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Version: 8.5.11.1

Schema: AutoResponderVegaDir (ID: 2495)

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenSRATS
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
10=accntstring(16)
14=clientFirmstring(16)
16=rootTickerKey
12=respSideenum : BuySellauction responder side (your side)
17=responderIDintclient supplied responder ID (can be any number including zero)
100userNamestring(24)username used for responding to auction notices
102isDisabledenum : YesNoif Yes, this auto-responder record is disabled
136enabledUntilDateTimewill be enabled up until this time
103canIncludeFlexenum : YesNoif yes, can respond to auction notices that include flex option legs
104canIncludeStockenum : YesNoif yes, can respond to auction notices that include a stock leg
142canRespondSRenum : YesNoif yes, can respond to auction notices from SR
143canRespondExchenum : YesNoif yes, can respond to auction notices from exchanges
105cpFlagenum : CallPutPairif not Pair must match all option legs
137minNetVegaRatiofloat1.0minimum ratio of abs(netVega)/totalVega to enable a response (hard lower limit of 0.25)
138minYearsfloat0all leg years must be between [minYears, maxYears]
139maxYearsfloat10.0
140minExpiryDateTimeall leg expiries must be between [minExpiry, maxExpiry]
141maxExpiryDateTime
110minXDeltafloat-0.50all leg xDelta must be between [minXDelta, maxXDelta]
111maxXDeltafloat+0.50
112minStrikedouble0all leg strikes must be between [minStrike, maxStrike]
113maxStrikedouble999999
114minSurfEdgePremfloat-99spread surface edge (in premium) (+ = through surface; - = behind surface)
130minSurfEdgeVolfloat-99spread surface edge (in vol) (0.01 = 1.0 vol pts) (+ = through surface; - = behind surface)
148minProbabilityfloatoption response probability must be >= minProbability
131incFeesInRespenum : YesNoinclude all estimated responder fees in final response price
132roundRuleenum : RoundRule
117maxResponseSizeintmaximum number of contracts per response (will respond for 100% if auction size <= maxResponseSize)
133maxResponseVegafloatmaximum total vega per response
134totalResponseVegafloatmaximum vega (filled) all day
135totalResponseWtVegafloatmaximum wtVega (filled) all day
149notMktPennyenum : YesNoNone or Yes will respond to non-marketable penny name orders
150mktPenny1enum : YesNoNone or Yes will respond to marketable (mkt 1 tick wide) penny name orders
151mktPenny2enum : YesNoNone or Yes will respond to marketable (mkt 2 tick wide) penny name orders
152mktPenny3penum : YesNoNone or Yes will respond to marketable (mkt 3+ tick wide) penny name orders
153notMktNickleenum : YesNoNone or Yes will respond to non-marketable nickle/dime name orders
154mktNickle1enum : YesNoNone or Yes will respond to marketable (mkt 1 tick wide) nickel/dime name orders
155mktNickle2enum : YesNoNone or Yes will respond to marketable (mkt 2 tick wide) nickel/dime name orders
156mktNickle3penum : YesNoNone or Yes will respond to marketable (mkt 3+ tick wide) nickel/dime name orders
119autoHedgeenum : AutoHedge
120hedgeInstrumentenum : HedgeInstDefault=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey
121hedgeSecKeyExpiryKeyautohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
122hedgeBetaRatiofloatportion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
123hedgeScopeenum : HedgeScopehedge group scope [RiskGroup or Accnt]
124hedgeSessionenum : MarketSessiontime in force for the autohedge order (can be Day or ExtDay) [None defaults to pOrder.timeInForce]
125riskGroupIdlong0Default: 0 (none). Required to be non-zero if autoHedge is something other than None.
157minUPrcfloat1min/max underlier price bounds (no responses while underlier is outside of bounds)
158maxUPrcfloat99999
127modifiedBystring(24)user who last modified this record
128modifiedInenum : SysEnvironment
129timestampDateTimetimestamp of last modification

REPEATING FIELDS​

CFirmInclFilter

#FieldTypeDefault ValueComment
145inititorCFirmstring(16)<missing> will respond to all initiating client firms; non-empty will only respond if (one of) matches initiator ClientFirm

CFirmExclFilter

#FieldTypeDefault ValueComment
147inititorCFirmstring(16)<missing> will not exclude any initiating client firms; non-empty will only respond if (none of) matches initiator ClientFirm

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 = 'AutoResponderVegaDir'

# 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 = 'AutoResponderVegaDir'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'userName|isDisabled|enabledUntil|canIncludeFlex|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minNetVegaRatio|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|notMktPenny|mktPenny1|mktPenny2|mktPenny3p|notMktNickle|mktNickle1|mktNickle2|mktNickle3p|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|minUPrc|maxUPrc|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)

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 = 'AutoResponderVegaDir'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|isDisabled|enabledUntil|canIncludeFlex|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minNetVegaRatio|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|notMktPenny|mktPenny1|mktPenny2|mktPenny3p|notMktNickle|mktNickle1|mktNickle2|mktNickle3p|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|minUPrc|maxUPrc|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 = 'userName:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

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 = 'AutoResponderVegaDir'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|isDisabled|enabledUntil|canIncludeFlex|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minNetVegaRatio|minYears|maxYears|minExpiry|maxExpiry|minXDelta|maxXDelta|minStrike|maxStrike|minSurfEdgePrem|minSurfEdgeVol|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseVega|totalResponseWtVega|notMktPenny|mktPenny1|mktPenny2|mktPenny3p|notMktNickle|mktNickle1|mktNickle2|mktNickle3p|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|canIncludeFlex|canIncludeStock|canRespondSR|canRespondExch|cpFlag|incFeesInResp|roundRule|notMktPenny|mktPenny1|mktPenny2|mktPenny3p|notMktNickle|mktNickle1|mktNickle2|mktNickle3p|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|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)

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 = 'AutoResponderVegaDir'

# 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)

Post 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'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "U", # (U)pdate, (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "AutoResponderVegaDir"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString", // string
            "root": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL"
            },
            "respSide": "enumValue", // enum(BuySell) - None, Buy, Sell
            "responderID": 1 // int
        },
        "userName": "exampleString", // string
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "enabledUntil": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "canIncludeFlex": "enumValue", // enum(YesNo) - None, Yes, No
        "canIncludeStock": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondSR": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondExch": "enumValue", // enum(YesNo) - None, Yes, No
        "cpFlag": "Pair", // enum(CallPut) - Call, Put, Pair. Default=Pair
        "minNetVegaRatio": 1.0, // float. Default=1.0
        "minYears": 0, // float. Default=0
        "maxYears": 10.0, // float. Default=10.0
        "minExpiry": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "maxExpiry": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "minXDelta": -0.50, // float. Default=-0.50
        "maxXDelta": +0.50, // float. Default=+0.50
        "minStrike": 0, // double. Default=0
        "maxStrike": 999999, // double. Default=999999
        "minSurfEdgePrem": -99, // float. Default=-99
        "minSurfEdgeVol": -99, // float. Default=-99
        "minProbability": 1.0, // float
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "maxResponseSize": 1, // int
        "maxResponseVega": 1.0, // float
        "totalResponseVega": 1.0, // float
        "totalResponseWtVega": 1.0, // float
        "notMktPenny": "enumValue", // enum(YesNo) - None, Yes, No
        "mktPenny1": "enumValue", // enum(YesNo) - None, Yes, No
        "mktPenny2": "enumValue", // enum(YesNo) - None, Yes, No
        "mktPenny3p": "enumValue", // enum(YesNo) - None, Yes, No
        "notMktNickle": "enumValue", // enum(YesNo) - None, Yes, No
        "mktNickle1": "enumValue", // enum(YesNo) - None, Yes, No
        "mktNickle2": "enumValue", // enum(YesNo) - None, Yes, No
        "mktNickle3p": "enumValue", // enum(YesNo) - None, Yes, No
        "autoHedge": "enumValue", // enum(AutoHedge) - None, Static, AutoMid, AutoCrx, AutoTrn, SpdrAuto, Spdr10S, Spdr30S, Spdr90S, Spdr5M, Spdr30M, SpdrDay, SmartFast, SmartNorm, FastCrx, FastDark, SlowDark, AlphaVwap1pct, AlphaVwap2pct, AlphaVwap5pct, AlphaVwap25pct, Custom, AwayAlgo, EuxMsAlgo
        "hedgeInstrument": "enumValue", // enum(HedgeInst) - None, Default, FrontMonth, Stock, Future
        "hedgeSecKey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01"
        },
        "hedgeBetaRatio": 1.0, // float
        "hedgeScope": "enumValue", // enum(HedgeScope) - None, Accnt, RiskGroup
        "hedgeSession": "enumValue", // enum(MarketSession) - None, PreMkt, RegMkt, PostMkt, PreRegMkt, RegPostMkt, AllDay
        "riskGroupId": 0, // long. Default=0
        "minUPrc": 1, // float. Default=1
        "maxUPrc": 99999, // float. Default=99999
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "CFirmInclFilter": [ // Repeating Field
            {
                "inititorCFirm": "exampleString" // string
            }
        ],
        "CFirmExclFilter": [ // Repeating Field
            {
                "inititorCFirm": "exampleString" // string
            }
        ]
    }
}

response = requests.post(MLINK_PROD_URL, params=params, json=payload)