3|mlegAltLegId3|mlegPosType3|mlegSsaleFlag3|mlegVega3|mlegRefUPrc3|mlegRefDelta3|mlegRefEarnCnt3|mlegSecKey4|mlegSecType4|mlegMult4|mlegSide4|mlegLegId4|mlegAltLegId4|mlegPosType4|mlegSsaleFlag4|mlegVega4|mlegRefUPrc4|mlegRefDelta4|mlegRefEarnCnt4|mlegSecKey5|mlegSecType5|mlegMult5|mlegSide5|mlegLegId5|mlegAltLegId5|mlegPosType5|mlegSsaleFlag5|mlegVega5|mlegRefUPrc5|mlegRefDelta5|mlegRefEarnCnt5|mlegSecKey6|mlegSecType6|mlegMult6|mlegSide6|mlegLegId6|mlegAltLegId6|mlegPosType6|mlegSsaleFlag6|mlegVega6|mlegRefUPrc6|mlegRefDelta6|mlegRefEarnCnt6|optPremium|checksum' \
--data-urlencode 'group=spdrActionType|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|blockVisibility|includeSRNetwork|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|positionType|ssaleFlag|firmType|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|mlegStockSide|mlegSSaleFlag|mlegSecType1|mlegSide1|mlegPosType1|mlegSsaleFlag1|mlegSecType2|mlegSide2|mlegPosType2|mlegSsaleFlag2|mlegSecType3|mlegSide3|mlegPosType3|mlegSsaleFlag3|mlegSecType4|mlegSide4|mlegPosType4|mlegSsaleFlag4|mlegSecType5|mlegSide5|mlegPosType5|mlegSsaleFlag5|mlegSecType6|mlegSide6|mlegPosType6|mlegSsaleFlag6' \
--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 = 'ParentOrderGatewayExt'

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