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Version: Staging

Schema: SpdrAwayExecution (ID: 1450)

SpdrAwayExecution records are published by ToolServers, SRSE, and FIX drop recv gateways. They are consumed by AwayExecutionMarkupServer which, in turn, publishes corresponding SpdrParentExecution records, including M1 and M10 updates.

METADATA

AttributeValue
Topic1450-away-drop
MLink TokenClientTrading
SRSE ProductSRTrade

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

BODY

#FieldTypeComment
10=accntstring(16)SR accnt
11=clientFillIdlongclient fill ID (should be unique for each accnt)
12=clientFirmstring(16)SR client firm
100fillNumberlongSpiderRock execution number (globally unique over trailing 10 days) [copied in SpdrParentExecution.pkey.fillNumber]
200engineNamestring(32)
109spdrSourceenum : SpdrSourceSR source code
112execStatusenum : ExecStatusSR execution status (Fill,Bust,Correct,Reject)
115clientOrderIdstring(24)client order ID (should be unique for each clientFirm) (if any) [copied into SpdrParentExecution.altOrderId]
118srcRoutingCodetext1inbound FIX routing code (drop server) (if any)
121riskGroupIdlongriskGroupId (parent order group ID) for this away execution report (will be incorporated into a corresponding EE risk group counter if != 0)
124secKeyOptionKeySR security key
127secTypeenum : SpdrKeyTypeSR security type [Stock, Future, Option]
130execRoleenum : ExecRoleSpiderRock relationship to this execution record
133extExecBrokerstring(12)Client execBroker code
136fillSideenum : BuySellfill side
139fillPricedoublefill price
142fillPriceTypeenum : PriceType
145fillQuantityintfill quantity
148childSizeintchild order size
151fillExchstring(6)fill exchange (if any)
154fillDttmDateTimefill date/time
157fillRefUPrcdoublereference underlier price @ fill arrival time
160origExecIDtext1original execution ID string (child order)
163lastExecIDtext1most recent execution ID (same as origExecID unless CANCEL/CORRECTION has been processed)
166fillTransactDttmDateTimetransaction date/time as reported by exchange or down stream broker
169fillReportDetailtext1extra detail (if any) from child execution
172ssaleFlagenum : ShortSaleFlag
175positionTypeenum : PositionType
178theoVolfloatclient supplied theoretical volatility (used for markup only)
181commenttext1text comment (if any)
184userData1text1client supplied data field; passes through to parent and child executions and reports as well as FIX drops
187userData2text1client supplied data field; passes through to parent and child executions and reports as well as FIX drops
190strategystring(36)client-supplied strategy string
193modifiedBystring(24)user who last modified this record
196modifiedInenum : SysEnvironment
199timestampDateTimetimestamp of last modification

Get Schema API Call

import requests 

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.
MSG_TYPE = 'SpdrAwayExecution'

# 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 = 'SpdrAwayExecution'

# 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 = 'fillNumber|engineName|spdrSource|execStatus|clientOrderId|srcRoutingCode|riskGroupId|secKey|secType|execRole|extExecBroker|fillSide|fillPrice|fillPriceType|fillQuantity|childSize|fillExch|fillDttm|fillRefUPrc|origExecID|lastExecID|fillTransactDttm|fillReportDetail|ssaleFlag|positionType|theoVol|comment|userData1|userData2|strategy|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 = 'SpdrAwayExecution'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'fillNumber|engineName|spdrSource|execStatus|clientOrderId|srcRoutingCode|riskGroupId|secKey|secType|execRole|extExecBroker|fillSide|fillPrice|fillPriceType|fillQuantity|childSize|fillExch|fillDttm|fillRefUPrc|origExecID|lastExecID|fillTransactDttm|fillReportDetail|ssaleFlag|positionType|theoVol|comment|userData1|userData2|strategy|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 = 'fillNumber: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 = 'SpdrAwayExecution'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'fillNumber|engineName|spdrSource|execStatus|clientOrderId|srcRoutingCode|riskGroupId|secKey|secType|execRole|extExecBroker|fillSide|fillPrice|fillPriceType|fillQuantity|childSize|fillExch|fillDttm|fillRefUPrc|origExecID|lastExecID|fillTransactDttm|fillReportDetail|ssaleFlag|positionType|theoVol|comment|userData1|userData2|strategy|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrSource|execStatus|secType|execRole|fillSide|fillPriceType|ssaleFlag|positionType|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 = 'SpdrAwayExecution'

# 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)