Schema: OptOrderGateway (ID: 5165)

Records inserted, updated, or replaced into the OptionOrderGateway 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=	okey	OptionKey	-EQT-NMS-2000-01-01-0-C	SR Option Key
11=	accnt	string(16)		SR Account (default = primary account associated with SRSE login)
12=	orderSide	enum : BuySell		Parent Order Size
13=	groupingCode	long		Parent Grouping Code
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]
118	accntRouteCode	text1		accntRoute acronym
576	execBrkrCode	string(16)
577	externExDest	string(16)		routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)
124	externParams	text1		external algo names/parameters (usually just an algo name)
127	strategy	string(36)		Client strategy string. This value will appear on the SR Trade Monitor and in execution reports.
583	strategyAccnt	string(16)		SR strategy account (option; if exists will be validated)
585	visibleInSV	enum : YesNo		allow order to be visible in SV (do not use for high volume of orders)
133	orderDttm	DateTime		order entry time (from client;if any)
136	orderSize	int	-1	parent order size (contracts) [-1 = no change;used when spdrActionType=Release]
139	orderActiveSize	int	-1	total activated size (total size released for execution) (-1 = all available size)
142	addCumFillQuantity	enum : YesNo	No	If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing 'CumFillQuantity'.
586	exchMask	long	0	eligible exchanges (0 = all)
148	maxExposureSize	int	-1	maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
151	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.
154	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
157	randomizeSize	enum : YesNo	Yes	randomize public order size
160	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)
163	progressRule	enum : ProgressRule	None	None = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
166	twapSliceCnt	byte	0	[ProgressSliceCnt] number of progress slices to use. if none given will compute based on active size and duration. [max 20]
169	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)
172	auctionResponder	enum : AuctionResponder	None	if set, parent order can be an auction responder
175	maxMakeExchFee	float	0	maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
178	maxTakeExchFee	float	0	maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
181	incTakeExchFee	enum : IncExchFee	None	include exchange fee in probability and surface based take limit calculations
184	incMakeExchFee	enum : IncExchFee	None	include exchange fee in probability and surface based make limit calculations
187	makeExchRule	enum : MakeExchRule	None	ActiveMaker exchange preference rule: 'MaxPart' will pick exchanges to maximize participation; 'FeeOrder' will pick exchanges to minimize fees [maximize rebates]; 'ImprvOnly' will only make when improving NBBO.
190	triggerType	enum : TriggerType	None	type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]
193	triggerLevel	float	0	stop/trigger price for parent order to go active
196	cxlUPrcRange	enum : UPrcCxl	None	cancel parent order if/when outside min/max uPrc range [_Halt = also cancel if the security/underlier has been halted]
199	minUBid	float	0	[optional]
202	maxUAsk	float	0	[optional] (< $0.01 = none)
205	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
208	minOptionPx	float	0	[optional] option price floor for tied to stock orders
211	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]
214	spdrStageType	enum : SpdrStageType	None	SizeLock = stage pending modification (can reduce size); SizeModify = stage pending modification (can increase/reduce size)
572	marketSession	enum : MarketSession	RegMkt
220	startDttm	DateTime	2000-01-01	[optional] (parent order start time)
223	orderDuration	int	-1	[optional] (number of seconds)
573	activeDuration	int	-1	[optional] (number of seconds)
226	goodTillDttm	DateTime	2000-01-01	[optional] (default: 2000-01-01)
229	startType	enum : StartType	None	[WaitTrigger]
235	parentOrderHandling	enum : ParentOrderHandling	ActiveTaker
238	parentBalanceHandling	enum : ParentBalanceHandling	PostLimit
589	atsVisibility	enum : AtsVisibility	None	for BlockAuction orders, visibility (to responders) is neither, side only, or side + price
579	includeSRNetwork	enum : InclExclDisclose	None
587	noticeNumber	long		required when parentOrderHandling = AtsResponse
588	respSide	enum : BuySell
241	orderLimitType	enum : SpdrLimitType	Market	Various (Prc, PrcDe, Vol, Rel, Market); establishes the primary LimitPrice for a parent order
244	takeLimitClass	enum : SpdrLimitClass	Simple	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
247	makeLimitClass	enum : SpdrLimitClass	Simple	Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
250	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]
253	orderPrcLimit	double	0	Applies if LimitType = Prc[]
256	orderRefUPrc	double	0	default=underlier.mid
259	orderRefDelta	float	-99	default=option.delta
262	orderRefGamma	float	-99	default=option.gamma
265	orderVolLimit	float	0	Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
268	rateOverride	float	-1	zero = ignore;> zero = override
271	sdivOverride	float	-1	Default: 0.
274	ddivOverride	text2		Discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
277	overrideCode	enum : OverrideCode	None	override default SR dividend and rate details (only used if LimitType = Vol)
280	orderPrcOffset	double	0	default=0
283	orderRefEventMult	float
286	orderRefEventDttm	DateTime
289	takeAlphaType	enum : AlphaType	None	Applies if takeLimitClass = Probability
292	makeAlphaType	enum : AlphaType	None	Applies if makeLimitClass = Probability
295	takeAlphaFactor	float	0	[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if takeAlphaType = Relative]
298	makeAlphaFactor	float	0	[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if makeAlphaType = Relative]
301	takeProbability	float	0	takeProbLimit = takeProbability [if takeAlphaType = Static]
304	makeProbability	float	0	makeProbLimit = makeProbability [if makeAlphaType = Static]
307	takeSurfPrcOffset	double	0	default=0
310	takeSurfVolOffset	float	0	default=0
313	takeSurfWidthOffset	float	0	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
316	makeSurfPrcOffset	double	0	default=0
319	makeSurfVolOffset	float	0	default=0
322	makeSurfWidthOffset	float	0	[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
325	autoHedge	enum : AutoHedge	None
328	hedgeInstrument	enum : HedgeInstOrig	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 (DirectStock, DirectFuture, and FutUnderlier are depricated)
331	hedgeFKey	ExpiryKey	-EQT-NMS-1900-01-01	autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
334	hedgeBetaRatio	float	1.0	portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
337	hedgeScope	enum : HedgeScope	RiskGroup
574	hedgeSession	enum : MarketSession	RegMkt
584	hedgeFillUMarkLmtPrc	enum : YesNo	No	set a price limit on the autohedge order based on the most recent option fillUMark
343	positionType	enum : PositionType	Auto
346	ssaleFlag	enum : ShortSaleFlag	Auto	Used to determine stock auto-hedge flags.
349	firmType	enum : FirmType	None	Used to override firmType in account config. Default: None (use SpiderRock account configuration).
352	theoVol	float	0	client supplied theoretical volatility (used for markup only)
397	riskGroupId	long	0	All group (grp) risk limits below are relative to this riskGroupId. Default: 0 (none). Required to be non-zero if autoHedge is something other than None.
575	reqAuxRiskGroupCtrl	enum : YesNo
355	refRMetric1Src	enum : RMetricSource
358	refRMetric2Src	enum : RMetricSource
361	refRMetric3Src	enum : RMetricSource
364	refRMetric4Src	enum : RMetricSource
367	refRMetric5Src	enum : RMetricSource
370	refRMetric6Src	enum : RMetricSource
373	refRMetric7Src	enum : RMetricSource
376	orderRefRMetric1	float		user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
379	orderRefRMetric2	float		user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]
382	orderRefRMetric3	float		user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]
385	orderRefRMetric4	float		user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]
388	orderRefRMetric5	float		user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]
391	orderRefRMetric6	float		user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]
394	orderRefRMetric7	float		user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]
424	expDayWtVegaOffset	float	0	max acct+symbol day wtVega offset (target)
418	maxExpDayWtVegaLn	float	-1	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
421	maxExpDayWtVegaSh	float	-1	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
454	maxExpDayRMetric6Ln	float	-1	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
457	maxExpDayRMetric6Sh	float	-1	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
451	symDayDDeltaOffset	float	0	max acct+symbol day $delta offset (target)
445	maxSymDayDDeltaLn	float	-1	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
448	maxSymDayDDeltaSh	float	-1	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
433	symDayVegaOffset	float	0	max acct+symbol day vega offset (target)
427	maxSymDayVegaLn	float	-1	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
430	maxSymDayVegaSh	float	-1	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
442	symDayWtVegaOffset	float	0	max acct+symbol day wtVega offset (target)
436	maxSymDayWtVegaLn	float	-1	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
439	maxSymDayWtVegaSh	float	-1	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
463	maxSymDayRMetric7Ln	float	-1	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
466	maxSymDayRMetric7Sh	float	-1	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
472	maxGrpDayDDeltaLn	float	-1	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
475	maxGrpDayDDeltaSh	float	-1	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
478	maxGrpDayVegaLn	float	-1	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
481	maxGrpDayVegaSh	float	-1	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
484	maxGrpDayVegaAbs	float	-1	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
487	grpDayVegaRatio	float	1.0	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
538	maxGrpDayContractsLn	int	-1	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
541	maxGrpDayContractsSh	int	-1	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
544	maxGrpDayContractsAbs	int	-1	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
502	maxGrpDayRMetric1Ln	float	-1	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
505	maxGrpDayRMetric1Sh	float	-1	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
508	maxGrpDayRMetric1Abs	float	-1	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
511	grpDayRMetric1Ratio	float	1.0	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
514	maxGrpDayRMetric2Ln	float	-1	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
517	maxGrpDayRMetric2Sh	float	-1	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
520	maxGrpDayRMetric3Ln	float	-1	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
523	maxGrpDayRMetric3Sh	float	-1	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
526	maxGrpDayRMetric4Ln	float	-1	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
529	maxGrpDayRMetric4Sh	float	-1	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
532	maxGrpDayRMetric5Ln	float	-1	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
535	maxGrpDayRMetric5Sh	float	-1	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
547	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]
550	symEmaCxlDDeltaSh	float	-1	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
553	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]
556	symEmaCxlWtVegaSh	float	-1	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
559	traderName	string(32)		Name of the trader associated with the order
562	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
565	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
568	childData	text1		client supplied data field; passes through to down stream child orders
571	checksum	byte		Must be set to 13. This helps detect some column/value misalignments.

REPEATING FIELDS

DirectedCounterParty

#	Field	Type	Default Value	Comment
581	clientFirm	string(16)
582	inclExcl	enum : InclExclDisclose

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 = 'OptOrderGateway'

# 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=OptOrderGateway'

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 = 'OptOrderGateway'

# 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|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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=OptOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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 = 'OptOrderGateway'

# 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|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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=OptOrderGateway' \
--data-urlencode 'view=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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 = 'OptOrderGateway'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|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=OptOrderGateway' \
--data-urlencode 'measure=spdrActionType|altOrderId|altAutoHedgeId|altAccnt|altUserName|accntRouteCode|execBrkrCode|externExDest|externParams|strategy|strategyAccnt|visibleInSV|orderDttm|orderSize|orderActiveSize|addCumFillQuantity|exchMask|maxExposureSize|numMakeExchanges|publicSize|randomizeSize|canOverlapCxlRepl|progressRule|twapSliceCnt|progressExposeTime|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|triggerLevel|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|noticeNumber|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|orderRefEventMult|orderRefEventDttm|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|autoHedge|hedgeInstrument|hedgeFKey|hedgeBetaRatio|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|theoVol|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|incTakeExchFee|incMakeExchFee|makeExchRule|triggerType|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|atsVisibility|includeSRNetwork|respSide|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|takeAlphaType|makeAlphaType|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|positionType|ssaleFlag|firmType|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 = 'OptOrderGateway'

# 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=OptOrderGateway' \
--data-urlencode 'where=accnt:eq:ExampleString'