Schema: SpdrParentBrkrState (ID: 4070)

SpdrParentBrkrState records are created/published by SpiderRock Execution Engines. Each record describes the current state of one (or more) parent orders. If a parent order is canceled/replaced then entire chain is represented by a single broker state record.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	ClientTrading
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	accnt	string(16)
11=	secKey	OptionKey
12=	secType	enum : SpdrKeyType
13=	spdrSource	enum : SpdrSource
14=	groupingCode	long
15=	orderSide	enum : BuySell
16=	clientFirm	string(16)	SR client firm
100	userName	string(24)	SR user name string
106	parentNumber	long	SR parent number
109	baseParentNumber	long
596	modifyNumber	long	most recent parent number affecting this order (AddReplace or Modify)
604	noticeNumber	long	SR noticeNumber [required when parentOrderHandling = BlockAuction
112	riskGroupId	long	all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters
115	triggerGroupId	long
118	strategy	string(36)	parent order strategy string (can be user supplied)
606	execBrkrCode	string(16)	execBrkrCode attached to parent order (if any)
121	altOrderId	text1	alternate order ID (usually clOrdId from client)
124	packageId	long	groups related order/brokers together (eg. Legger w/MLeg Parent)
127	altAccnt	text1	alternate (client assigned) "long" account string (optional)
130	altUserName	string(24)	alternate (client assigned) user name (optional)
133	stageType	enum : SpdrStageType	parent is a staged order [ToolVisible]
136	isFlagged	enum : YesNo	broker state records is flagged for action (user alert only)
139	ticker	TickerKey	underlier ticker
142	uPrc	double	underlier price (usually mid-market)
145	uPrcOrder	double	underlier price at the time of last parent order arrival
148	nbboBid	double	current option nbbo bid (at time of record publish)
151	nbboAsk	double	current option nbbo ask (at time of record publish)
154	nbboBidSz	int	current option nbbo cum bid size (at time of record publish)
157	nbboAskSz	int	current option nbbo cum ask size (at time of record publish)
160	surfacePrc	float	SR surface price @ record publish
163	surfaceVol	float	SR surface volatility @ record publish
166	orderRefSDiv	float
169	orderRefSDivType	enum : RefSDivType
172	spdrBrokerStatus	enum : SpdrBrokerStatus
175	spdrOrderStatus	enum : SpdrOrderStatus	status of the most recent parent order handled by this broker
178	spdrCloseReason	enum : SpdrCloseReason	close reason of most recent parent order
181	spdrRejectReason	enum : SpdrRejectReason	reject reason (if any) of most recent parent order
599	spdrRejectLevel	enum : SpdrRiskLevel	reject level (if any) of most recent parent order
184	isPermanentlyClosed	enum : YesNo	indicates that this broker is permanently closed (cannot be cxl/replaced or re-opened) [auto-hedge orders only]
187	numExternRiskHold	int	num external risk management rejects received
190	lastExternRiskText	text1	last external (exch?) risk management reject
193	lastExternRiskReject	DateTime
196	spdrComment	text1
199	orderSize	int	order size of most recent parent order
202	orderActiveSize	int	total activated size (total size released for execution) (-1 = all available size)
600	activeDuration	int	[optional] (number of seconds)
205	updateDttm	DateTime
208	goodTillDttm	DateTime	order expiration date/time (most recent parent order in cxl/replace chain)
211	leavesQuantity	int	current child order leaves quantity (quantity actively working in the market;all child orders)
214	avgFillPrice	double	average fill price
217	avgFillUPrice	double	average fill underlier price
220	cumFillQuantity	int	cumulative fill quantity
223	avgFillVol	float	average fill volatility
226	cumFillVega	float	cumulative fill vega
229	cumFillTheta	float	cumulative fill theta
232	cumFillDDelta	float	cumulative fill $Delta
235	cumExchFee	float	cumulative fill exch fee
238	cumM10Pnl	float
241	cumArrivalPnl	float
244	lastFillDttm	DateTime
247	riskLimitSize	int	risk limit size (maximum size to nearest risk limit)
250	riskLimitDesc	enum : SpdrRisk	reason for size reduction
601	riskLimitLevel	enum : SpdrRiskLevel	risk limit level responsible for reduction
602	riskLimitDetail	text1	risk limit detail
253	limitPrice	double	simple limit
605	limitRefUPrc	double
256	limitErr	enum : LimitError
259	limitErrDesc	text1
262	bestLimitOffset	float	(possible price improvement) (gap between best price and init/limit price) (Face/Matrix orders)
265	makeProbLimit	float
268	makeSurfOffset	float
271	makeLimitPrice	double	make limit
274	makeLimitErr	enum : LimitError
277	takeProbLimit	float
280	takeSurfOffset	float
283	takeLimitPrice	double	take limit
286	takeLimitErr	enum : LimitError
289	autoHedge	enum : AutoHedge
292	hedgeInstrument	enum : HedgeInst	auto-hedge instrument (from parent order)
295	hedgeSecKey	ExpiryKey	auto-hedge sec key (if any)
298	hedgeSecType	enum : SpdrKeyType	auto-hedge sec type (Stock or Future)
301	hedgeBetaRatio	float	auto-hedge ratio [from parent order (if supplied) or computed by SR]
304	hedgeScope	enum : HedgeScope	hedge group scope [RiskGroup or Accnt]
603	hedgeSession	enum : MarketSession	market session for the autohedge order
310	externHedgeExDest	string(16)	external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
313	externHedgeParams	text1	external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
316	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
319	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
322	maxProgress	enum : MaxProgress	maximum point of progress for most recent parent order
325	maxProgressDetail	text1	additional detail on point of maximum progress
328	maxProgressTime	DateTime	time of last max progress advance
331	brokerState	enum : BrokerState	broker monitor state
334	brokerCounter	int	number of times order checked by broker monitor (note: most checks result in no action)]
337	makeState	enum : AlgoState	[enum] current state of non-marketable order handler (maker)
340	makeCounter	int	number of times order checked by post handler (note: most checks result in no action)
343	takeState	enum : AlgoState	[enum] current state of marketable order handler (taker)
346	takeCounter	int	number of times order checked by take handler (note: most checks result in no action)
349	mktRespState	enum : MktRespState	[enum] current state of response handler (if any)
352	mktRespCounter	int	number of times order checked by market response handler (note: most checks result in no action)
355	mktCrossState	enum : MktCrossState	[enum] current state of mkt cross handler (if any)
358	mktCrossCounter	int	number of times order checked by market cross handler (note: most checks result in no action)
361	progressRuleDetail	text1	Twap/Vwap progress detail
364	lastChildEvent	enum : ChildEvent	[enum] last event code from broker/child order handler(s)
367	lastChildRejectDttm	DateTime	last child order reject dttm (if any)
370	lastChildRejectText	text1	last child order reject reason/text (if any)
373	spdrMktState	enum : SpdrMarketState	[enum] market state
376	cpx1	float	child price level #1
379	csz1	int	cumulative size represented at this price
382	cex1	uint	bit mask of all exchanges where we are at this price
385	cnt1	byte	number of child orders at price level #1
388	cpx2	float	child price level #2
391	csz2	int	cumulative size represented at this price
394	cex2	uint	bit mask of all exchanges where we are at this price
397	cnt2	byte	number of child orders at price level #2
400	cMore	byte	number of additional child orders at inferior prices (if any)
403	expiryKey	string(6)
406	cnVol	float
409	cnYrs	float
412	cnUPrc	float
415	cnDe	float	delta per contract
418	cnDd	float	$delta per contract
421	cnVe	float	vega per contract
424	cnGa	float
427	cnTh	float
430	cnPr	float	premium per contract
433	ddMult	float
436	priceFormat	enum : PriceFormat	option price format code
439	uPriceFormat	enum : PriceFormat	underlier price format code
442	underliersPerCn	int	option delivery underliers per contract
445	underlierType	enum : UnderlierType	type of underlier (affects $greek calculations)
448	tickValue	float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
451	pointValue	float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
454	pointCurrency	enum : Currency
511	theoVol	float
514	theoPrc	float
517	numNewOrders	int	number of child orders generated by this broker (all parent orders)
520	numParentLimits	ushort	number of parent limit messages received for this broker
523	brokerVwapMark	float	trade weighted average price (duration of parent order)
526	brokerVwapUMark	float	option-trade weighted average underlier price (duration of parent order)
529	brokerQwapMark	float	average quote mid-market (duration of parent order)
532	brokerQwapUMark	float	average underlier quote mid-market (duration of parent order)
535	vwapPnL	float	dir * qty * (brokerVwapMark - avgFillPrice)
538	vwapDnPnL	float	vwapPnL - uDriftVwapPnL
541	uDriftVwapPnL	float	(dir * (de * qty * (brokerVwapUMark - avgFillUPrice)))
544	qwapPnL	float	dir * qty * (brokerQwapMark - avgFillPrice)
547	qwapDnPnL	float	qwapPnL - uDriftQwapPnL
550	uDriftQwapPnL	float	(dir * (de * qty * (brokerQwapUMark - avgFillUPrice)))
553	numImprvChld	int	number of child orders that improved an existing market
556	activeSeconds	float	number of seconds that the parent order was active
559	withSeconds	float	number of seconds with one or more working child orders that are with of nbbo
562	aloneSeconds	float	number of seconds with one or more working child orders that make up 100% of nbbo
565	workingSeconds	float	number of child order seconds (can be greater than activeSeconds if working on more than one exchange)
568	numRiskCancels	int	number of child orders cancels for risk reasons
571	riskHoldSeconds	float	number of seconds with parent order active but on risk hold (zero child order risk size)
574	riskThrtlSeconds	float	number of seconds with parent order active but in risk throttle condition (temporary hold after fast/mass risk cancel)
577	numMakeThrottleSkips	int	number of childs orders not send to market dues to outbound lines being in a queued/throttled state
580	sumMakeThrottleDelay	float	cumulative seconds of queue skip delay (seconds that a child order was not in the market dues to outbound lines being in a queued/throttled state)
583	uPrcDrift	float	underlier drift (since parent order start)
586	sVolDrift	float	surface vol drift (since parent order start)
589	updateSrc	enum : UpdateSource
592	numUpdates	int	number of record updates (cumulative for the day)
595	timestamp	DateTime	SR system timestamp

Get Schema API Call

Python

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 = 'SpdrParentBrkrState'

# 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

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=SpdrParentBrkrState'

Get Msg API Call

Python

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 = 'SpdrParentBrkrState'

# 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 = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|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 = '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)

cUrl

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=SpdrParentBrkrState' \
--data-urlencode 'view=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString'

Get Msgs API Call

Python

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 = 'SpdrParentBrkrState'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|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 = '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 = 'userName: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

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=SpdrParentBrkrState' \
--data-urlencode 'view=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=userName:ASC'

Get Aggregate API Call

Python

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 = 'SpdrParentBrkrState'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stageType|isFlagged|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|riskLimitDesc|riskLimitLevel|limitErr|makeLimitErr|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|maxProgress|brokerState|makeState|takeState|mktRespState|mktCrossState|lastChildEvent|spdrMktState|priceFormat|uPriceFormat|underlierType|pointCurrency|updateSrc'

# 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)

cUrl

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=SpdrParentBrkrState' \
--data-urlencode 'measure=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|strategy|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|expiryKey|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp' \
--data-urlencode 'group=stageType|isFlagged|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|isPermanentlyClosed|riskLimitDesc|riskLimitLevel|limitErr|makeLimitErr|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|maxProgress|brokerState|makeState|takeState|mktRespState|mktCrossState|lastChildEvent|spdrMktState|priceFormat|uPriceFormat|underlierType|pointCurrency|updateSrc' \
--data-urlencode 'where=accnt:eq:ExampleString'

Get Count API Call

Python

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 = 'SpdrParentBrkrState'

# 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)

cUrl

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=SpdrParentBrkrState' \
--data-urlencode 'where=accnt:eq:ExampleString'