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Version: 8.5.11.1

Schema: TraceAccntRoutesResult (ID: 1923)

METADATA​

AttributeValue
Topic1800-client-config
MLink TokenClientConfig
SRSE Product

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

BODY​

#FieldTypeDefault ValueComment
10=trace_Joblong
11=trace_Numberint
100requestIDlongreflected from TraceAccntRoutes request
101userNamestring(24)user requesting the route trace
102timestampDateTimeevent create timestamp
103accntstring(16)
104clientFirmstring(16)
105tickerTickerKey
106secTypeenum : SpdrKeyType
107trace_Typeenum : TraceType
108trace_ExecBrkrCodestring(16)
109trace_RouteExDeststring(16)
110trace_MktSessionflag : MktSessionFlagspecific market session(s) to trace (default is regular market session)
111trace_ExternExDeststring(16)pOrder.externExDest
112eeTraceCatenum : EETraceCat
113exDeststring(16)
114exDest2string(16)
115execBrkrCodestring(16)execBrkrCode we are tracing
116resultstext1trace line result
117otherCommentstext1
118deliveryStatustext2delivery instruction(s) status
119execEngine_Namestring(32)
120execEngine_Stateenum : AutoEngineState
121AC_AccountStatustext1SR account type (omnibus accounts are expected to be flat at the end of the day)
122AC_AccntNametext1account name
123AEG_Keystring(32)exchGroup/secType
124AEG_RouteAllocRuleenum : RouteAllocRule
125AEGI_RouteEntrytext1
126ARC_ClientCodingtext1
127ARC_RoutingRuleenum : RoutingRule
128ARC_RoutePosstring(8)
129ARC_ExternParamstext1pass through params (must be understood by end point handler) usually [tag=value;tag=value;tag=value]
130ARC_ExecBrkrCodingtext1exec broker account (supplied by exec broker) (usually Account<1>)
131ARC_ClrFlipExDeststring(16)exchange (eg. CBOEOPT, NMSOPT,NMSOPT, NMSSTK, CMXFUT)orcustom(eg.INETFUT) or custom (eg. INETNIGHTHAWK)
132ARC_ClrFlipCodingtext1type of clearing corp delivery
133ARC_ClrFlipBrkrMPIDstring(8)clearing broker MPID (forwarded option exchanges for the equity leg of MLegTied orders)
134ARCI_RoutingCodestring(65)routing session code (is a RouteDefinition.pkey.routingCode) [RouteDefinition.execBrkrCode must match execBrkrCode]
135RD_Connectiontext1
136RD_TemplateNamestring(32)name of FixMsgTemplate (rewrite template) used for this session (if any)
137RD_DeliveryCodingenum : DeliveryCoding(street side routes only) indicates what style of delivery instruction coding this session utilizes (coding is implemented inside each template)
138RD_SessionGiveupFirmstring(4)primary (default) session giveup/clearing firm (eg. 659)
139RD_Statustext2current (live) route session status (from the EE's perspective)
140RDI_ExDeststring(16)exchange (eg. CBOEOPT, NMSOPT,NMSOPT, NMSSTK, CMXFUT)orcustom(eg.INETFUT) or custom (eg. INETNIGHTHAWK)
141RDI_TickerListstring(64)
142RDI_TradingPeriodenum : TradingPeriodonly required if this exDest has more specific trading hours that ticker -> tickerDefinition -> tradingHours
143RDI_MsgRateintmaximum message rate per second for this route (<= zero nothing low priority will be routed to this exDest)
144RDI_SecTypeflag : SecTypeFlagTied = MLeg w/Stock
145RDI_OrderEntryenum : YesNocan handle normal order entry messages
146RDI_ActiveMakerenum : YesNocan handle active making (ActiveMaker algo) order entry messages
147RDI_MktSessionflag : MktSessionFlag
148RDI_MktAuctionenum : YesNocan handle exchange SOD/EOD (eg. MarketOnClose) auctions
149RDI_CrossHandlingflag : CrossHandlingFlag
150RDI_CrossAttributesflag : CrossAttrFlagcan process ISO crosses; can instruct exDest to sweep away markets; can accept allocation inst on cross order; can cross FLEX options
151RDI_OtherMsgsflag : OtherMsgFlag
152RDI_StageReviewenum : YesNo

Get Schema API Call​

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 = 'TraceAccntRoutesResult'

# 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)

Get Msg API Call​

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 = 'TraceAccntRoutesResult'

# 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 = 'requestID|userName|timestamp|accnt|clientFirm|ticker|secType|trace_Type|trace_ExecBrkrCode|trace_RouteExDest|trace_MktSession|trace_ExternExDest|eeTraceCat|exDest|exDest2|execBrkrCode|results|otherComments|deliveryStatus|execEngine_Name|execEngine_State|AC_AccountStatus|AC_AccntName|AEG_Key|AEG_RouteAllocRule|AEGI_RouteEntry|ARC_ClientCoding|ARC_RoutingRule|ARC_RoutePos|ARC_ExternParams|ARC_ExecBrkrCoding|ARC_ClrFlipExDest|ARC_ClrFlipCoding|ARC_ClrFlipBrkrMPID|ARCI_RoutingCode|RD_Connection|RD_TemplateName|RD_DeliveryCoding|RD_SessionGiveupFirm|RD_Status|RDI_ExDest|RDI_TickerList|RDI_TradingPeriod|RDI_MsgRate|RDI_SecType|RDI_OrderEntry|RDI_ActiveMaker|RDI_MktSession|RDI_MktAuction|RDI_CrossHandling|RDI_CrossAttributes|RDI_OtherMsgs|RDI_StageReview'

# 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 = 'userName: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)

Get Msgs API Call​

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 = 'TraceAccntRoutesResult'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'requestID|userName|timestamp|accnt|clientFirm|ticker|secType|trace_Type|trace_ExecBrkrCode|trace_RouteExDest|trace_MktSession|trace_ExternExDest|eeTraceCat|exDest|exDest2|execBrkrCode|results|otherComments|deliveryStatus|execEngine_Name|execEngine_State|AC_AccountStatus|AC_AccntName|AEG_Key|AEG_RouteAllocRule|AEGI_RouteEntry|ARC_ClientCoding|ARC_RoutingRule|ARC_RoutePos|ARC_ExternParams|ARC_ExecBrkrCoding|ARC_ClrFlipExDest|ARC_ClrFlipCoding|ARC_ClrFlipBrkrMPID|ARCI_RoutingCode|RD_Connection|RD_TemplateName|RD_DeliveryCoding|RD_SessionGiveupFirm|RD_Status|RDI_ExDest|RDI_TickerList|RDI_TradingPeriod|RDI_MsgRate|RDI_SecType|RDI_OrderEntry|RDI_ActiveMaker|RDI_MktSession|RDI_MktAuction|RDI_CrossHandling|RDI_CrossAttributes|RDI_OtherMsgs|RDI_StageReview'

# 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 = 'userName: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 = 'requestID: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)

Get Aggregate API Call​

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 = 'TraceAccntRoutesResult'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'requestID|userName|timestamp|accnt|clientFirm|ticker|secType|trace_Type|trace_ExecBrkrCode|trace_RouteExDest|trace_MktSession|trace_ExternExDest|eeTraceCat|exDest|exDest2|execBrkrCode|results|otherComments|deliveryStatus|execEngine_Name|execEngine_State|AC_AccountStatus|AC_AccntName|AEG_Key|AEG_RouteAllocRule|AEGI_RouteEntry|ARC_ClientCoding|ARC_RoutingRule|ARC_RoutePos|ARC_ExternParams|ARC_ExecBrkrCoding|ARC_ClrFlipExDest|ARC_ClrFlipCoding|ARC_ClrFlipBrkrMPID|ARCI_RoutingCode|RD_Connection|RD_TemplateName|RD_DeliveryCoding|RD_SessionGiveupFirm|RD_Status|RDI_ExDest|RDI_TickerList|RDI_TradingPeriod|RDI_MsgRate|RDI_SecType|RDI_OrderEntry|RDI_ActiveMaker|RDI_MktSession|RDI_MktAuction|RDI_CrossHandling|RDI_CrossAttributes|RDI_OtherMsgs|RDI_StageReview'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'secType|trace_Type|eeTraceCat|execEngine_State|AEG_RouteAllocRule|ARC_RoutingRule|RD_DeliveryCoding|RDI_TradingPeriod|RDI_OrderEntry|RDI_ActiveMaker|RDI_MktAuction|RDI_StageReview'

# 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 = 'userName: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)

Get Count API Call​

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 = 'TraceAccntRoutesResult'

# 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 = 'userName: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)