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Version: 8.5.3.1

Schema: ResponderMarkupSN (ID: 2502)

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenSRATS
SRSE ProductSRTrade

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

BODY​

#FieldTypeComment
10=accntstring(16)
11=clientFirmstring(16)
15=ekeyExpiryKey
14=respSideenum : BuySellauction responder side (your side); Buy = Buy Synthetic (European/Flex)
100tickerTickerKey
101isDisabledenum : YesNoif Yes, this auto-responder record is disabled
102expiryQtyAvailintsynthetics (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]
103tickerQtyAvailintsynthetics (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]
104refUPrcTypeenum : RefUPrcTypemid or cross (bid/ask)
105transactFeedouble(+ = you pay) / (- = you receive)
106stockRatedouble0.00 = no effective lend/borrow value (360 day convention)
107moneyRatedoubleeffective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]
108ddivPvdoublepresent value of any expected dividends to expiry
109divControlenum : DivControldisable this auto-responder record if SR Dividends exist or are estimates
110incFeesInRespenum : YesNoinclude all estimated responder fees in final response price
111roundRuleenum : RoundRule
112openExpiryQtyintremaining synthetics (100 share units) available for responding (day total; this ticker/expiry; all strikes)
113openTickerQtyintremaining synthetics (100 share units) available for responding (day total; this ticker; all strikes)
114cumExpiryQtyintsynthetics (100 share units) traded (day total; this expiry; all strikes)
115cumExpiryMoneydoublecumulative fill money (credit/debit) (this expiry)
116avgExpiryPricedoubleavg fill effective price (this expiry) [compare to live uPrc]
117isDivControlDisabledenum : YesNoyes if dividend control above is triggered
118uBiddoublelive stock price [nbbo bid]
119uAskdoublelive stock price [nbbo ask]
120iDaysdoubleiDays = effective interest days [SR supplied]
121iYearsdoubleiYears = iDays / 360.0
122strikedoubleSR selected strike
123strikePvdoublestrikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]
124stockLendPvdoublestockLendPv = uPrc * stockRate * iYears [stockRate supplied above]
125syntheticPremdoublesyntheticPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]
126effSyntheticLimitdoubleeffSyntheticLimit = syntheticPrem +/- transactFee [buy/sell]
127limitPricedoublelimitPrice = ROUND(effSyntheticLimit) [this is your response limit price]
131numNoticeslongnumber of notices that match response bucket
132numNoticeSRlongnumber of SR auction numNotices
133numNoticeAMEXlong
134numNoticeBATSlong
135numNoticeBOXlong
136numNoticeCBOElong
137numNoticeC2long
138numNoticeEDGOlong
139numNoticeEMLDlong
140numNoticeGMNIlong
141numNoticeISElong
142numNoticeMCRYlong
143numNoticeMEMXlong
144numNoticeMIAXlong
145numNoticeMPRLlong
146numNoticeNYSElong
147numNoticeNQBXlong
148numNoticeNSDQlong
149numNoticePHLXlong
150numNoticeSPHRlong
151numDisabledlongnumber skipped from isDisabled
152numListedFlexMisslongnumber skipped from flex/listed filter
153numNoticePriceMisslongnumber skipped from limit price filter (exchange only)
154numAggSizeLimitlongnumber skipped from aggregate contract/vega size limit
155numRiskGroupLimitlongnumber skipped from riskGroup limits
156numResponseslongnumber of response attempts (number of parentOrders/NoticeExecReports)
157numFullSizelong
158numAllocSizelong
159numPriceMisslong
160numTooLatelong
161numOtherMisslong
162numDidNotTradelong
128modifiedBystring(24)user who last modified this record
129modifiedInenum : SysEnvironment
130timestampDateTimetimestamp of last modification

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 = 'ResponderMarkupSN'

# 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 = 'ResponderMarkupSN'

# 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 = 'ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNYSE|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|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 = 'ResponderMarkupSN'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNYSE|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|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 = 'ticker: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 = 'ResponderMarkupSN'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|refUPrcType|transactFee|stockRate|moneyRate|ddivPv|divControl|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumExpiryQty|cumExpiryMoney|avgExpiryPrice|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|strikePv|stockLendPv|syntheticPrem|effSyntheticLimit|limitPrice|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNYSE|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|refUPrcType|divControl|incFeesInResp|roundRule|isDivControlDisabled|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 = 'ResponderMarkupSN'

# 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": "U", # (U)pdate, (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "ResponderMarkupSN"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString", // string
            "ekey": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL",
                "dt": "2025-01-01"
            },
            "respSide": "enumValue" // enum(BuySell) - None Buy Sell
        },
        "ticker": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL"
        },
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "expiryQtyAvail": 1, // int
        "tickerQtyAvail": 1, // int
        "refUPrcType": "enumValue", // enum(RefUPrcType) - None, Mid, Cross, Join
        "transactFee": 1.0, // double
        "stockRate": 1.0, // double
        "moneyRate": 1.0, // double
        "ddivPv": 1.0, // double
        "divControl": "enumValue", // enum(DivControl) - None, DisableAny, DisableEstimates
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "openExpiryQty": 1, // int
        "openTickerQty": 1, // int
        "cumExpiryQty": 1, // int
        "cumExpiryMoney": 1.0, // double
        "avgExpiryPrice": 1.0, // double
        "isDivControlDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "uBid": 1.0, // double
        "uAsk": 1.0, // double
        "iDays": 1.0, // double
        "iYears": 1.0, // double
        "strike": 1.0, // double
        "strikePv": 1.0, // double
        "stockLendPv": 1.0, // double
        "syntheticPrem": 1.0, // double
        "effSyntheticLimit": 1.0, // double
        "limitPrice": 1.0, // double
        "numNotices": 1, // long
        "numNoticeSR": 1, // long
        "numNoticeAMEX": 1, // long
        "numNoticeBATS": 1, // long
        "numNoticeBOX": 1, // long
        "numNoticeCBOE": 1, // long
        "numNoticeC2": 1, // long
        "numNoticeEDGO": 1, // long
        "numNoticeEMLD": 1, // long
        "numNoticeGMNI": 1, // long
        "numNoticeISE": 1, // long
        "numNoticeMCRY": 1, // long
        "numNoticeMEMX": 1, // long
        "numNoticeMIAX": 1, // long
        "numNoticeMPRL": 1, // long
        "numNoticeNYSE": 1, // long
        "numNoticeNQBX": 1, // long
        "numNoticeNSDQ": 1, // long
        "numNoticePHLX": 1, // long
        "numNoticeSPHR": 1, // long
        "numDisabled": 1, // long
        "numListedFlexMiss": 1, // long
        "numNoticePriceMiss": 1, // long
        "numAggSizeLimit": 1, // long
        "numRiskGroupLimit": 1, // long
        "numResponses": 1, // long
        "numFullSize": 1, // long
        "numAllocSize": 1, // long
        "numPriceMiss": 1, // long
        "numTooLate": 1, // long
        "numOtherMiss": 1, // long
        "numDidNotTrade": 1, // long
        "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)