Schema: SpdrParentExecution (ID: 4085)

SpdrParentExecution records are published every time a parent order execution is received. They also update as additional post execution mark information is available at F+1m and F+10m.

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	Default Value	Comment
10=	fillNumber	long		SpiderRock execution number (globally unique over trailing 10 days)
100	sysRealm	enum : SysRealm
103	sysEnvironment	enum : SysEnvironment
106	runStatus	enum : RunStatus
109	version	byte		record version number;starts at zero and goes up every time an execution record is re-published (eg, bust, +1m marks, +10m marks, etc)
112	execStatus	enum : ExecStatus		SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)
115	execShape	enum : ExecShape
118	packageId	long		SR package Id
121	parentNumber	long		SR parent number
124	parentVersion	short		SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)
127	baseParentNumber	long		SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)
130	clOrdId	long		SR child order clOrdID resulting in fill
133	reviewClOrdId	string(24)		review session clOrdId (usually from inbound review FIX session)S
136	altFillId	long		alternate fill ID (usually from AwayTktGateway.pkey.clientFillID)
139	altOrderId	string(24)		alternate order ID (usually clOrdId from client)
142	altCrossId	string(24)
145	altLegRefId	string(24)
148	altAccnt	string(32)		alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
151	altUserName	string(24)		alternate (client assigned) user name (optional) [used to map between client and SR account strings]
154	srcRoutingCode	text1		inbound FIX routing code, if any
157	riskGroupId	long		riskGroupId (parent order group ID) for this execution report
160	triggerGroupId	long		WaitTrigger group Id
163	triggerTimestamp	long		WaitTrigger trigger timestamp (nanoseconds since epoch)
166	streetClOrdId	string(24)		street side clOrdId (clOrdId or equivalent of the street side order) [SR/street gateway generated]
169	streetOrderId	string(24)		street side orderId (orderId or equivalent of the street side order) [from street side execReport]
846	sideClOrdId	long		Cross Side ClOrdId. From ChildOrder.custClOrdId, or ChildOrder.FaceSideList.alloclOrdID
178	parentShape	enum : SpdrOrderShape		shape of originating parent order
181	secKey	OptionKey		execution security key
184	secType	enum : SpdrKeyType		execution security type [Stock, Future, Option]
187	ticker	TickerKey		base stock key (used for symbol risk aggregation)
843	originTicker	TickerKey		Origin Parent Order TickerKey (will only be set for Spiderrock regional composite orders)
844	originSecKey	OptionKey		Origin Parent Order SecKey (will only be set for Spiderrock regional composite orders)
190	accnt	string(16)		SpiderRock trading accnt [broker pkey]
193	clientFirm	string(16)		SR client firm
848	strategyAccnt	string(16)		SR strategy account (optional; copied from parent order)
196	spdrSource	enum : SpdrSource		SpiderRock parent order source code [broker pkey]
199	groupingCode	long		SpiderRock parent broker number [broker pkey]
809	coreClientFirm	string(16)
810	sponsorClientFirm	string(16)
202	routingCode	text1		SpiderRock market routing code
811	engineName	string(32)		SpiderRock execution engine that handled the parent order
208	gatewayName	string(20)		StreetGateway server than handled the child order (if any)
211	execRole	enum : ExecRole		SpiderRock relationship to this execution record
833	execBrkrCode	string(16)		SR Assigned executing broker code
217	execBrkrMPID	string(8)		FINRA/Assigned exec broker MPID (if any)
220	execBrkrAccnt	string(16)		account at executing broker (if any)
223	execBrkrClFirm	string(16)		client/firm at executing broker (if any)
226	execBrkrUserName	string(16)		userName at execution broker (if any)
229	clearingFlipType	enum : FlipType		Clearing Flip Type (None, ExecBroker, CMTA, Giveup, DTCC, QSR, etc)
232	clearingFlipFirm	string(6)		Clearing Flip Firm (if any)
235	clearingFlipAccnt	string(10)		Clearing Flip Account (if any)
852	clearingAgent	string(10)		Clearing Agent (if any)
853	clearingTaxID	string(10)		Clearing TaxID (if any)
854	clearingBrkrMPID	string(8)		Clearing Broker MPID (equity only)
855	badge	string(16)
238	clearingFirm	string(4)		clearing firm
241	clearingAccnt	string(12)		clearing firm account (if any)
244	origExecID	text1		original execution ID string (child order)
247	lastExecID	text1		most recent execution ID (same as origExecID unless CANCEL/CORRECTION has been processed)
250	remoteText	text1		text comment from remote endpoint (if any)
253	orderSide	enum : BuySell		order side
256	spdrOrderStatus	enum : SpdrOrderStatus
259	spdrCloseReason	enum : SpdrCloseReason
262	cumFillQuantity	int		cumulative fills (this parent number only)
265	avgFillPrice	double
268	cumLegFillQuantity	int		cumulative fills (spread only)
271	avgLegFillPrice	double
274	leavesQty	int
277	priceType	enum : PriceType
280	childShape	enum : SpdrOrderShape
283	childSize	int		child order size
286	childPrice	double		child order price
289	childDttm	DateTime		child order generation date/time
292	childExch	string(6)		child order exchange
845	childExDest	string(16)		child order exchange destination code
298	childExecBroker	string(8)		executing broker that child order was routed to
301	childIsDirected	enum : YesNo		child order isDirected flag
304	childIsoSweep	enum : YesNo		child order ISO sweep flag
307	childOrderHandling	string(24)		child order handling string from the algo that generated the child order responsible for this fill
310	childAlgoHandler	enum : ChildHandler		algo handler for this child order
313	childCreateReason	enum : ChildCreateReason
316	childCancelReason	enum : ChildCancelReason
319	childMakerTaker	enum : MakerTaker
322	childUBid	double		underlier market bid at @ child order send time
325	childUAsk	double		underlier market ask at @ child order send time
328	childBid	double		market bid at the @ child order send time
331	childAsk	double		market ask at the @ child order send time
334	childMark	double		mid-market (SR surface price if option) @ child order send time
337	childFairWidth	double		model fair width @ child order create
340	childVol	float		child order volatility @ childLimitRefUPrc
343	childProb	float		SR probability for the child order @ child order send time
346	childLimitRefUPrc	double		limit reference underlier price @ child order send time
349	childLimitPrc	double		parent order limit price @ child order send time
352	childVolAtm	float		atm volatility @ child order send time
355	childPosType	enum : PositionType		child order position type
358	childFirmOptPosition	int		effective firm option position @ child order send time
361	childSSaleFlag	enum : ShortSaleFlag		short sale flag
364	childFirmStkPosition	int		effective firm stock position @ child order send time
367	childFirmOpenOrders	int		open sell orders counted in marking @ child order send time
370	childLocateQuan	int		available locate quantity (if selling short) @ child order send time
373	childLocateFirm	string(6)		firm granting the locate
376	childLocatePool	string(16)		locate pool @ firm granting locate
379	childMktStance	enum : MktStance		child order was expected to be marketable @ child send time
382	childCxlAttempted	enum : YesNo		cancel attempt was made on the child order prior to receiving this fill
385	childCxlFillLatency	float		cancel attempt -to- fill report latency (in ms)
388	childMethod	string(8)		execution method string
391	childSource	string(12)		execution source string
394	firmType	enum : FirmType		child order firm type [Customer, ProCust, Firm, MM, etc]
397	priAggGroup	string(16)		primary aggregation group
400	secAggGroup	string(16)		secondary aggregation group
403	directedClientFirm	string(16)
850	noticeCommission	float
856	hasNoticeComm	enum : YesNo		noticeCommision contains responder auction commission; otherwise, commission is as agreed elsewhere
851	custCommPaying	enum : YesNo		client is commission paying (to the responder)
409	fillTransactDttm	DateTime		transaction date/time as reported by exchange or down stream broker
412	fillTs	double		fill report ts (seconds since startup; 100 nanosec resolution)
415	fillDttm	DateTime		Date/time of fill arrival (SRDateTime)
418	fillExch	string(12)		ExDest code from child order execution report
421	fillExecId	text1		street side execution Id
424	fillExecRefId	text1		street side execution ref Id (only used when busting an execution)
427	fillLegRefId	long		legRefId for multileg fills
430	fillLegRatio	int		legRatio (if spread order)
433	fillExchFee	float		SpiderRock estimate of the exchange fee based on liquidity tags (best effort)
436	fillMarket	string(8)		usually from execReport.lastMkt as reported by child order venue
439	fillPrice	double		fill price
442	fillQuantity	int		fill quantity
445	fillReportDetail	text1		extra detail (if any) from child execution
448	fillBid	double		market bid @ fill arrival
451	fillAsk	double		market ask @ fill arrival
454	fillMark	double		mid-market (or SR surface price if option) @ fill arrival
457	fillFairWidth	double		model fair width @ fill time
460	fillUMark	double		underlier mark @ fill arrival
463	fillUBid	double		underlier market bid @ fill arrival
466	fillUAsk	double		underlier market bid @ fill arrival
469	fillUBidSz	int		underlier bid size @ fill arrival
472	fillUAskSz	int		underlier ask size @ fill arrival
475	fillVolAtm	float		atm volatility @ fill arrival
478	fillMark1M	double		mid-market (or SR surface price if option) @ fill arrival + 1m
481	fillMark10M	double		mid-market (or SR surface price if option) @ fill arrival + 10m
484	fillBid1M	double		market bid @ fill arrival + 1m
487	fillAsk1M	double		market ask @ fill arrival + 1m
490	fillBid10M	double		market bid @ fill arrival + 10m
493	fillAsk10M	double		market ask @ fill arrival + 10m
496	fillUMark1M	double		underlier mark @ fill arrival + 1m
499	fillUMark10M	double		underlier mark @ fill arrival + 10m
502	fillVolAtm1M	float		atm volatility (options only) + 1m
505	fillVolAtm10M	float		atm volatility (options only) + 10m
508	fillState1M	enum : FillMarkState
511	fillState10M	enum : FillMarkState
514	fillVol	float		fill volatility @ fillLimitRefUPrc & fillLimitRefSDiv
517	fillVolS	float		fill volatility @ surfaceUPrc & surfaceSDiv
520	fillProb	float		T+10m probability for the fill @ fill arrival send time
523	fillLimitRefUPrc	double		limit reference underlier price @ fill arrival time
526	fillLimitRefSDiv	double		limit reference sdiv value @ fill arrival time
529	fillLimitPrc	double		parent order limit price @ fill arrival time
532	fillVe	float		fill vega
535	fillGa	float		fill gamma
538	fillDe	float		fill delta
541	fillTh	float		fill theta
547	fillVeRatio	float		fill ve / fill atm ve
550	fillBeta	float		SpiderRock estimate of beta to SPX
857	completionType	enum : CompletionType		None, DAC, POC, TAS, TACO, BTIC
858	completionState	enum : CompletionState
859	completionPrice	double		completion trade price (final trade price)
860	completionSecKey	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
861	completionSecType	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
812	riskVega	float		risk vega
813	riskWtVega	float		risk gamma
814	riskNValue	float		risk delta
815	riskDelta	float		risk delta
816	riskDDelta	float		risk ddelta
817	riskRm1	float		user defined (from parent order) [used to manage order groups]
818	riskRm2	float		user defined (from parent order) [used to manage order groups]
819	riskRm3	float		user defined (from parent order) [used to manage order groups]
820	riskRm4	float		user defined (from parent order) [used to manage order groups]
821	riskRm5	float		user defined (from parent order) [used to manage order groups]
822	riskRm6	float		user defined (from parent order) [used to manage order groups]
823	riskRm7	float		user defined (from parent order) [used to manage order groups]
824	marginUDnVDn	float		underlier down, vol down
825	marginUDnVUp	float		underlier down, vol up
826	marginUUpVDn	float		underlier up, vol down
827	marginUUpVUp	float		underlier up, vol up
828	riskU15Dn	float		underlier dn 15% shock slide
829	riskU15Up	float		underlier up 15% shock slide
830	riskU50Dn	float		underlier dn 50% shock slide
831	riskU50Up	float		underlier up 50% shock slide
604	fillBrkrRate	float		billing brokerage rate (tier 1)
607	fillRoutingRate	float		billing routing rate (tier 1)
835	mmPrefCode	string(6)		market maker preference code (if any)
836	mmCredit	float		expected market maker credit (if any)
610	riskCode	enum : RiskCode		SpiderRock Risk Code (if any)
613	billingSecType	enum : BillingSecType		SpiderRock billing security type
616	billingCategory	enum : BillingCategory		SpiderRock billing category
619	spdrLiquidityTag	string(2)		SpiderRock normalized liquidity tag
622	exchLiquidityTag	string(4)		liquidity tag as reported by downstream venue (if any)
625	fillExchDetail	text1		other fix tags (tag:value#tag:value) [additional detail used for analysis]
849	crossSide	enum : CrossSide		indicates if this order was the initiator or responder of the cross fill (None if not cross)
847	isCrossBreakupFill	enum : YesNo		cross order was broken up on exchange, and this execution was filled by party not specified on the original cross order
628	lastCapacity	enum : OrderCapacity		child order capacity
631	exchFirmType	string(6)		used to reflect field from a downstread execution back up to upstream fill report
634	extExecBroker	string(12)		used to reflect field from a downstream destination back up to and upstream fill report
637	relationshipType	enum : RelationshipType		type of SR <-> client relationship
640	clArriveMark	float		client specified arrival mark (passed through from parent order)
643	parentDttm	DateTime		parent order creation date/time
646	parentOrderSize	int		parent order size
649	parentUBid	double		underlier market bid @ parent order arrival
652	parentUAsk	double		underlier market ask @ parent order arrival
655	parentUMark	double		underlier mid mark @ parent order arrival
658	parentBid	double		market bid @ parent order arrival
661	parentAsk	double		market ask @ parent order arrival
664	parentMark	double		mid-market (or SR surface price) @ parent order arrival
667	parentFairWidth	double		model fair width @ parent order arrival
670	parentSurfVol	double		SR surf vol @ parent order arrival
673	parentLimitVol	float		parent order limit volatilty (if any)
676	parentLimitPrc	double		parent order limit price @ parent order arrival
679	parentLimitRefUPrc	double		limit reference underlier price @ parent order arrival
682	parentTheoVol	float		client supplied theoretical volatility (used for markup only) [copied from parent order]
685	parentTheoPrc	float		option price corresponding parentTheoVol
688	parentPosType	enum : PositionType		parent order position type
691	parentSSaleFlag	enum : ShortSaleFlag		short sale flag on parent order
832	noticeNumber	long		RFR / Auction noticeNumber (if any)
697	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.
700	publicSize	enum : PublicSizeHandling		public order size handling: None=use default size handling (usually limits public size to 'typical' market size); Randomize=randomize public size; FullSize=expose entire order size where possible
703	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)
706	progressRule	enum : ProgressRule		Immediate = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
709	exchMaskEnabled	enum : YesNo		exchMask != 0
712	timeInForce	enum : TimeInForce		Parent order market session
715	parentOrderHandling	enum : ParentOrderHandling		Primary/Take Algo Handler
718	parentBalanceHandling	enum : ParentBalanceHandling		Make Algo Handler
721	orderLimitType	enum : SpdrLimitType		Primary Limit Type (Prc, Vol, Rel, Market, Smrt, etc)
724	orderLimitClass	enum : SpdrLimitClass		Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
727	takeReachRule	enum : ReachRule		Immediate = 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]
730	overrideCode	enum : OverrideCode		SDiv/DDiv override rule (applies if LimitType = Vol)
733	alphaType	enum : AlphaType		Affects limit probabilities (applies if LimitClass = Probability)
736	parentStrategy	string(36)		client strategy [usually client supplied]
739	userName	string(24)		user name associated with the parent order
742	autoHedge	enum : AutoHedge		auto-hedge algorithm (if any)
745	hedgeSecKey	ExpiryKey		auto-hedge sec key (if any)
748	hedgeSecType	enum : SpdrKeyType		auto-hedge sec type (if any)
751	hedgeBetaRatio	float		portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
754	hedgeScope	enum : HedgeScope		hedge group scope
757	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
760	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
763	years	float		years to expiration
766	underliersPerCn	int		option delivery underliers per contract
769	underlierType	enum : UnderlierType		type of underlier (affects $greek calculations)
772	tickValue	float		$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
775	pointValue	float		$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
778	pointCurrency	enum : Currency
781	uPrcRatio	float		UPrcRatio (SymbolRatio) from product definition
784	minTickSize	float		minimum market price variation (dnTickSize if on a boundary)
787	priceFormat	enum : PriceFormat		SpiderRock price display format code
790	uPriceFormat	enum : PriceFormat		SpiderRock underlier price display format code
862	priceNotional	double		fillQuantity * fillPrice (Stk)
863	uPrcNotional	double		FillSize * Underlying Price (mid market) * Underliers Per Contract * pointValue (Opt only)
864	strikeNotional	double		FillSize * Strike Price * Underliers Per Contract * pointValue (Opt only)
865	realmCurrency	enum : Currency		Base currency of realm execution recieved in
866	pointToRealmRate	double		FOREX rate from pointCurrency to realm base currency at time of execution
837	responseType	string(4)		usually an exch auction response type
838	nbboBid	double		nbbo bid @ child order send
839	nbboAsk	double		nbbo ask @ child order send
840	childUPrc	double		underlier price when child order sent
841	exchBidSz	int		exch bid size @ child order send
842	exchAskSz	int		exch ask size @ child order send
793	liveUPrc	double		SpiderRock internal use only
796	liveMark	double		SpiderRock internal use only
799	srcTimestamp	long
802	sgwTimestamp	long
805	engTimestamp	long
867	uContingency	enum : Contingency
868	uLevel	double
869	cxlSource	enum : CancelSource
870	cxlSrcOffset	long		childOrder.cxlSrcTimestamp - printEvent.srcTimestamp
871	cxlEngOffset	long		childOrder.cxlEngTimestamp - printEvent.srcTimestamp
872	cxlSndOffset	long		childOrder.cxlSndTimestamp - printEvent.srcTimestamp
873	uSlip	float		dir * sign(de) * dContigency; dContigency = uPrc slip through cxl trigger or zero (>= 0)
874	opxSlip	float		abs(de) * uSlip + 0.5 * ga * uSlip * uSlip (>= 0)
875	volSlip	float		0.01 * opxSlip / ve
876	prtUBid	float		note: print data only available if print arrives (@EE) before execution report
877	prtUAsk	float
878	prtSize	int
879	prtTimestamp	long		printEvent.srcTimestamp
880	prtSgwOffset	int		childOrder.swgTimestamp - printEvent.srcTimestamp
808	timestamp	DateTime		timestamp of this record [not necessarily the timstamp of the fill itself]

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 = 'SpdrParentExecution'

# 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=SpdrParentExecution'

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 = 'SpdrParentExecution'

# 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 = 'sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|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 = 'reviewClOrdId: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=SpdrParentExecution' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|timestamp' \
--data-urlencode 'where=reviewClOrdId: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 = 'SpdrParentExecution'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|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 = 'reviewClOrdId: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 = 'sysRealm: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=SpdrParentExecution' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|timestamp' \
--data-urlencode 'where=reviewClOrdId:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysRealm: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 = 'SpdrParentExecution'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|runStatus|execStatus|execShape|parentShape|secType|spdrSource|execRole|clearingFlipType|orderSide|spdrOrderStatus|spdrCloseReason|priceType|childShape|childIsDirected|childIsoSweep|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childPosType|childSSaleFlag|childMktStance|childCxlAttempted|firmType|hasNoticeComm|custCommPaying|fillState1M|fillState10M|completionType|completionState|completionSecType|riskCode|billingSecType|billingCategory|crossSide|isCrossBreakupFill|lastCapacity|relationshipType|parentPosType|parentSSaleFlag|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|autoHedge|hedgeSecType|hedgeScope|underlierType|pointCurrency|priceFormat|uPriceFormat|realmCurrency|uContingency|cxlSource'

# 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 = 'reviewClOrdId: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=SpdrParentExecution' \
--data-urlencode 'measure=sysRealm|sysEnvironment|runStatus|version|execStatus|execShape|packageId|parentNumber|parentVersion|baseParentNumber|clOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|streetClOrdId|streetOrderId|sideClOrdId|parentShape|secKey|secType|ticker|originTicker|originSecKey|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|coreClientFirm|sponsorClientFirm|routingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|clearingFirm|clearingAccnt|origExecID|lastExecID|remoteText|orderSide|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|priceType|childShape|childSize|childPrice|childDttm|childExch|childExDest|childExecBroker|childIsDirected|childIsoSweep|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenOrders|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childCxlAttempted|childCxlFillLatency|childMethod|childSource|firmType|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillUBidSz|fillUAskSz|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|lastCapacity|exchFirmType|extExecBroker|relationshipType|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|noticeNumber|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|parentStrategy|userName|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|userData1|userData2|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|responseType|nbboBid|nbboAsk|childUPrc|exchBidSz|exchAskSz|liveUPrc|liveMark|srcTimestamp|sgwTimestamp|engTimestamp|uContingency|uLevel|cxlSource|cxlSrcOffset|cxlEngOffset|cxlSndOffset|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|prtSgwOffset|timestamp' \
--data-urlencode 'group=sysRealm|sysEnvironment|runStatus|execStatus|execShape|parentShape|secType|spdrSource|execRole|clearingFlipType|orderSide|spdrOrderStatus|spdrCloseReason|priceType|childShape|childIsDirected|childIsoSweep|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childPosType|childSSaleFlag|childMktStance|childCxlAttempted|firmType|hasNoticeComm|custCommPaying|fillState1M|fillState10M|completionType|completionState|completionSecType|riskCode|billingSecType|billingCategory|crossSide|isCrossBreakupFill|lastCapacity|relationshipType|parentPosType|parentSSaleFlag|publicSize|canOverlapCxlRepl|progressRule|exchMaskEnabled|timeInForce|parentOrderHandling|parentBalanceHandling|orderLimitType|orderLimitClass|takeReachRule|overrideCode|alphaType|autoHedge|hedgeSecType|hedgeScope|underlierType|pointCurrency|priceFormat|uPriceFormat|realmCurrency|uContingency|cxlSource' \
--data-urlencode 'where=reviewClOrdId: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 = 'SpdrParentExecution'

# 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 = 'reviewClOrdId: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=SpdrParentExecution' \
--data-urlencode 'where=reviewClOrdId:eq:ExampleString'