Schema: AuctionState (ID: 2464)
METADATA
Attribute | Value |
---|---|
Topic | 2450-liquidity-notice |
MLink Token | SRConnect |
SRSE Product | SRTrade |
Note: The symbol
=
next to a field number indicates that it is a primary key.
BODY
# | Field | Type | Comment |
---|---|---|---|
10= | noticeNumber | long | |
100 | ticker | TickerKey | underlier ticker |
101 | tradeDate | DateKey | |
102 | isTestAuction | enum : YesNo | if yes, auction is a test auction (not a prod/live auction) |
103 | auctionType | enum : AuctionType | |
104 | blockAuctionCounter | int | |
105 | blockAuctionStatus | enum : BlockAuctionStatus | Active,FinalTrial,Crossing,Crossed,CrossFailed,Closed |
106 | custSide | enum : BuySell | if available |
107 | custQty | int | |
108 | custPrc | double | public cust price |
109 | hasCustPrc | enum : YesNo | |
110 | uBid | float | underlier bid price (used to resolve limits during the last auction trial) |
111 | uAsk | float | underlier ask price (used to resolve limits during the last auction trial) |
112 | nbboBid | float | current option nbbo bid (at time of record publish) |
113 | nbboAsk | float | current option nbbo ask (at time of record publish) |
114 | nbboBidSz | int | current option nbbo cum bid size (at time of record publish) |
115 | nbboAskSz | int | current option nbbo cum ask size (at time of record publish) |
116 | surfacePrc | float | SR surface price @ record publish (uMid) |
117 | surfaceVol | float | SR surface volatility @ record publish |
126 | timestamp | DateTime | SR system timestamp (record publish) |
REPEATING FIELDS
BidSolution
Field | Type | Comment |
---|---|---|
119 | numResponders | byte |
120 | matchPrice | double |
121 | matchSize | int |
AskSolution
Field | Type | Comment |
---|---|---|
123 | numResponders | byte |
124 | matchPrice | double |
125 | matchSize | int |
Get Schema API Call
- Python
- cUrl
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 = 'AuctionState'
# 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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=AuctionState'
Get Msg API Call
- Python
- cUrl
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 = 'AuctionState'
# 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 = 'ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|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 '$'
WHERE = ''
# Request Parameters for getmsg Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getmsg',
"pkey": PKEY,
"msgType": MSG_TYPE,
# Optional Parameters
"view": VIEW,
"where": WHERE
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=AuctionState' \
--data-urlencode 'view=ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|timestamp' \
--data-urlencode 'where='
Get Msgs API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'AuctionState'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|timestamp'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''
# 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 = 'ticker: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=AuctionState' \
--data-urlencode 'view=ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker:ASC'
Get Aggregate API Call
- Python
- cUrl
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 = 'AuctionState'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|timestamp'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isTestAuction|auctionType|blockAuctionStatus|custSide|hasCustPrc'
# 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 '$'
WHERE = ''
# Request Parameters for getaggregate Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getaggregate',
"msgType": MSG_TYPE,
"measure": MEASURE,
"group": GROUP,
# Optional Parameters
"where": WHERE,
}
response = requests.get(MLINK_PROD_URL, params=params)
curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=AuctionState' \
--data-urlencode 'measure=ticker|tradeDate|isTestAuction|auctionType|blockAuctionCounter|blockAuctionStatus|custSide|custQty|custPrc|hasCustPrc|uBid|uAsk|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|timestamp' \
--data-urlencode 'group=isTestAuction|auctionType|blockAuctionStatus|custSide|hasCustPrc' \
--data-urlencode 'where='
Get Count API Call
- Python
- cUrl
import requests
# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'
# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'
# Replace with your desired MsgType.
MSG_TYPE = 'AuctionState'
# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = ''
# 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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=AuctionState' \
--data-urlencode 'where='