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Version: 8.6.9.2

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
MLink EndpointMLink-Order
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
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)
121riskGroupIdlong0riskGroupId (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(16)Client execBroker code
136fillSideenum : BuySellfill side
139fillPricedoublefill price
142fillPriceTypeenum : PriceTypeExplicit
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 : ShortSaleFlagNone
175positionTypeenum : PositionTypeNone
178theoVolfloat0client 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)
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