Schema: MLegOrderGateway (ID: 5155)

Records inserted, updated, or replaced into the MLegOrderGateway table are validated and then converted to SpdrParentOrder records and forwarded to the appropriate execution engine for futher processing. Parent orders can be inserted as either active/ready or in a wait start mode that requires subsequent release.

See the SpiderRock Execution Engine concept guide for more details.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	Internal
MLink Endpoint	MLink-Live
SRSE Product	SRTrade

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

BODY

#	Field	Type	Default Value	Comment
10=	ticker	TickerKey
11=	accnt	string(16)		Will automatically be set to the account associated with DB login
12=	groupingCode	long		Client supplied order
13=	orderSide	enum : BuySell	Buy
14=	clientFirm	string(16)
103	spdrActionType	enum : SpdrActionType	AddReplace	[Add (new order), AddReplace (add or replace order), Cancel (cxl existing), Replace (update existing only), Release (modify order active size)]
106	altOrderId	string(24)		Alternate client order ID. This order ID will be copied to all execution reports.
109	altAutoHedgeId	string(24)		alternate order ID for child autohedge orders (if any)
112	altAccnt	string(32)		alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
115	altUserName	string(24)		alternate (client assigned) user name (optional) [used to map between client and SR account strings]
607	execBrkrCode	string(16)		(optional) override the default execBrkrCode for this order
121	strategy	string(36)		Client strategy string. This value will appear on the SR Trade Monitor and in execution reports.
610	strategyAccnt	string(16)		SR strategy account (option; if exists will be validated)
612	visibleInSV	enum : YesNo		allow order to be visible in SV (do not use for high volume of orders)
127	orderDttm	DateTime		order entry time (from client;if any)
130	orderSize	int	-1	parent order size (contracts) [-1 = no change;used when spdrActionType=Release]
133	orderActiveSize	int	-1	total activated size (total size released for execution) (-1 = all available size)
136	addCumFillQuantity	enum : YesNo	No	If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing 'CumFillQuantity'.
613	exchMask	long	0	eligible exchanges (0 = all)
142	maxExposureSize	int	-1	maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
145	numMakeExchanges	byte	1	number of exchanges (1 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
148	publicSize	enum : PublicSizeHandling	None	public order size handling: None=use default size handling (usually limits public size to 'typical' market size); Randomize=randomize public size; MktSize=expose only 'typical' market size; FullSize=expose entire order size where possible
151	randomizeSize	enum : YesNo	Yes	randomize public order size
154	canOverlapCxlRepl	enum : YesNo	No	can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)
157	progressRule	enum : ProgressRule	None	None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
160	twapSliceCnt	byte	4	[ProgressSliceCnt] number of progress slices to use (default = 4 or 8) [max 20]
163	progressExposeTime	int	0	minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)
166	auctionResponder	enum : AuctionResponder	None	if set, parent order can be an auction responder
618	atsVisibility	enum : AtsVisibility	None	for BlockAuction orders, visibility (to responders) is neither, side only, or side + price
615	includeSRNetwork	enum : InclExclDisclose	None
616	noticeNumber	long		required when parentOrderHandling = AtsResponse
617	respSide	enum : BuySell
169	autoHedge	enum : AutoHedge	None
172	hedgeInstrument	enum : HedgeInst	Default	Default=underlier (EQT or FUT) [Index Options use ETF]; FrontMonth=underlier (EQT) or front month (FUT) [Index Options use FM Fut]; Stock=hedgeSecKey; Future=hedgeSecKey
175	hedgeSecKey	ExpiryKey	-EQT-NMS-2000-01-01	auto-hedge instrument (either TickerKey or ExpiryKey)
178	hedgeBetaRatio	float	1.0	Portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
181	hedgeScope	enum : HedgeScope	RiskGroup	Auto-hedge at the RiskGroup or Accnt level
596	hedgeSession	enum : MarketSession	RegMkt
611	hedgeFillUMarkLmtPrc	enum : YesNo	No	set a price limit on the autohedge order based on the most recent option fillUMark
187	cxlUPrcRange	enum : UPrcCxl	None	cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]
190	minUBid	float	0	[optional]
193	maxUAsk	float	0	[optional] (< $0.01 = none)
196	minMaxType	enum : MinMaxType	Prc	if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
199	maxChildOrders	int	1000	maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]
202	spdrStageType	enum : SpdrStageType	None	SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)
597	marketSession	enum : MarketSession	RegMkt
208	startDttm	DateTime	2000-01-01	[optional] (parent order start time)
211	orderDuration	int	-1	[optional] (number of seconds)
598	activeDuration	int	-1
214	goodTillDttm	DateTime	2000-01-01	[optional] (default: 2000-01-01)
217	startType	enum : StartType	None	[WaitTrigger]
223	parentOrderHandling	enum : ParentOrderHandling	CobMaker
226	parentBalanceHandling	enum : ParentBalanceHandling	PostLimit
229	orderLimitType	enum : SpdrLimitType	Market	Various (Prc, PrcDe, Rel, Market);establishes the primary LimitPrice for a parent order
232	takeLimitClass	enum : SpdrLimitClass	Simple	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
235	makeLimitClass	enum : SpdrLimitClass	Simple	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
238	takeReachRule	enum : ReachRule	None	None = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger]
241	leadSide	enum : BuySell	None	for legged orders, which side to lead with. (optional, None ok)
244	maxCompletionSlippage	double	0	Maximum price slippage to complete an open basket or a cross auction (face side slippage)
247	orderPrcLimit	double	0	Applies if LimitType = Prc[]
250	takeSurfPrcOffset	double		default=0
253	takeSurfVolOffset	float		default=0
256	orderPrcOffset	double	0	default=0
259	takeAlphaType	enum : AlphaType	None	Applies if takeLimitClass = Probability
262	makeAlphaType	enum : AlphaType	None	Applies if makeLimitClass = Probability
265	takeAlphaFactor	float	0	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]
268	makeAlphaFactor	float	0	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if takeAlphaType = Relative]
271	takeProbability	float	0	takeProbLimit = takeProbability [if takeAlphaType = Static]
274	makeProbability	float	0	makeProbLimit = makeProbability [if makeAlphaType = Static]
277	firmType	enum : FirmType	None	Used to override firmType in account config. Default: None (use SpiderRock account configuration).
280	stockSide	enum : BuySell	None	Stock Orde Side (if any).
283	ssaleFlag	enum : ShortSaleFlag	Auto	Used to determine stock auto-hedge flags.
608	locateFirm	string(6)		firm granting the locate if using an away locate source for this order
609	locatePool	string(16)		locate pool @ firm granting the locate
286	stockShares	int	0	Number of shares in spread package. Default: 0 (none).
289	altStkLegID	string(24)		Optional stock leg ID.
292	numOptionLegs	byte		The number of valid legs below. The first leg is required and the rest are optional. For each optional leg okey_ and mult_ must be valid values whereas side_, positionType_, and legID_ will be assigned default values.
295	multihedge	enum : Multihedge	None
298	optionType	enum : OptionType	Equity
301	underliersPerCn	int	100	Default: 100.
304	okey1	OptionKey		Option symbol for leg #1. Must be a valid option symbol.
307	mult1	ushort		Multiplier for leg #1. Must be greater than zero.
310	side1	enum : BuySell		Order side for leg #1.
313	positionType1	enum : PositionType	Auto	Position type for leg #1.
316	altLegID1	string(24)		ID for leg #1. If left blank will be assigned an auto-generated ID.
319	okey2	OptionKey	-EQT-NMS-1900-01-01-100000-C	Option symbol for leg #2. Must be a valid option symbol.
322	mult2	ushort	0	Multiplier for leg #2. Must be greater than zero.
325	side2	enum : BuySell	Buy	Order side for leg #2.
328	positionType2	enum : PositionType	Auto	Position type for leg #2.
331	altLegID2	string(24)		ID for leg #2. If left blank will be assigned an auto-generated ID.
334	okey3	OptionKey	-EQT-NMS-1900-01-01-100000-C	Option symbol for leg #3. Must be a valid option symbol.
337	mult3	ushort	0	Multiplier for leg #3. Must be greater than zero.
340	side3	enum : BuySell	Buy	Order side for leg #3.
343	positionType3	enum : PositionType	Auto	Position type for leg #3.
346	altLegID3	string(24)		ID for leg #3. If left blank will be assigned an auto-generated ID.
349	okey4	OptionKey	-EQT-NMS-1900-01-01-100000-C	Option symbol for leg #4. Must be a valid option symbol.
352	mult4	ushort	0	Multiplier for leg #4. Must be greater than zero.
355	side4	enum : BuySell	Buy	Order side for leg #4.
358	positionType4	enum : PositionType	Auto	Position type for leg #4.
361	altLegID4	string(24)		ID for leg #4. If left blank will be assigned an auto-generated ID.
364	okey5	OptionKey	-EQT-NMS-1900-01-01-100000-C	Option symbol for leg #5. Must be a valid option symbol.
367	mult5	ushort	0	Multiplier for leg #5. Must be greater than zero.
370	side5	enum : BuySell	Buy	Order side for leg #5.
373	positionType5	enum : PositionType	Auto	Position type for leg #5.
376	altLegID5	string(24)		ID for leg #5. If left blank will be assigned an auto-generated ID.
379	okey6	OptionKey	-EQT-NMS-1900-01-01-100000-C	Option symbol for leg #6. Must be a valid option symbol.
382	mult6	ushort	0	Multiplier for leg #6. Must be greater than zero.
385	side6	enum : BuySell	Buy	Order side for leg #6.
388	positionType6	enum : PositionType	Auto	Position type for leg #6.
391	altLegID6	string(24)		ID for leg #6. If left blank will be assigned an auto-generated ID.
394	optPremium	float	0	The premium for the option legs, a contribution to the order premium. Valid range is [-9999.0, 9999.0]. Default: 0.
397	orderRefUPrc	float	0	The stock reference price, a contribution to the order premium. Default: 0.
400	riskGroupId	long	0	Default: 0 (none). Required to be non-zero if autoHedge is something other than None.
599	reqAuxRiskGroupCtrl	enum : YesNo
403	refRMetric1Src	enum : RMetricSource
406	refRMetric2Src	enum : RMetricSource
409	refRMetric3Src	enum : RMetricSource
412	refRMetric4Src	enum : RMetricSource
415	refRMetric5Src	enum : RMetricSource
600	refRMetric6Src	enum : RMetricSource
418	refRMetric7Src	enum : RMetricSource
421	orderRefRMetric1	float		user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
424	orderRefRMetric2	float		user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]
427	orderRefRMetric3	float		user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]
430	orderRefRMetric4	float		user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]
433	orderRefRMetric5	float		user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]
601	orderRefRMetric6	float		user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]
436	orderRefRMetric7	float		user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]
602	expDayWtVegaOffset	float	0	max acct+symbol day wtVega offset (target)
603	maxExpDayWtVegaLn	float	-1	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
604	maxExpDayWtVegaSh	float	-1	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
605	maxExpDayRMetric6Ln	float	-1	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
606	maxExpDayRMetric6Sh	float	-1	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
481	symDayDDeltaOffset	float	0	max acct+symbol day $delta offset (target)
475	maxSymDayDDeltaLn	float	-1	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
478	maxSymDayDDeltaSh	float	-1	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
463	symDayVegaOffset	float	0	max acct+symbol day vega offset (target)
457	maxSymDayVegaLn	float	-1	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
460	maxSymDayVegaSh	float	-1	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
472	symDayWtVegaOffset	float	0	max acct+symbol day wtVega offset (target)
466	maxSymDayWtVegaLn	float	-1	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
469	maxSymDayWtVegaSh	float	-1	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
484	maxSymDayRMetric7Ln	float	-1	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
487	maxSymDayRMetric7Sh	float	-1	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
493	maxGrpDayDDeltaLn	float	-1	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
496	maxGrpDayDDeltaSh	float	-1	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
502	maxGrpDayVegaLn	float	-1	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
505	maxGrpDayVegaSh	float	-1	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
508	maxGrpDayVegaAbs	float	-1	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
511	grpDayVegaRatio	float	1.0	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
562	maxGrpDayContractsLn	int	-1	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
565	maxGrpDayContractsSh	int	-1	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
568	maxGrpDayContractsAbs	int	-1	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
526	maxGrpDayRMetric1Ln	float	-1	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
529	maxGrpDayRMetric1Sh	float	-1	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
532	maxGrpDayRMetric1Abs	float	-1	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
535	grpDayRMetric1Ratio	float	1.0	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
538	maxGrpDayRMetric2Ln	float	-1	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
541	maxGrpDayRMetric2Sh	float	-1	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
544	maxGrpDayRMetric3Ln	float	-1	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
547	maxGrpDayRMetric3Sh	float	-1	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
550	maxGrpDayRMetric4Ln	float	-1	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
553	maxGrpDayRMetric4Sh	float	-1	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
556	maxGrpDayRMetric5Ln	float	-1	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
559	maxGrpDayRMetric5Sh	float	-1	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
571	symEmaCxlDDeltaLn	float	-1	max 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]
574	symEmaCxlDDeltaSh	float	-1	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
577	symEmaCxlWtVegaLn	float	-1	max 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]
580	symEmaCxlWtVegaSh	float	-1	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
583	traderName	string(32)		Name of the trader associated with the order
586	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
589	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
592	childData	text1		client supplied data field; passes through to down stream child orders
595	checksum	byte		Must be set to 13. This helps detect some column/value misalignments.

Get Schema API Call

Python

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 = 'MLegOrderGateway'

# 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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=MLegOrderGateway'

Get Msg API Call

Python

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 = 'MLegOrderGateway'

# 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 = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# 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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=MLegOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--data-urlencode 'where=accnt:eq:ExampleString'

Get Msgs API Call

Python

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 = 'MLegOrderGateway'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# 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 = 'spdrActionType: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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=MLegOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=spdrActionType:ASC'

Get Aggregate API Call

Python

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 = 'MLegOrderGateway'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrActionType|visibleInSV|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|atsVisibility|includeSRNetwork|respSide|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|takeAlphaType|makeAlphaType|firmType|stockSide|ssaleFlag|multihedge|optionType|side1|positionType1|side2|positionType2|side3|positionType3|side4|positionType4|side5|positionType5|side6|positionType6|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src'

# 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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=MLegOrderGateway' \
--data-urlencode 'measure=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|execBrkrCode|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|atsVisibility|includeSRNetwork|noticeNumber|respSide|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minUBid|maxUAsk|minMaxType|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|maxCompletionSlippage|orderPrcLimit|takeSurfPrcOffset|takeSurfVolOffset|orderPrcOffset|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|firmType|stockSide|ssaleFlag|locateFirm|locatePool|stockShares|altStkLegID|numOptionLegs|multihedge|optionType|underliersPerCn|okey1|mult1|side1|positionType1|altLegID1|okey2|mult2|side2|positionType2|altLegID2|okey3|mult3|side3|positionType3|altLegID3|okey4|mult4|side4|positionType4|altLegID4|okey5|mult5|side5|positionType5|altLegID5|okey6|mult6|side6|positionType6|altLegID6|optPremium|orderRefUPrc|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|traderName|userData1|userData2|childData|checksum' \
--data-urlencode 'group=spdrActionType|visibleInSV|addCumFillQuantity|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|auctionResponder|atsVisibility|includeSRNetwork|respSide|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|leadSide|takeAlphaType|makeAlphaType|firmType|stockSide|ssaleFlag|multihedge|optionType|side1|positionType1|side2|positionType2|side3|positionType3|side4|positionType4|side5|positionType5|side6|positionType6|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src' \
--data-urlencode 'where=accnt:eq:ExampleString'

Get Count API Call

Python

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 = 'MLegOrderGateway'

# 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)

cUrl

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=MLegOrderGateway' \
--data-urlencode 'where=accnt:eq:ExampleString'