Schema: LiveImpliedQuoteDisp (ID: 1017)

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	OptAnalytics

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

BODY

#	Field	Type	Comment
10=	okey	OptionKey
100	ticker	TickerKey	SR Ticker that this option rolls up to (LiveImpliedQuote)
101	uPrc	float	underlier price (usually mid-market) LiveImpliedQuote
102	clsBidIv	float	OptionCloseMark.bidIV
103	clsAskIv	float	OptionCloseMark.AskIv
104	clsMidVol	float
105	clsSrVol	float	Previous close SrVol from OptionCloseMark.srVol
106	oBidIv	float	volatility implied by option bid price from LiveImpliedQuote
107	oAskIv	float	volatility implied by option ask price from LiveImpliedQuote
108	midVol	float	mid-market vol, if oBidIv is -1, midVol is AVG(0, oAskIv), if oAskIv is -1, midVol is 0
109	sVol	float	option surface volatility (SR surface fit model) from LiveImpliedQuote
110	sPrc	float	option surface price; ie. PRICE(sVol, uPrc + uOff, years, rate, sDiv, {discrete dividends, if any}) from LiveImpliedQuote
111	prtPrc	float	Last Print Price (from OptionPrint)
112	surfVol	float	SR surface volatility from OptionPrintSet (at time of print)
113	prtVolume	int	day print volume in contracts from OptionPrintSet
114	prtIV	float	print implied volatility
115	de	float	option delta
116	ga	float	option gamma
117	th	float	option theta
118	ve	float	option vega
119	va	float	option vanna
120	vo	float	option volga
121	ro	float	option rho
122	ph	float	option phi
123	calcErr	enum : ImpliedQuoteError	option pricing calculation error (if any)
124	calcSource	enum : CalcSource
125	srcTimestamp	long	OPRA source timestamp (nanoseconds since epoch); will be zero if calcSource != Tick
126	netTimestamp	long	SR timestamp @ publish time
127	timestamp	DateTime

Get Schema API Call

Python

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'LiveImpliedQuoteDisp'

# 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=LiveImpliedQuoteDisp'

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 = 'LiveImpliedQuoteDisp'

# 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 = 'ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|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 = ''

# 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=LiveImpliedQuoteDisp' \
--data-urlencode 'view=ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where='

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 = 'LiveImpliedQuoteDisp'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|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 = ''

# 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 = 'ticker: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=LiveImpliedQuoteDisp' \
--data-urlencode 'view=ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker: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 = 'LiveImpliedQuoteDisp'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'calcErr|calcSource'

# 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 = ''

# 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=LiveImpliedQuoteDisp' \
--data-urlencode 'measure=ticker|uPrc|clsBidIv|clsAskIv|clsMidVol|clsSrVol|oBidIv|oAskIv|midVol|sVol|sPrc|prtPrc|surfVol|prtVolume|prtIV|de|ga|th|ve|va|vo|ro|ph|calcErr|calcSource|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=calcErr|calcSource' \
--data-urlencode 'where='

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 = 'LiveImpliedQuoteDisp'

# 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 = ''

# 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=LiveImpliedQuoteDisp' \
--data-urlencode 'where='