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Version: 8.6.9.2

Schema: SpdrParentAllocation (ID: 3725)

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=baseParentNumberlong
100omniAccntstring(16)omnibus accnt (SR accnt)
152omniCFirmstring(16)SR client firm
103secKeyOptionKeysecurity key (stock, future, or option)
106secTypeenum : SpdrKeyTypesecurity type
109mlegLegKeytext1[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]
112orderSideenum : BuySellorder side (always buy for MLEG orders)
115ssaleFlagenum : ShortSaleFlagssale flag (None if not stock)
118positionTypeenum : PositionTypepositionType (None if not equity option)
121spdrSourceenum : SpdrSourceparent order source
124groupingCodelongunique broker code
127allocationRuleenum : AllocationRulefragment sizing: Hamilton (largest remainder; default, deterministic) or LargestWins; explicit sizes via Fragments.allocSize
154transfersEffectedenum : YesNoYes = the publisher already published the In/Out execution pairs (ATS block cross: the EE pairs them so client exec reports flow before allocation); the AllocationServer then records/reports only and emits NO pairs
157allocSourceenum : AllocSourceprovenance: Client = submitted directly (API publish); Manual = posted by a person via the SPARC write path; RiskGroup/AccntExchGroup = materialized by the AllocationServer from a standing instruction; BlockCross = published by the EE for an ATS cross (None = legacy client submission)
160sourceRiskGroupIdlongwhen allocSource=RiskGroup: the SpdrRiskGroupAllocation basket this instruction was materialized from (zero otherwise)
145modifiedBystring(24)user who last modified this record
148modifiedInenum : SysEnvironment
151timestampDateTimetimestamp of last modification

REPEATING FIELDS​

Fragments

#FieldTypeDefault ValueComment
136fragAccntstring(16)target SR alloc accnt
153fragCFirmstring(16)SR client firm
139allocFractionfloattarget alloc size (if parent order 100% fills)
142allocSizeinttarget alloc size (assuming parent order 100% fills)

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 = 'SpdrParentAllocation'

# 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 = 'SpdrParentAllocation'

# 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 = 'omniAccnt|omniCFirm|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|spdrSource|groupingCode|allocationRule|transfersEffected|allocSource|sourceRiskGroupId|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 = 'SpdrParentAllocation'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'omniAccnt|omniCFirm|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|spdrSource|groupingCode|allocationRule|transfersEffected|allocSource|sourceRiskGroupId|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 = 'omniAccnt: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 = 'SpdrParentAllocation'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'omniAccnt|omniCFirm|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|spdrSource|groupingCode|allocationRule|transfersEffected|allocSource|sourceRiskGroupId|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'secType|orderSide|ssaleFlag|positionType|spdrSource|allocationRule|transfersEffected|allocSource|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 = 'SpdrParentAllocation'

# 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)

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": "I", # (I)nsert
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "SpdrParentAllocation"
    },
    "message": {
        "pkey": {
            "baseParentNumber": 1 // long
        },
        "omniAccnt": "exampleString", // string
        "omniCFirm": "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
        "mlegLegKey": "exampleString", // text1
        "orderSide": "enumValue", // enum(BuySell) - None, Buy, Sell
        "ssaleFlag": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
        "positionType": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
        "spdrSource": "enumValue", // enum(SpdrSource) - None, SpdrTicket, SpdrSingle, SRSE, FIX, HedgeTool, TradeHedge, OpenHedge, AutoHedge, Orphan, RiskManager, OrderManager, ManagedOrder, RFQRespSrvr, Legger, SRSEDrop, FixDrop, TicketDrop, SysTest, RFRResponse, AllocOmni, AllocClient, CertGateway, MLegResponse, LeggerX, DropManager, AutoHedgeSrvr, AuctionStrategySrvr, AllocBlockFace, AllocBlockCust, IceChatGateway, EXS2SRC, MLinkResponse, AutoResponderVD, AutoResponderRC, AutoResponderSN, AutoResponderBX, MLink, SymChatGateway, RiskDrop, PolicyOpn, PolicyTrd, Degross
        "groupingCode": 1, // long
        "allocationRule": "enumValue", // enum(AllocationRule) - None, Hamilton, LargestWins
        "transfersEffected": "enumValue", // enum(YesNo) - None, Yes, No
        "allocSource": "enumValue", // enum(AllocSource) - None, Client, RiskGroup, AccntExchGroup, BlockCross, Manual
        "sourceRiskGroupId": 1, // long
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "Fragments": [ // Repeating Field
            {
                "fragAccnt": "exampleString", // string
                "fragCFirm": "exampleString", // string
                "allocFraction": 1.0, // float
                "allocSize": 1 // int
            }
        ]
    }
}

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