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Version: 8.5.11.3

Schema: SpdrRiskGroupControl (ID: 4570)

METADATA​

AttributeValue
Topic4535-risk-control
MLink TokenClientTrading
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
10=riskGroupIdlong
11=accntstring(16)
12=riskFirmstring(16)SR client firm
100sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
101runStatusenum : RunStatusoriginal (source) run status [Prod,Beta]
102isDisabledenum : YesNowill disable all trading in this risk group (parent orders will cancel existing child orders and suspend new child orders)
103expDayWtVegaOffsetfloat-1max acct+symbol day wtVega offset (target)
104maxExpDayWtVegaLnfloat-1max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
105maxExpDayWtVegaShfloat-1max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
106maxExpDayRMetric6Lnfloat-1max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
107maxExpDayRMetric6Shfloat-1max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
108symDayDDeltaOffsetfloat-1max acct+symbol day $delta offset (target)
109maxSymDayDDeltaLnfloat-1max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
110maxSymDayDDeltaShfloat-1max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
111symDayVegaOffsetfloat-1max acct+symbol day vega offset (target)
112maxSymDayVegaLnfloat-1max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
113maxSymDayVegaShfloat-1max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
114symDayWtVegaOffsetfloat-1max acct+symbol day wtVega offset (target)
115maxSymDayWtVegaLnfloat-1max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
116maxSymDayWtVegaShfloat-1max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
117maxSymDayRMetric7Lnfloat-1max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
118maxSymDayRMetric7Shfloat-1max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
119maxGrpDayContractsLnint-1max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
120maxGrpDayContractsShint-1max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
121maxGrpDayContractsAbsint-1max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
122maxGrpDayDDeltaLnfloat-1max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
123maxGrpDayDDeltaShfloat-1max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
124maxGrpDayVegaLnfloat-1max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
125maxGrpDayVegaShfloat-1max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
126maxGrpDayVegaAbsfloat-1max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
127grpDayVegaRatiofloat1.0target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
128maxGrpDayRMetric1Lnfloat-1max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
129maxGrpDayRMetric1Shfloat-1max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
130maxGrpDayRMetric1Absfloat-1max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
131grpDayRMetric1Ratiofloat1.0target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
132maxGrpDayRMetric2Lnfloat-1max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
133maxGrpDayRMetric2Shfloat-1max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
134maxGrpDayRMetric3Lnfloat-1max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
135maxGrpDayRMetric3Shfloat-1max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
136maxGrpDayRMetric4Lnfloat-1max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
137maxGrpDayRMetric4Shfloat-1max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
138maxGrpDayRMetric5Lnfloat-1max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
139maxGrpDayRMetric5Shfloat-1max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
140accEmaCxlDDeltaLnfloat-1max acct 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
141accEmaCxlDDeltaShfloat-1max acct 60s EMA $delta short (positive number; <= 0 is no limit)
142accEmaCxlWtVegaLnfloat-1max acct 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
143accEmaCxlWtVegaShfloat-1max acct 60s EMA wtVega short (positive number; <= 0 is no limit)
144symEmaCxlDDeltaLnfloat-1max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
145symEmaCxlDDeltaShfloat-1max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
146symEmaCxlWtVegaLnfloat-1max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
147symEmaCxlWtVegaShfloat-1max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
148modifiedBystring(24)
149modifiedInenum : SysEnvironment
150timestampDateTime

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 = 'SpdrRiskGroupControl'

# 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 = 'SpdrRiskGroupControl'

# 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 = 'sysEnvironment|runStatus|isDisabled|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|accEmaCxlDDeltaLn|accEmaCxlDDeltaSh|accEmaCxlWtVegaLn|accEmaCxlWtVegaSh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getmsg Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsg',
    "pkey": PKEY,
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE
}

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

Get Msgs API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrRiskGroupControl'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysEnvironment|runStatus|isDisabled|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|accEmaCxlDDeltaLn|accEmaCxlDDeltaSh|accEmaCxlWtVegaLn|accEmaCxlWtVegaSh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|modifiedBy|modifiedIn|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'sysEnvironment: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 = 'SpdrRiskGroupControl'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysEnvironment|runStatus|isDisabled|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|accEmaCxlDDeltaLn|accEmaCxlDDeltaSh|accEmaCxlWtVegaLn|accEmaCxlWtVegaSh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysEnvironment|runStatus|isDisabled|modifiedIn'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getaggregate Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getaggregate',
    "msgType": MSG_TYPE,
    "measure": MEASURE,
    "group": GROUP,
    # Optional Parameters
    "where": WHERE,
}

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

Get Count API Call​

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrRiskGroupControl'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

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

Post Msgs API Call​

import requests

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

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

payload = {
    "header": {
        "mTyp": "SpdrRiskGroupControl"
    },
    "message": {
        "pkey": {
            "riskGroupId": 1, // long
            "accnt": "exampleString", // string
            "riskFirm": "exampleString" // string
        },
        "sysEnvironment": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "runStatus": "enumValue", // enum(RunStatus) - None, Prod, Beta, UAT, SysTest
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "expDayWtVegaOffset": -1, // float. Default=-1
        "maxExpDayWtVegaLn": -1, // float. Default=-1
        "maxExpDayWtVegaSh": -1, // float. Default=-1
        "maxExpDayRMetric6Ln": -1, // float. Default=-1
        "maxExpDayRMetric6Sh": -1, // float. Default=-1
        "symDayDDeltaOffset": -1, // float. Default=-1
        "maxSymDayDDeltaLn": -1, // float. Default=-1
        "maxSymDayDDeltaSh": -1, // float. Default=-1
        "symDayVegaOffset": -1, // float. Default=-1
        "maxSymDayVegaLn": -1, // float. Default=-1
        "maxSymDayVegaSh": -1, // float. Default=-1
        "symDayWtVegaOffset": -1, // float. Default=-1
        "maxSymDayWtVegaLn": -1, // float. Default=-1
        "maxSymDayWtVegaSh": -1, // float. Default=-1
        "maxSymDayRMetric7Ln": -1, // float. Default=-1
        "maxSymDayRMetric7Sh": -1, // float. Default=-1
        "maxGrpDayContractsLn": -1, // int. Default=-1
        "maxGrpDayContractsSh": -1, // int. Default=-1
        "maxGrpDayContractsAbs": -1, // int. Default=-1
        "maxGrpDayDDeltaLn": -1, // float. Default=-1
        "maxGrpDayDDeltaSh": -1, // float. Default=-1
        "maxGrpDayVegaLn": -1, // float. Default=-1
        "maxGrpDayVegaSh": -1, // float. Default=-1
        "maxGrpDayVegaAbs": -1, // float. Default=-1
        "grpDayVegaRatio": 1.0, // float. Default=1.0
        "maxGrpDayRMetric1Ln": -1, // float. Default=-1
        "maxGrpDayRMetric1Sh": -1, // float. Default=-1
        "maxGrpDayRMetric1Abs": -1, // float. Default=-1
        "grpDayRMetric1Ratio": 1.0, // float. Default=1.0
        "maxGrpDayRMetric2Ln": -1, // float. Default=-1
        "maxGrpDayRMetric2Sh": -1, // float. Default=-1
        "maxGrpDayRMetric3Ln": -1, // float. Default=-1
        "maxGrpDayRMetric3Sh": -1, // float. Default=-1
        "maxGrpDayRMetric4Ln": -1, // float. Default=-1
        "maxGrpDayRMetric4Sh": -1, // float. Default=-1
        "maxGrpDayRMetric5Ln": -1, // float. Default=-1
        "maxGrpDayRMetric5Sh": -1, // float. Default=-1
        "accEmaCxlDDeltaLn": -1, // float. Default=-1
        "accEmaCxlDDeltaSh": -1, // float. Default=-1
        "accEmaCxlWtVegaLn": -1, // float. Default=-1
        "accEmaCxlWtVegaSh": -1, // float. Default=-1
        "symEmaCxlDDeltaLn": -1, // float. Default=-1
        "symEmaCxlDDeltaSh": -1, // float. Default=-1
        "symEmaCxlWtVegaLn": -1, // float. Default=-1
        "symEmaCxlWtVegaSh": -1, // float. Default=-1
        "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
    }
}

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