Version: Staging

Schema: OptionPrintMarkup (ID: 2810)

OptionPrintMarkup records contain every option print along with quote, surface details at print time

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	SystemData

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

BODY

#	Field	Type	Comment
10=	okey	OptionKey
100	prtNumber	long	Unique print set identifier, will increment but not guaranteed to be sequential
103	fkey	ExpiryKey	underlying fkey (if any)
106	ticker	TickerKey	underlying ticker
109	prtExch	enum : OptExch	Exchange on which print took place
112	prtSize	int	print size [contracts]
115	prtPrice	float	print price
118	prtType	enum : PrtType	print type
121	prtOrders	ushort	number of participating orders
124	prtClusterNum	int	incremental print cluster counter (one counter per okey; used to group prints into clusters)
127	prtClusterSize	int	cumulative size of prints in this sequence (prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
130	prtVolume	int	day print volume in contracts [this exchange]
133	cxlVolume	int	day print/cancel volume (num of contracts printed and then cancelled)
136	bidCount	ushort	number of bid prints
139	askCount	ushort	number of ask prints
142	bidVolume	int	bid print volume in contracts
145	askVolume	int	ask print volume in contracts
148	ebid	float	exchange bid (@ print time)
151	eask	float	exchange ask (@ print time)
154	ebsz	int	exchange bid size
157	easz	int	exchange ask size
160	eage	float	age of prevailing quote at time of print
163	prtSide	enum : PrtSide
166	oBid	float	Option NBBO bid a the time the print was received
169	oAsk	float	Option NBBO ask a the time the print was received
172	oBidSz	int	Option NBBO cumulative bid size at the time the print was received
175	oAskSz	int	Option NBBO cumulative ask size at the time the print was received
178	oBidEx	enum : OptExch	First (or largest) option exchange on the bid
181	oAskEx	enum : OptExch	First (or largest) option exchange on the ask
184	oBidExSz	int	Option bid size of the largest exchange on the bid at the time the print was received
187	oAskExSz	int	Option ask size of the largest exchange on the ask at the time the print was received
190	oBidCnt	byte	Number of exchanges on the NBBO bid
193	oAskCnt	byte	Number of exchanges on the NBBO ask
196	oBid2	float	Second level bid price
199	oAsk2	float	Second level ask price
202	oBidSz2	int	Cumulative size on the second level bid price
205	oAskSz2	int	Cumulative size on the second level ask price
208	uBid	double	underlier bid
211	uAsk	double	underlier ask
214	uPrc	double	underlier price
217	yrs	float	years to expiry
220	rate	float	interest rate
223	sdiv	float	continuous stock dividend
226	ddiv	float	discrete stock dividend value (sum of dividends <= expiration)
229	xDe	float	xDelta
232	xAxis	float	SR surface xAxis value
235	multihedge	enum : Multihedge	Distinguishes options that have a single underlying security from those that are more complex: multiple securities,cash components, binary options,etc: 'None','Simple','Complex','AllCash','Binary'
238	prtIv	float	print implied vol
241	prtDe	float	print delta
244	prtGa	float	print gamma
247	prtTh	float	print theta
250	prtVe	float	print vega
253	prtRo	float	print rho
256	calcErr	string(24)	calc error flag
259	surfVol	float	SR surface volatility
262	surfOpx	float	SR surface price
265	surfAtm	float	SR surface ATM vol
268	srcTimestamp	long	exchange high precision timestamp (if available)
271	netTimestamp	long	inbound print packet PTP timestamp from SR gateway switch
274	timestamp	DateTime

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 = 'OptionPrintMarkup'

# 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=OptionPrintMarkup'

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 = 'OptionPrintMarkup'

# 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 = 'prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|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 = 'calcErr: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 -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=OptionPrintMarkup' \
--data-urlencode 'view=prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=calcErr:eq:ExampleString'

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 = 'OptionPrintMarkup'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|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 = 'calcErr: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 = 'prtNumber: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=OptionPrintMarkup' \
--data-urlencode 'view=prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'where=calcErr:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=prtNumber: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 = 'OptionPrintMarkup'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'prtExch|prtType|prtSide|oBidEx|oAskEx|multihedge'

# 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 = 'calcErr: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=OptionPrintMarkup' \
--data-urlencode 'measure=prtNumber|fkey|ticker|prtExch|prtSize|prtPrice|prtType|prtOrders|prtClusterNum|prtClusterSize|prtVolume|cxlVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|oBid|oAsk|oBidSz|oAskSz|oBidEx|oAskEx|oBidExSz|oAskExSz|oBidCnt|oAskCnt|oBid2|oAsk2|oBidSz2|oAskSz2|uBid|uAsk|uPrc|yrs|rate|sdiv|ddiv|xDe|xAxis|multihedge|prtIv|prtDe|prtGa|prtTh|prtVe|prtRo|calcErr|surfVol|surfOpx|surfAtm|srcTimestamp|netTimestamp|timestamp' \
--data-urlencode 'group=prtExch|prtType|prtSide|oBidEx|oAskEx|multihedge' \
--data-urlencode 'where=calcErr:eq:ExampleString'

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 = 'OptionPrintMarkup'

# 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 = 'calcErr: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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=OptionPrintMarkup' \
--data-urlencode 'where=calcErr:eq:ExampleString'

Schema: OptionPrintMarkup (ID: 2810)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call