Schema: SpdrParentReport (ID: 4100)

SpdrParentReport records contain the current state of a parent order and update as/when the order state changes.

SpdrParentReport records are published to the SpiderRock elastic cluster when they reach a terminal state (closed, rejected, filled, etc.)

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=	parentNumber	long		SPDR order number
100	sysRealm	enum : SysRealm
103	sysEnvironment	enum : SysEnvironment
106	runStatus	enum : RunStatus
109	reportNumber	long
112	parentShape	enum : SpdrOrderShape
115	recordVersion	short
118	recordSource	enum : RecordSource
121	parentVersion	short		SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)
124	baseParentNumber	long		SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)
1037	prevParentNumber	long		SPDR order number (order being cancelled/replaced) (zero if none)
1038	nextParentNumber	long		SPDR order number (next order in cxl/replace sequence) (zero if none)
1098	spdrActionType	enum : SpdrActionType
133	prevParentCreateDttm	DateTime		none/undefined if first order in a sequence
136	prevParentCumFillQty	int
139	clientSeqNumIn	int		inbound client seq number (FIX orders only)
142	altOrderId	string(24)		usually client clOrdId (from FIX or SRSE)
145	altPrevOrderId	string(24)		usually previous/orig (cxl/repl) client clOrdId (from FIX or SRSE)
151	altCancelId	string(24)		client cancelId (from FIX or SRSE) [identifies the message responsible for user cxl actions]
154	srcRoutingCode	text1		inbound FIX routing code, if any
157	packageId	long		references spread orderNumber, if a legged spread order
160	prevPackageId	long
163	riskGroupId	long		all orders with the same riskGroupId share a common set of risk counters; .Grp. risk limits apply to these shared counters
166	triggerGroupId	long		WaitTrigger group Id
169	secKey	OptionKey
172	secType	enum : SpdrKeyType
175	accnt	string(16)		SR trading account
178	clientFirm	string(16)		SR client firm
1100	strategyAccnt	string(16)		SR strategy account
1039	coreClientFirm	string(16)
1040	sponsorClientFirm	string(16)
181	clientAccnt	string(32)		client assigned "long" account string (from AccountConfig) [used to map between client and SR account strings]
184	userName	string(24)		name of the user entering the order
1041	userSource	enum : SpdrSource		SpdrSource of this order
187	altAccnt	string(32)		alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
190	altUserName	string(24)		alternate (client assigned) user name (optional) [used to map between client and SR account strings]
1094	execBrkrCode	string(16)		overrides the default executing broker for this parent order
1095	externExDest	string(16)		routing code for orders directed to an external order router (default = null); must match an exDest associated with a RouteDefinition
199	externParams	text1		external algo names/parameters (usually just an algo name)
202	spdrSource	enum : SpdrSource		parent order source enum
205	groupingCode	long		unique broker code; broker.pkey = (key + accnt + spdrSource + groupingCode)
1042	engineName	string(32)		execution engine (partition) handling this parent order
211	orderDttm	DateTime
214	orderSide	enum : BuySell
217	priceType	enum : PriceType
220	orderSize	int
223	orderActiveSize	int		total activated size (total size released for execution) (-1 = all available size)
226	spdrStageType	enum : SpdrStageType		SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)
1043	stageReview	enum : StageReview
229	parentOrderHandling	enum : ParentOrderHandling
232	parentBalanceHandling	enum : ParentBalanceHandling
235	limitPrice	double		limit price @ order arrival
238	orderLimitType	enum : SpdrLimitType
241	takeLimitClass	enum : SpdrLimitClass
244	makeLimitClass	enum : SpdrLimitClass
247	startType	enum : StartType		WaitTrigger associates this order with a triggerGroupId. The initial wave of child orders from the TriggerGroup will be simultaneously delivered when a trigger signal is received.
1044	marketSession	enum : MarketSession
1097	activeDuration	int
253	startDttm	DateTime		[optional] (default: 2000-01-01)
256	goodTillDttm	DateTime		[optional] (default: 2099-01-01)
259	autoHedge	enum : AutoHedge
262	hedgeInstrument	enum : HedgeInst		Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey
265	hedgeSecKey	ExpiryKey
268	hedgeSecType	enum : SpdrKeyType
271	hedgeBetaRatio	float		portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
274	hedgeScope	enum : HedgeScope		hedge group scope [RiskGroup or Accnt]
1045	hedgeSession	enum : MarketSession		market session for the autohedge order
280	orderCreateDttm	DateTime		order send time
283	orderCreateLatency	float		order send to order ack latency (in milliseconds)
286	cancelReason	enum : OrderCancelReason
289	orderCancelDttm	DateTime		order cancel time
292	orderCancelLatency	float		cancel send to cancel ack latency (in milliseconds)
295	orderWorkingDttm	DateTime		order send ack time (acknowleged working/new) (first exec report indicating the order is active)
298	orderClosedDttm	DateTime		order terminated ack time (first exec report indicating the order is in a terminal state;eg. cancelled, filled, rejected, etc)
301	orderClosedText	text1
1046	maxExposureSize	int		maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
1047	publicSize	enum : PublicSizeHandling		public order size handling: None=algo default; Randomize=randomize public size; MktSize=expose typical market size; FullSize=expose entire order size where possible; FullSizeR=randomize full size
1048	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)
1049	progressExposeTime	int		minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)
1050	progressRule	enum : ProgressRule		Immediate = all size immediately available; TWAP = work from arrival to expiration; VWAP = work order not faster than participation rate
1051	progressSliceCnt	byte		number of slices to use (default = 4 or 8) [max 20]
1052	vwapParticipation	float		target vwap participation rate (target % of trade activity)
1053	auctionResponder	enum : AuctionResponder		if set, parent order can be an auction responder
1054	maxMakeExchFee	float		maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
1055	maxTakeExchFee	float		maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
1056	incTakeExchFee	enum : IncExchFee		include exchange fee in probability and surface based take limit calculations
1057	incMakeExchFee	enum : IncExchFee		include exchange fee in probability and surface based make limit calculations
1058	makeExchRule	enum : MakeExchRule		ActiveMaker exchange preference rule: 'MaxPart' = maximize participation; 'FeeOrder' = minimize fees [maximize rebates]; 'ImprvOnly' will only make when improving NBBO; 'RoundRobin' will rotate through exch list
1059	cxlUPrcRange	enum : UPrcCxl		cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ]
1060	minUBid	float		[optional]
1061	maxUAsk	float		[optional] (< $0.01 = none)
1062	minOptionPx	float		[optional] option price floor for tied to stock orders
1063	maxChildOrders	int		maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]
1064	orderDuration	int		[optional] (number of seconds)
1065	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]
1066	orderPrcLimit	double		Applies if LimitType = Prc[]
1067	orderRefUPrc	double		default=underlier.mid
1068	orderRefDelta	float		default=option.delta
1069	orderRefGamma	float		default=option.gamma
1070	orderVolLimit	float		Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
1071	rateOverride	float		zero = ignore; > zero = override
1072	sdivOverride	float
1073	ddivOverride	text1		discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
1074	overrideCode	enum : OverrideCode
1075	orderPrcOffset	double		default=0 [surface, relX and pegX limit offsets]
1076	takeAlphaType	enum : AlphaType		Applies if takeLimitClass = Probability
1077	makeAlphaType	enum : AlphaType		Applies if makeLimitClass = Probability
1078	takeAlphaFactor	float		[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative]
1079	makeAlphaFactor	float		[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]
1080	takeProbability	float		takeProbLimit = takeProbability [if AlphaType = Static]
1081	makeProbability	float		makeProbLimit = makeProbability [if AlphaType = Static]
1082	takeSurfPrcOffset	double		default=0
1083	takeSurfVolOffset	float		default=0
1084	takeSurfWidthOffset	float		[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
1085	makeSurfPrcOffset	double		default=0
1086	makeSurfVolOffset	float		default=0
1087	makeSurfWidthOffset	float		[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
1088	orderRefEventMult	float
1089	orderRefEventDttm	DateTime
1099	nbboCap	enum : NbboCap		indicates if order is capped at NBBO (or 1, 5, 10 pennies through)
1096	externHedgeExDest	string(16)		external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
1091	externHedgeParams	text1		external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
304	spdrOrderStatus	enum : SpdrOrderStatus
307	spdrCloseReason	enum : SpdrCloseReason
310	spdrRejectReason	enum : SpdrRejectReason
1092	spdrRejectLevel	enum : SpdrRiskLevel
313	firmType	enum : FirmType
316	orderCapacity	enum : OrderCapacity
319	ssaleFlag	enum : ShortSaleFlag		primary short sale flag (single leg orders)
322	positionType	enum : PositionType		primary position type (single leg orders)
325	arriveFirmPos	int		firm position [resolved @ parent order arrival]
328	arriveSSaleFlag	enum : ShortSaleFlag		primary short sale flag (single leg orders) [resolved @ parent order arrival; short if any of order size would be short]
331	noCrossGroup	string(16)
334	exchTraderId	string(16)
337	largeTraderId	string(16)
340	tradingLocation	string(16)
343	firmPosition	int
346	openSellSh	int
349	locateQuan	int		available locate quantity (if selling short) @ arrival time
352	locateFirm	string(6)		locate firm (usually an MPID)
355	locatePool	string(16)		locate pool @ locate firm
358	clearingFirm	string(4)		clearing firm [from AccountConfig; may not match parent execution]
361	clearingAccnt	string(12)		clearing firm [from AccountConfig; may not match parent execution]
364	catReportable	enum : CatReportType		CAT reportable type (from AccountConfig.catReportable)
367	catSrcBrkrIMID	string(16)		B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID)
370	catSrcAccntType	enum : CatAccntType		CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt])
373	catSrcFirmType	enum : CatFirmType		CAT source type (from AccountConfig.catSrcType [Eqt, Opt])
376	catDestDeptType	enum : CatDeptType		Infer from ParentOrder Agency or ATS (BlockInitiate/BlockRespond)
379	catAccnt	text1		CAT Firm Designated ID
382	catBrkrAccnt	text1		Brokers CAT Firm Designated ID
385	cumFillQuantity	int
388	avgFillPrice	double
391	avgFillUPrice	double
394	leavesQty	int
397	lastFillNumber	long
400	lastFillDttm	DateTime
1101	completionType	enum : CompletionType		None, DAC, POC, TAS, TACO, BTIC
1102	completionState	enum : CompletionState
1103	avgCompletionPrice	double		completion trade price (final trade price) [also avg completion price]
1104	completionSecKey	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1105	completionSecType	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
403	reviewClOrdId	string(24)
406	reviewOrigClOrdId	string(24)
409	reviewCancelClOrdId	string(24)
412	reviewOrderSize	int
415	reviewOrderActiveSize	int
418	reviewCumFillQuantity	int
421	reviewAvgFillPrice	double
424	reviewLeavesQty	int
427	reviewOrderStatus	enum : SpdrOrderStatus
433	maxProgress	enum : MaxProgress
436	maxProgressDetail	string(48)
439	maxProgressTime	DateTime
442	numChildOrders	int		[is390Eligible] (numChildOrders > 0 if parent order is 390 Eligible and also generated at least 1 child order)
1106	numRegCount	int		prototype field - SPR-29209
445	nbboBid	double		best nbbo bid @ arrival time
448	nbboAsk	double		best nbbo ask @ arrival time
451	nbboBidSz	int		public cumulative bid size @ nbboBid
454	nbboAskSz	int		public cumulative ask size @ nbboAsk
457	mktStance	enum : MktStance
460	parentStrategy	string(36)		client strategy [usually client supplied]
463	ticker	TickerKey		underlier (option only)
466	tickValue	float		$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
469	pointValue	float		$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
472	pointCurrency	enum : Currency
475	notionalMult	float
478	securityID	string(24)		from ProductDefinition.securityID
481	securityDesc	text1		from ProductDefinition.securityDesc
484	productGroup	string(6)		from ProductDefinition.productGroup
487	productClass	enum : ProductClass		from ProductDefinition.productClass
490	undKey	ExpiryKey		from ProductDefinition.undKey
493	undType	enum : SpdrKeyType		from ProductDefinition.undType
496	uSecDesc	string(6)		[options only] underlier security description
499	priceFormat	enum : PriceFormat
502	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
505	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
508	timestamp	DateTime
1093	includeSRNetwork	enum : InclExclDisclose

REPEATING FIELDS

DirectedCounterParty

#	Field	Type	Default Value	Comment
520	clientFirm	string(16)
523	inclExcl	enum : InclExclDisclose

OrderLegs

#	Field	Type	Default Value	Comment
616	lastLegRefId	long
619	lastFillDttm	DateTime
622	cumSquareQty	int		cum spread quantity filled (all legs received)
625	avgSquarePrc	double
628	lastSquareDttm	DateTime
631	cumPartialQty	int		cum spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
634	reviewCumSquareQty	int		review cum spread quantity filled (all legs received)
637	reviewAvgSquarePrc	double
640	reviewLastSquareDttm	DateTime
643	reviewCumPartialQty	int		review cum spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
646	ticker	TickerKey		stock ticker
649	stockSide	enum : BuySell		[Buy
652	stockShares	int		number of shares included (zero if none)
655	stockLegId	long		SR stock leg Id
658	altStkLegId	string(24)		client stock leg Id (usually from a FIX order)
661	reviewStkLegId	string(24)		client review stock leg Id (usually from a FIX order)
664	reviewStkLegAltId	string(24)		client review stock leg alt Id (usually from a FIX order)
667	ssaleFlag	enum : ShortSaleFlag		stock short sale flag
670	stockCumFillQty	int
673	stockAvgFillPrc	double
676	stockReviewCumFillQty	int
679	stockReviewAvgFillPrc	double
682	numLegs	byte		number of valid legs below
685	secKey1	OptionKey		leg #1
688	secType1	enum : SpdrKeyType
691	mult1	ushort
694	side1	enum : BuySell
697	legId1	long		SR leg Id
700	altLegId1	string(24)		client leg Id (usually from a FIX order)
703	reviewLegId1	string(24)		client review leg Id (usually from a FIX order)
706	reviewLegAltId1	string(24)		client review leg alt Id (usually from a FIX order)
709	posType1	enum : PositionType
712	ssaleFlag1	enum : ShortSaleFlag
715	legCumFillQty1	int
718	legAvgFillPrc1	double
721	legReviewCumFillQty1	int
724	legReviewAvgFillPrc1	double
1107	legCmplState1	enum : CompletionState
1108	legCmplAvgPrice1	double		average leg completion price
1109	legCmplSecKey1	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1110	legCmplSecType1	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
727	secKey2	OptionKey		leg #2
730	secType2	enum : SpdrKeyType
733	mult2	ushort
736	side2	enum : BuySell
739	legId2	long		SR leg Id
742	altLegId2	string(24)		client leg Id (usually from a FIX order)
745	reviewLegId2	string(24)		client review leg Id (usually from a FIX order)
748	reviewLegAltId2	string(24)		client review leg alt Id (usually from a FIX order)
751	posType2	enum : PositionType
754	ssaleFlag2	enum : ShortSaleFlag
757	legCumFillQty2	int
760	legAvgFillPrc2	double
763	legReviewCumFillQty2	int
766	legReviewAvgFillPrc2	double
1111	legCmplState2	enum : CompletionState
1112	legCmplAvgPrice2	double		average leg completion price
1113	legCmplSecKey2	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1114	legCmplSecType2	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
769	secKey3	OptionKey		leg #3
772	secType3	enum : SpdrKeyType
775	mult3	ushort
778	side3	enum : BuySell
781	legId3	long		SR leg Id
784	altLegId3	string(24)		client leg Id (usually from a FIX order)
787	reviewLegId3	string(24)		client review leg Id (usually from a FIX order)
790	reviewLegAltId3	string(24)		client review leg alt Id (usually from a FIX order)
793	posType3	enum : PositionType
796	ssaleFlag3	enum : ShortSaleFlag
799	legCumFillQty3	int
802	legAvgFillPrc3	double
805	legReviewCumFillQty3	int
808	legReviewAvgFillPrc3	double
1115	legCmplState3	enum : CompletionState
1116	legCmplAvgPrice3	double		average leg completion price
1117	legCmplSecKey3	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1118	legCmplSecType3	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
811	secKey4	OptionKey		leg #4
814	secType4	enum : SpdrKeyType
817	mult4	ushort
820	side4	enum : BuySell
823	legId4	long		SR leg Id
826	altLegId4	string(24)		client leg Id (usually from a FIX order)
829	reviewLegId4	string(24)		client review leg Id (usually from a FIX order)
832	reviewLegAltId4	string(24)		client review leg alt Id (usually from a FIX order)
835	posType4	enum : PositionType
838	ssaleFlag4	enum : ShortSaleFlag
841	legCumFillQty4	int
844	legAvgFillPrc4	double
847	legReviewCumFillQty4	int
850	legReviewAvgFillPrc4	double
1119	legCmplState4	enum : CompletionState
1120	legCmplAvgPrice4	double		average leg completion price
1121	legCmplSecKey4	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1122	legCmplSecType4	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
853	secKey5	OptionKey		leg #5
856	secType5	enum : SpdrKeyType
859	mult5	ushort
862	side5	enum : BuySell
865	legId5	long		SR leg Id
868	altLegId5	string(24)		client leg Id (usually from a FIX order)
871	reviewLegId5	string(24)		client review leg Id (usually from a FIX order)
874	reviewLegAltId5	string(24)		client review leg alt Id (usually from a FIX order)
877	posType5	enum : PositionType
880	ssaleFlag5	enum : ShortSaleFlag
883	legCumFillQty5	int
886	legAvgFillPrc5	double
889	legReviewCumFillQty5	int
892	legReviewAvgFillPrc5	double
1123	legCmplState5	enum : CompletionState
1124	legCmplAvgPrice5	double		average leg completion price
1125	legCmplSecKey5	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1126	legCmplSecType5	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
895	secKey6	OptionKey		leg #6
898	secType6	enum : SpdrKeyType
901	mult6	ushort
904	side6	enum : BuySell
907	legId6	long		SR leg Id
910	altLegId6	string(24)		client leg Id (usually from a FIX order)
913	reviewLegId6	string(24)		client review leg Id (usually from a FIX order)
916	reviewLegAltId6	string(24)		client review leg alt Id (usually from a FIX order)
919	posType6	enum : PositionType
922	ssaleFlag6	enum : ShortSaleFlag
925	legCumFillQty6	int
928	legAvgFillPrc6	double
931	legReviewCumFillQty6	int
934	legReviewAvgFillPrc6	double
1127	legCmplState6	enum : CompletionState
1128	legCmplAvgPrice6	double		average leg completion price
1129	legCmplSecKey6	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1130	legCmplSecType6	enum : SpdrKeyType		usually Future or Option (None if not yet valid)

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 = 'SpdrParentReport'

# 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=SpdrParentReport'

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 = 'SpdrParentReport'

# 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|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'

# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId: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 = 'SpdrParentReport'

# 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|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'

# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId: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 = 'SpdrParentReport'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|runStatus|parentShape|recordSource|spdrActionType|secType|userSource|spdrSource|orderSide|priceType|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|cancelReason|publicSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|nbboCap|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveSSaleFlag|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|completionType|completionState|completionSecType|reviewOrderStatus|maxProgress|mktStance|pointCurrency|productClass|undType|priceFormat|includeSRNetwork'

# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'measure=sysRealm|sysEnvironment|runStatus|reportNumber|parentShape|recordVersion|recordSource|parentVersion|baseParentNumber|prevParentNumber|nextParentNumber|spdrActionType|prevParentCreateDttm|prevParentCumFillQty|clientSeqNumIn|altOrderId|altPrevOrderId|altCancelId|srcRoutingCode|packageId|prevPackageId|riskGroupId|triggerGroupId|secKey|secType|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|clientAccnt|userName|userSource|altAccnt|altUserName|execBrkrCode|externExDest|externParams|spdrSource|groupingCode|engineName|orderDttm|orderSide|priceType|orderSize|orderActiveSize|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|limitPrice|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|activeDuration|startDttm|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|orderCreateDttm|orderCreateLatency|cancelReason|orderCancelDttm|orderCancelLatency|orderWorkingDttm|orderClosedDttm|orderClosedText|maxExposureSize|publicSize|canOverlapCxlRepl|progressExposeTime|progressRule|progressSliceCnt|vwapParticipation|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minOptionPx|maxChildOrders|orderDuration|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|externHedgeExDest|externHedgeParams|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveFirmPos|arriveSSaleFlag|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|clearingFirm|clearingAccnt|catReportable|catSrcBrkrIMID|catSrcAccntType|catSrcFirmType|catDestDeptType|catAccnt|catBrkrAccnt|cumFillQuantity|avgFillPrice|avgFillUPrice|leavesQty|lastFillNumber|lastFillDttm|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|reviewClOrdId|reviewOrigClOrdId|reviewCancelClOrdId|reviewOrderSize|reviewOrderActiveSize|reviewCumFillQuantity|reviewAvgFillPrice|reviewLeavesQty|reviewOrderStatus|maxProgress|maxProgressDetail|maxProgressTime|numChildOrders|numRegCount|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|mktStance|parentStrategy|ticker|tickValue|pointValue|pointCurrency|notionalMult|securityID|securityDesc|productGroup|productClass|undKey|undType|uSecDesc|priceFormat|userData1|userData2|timestamp|includeSRNetwork' \
--data-urlencode 'group=sysRealm|sysEnvironment|runStatus|parentShape|recordSource|spdrActionType|secType|userSource|spdrSource|orderSide|priceType|spdrStageType|stageReview|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|startType|marketSession|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|cancelReason|publicSize|canOverlapCxlRepl|progressRule|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|nbboCap|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|firmType|orderCapacity|ssaleFlag|positionType|arriveSSaleFlag|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|completionType|completionState|completionSecType|reviewOrderStatus|maxProgress|mktStance|pointCurrency|productClass|undType|priceFormat|includeSRNetwork' \
--data-urlencode 'where=altOrderId: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 = 'SpdrParentReport'

# 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 = 'altOrderId: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=SpdrParentReport' \
--data-urlencode 'where=altOrderId:eq:ExampleString'