Skip to main content
Version: 8.5.11.3

Schema: UserAuctionFilter (ID: 1915)

METADATA​

AttributeValue
Topic1800-client-config
MLink TokenSRATS
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
10=userNamestring(24)
11=filterNamestring(16)
100clientFirmstring(16)client firm of the user this filter belongs to
151disabledenum : YesNo
114includeCoveredenum : YesNomust match if not None
115includeETFsenum : YesNomust match if not None
116includeADRsenum : YesNomust match if not None
117includeIndexesenum : YesNomust match if not None
118minUPrcfloatmin underlier price
119hasUAvgDailyVlmFilterenum : YesNoif Yes use fields: minUAvgDailyVlm, maxUAvgDailyVlm
120minUAvgDailyVlmfloatmin underlier avg daily volume (in $1mm increments)
121maxUAvgDailyVlmfloatmax underlier avg daily volume (in $1mm increments)
122minSizefloatmin order size (no decimals)
152minAbsVegafloatmin absolute vega (no decimals)
124hasAbsDeltaFilterenum : YesNoif Yes use fields: minAbsDelta, maxAbsDelta
125minAbsDeltafloatmin absolute delta
126maxAbsDeltafloatmax absolute delta
127hasXDeltaFilterenum : YesNoif Yes use fields: minXDelta, maxXDelta
128minXDeltafloat
129maxXDeltafloat
130hasAtmSVolFilterenum : YesNoif Yes use fields: minAtmSVol, maxAtmSVol
131minAtmSVolfloat
132maxAtmSVolfloat
133hasAtmSDivFilterenum : YesNoif Yes use fields: minAtmSDiv, maxAtmSDiv
134minAtmSDivfloat
135maxAtmSDivfloat
159hasStrikeFiltersenum : YesNoif Yes use fields: minStrike, maxStrike
160minStrikedouble
161maxStrikedouble
136hasExpiryDaysenum : YesNoif Yes use fields: minExpiryDays, maxExpiryDays
137minExpiryDaysintmin days to expiration
138maxExpiryDaysintmax days to expiration
139includeZDteenum : YesNomust match if not None
140includeDailyenum : YesNomust match if not None
141includeWeeklyenum : YesNomust match if not None
142includeRegularenum : YesNomust match if not None
143includeQuarterlyenum : YesNomust match if not None
153includeLongTermenum : YesNomust match if not None
154includeOtherExpenum : YesNomust match if not None
144includeFlexenum : YesNomust match if not None
156includeDirectedenum : YesNomust match if not None
145includeCommPayingenum : YesNomust match if not None
146directionenum : BuySellmust match if not None (Buy = Buy Regular or Sell Flipped) (Buy = cust is buying)
155netVegaDirectionenum : BuySellmust match if not None (Buy = cust is buying net vega)
148modifiedBystring(24)
149modifiedInenum : SysEnvironment
150timestampDateTime

REPEATING FIELDS​

Industry

#FieldTypeDefault ValueComment
103industrystring(32)industry string prefix (must match left edge)

IncludeTicker

#FieldTypeDefault ValueComment
105tickerTickerKey

ExcludeTicker

#FieldTypeDefault ValueComment
107tickerTickerKey

SpreadClasses

#FieldTypeDefault ValueComment
158spreadClassenum : SpreadClass

AuctionTypes

#FieldTypeDefault ValueComment
111auctionTypeenum : AuctionType

AuctionSources

#FieldTypeDefault ValueComment
113auctionSourceenum : AuctionSource

Expiries

#FieldTypeDefault ValueComment
163expiryDateKeymust match one of expirations included in repeating group, if Expiries repeating group is non-empty

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 = 'UserAuctionFilter'

# 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 = 'UserAuctionFilter'

# 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 = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasStrikeFilters|minStrike|maxStrike|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = '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 = 'UserAuctionFilter'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasStrikeFilters|minStrike|maxStrike|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = '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 = 'clientFirm: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 = 'UserAuctionFilter'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'clientFirm|disabled|includeCovered|includeETFs|includeADRs|includeIndexes|minUPrc|hasUAvgDailyVlmFilter|minUAvgDailyVlm|maxUAvgDailyVlm|minSize|minAbsVega|hasAbsDeltaFilter|minAbsDelta|maxAbsDelta|hasXDeltaFilter|minXDelta|maxXDelta|hasAtmSVolFilter|minAtmSVol|maxAtmSVol|hasAtmSDivFilter|minAtmSDiv|maxAtmSDiv|hasStrikeFilters|minStrike|maxStrike|hasExpiryDays|minExpiryDays|maxExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'disabled|includeCovered|includeETFs|includeADRs|includeIndexes|hasUAvgDailyVlmFilter|hasAbsDeltaFilter|hasXDeltaFilter|hasAtmSVolFilter|hasAtmSDivFilter|hasStrikeFilters|hasExpiryDays|includeZDte|includeDaily|includeWeekly|includeRegular|includeQuarterly|includeLongTerm|includeOtherExp|includeFlex|includeDirected|includeCommPaying|direction|netVegaDirection|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 = '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 = 'UserAuctionFilter'

# 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)

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": "UserAuctionFilter"
    },
    "message": {
        "pkey": {
            "userName": "exampleString", // string
            "filterName": "exampleString" // string
        },
        "clientFirm": "exampleString", // string
        "disabled": "enumValue", // enum(YesNo) - None, Yes, No
        "includeCovered": "enumValue", // enum(YesNo) - None, Yes, No
        "includeETFs": "enumValue", // enum(YesNo) - None, Yes, No
        "includeADRs": "enumValue", // enum(YesNo) - None, Yes, No
        "includeIndexes": "enumValue", // enum(YesNo) - None, Yes, No
        "minUPrc": 1.0, // float
        "hasUAvgDailyVlmFilter": "enumValue", // enum(YesNo) - None, Yes, No
        "minUAvgDailyVlm": 1.0, // float
        "maxUAvgDailyVlm": 1.0, // float
        "minSize": 1.0, // float
        "minAbsVega": 1.0, // float
        "hasAbsDeltaFilter": "enumValue", // enum(YesNo) - None, Yes, No
        "minAbsDelta": 1.0, // float
        "maxAbsDelta": 1.0, // float
        "hasXDeltaFilter": "enumValue", // enum(YesNo) - None, Yes, No
        "minXDelta": 1.0, // float
        "maxXDelta": 1.0, // float
        "hasAtmSVolFilter": "enumValue", // enum(YesNo) - None, Yes, No
        "minAtmSVol": 1.0, // float
        "maxAtmSVol": 1.0, // float
        "hasAtmSDivFilter": "enumValue", // enum(YesNo) - None, Yes, No
        "minAtmSDiv": 1.0, // float
        "maxAtmSDiv": 1.0, // float
        "hasStrikeFilters": "enumValue", // enum(YesNo) - None, Yes, No
        "minStrike": 1.0, // double
        "maxStrike": 1.0, // double
        "hasExpiryDays": "enumValue", // enum(YesNo) - None, Yes, No
        "minExpiryDays": 1, // int
        "maxExpiryDays": 1, // int
        "includeZDte": "enumValue", // enum(YesNo) - None, Yes, No
        "includeDaily": "enumValue", // enum(YesNo) - None, Yes, No
        "includeWeekly": "enumValue", // enum(YesNo) - None, Yes, No
        "includeRegular": "enumValue", // enum(YesNo) - None, Yes, No
        "includeQuarterly": "enumValue", // enum(YesNo) - None, Yes, No
        "includeLongTerm": "enumValue", // enum(YesNo) - None, Yes, No
        "includeOtherExp": "enumValue", // enum(YesNo) - None, Yes, No
        "includeFlex": "enumValue", // enum(YesNo) - None, Yes, No
        "includeDirected": "enumValue", // enum(YesNo) - None, Yes, No
        "includeCommPaying": "enumValue", // enum(YesNo) - None, Yes, No
        "direction": "enumValue", // enum(BuySell) - None, Buy, Sell
        "netVegaDirection": "enumValue", // enum(BuySell) - None, Buy, Sell
        "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
        "Industry": [ // Repeating Field
            {
                "industry": "exampleString" // string
            }
        ],
        "IncludeTicker": [ // Repeating Field
            {
                "ticker": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL"
                },
            }
        ],
        "ExcludeTicker": [ // Repeating Field
            {
                "ticker": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL"
                },
            }
        ],
        "SpreadClasses": [ // Repeating Field
            {
                "spreadClass": "enumValue" // enum(SpreadClass) - None, Stk, Fut, Call, Put, Synth, RevCon, Box, JRoll, Roll, Straddle, Strangle, CSpread, PSpread, VStrip, VSpread, HStrip, HSpread, BFly, RiskRev, Mixed, VarSwap, Pair, ExpPair, VolPair
            }
        ],
        "AuctionTypes": [ // Repeating Field
            {
                "auctionType": "enumValue" // enum(AuctionType) - None, Exposure, Improvement, Facilitation, Solicitation, Opening, Closing, RFQ, Block, Flash, BlockDAC, BlockPOC, BlockPCV
            }
        ],
        "AuctionSources": [ // Repeating Field
            {
                "auctionSource": "enumValue" // enum(AuctionSource) - None, SRC, AMEX, BOX, CBOE, ISE, NYSE, PHLX, NSDQ, BATS, C2, NQBX, MIAX, GMNI, EDGO, MCRY, MPRL, EMLD, MEMX, CME, CBOT, NYMEX, COMEX, ICE, EUREX
            }
        ],
        "Expiries": [ // Repeating Field
            {
                "expiry": "2025-01-01" // yyyy-MM-dd
            }
        ]
    }
}

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