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Version: 8.5.11.3

Schema: SpdrHedgePolicyState (ID: 5280)

METADATA​

AttributeValue
Topic5280-strategy-hedgepolicy
MLink TokenClientTrading
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
13=hedgeTargetExpiryKeyHedgeTarget
14=hedgeSecTypeenum : SpdrKeyType
11=accntstring(16)
12=clientFirmstring(16)
15=tradeDateDateKey
185netOpnDDeltafloat
186netTrdDDeltafloat
187netPosDDeltafloat
188netPosDGammafloat
189lastPosFillDttmDateTime
190numAggErrorsint
191lastAggErrortext1
192opnHedgeQtyBotint
193opnHedgeQtySldint
194trdHedgeQtyBotint
195trdHedgeQtySldint
165posHedgeStateenum : HedgePolicyState
196posHedgeDetailtext1
197posDDBandwidthfloatcurrent position ddelta hedge bandwidth
198posHedgeTargettext1current slice hedge target(s)
199opnHedgeOrdertext1
200trdHedgeOrdertext1
201netAutoWindowDDfloatnet autohedge window ddelta
202lastAutoFillDttmDateTimelast autohedge window option fill dttm for this hedge target
203exeHedgeQtyBotint
204exeHedgeQtySldint
205autoHedgeStateenum : HedgePolicyState
206autoHedgeDetailtext1
207autoDDBandwidthfloat
208autoHedgeTargettext1current auto hedge window target(s)
209autoHedgeOrdertext1
210autoHedgeEnabledenum : YesNo
211hedgeWavesEnabledenum : YesNo
212hedgePolicyenum : HedgePolicy
213autoHedgeWindowenum : AutoHedgeWindow
214autoHedgeNettingenum : AutoHedgeNetting
215autoHedgeSymBandDDfloatindividual hedge target hedge band ($delta) (hedge to zero when outside band)
216posHedgePeriodenum : HedgePeriod
217posSymHedgeBandDDfloatindividual hedge target hedge band ($delta)
218posSymHedgeBandGRfloatindividual hedge target hedge band (gamma ratio)
219posBalanceSymbolsenum : YesNobalance accnt level deltas from all symbols using this policy
220posHedgeSliceenum : HedgeSlice
221posHedgeObjectiveenum : HedgeObjective
107uPrcdoublehedge target price
147ddMultdouble
150pointValuedouble
151pointCurrencyenum : Currency
154timestampDateTime

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 = 'SpdrHedgePolicyState'

# 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 = 'SpdrHedgePolicyState'

# 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 = 'netOpnDDelta|netTrdDDelta|netPosDDelta|netPosDGamma|lastPosFillDttm|numAggErrors|lastAggError|opnHedgeQtyBot|opnHedgeQtySld|trdHedgeQtyBot|trdHedgeQtySld|posHedgeState|posHedgeDetail|posDDBandwidth|posHedgeTarget|opnHedgeOrder|trdHedgeOrder|netAutoWindowDD|lastAutoFillDttm|exeHedgeQtyBot|exeHedgeQtySld|autoHedgeState|autoHedgeDetail|autoDDBandwidth|autoHedgeTarget|autoHedgeOrder|autoHedgeEnabled|hedgeWavesEnabled|hedgePolicy|autoHedgeWindow|autoHedgeNetting|autoHedgeSymBandDD|posHedgePeriod|posSymHedgeBandDD|posSymHedgeBandGR|posBalanceSymbols|posHedgeSlice|posHedgeObjective|uPrc|ddMult|pointValue|pointCurrency|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 = 'SpdrHedgePolicyState'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'netOpnDDelta|netTrdDDelta|netPosDDelta|netPosDGamma|lastPosFillDttm|numAggErrors|lastAggError|opnHedgeQtyBot|opnHedgeQtySld|trdHedgeQtyBot|trdHedgeQtySld|posHedgeState|posHedgeDetail|posDDBandwidth|posHedgeTarget|opnHedgeOrder|trdHedgeOrder|netAutoWindowDD|lastAutoFillDttm|exeHedgeQtyBot|exeHedgeQtySld|autoHedgeState|autoHedgeDetail|autoDDBandwidth|autoHedgeTarget|autoHedgeOrder|autoHedgeEnabled|hedgeWavesEnabled|hedgePolicy|autoHedgeWindow|autoHedgeNetting|autoHedgeSymBandDD|posHedgePeriod|posSymHedgeBandDD|posSymHedgeBandGR|posBalanceSymbols|posHedgeSlice|posHedgeObjective|uPrc|ddMult|pointValue|pointCurrency|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 = 'netOpnDDelta: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 = 'SpdrHedgePolicyState'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'netOpnDDelta|netTrdDDelta|netPosDDelta|netPosDGamma|lastPosFillDttm|numAggErrors|lastAggError|opnHedgeQtyBot|opnHedgeQtySld|trdHedgeQtyBot|trdHedgeQtySld|posHedgeState|posHedgeDetail|posDDBandwidth|posHedgeTarget|opnHedgeOrder|trdHedgeOrder|netAutoWindowDD|lastAutoFillDttm|exeHedgeQtyBot|exeHedgeQtySld|autoHedgeState|autoHedgeDetail|autoDDBandwidth|autoHedgeTarget|autoHedgeOrder|autoHedgeEnabled|hedgeWavesEnabled|hedgePolicy|autoHedgeWindow|autoHedgeNetting|autoHedgeSymBandDD|posHedgePeriod|posSymHedgeBandDD|posSymHedgeBandGR|posBalanceSymbols|posHedgeSlice|posHedgeObjective|uPrc|ddMult|pointValue|pointCurrency|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'posHedgeState|autoHedgeState|autoHedgeEnabled|hedgeWavesEnabled|hedgePolicy|autoHedgeWindow|autoHedgeNetting|posHedgePeriod|posBalanceSymbols|posHedgeSlice|posHedgeObjective|pointCurrency'

# 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 = 'SpdrHedgePolicyState'

# 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)