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Version: 8.6.9.2

Schema: SpdrAllocUnitStatus (ID: 3750)

METADATA​

AttributeValue
Topic3695-order-allocation
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=baseParentNumberlongomnibus parent order (minted = fillNumber for away executions)
13=secKeyOptionKeysecurity key (stock, future, or option); one unit per security within the parent
100secTypeenum : SpdrKeyType
103omniAccntstring(16)omnibus accnt (SR accnt)
106omniCFirmstring(16)SR client firm
109orderSideenum : BuySell
112mlegLegKeytext1MLeg package legs (blank for single-security parents)
115spdrSourceenum : SpdrSourceparent order source
118groupingCodelongunique broker code
121riskGroupIdlongriskGroupId carried by the unit's fills (zero if none)
172ssaleFlagenum : ShortSaleFlagssale flag (None if not stock)
175positionTypeenum : PositionTypepositionType (None if not equity option)
124inQtyinttotal omni fill quantity (contracts/shares)
127inAvgPrcdoubleaverage omni fill price
130inMoneydoubleomni fill money (inQty x inAvgPrc x pointValue)
133outQtyintquantity moved by In/Out allocation pairs so far
136outMoneydoublemoney moved by In/Out allocation pairs so far
139numOutsintnumber of destination fragments allocated to so far
178outAccntstext1destination accounts allocated to so far (comma list)
142unitStatusenum : AllocUnitStatusOpen = fills and no transfers; Partial = some transfers; Complete = fully allocated
145instrSourceenum : AllocSourceinstruction tier covering this unit (most specific present); None = NO tier covers it — needs attention
148terminalenum : YesNoparent order terminal (all brokers closed, or born-terminal away execution)
151firstFillDttmDateTime
154lastFillDttmDateTime
157lastOutDttmDateTimelast In/Out pair emission (or reversal)
160terminalDttmDateTimewhen the parent reached terminal (aging anchor for monitoring)
163modifiedBystring(24)user who last modified this record
166modifiedInenum : SysEnvironment
169timestampDateTimetimestamp 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 = 'SpdrAllocUnitStatus'

# 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 = 'SpdrAllocUnitStatus'

# 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 = 'secType|omniAccnt|omniCFirm|orderSide|mlegLegKey|spdrSource|groupingCode|riskGroupId|ssaleFlag|positionType|inQty|inAvgPrc|inMoney|outQty|outMoney|numOuts|outAccnts|unitStatus|instrSource|terminal|firstFillDttm|lastFillDttm|lastOutDttm|terminalDttm|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 = 'omniAccnt: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 = 'SpdrAllocUnitStatus'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'secType|omniAccnt|omniCFirm|orderSide|mlegLegKey|spdrSource|groupingCode|riskGroupId|ssaleFlag|positionType|inQty|inAvgPrc|inMoney|outQty|outMoney|numOuts|outAccnts|unitStatus|instrSource|terminal|firstFillDttm|lastFillDttm|lastOutDttm|terminalDttm|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 = 'omniAccnt: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 = 'secType: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 = 'SpdrAllocUnitStatus'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'secType|omniAccnt|omniCFirm|orderSide|mlegLegKey|spdrSource|groupingCode|riskGroupId|ssaleFlag|positionType|inQty|inAvgPrc|inMoney|outQty|outMoney|numOuts|outAccnts|unitStatus|instrSource|terminal|firstFillDttm|lastFillDttm|lastOutDttm|terminalDttm|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'secType|orderSide|spdrSource|ssaleFlag|positionType|unitStatus|instrSource|terminal|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 = 'omniAccnt: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 = 'SpdrAllocUnitStatus'

# 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 = 'omniAccnt: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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