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Version: 8.6.10.4

Schema: EdgeParentBracket (ID: 7945)

METADATA​

AttributeValue
Topic7930-edge-generator
MLink TokenClientTrading
MLink EndpointMLink-Order

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

BODY​

#FieldTypeDefault ValueComment
10=accntstring(16)
11=cfirmstring(16)
12=secKeyOptionKeythe only (or lead) leg
13=secTypeenum : SpdrKeyType
14=strategyCodestring(64)slot owner; the ladder writes 'Ladder'
15=bracketNumberlongclient-minted guid; one bracket per record
100enabledenum : YesNoNo = pull the entry
103slotVersionushortbumped by the write door on each replace
106slotNumberlongincarnation; a new one after a restart
109tradeDateDateKey
112sideenum : BuySell
115orderSizeint
118priceFormatenum : PriceFormat
121restPrcdoublemake leg rest price; 0 = no make leg
124capPrcdoubletake leg cap (hard worst price)
127takeModeenum : EdgeTakeModeNone = no take leg
130stopPrcdoubleStopPrint level
133maxExposureSizeint-1 = orderSize (no overfill)
136exitStopTicksint0 = no exit stop
139exitStopCapTicksinttake cap past the exit stop level
142exitTrailTicksint0 = static
145exitBreakevenAfterSlicebytemove the exit stop to breakeven once this ScaleOutTargets row has filled; 0 = never
148exitBreakevenTicksintbreakeven stop level, ticks past the average fill in the position's favor
184modelSetIdint0 = any
187userNamestring(24)stamped by the write door
190modifiedBystring(24)
193timestamplong
196roleenum : BracketRoleExit = minted by the host from an entry's fills; refuses tool writes
199entryBracketNumberlongon an exit: the entry it protects
202workPrcdoubleon a served slot: where the host is working it now (parked cap, trailed or breakeven stop); 0 = at the intent price
205pullExitsenum : YesNoon a Delete of an entry: also pull its exits

REPEATING FIELDS​

BracketLegs

#FieldTypeDefault ValueComment
303legIndexbyte1-based, strictly increasing
306legSecKeyOptionKeyconcrete leg; empty when a band
309legSecTypeenum : SpdrKeyType
312legSideenum : BuySell
315legRatioushort>= 1
318legRoleenum : EdgeLegRole
321legBandRuleenum : EdgeLegBandband leg selection, resolved on the host
324legTickerTickerKeyband leg product
327legExpiryDateKey
330legCallPutenum : CallPut
333legMinStrikedoubleband bounds; 0/0 = every strike in the expiry
336legMaxStrikedouble
339legTargetDeltafloatTargetDelta rule
345legRefIndexbytetied pricing reference: 0 = own underlier, else another leg's index (342 legEdgeExDest reserved)

ScaleOutTargets

#FieldTypeDefault ValueComment
403targetTicksintstrictly increasing by row
406sizeintpackage units; 0 on the last row = remainder

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 = 'EdgeParentBracket'

# 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 = 'EdgeParentBracket'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'enabled|slotVersion|slotNumber|tradeDate|side|orderSize|priceFormat|restPrc|capPrc|takeMode|stopPrc|maxExposureSize|exitStopTicks|exitStopCapTicks|exitTrailTicks|exitBreakevenAfterSlice|exitBreakevenTicks|modelSetId|userName|modifiedBy|timestamp|role|entryBracketNumber|workPrc|pullExits'

# 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 = 'EdgeParentBracket'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'enabled|slotVersion|slotNumber|tradeDate|side|orderSize|priceFormat|restPrc|capPrc|takeMode|stopPrc|maxExposureSize|exitStopTicks|exitStopCapTicks|exitTrailTicks|exitBreakevenAfterSlice|exitBreakevenTicks|modelSetId|userName|modifiedBy|timestamp|role|entryBracketNumber|workPrc|pullExits'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'enabled:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

Get Aggregate API Call​

import requests 

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

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

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

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'enabled|slotVersion|slotNumber|tradeDate|side|orderSize|priceFormat|restPrc|capPrc|takeMode|stopPrc|maxExposureSize|exitStopTicks|exitStopCapTicks|exitTrailTicks|exitBreakevenAfterSlice|exitBreakevenTicks|modelSetId|userName|modifiedBy|timestamp|role|entryBracketNumber|workPrc|pullExits'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'enabled|side|priceFormat|takeMode|role|pullExits'

# 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 = 'EdgeParentBracket'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'accnt:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

Post Msgs API Call​

import requests

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

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

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "U", # (U)pdate, (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "EdgeParentBracket"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "cfirm": "exampleString", // string
            "secKey": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL",
                "dt": "2025-01-01",
                "xx": 1,
                "cp": "Call"
            },
            "secType": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
            "strategyCode": "exampleString", // string
            "bracketNumber": 1 // long
        },
        "enabled": "enumValue", // enum(YesNo) - None, Yes, No
        "slotVersion": 1, // ushort
        "slotNumber": 1, // long
        "tradeDate": "2025-01-01", // yyyy-MM-dd
        "side": "enumValue", // enum(BuySell) - None, Buy, Sell
        "orderSize": 1, // int
        "priceFormat": "enumValue", // enum(PriceFormat) - None, N0, N1, N2, N3, N4, N5, N6, N7, F4, F8, Q8, F16, F32, H32, Q32, F64, H64, FullPenny, PartPenny, PartNickle, V1, V2, V3, V4, V5, V6, V7, V8, V9, V10, V11, V12, V13, V14, V15, V16, A0, A1, A2, A3, A4, A5, A6, A7, E32, EU2A, EU2B, EU2C, EU2D, EU2E, EU2F, EU3A, EU3B, EU3C, EU3D, EU3E, EU3F, EU3G, EU3H, EU3I, EU3J, EU4A, EU4B, EU4C, EU5A, EU5B, NMS_Penny, NMS_Nickle, NMS_HalfPenny, EQT, EU2G, EU4D, EU5C, EU5D, EU7A, EU10A, EU12A, EU14A, EU15A, EU16A, EU17A, EU18A, EU19A, EU19B, EU19C, V17, V18
        "restPrc": 1.0, // double
        "capPrc": 1.0, // double
        "takeMode": "enumValue", // enum(EdgeTakeMode) - None, TakeNow, StopPrint
        "stopPrc": 1.0, // double
        "maxExposureSize": 1, // int
        "exitStopTicks": 1, // int
        "exitStopCapTicks": 1, // int
        "exitTrailTicks": 1, // int
        "exitBreakevenAfterSlice": 1, // byte
        "exitBreakevenTicks": 1, // int
        "modelSetId": 1, // int
        "userName": "exampleString", // string
        "modifiedBy": "exampleString", // string
        "timestamp": 1, // long
        "role": "enumValue", // enum(BracketRole) - Entry, Exit
        "entryBracketNumber": 1, // long
        "workPrc": 1.0, // double
        "pullExits": "enumValue", // enum(YesNo) - None, Yes, No
        "BracketLegs": [ // Repeating Field
            {
                "legIndex": 1, // byte
                "legSecKey": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "legSecType": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "legSide": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legRatio": 1, // ushort
                "legRole": "enumValue", // enum(EdgeLegRole) - Any, Lead, Hedge
                "legBandRule": "enumValue", // enum(EdgeLegBand) - None, NearestAtm, TargetDelta
                "legTicker": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL"
                },
                "legExpiry": "2025-01-01", // yyyy-MM-dd
                "legCallPut": "enumValue", // enum(CallPut) - Call, Put, Pair
                "legMinStrike": 1.0, // double
                "legMaxStrike": 1.0, // double
                "legTargetDelta": 1.0, // float
                "legRefIndex": 1 // byte
            }
        ],
        "ScaleOutTargets": [ // Repeating Field
            {
                "targetTicks": 1, // int
                "size": 1 // int
            }
        ]
    }
}

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