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Version: 8.5.3.3

Schema: PositionHedgePolicyConfig (ID: 1813)

METADATA​

AttributeValue
Topic1800-client-config
MLink TokenClientControl
SRSE ProductSRControl

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

BODY​

#FieldTypeComment
10=accntstring(16)
11=clientFirmstring(16)
12=policyenum : PositionHedgePolicy
100enabledenum : YesNo
101hedgeDeltaRuleenum : HedgeDeltaRuleHedgeDelta Source (IVol = use SR implied surface (sticky strike), IvS = use SR surface (dynamic), TVol = use user supplied theo surface (sticky strike), TvS = use user supplied theo surface (dynamic)) [AccountConfig.hedgeDelta]
102binaryDaysfloatused to force delta calcs binary prior to expiration (1.0 = force to binary at the start of the final regular market; 0.5 = force to binary half way through final regular market)
107balanceSymbolsenum : YesNobalance accnt level deltas from all symbols using this policy
108hedgeAlgoenum : HedgeAlgo
109execBrkrAlgostring(32)display name of exec broker algo (should not have spaces)
110execBrkrCodestring(16)required if BROKER_ALGO
111execBkkrTagstext1key/value set of algo tags
112eodHedgeWindowenum : HedgeWindow
113eodSymHedgeBandDDfloatindividual symbol hedge band ($delta)
114eodSymHedgeBandGRfloatindividual symbol hedge band (gamma ratio)
115eodBalanceSymbolsenum : YesNobalance accnt level deltas from all symbols using this policy
116eodHedgeAlgoenum : HedgeAlgo
117eodExecBrkrAlgostring(32)display name of exec broker algo (should not have spaces)
118eodExecBrkrCodestring(16)required if BROKER_ALGO
119eodExecBkkrTagstext1key/value set of algo tags that get forwarded to exec broker on order
120clsHedgeWindowenum : ClsHedgeWindow
121clsAuctionSymHedgeBandDDfloatindividual symbol hedge band ($delta) (if participating in closing auction)
122clsAuctionSymHedgeBandGRfloatindividual symbol hedge band (gamma ratio) (if participating in closing auction)
123clsSymHedgeBandDDfloatindividual symbol hedge band ($delta) (if using an EOD algo)
124clsSymHedgeBandGRfloatindividual symbol hedge band (gamma ratio) (if using an EOD algo)
125clsBalanceSymbolsenum : YesNobalance accnt level deltas from all symbols using this policy
126clsHedgeAlgoenum : ClsHedgeAlgo
127clsExecBrkrAlgostring(32)display name of exec broker algo (should not have spaces)
128clsExecBrkrCodestring(16)required if BROKER_ALGO
129clsExecBkkrTagstext1key/value set of algo tags that get forwarded to exec broker on order
130modifiedBystring(24)user who last modified this record
131modifiedInenum : SysEnvironment
132timestampDateTimetimestamp of last modification

REPEATING FIELDS​

HedgeWaves

FieldTypeComment
104hedgeTimeTimeSpan
105symHedgeBandDDfloat
106symHedgeBandGRfloat

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 = 'PositionHedgePolicyConfig'

# 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 = 'PositionHedgePolicyConfig'

# 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 = 'enabled|hedgeDeltaRule|binaryDays|balanceSymbols|hedgeAlgo|execBrkrAlgo|execBrkrCode|execBkkrTags|eodHedgeWindow|eodSymHedgeBandDD|eodSymHedgeBandGR|eodBalanceSymbols|eodHedgeAlgo|eodExecBrkrAlgo|eodExecBrkrCode|eodExecBkkrTags|clsHedgeWindow|clsAuctionSymHedgeBandDD|clsAuctionSymHedgeBandGR|clsSymHedgeBandDD|clsSymHedgeBandGR|clsBalanceSymbols|clsHedgeAlgo|clsExecBrkrAlgo|clsExecBrkrCode|clsExecBkkrTags|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 = 'PositionHedgePolicyConfig'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'enabled|hedgeDeltaRule|binaryDays|balanceSymbols|hedgeAlgo|execBrkrAlgo|execBrkrCode|execBkkrTags|eodHedgeWindow|eodSymHedgeBandDD|eodSymHedgeBandGR|eodBalanceSymbols|eodHedgeAlgo|eodExecBrkrAlgo|eodExecBrkrCode|eodExecBkkrTags|clsHedgeWindow|clsAuctionSymHedgeBandDD|clsAuctionSymHedgeBandGR|clsSymHedgeBandDD|clsSymHedgeBandGR|clsBalanceSymbols|clsHedgeAlgo|clsExecBrkrAlgo|clsExecBrkrCode|clsExecBkkrTags|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 = 'enabled: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 = 'PositionHedgePolicyConfig'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'enabled|hedgeDeltaRule|binaryDays|balanceSymbols|hedgeAlgo|execBrkrAlgo|execBrkrCode|execBkkrTags|eodHedgeWindow|eodSymHedgeBandDD|eodSymHedgeBandGR|eodBalanceSymbols|eodHedgeAlgo|eodExecBrkrAlgo|eodExecBrkrCode|eodExecBkkrTags|clsHedgeWindow|clsAuctionSymHedgeBandDD|clsAuctionSymHedgeBandGR|clsSymHedgeBandDD|clsSymHedgeBandGR|clsBalanceSymbols|clsHedgeAlgo|clsExecBrkrAlgo|clsExecBrkrCode|clsExecBkkrTags|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'enabled|hedgeDeltaRule|balanceSymbols|hedgeAlgo|eodHedgeWindow|eodBalanceSymbols|eodHedgeAlgo|clsHedgeWindow|clsBalanceSymbols|clsHedgeAlgo|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 = 'PositionHedgePolicyConfig'

# 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": "PositionHedgePolicyConfig"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString", // string
            "policy": "enumValue" // enum(PositionHedgePolicy) - None Default A B C D
        },
        "enabled": "enumValue", // enum(YesNo) - None, Yes, No
        "hedgeDeltaRule": "enumValue", // enum(HedgeDeltaRule) - None, IVol, IvS, TVol, TvS, Binary, IvS_25, IvS_50, IvS_75, TvAll, TvAllS
        "binaryDays": 1.0, // float
        "balanceSymbols": "enumValue", // enum(YesNo) - None, Yes, No
        "hedgeAlgo": "enumValue", // enum(HedgeAlgo) - None, SR_VWAP, SR_PASSIVE, BROKER_ALGO
        "execBrkrAlgo": "exampleString", // string
        "execBrkrCode": "exampleString", // string
        "execBkkrTags": "exampleString", // text1
        "eodHedgeWindow": "enumValue", // enum(HedgeWindow) - None, Sec_10, Sec_30, Sec_60, Min_1, Min_10, Min_30
        "eodSymHedgeBandDD": 1.0, // float
        "eodSymHedgeBandGR": 1.0, // float
        "eodBalanceSymbols": "enumValue", // enum(YesNo) - None, Yes, No
        "eodHedgeAlgo": "enumValue", // enum(HedgeAlgo) - None, SR_VWAP, SR_PASSIVE, BROKER_ALGO
        "eodExecBrkrAlgo": "exampleString", // string
        "eodExecBrkrCode": "exampleString", // string
        "eodExecBkkrTags": "exampleString", // text1
        "clsHedgeWindow": "enumValue", // enum(ClsHedgeWindow) - None, NoAction, CloseAuction, CloseAuctionOrAlgo
        "clsAuctionSymHedgeBandDD": 1.0, // float
        "clsAuctionSymHedgeBandGR": 1.0, // float
        "clsSymHedgeBandDD": 1.0, // float
        "clsSymHedgeBandGR": 1.0, // float
        "clsBalanceSymbols": "enumValue", // enum(YesNo) - None, Yes, No
        "clsHedgeAlgo": "enumValue", // enum(ClsHedgeAlgo) - None, SR_SWEEP, BRKR_ALGO
        "clsExecBrkrAlgo": "exampleString", // string
        "clsExecBrkrCode": "exampleString", // string
        "clsExecBkkrTags": "exampleString", // text1
        "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
        "HedgeWaves": [ // Repeating Field
            {
                "hedgeTime": "12:00:00.000000", // HH:mm:ss.SSSSSS
                "symHedgeBandDD": 1.0, // float
                "symHedgeBandGR": 1.0 // float
            }
        ]
    }
}

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