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Version: 8.5.11.3

Schema: MarRiskComposite (ID: 4675)

Values in this table represent current (live) SpiderRock MAR risk counters and controls for a risk group/risk firm combination. Values are non-editable.

METADATA​

AttributeValue
Topic4625-risk-counter
MLink TokenMARRisk

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

BODY​

#FieldTypeDefault ValueComment
10=tickerTickerKey'*-ANY-ANY' represents the entire control group
11=riskGroupstring(16)
12=riskFirmstring(16)client firm that can view/edit this record
13=isTestAccntenum : YesNo
100sysRealmenum : SysRealm
101sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
102riskEnginestring(32)EE engine name
103liveMarginAccfloatlive net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
104liveMarginDayfloatlive net (per symbol) day portfolio (day trades only) margin (can include external sources)
105liveOpenExposurefloatlive abs open child order $Delta (no netting) (open child orders only)
106dayFutCnBotintday future contracts bot
107dayFutCnSldintday future contracts sld
108accFutCnNetintaccnt future contracts (net) [can be +/-] (start-of-day positions + day trades)
109dayMarginUDnVDnfloatday margin (UPrcDn/VolDn)
110dayMarginUDnVUpfloatday margin (UPrcDn/VolUp)
111dayMarginUUpVDnfloatday margin (UPrcUp/VolDn)
112dayMarginUUpVUpfloatday margin (UPrcUp/VolUp)
113accMarginUDnVDnfloatacc margin (UPrcDn/VolDn)
114accMarginUDnVUpfloatacc margin (UPrcDn/VolUp)
115accMarginUUpVDnfloatacc margin (UPrcUp/VolDn)
116accMarginUUpVUpfloatacc margin (UPrcUp/VolUp)
117stkEnabledenum : MarStateEnabled or not for equities (None=disabled)
118futEnabledenum : MarStateEnabled or not for futures (None=disabled)
119optEnabledenum : MarStateEnabled or not for options (None=disabled)
120marginLimitAccfloat0Maximum net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
121marginLimitDayfloatMaximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)
122openExposureLimitfloat0Maximum abs open child order $Delta (no netting) (open child orders only)
123maxAccFutCnAbsintMaximum absolute (net) account future contracts
124maxDayFutCnBotintDay future contracts bot
125maxDayFutCnSldintDay future contracts sld
126maxDayFutCnAbsintMaximum absolute (net) day future contracts
127orderMaxStkQtyintNumber of equity shares that can be bought or sold by a single parent order
128orderMaxFutQtyintNumber of futures contracts that can be bought or sold by a single parent order
129orderMaxOptQtyintNumber of option contracts that can be bought or sold by a single parent order
130orderMaxStkDDeltafloatMaximum (abs) mny per stock parent order; ddelta = shares * pointValue * midPrc
131orderMaxFutDDeltafloatMaximum (abs) mny per future parent order; ddelta = contracts * pointValue * midPrc
132orderMaxOptDDeltafloatMaximum (abs) mny per option parent order; ddelta = contracts * pointValue * ABS(de) * uMidPrc
133stkCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
134futCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
135optCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
136allowStkOddLotsenum : YesNoAllow parent stock orders with an order size below 100
137allowLimitOnCloseenum : YesNoAllow limit on close orders - similar to MOC order, with the addition of a price limit
138allowMarketOnCloseenum : YesNoAllow market on close orders - special order type which is executed as close to the close of trading as possible
140allowInterMarketSweepenum : YesNoAllow intermarket sweep orders
141blockShortSalesenum : YesNoBlock all short sales
142modifiedBystring(24)User that last modified corresponding MarRiskControl
143modifiedInenum : SysEnvironmentEnvironment corresponding MarRiskControl was last updated in
144counterint
145timestampDateTimetimestamp of latest change

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 = 'MarRiskComposite'

# 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 = 'MarRiskComposite'

# 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|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup: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 = 'MarRiskComposite'

# 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|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup: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)

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 = 'MarRiskComposite'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|stkEnabled|futEnabled|optEnabled|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|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 = 'riskGroup: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 = 'MarRiskComposite'

# 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 = 'riskGroup: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)