Schema: EquityDefinitionV3 (ID: 9106)
THE EQUITY LINE - one row per equity-family ticker: a share class, ETF, ADR, depositary receipt or
fund, the satellite that TickerKeyDefinition's symbolType selects. The facts of the line itself and
of the chains that settle into it. A cash index's line is IndexDefinitionV3's (9109).
ONE LINE PER CURRENCY, and each line heads its own complex: each quotes, prices and holds positions
in its own currency, and the lines of one ISIN all carry that ISIN. A European line (tickerSrc SCE)
is keyed [base]^[ccy] (SAP^EUR; NOKIA^EUR and NOKIA^SEK for a share that trades in two currencies),
where [ccy] is the money currency, so a line quoted in pence is ^GBP; its bare base (SAP) is no key.
A line from any other source keeps its plain ticker (NMS AAPL). Every option root
and futures product whose exercise delivers these shares settles into the line in its own currency. A
venue's book is a VenueListingDefinitionV3 (9139) row on the line in its currency naming its
quoteKey, never a second line and never a row here. The line's parent in the tree is its obligor
(obligorKey); nothing sits between them.
ABSENCE IS THE ASSERTION. A key that is not an equity line has no row. A futures product head has
none: every futures product is its own complex and reads CCodeDefinitionV3 (9115). A venue's
market-data key (TickerKeyDefinitionV3 symbolType VenueListing) has none.
METADATA
| Attribute | Value |
|---|---|
| Topic | 9100-product-def-core |
| MLink Token | EquityDefinition |
| MLink Endpoint | MLink-Live |
| SRSE Product | SRReference |
Note: The symbol
=next to a field number indicates that it is a primary key.
BODY
| # | Field | Type | Default Value | Comment |
|---|---|---|---|---|
| 10= | ticker | TickerKey | AT = EQT, equity-family symbolType; the spine row must exist | |
| 100 | sharesOutstanding | long | thousands | |
| 103 | roundlot | int | NOT always 100 outside the US - Tokyo trades in 100s, some HK lines in 500s/2000s | |
| 106 | issueClass | string(1) | blank when the line has no class suffix | |
| 109 | parValue | float | ||
| 112 | parValueCurrency | string(3) | matches 4375/4380, which already carry string:3 - no conversion | |
| 115 | obligorKey | TickerKey | AT = ENT | |
| 154 | primaryMic | string(4) | ISO 10383 - the home listing venue | |
| 118 | tapeCode | enum : TapeCode | SIP tape A / B / C | |
| 121 | stkPriceInc | enum : StkPriceInc | ||
| 124 | otcPrimaryMarket | enum : OTCPrimaryMarket | ||
| 127 | otcTier | enum : OTCTier | ||
| 130 | otcReportingStatus | string(1) | ||
| 133 | otcDisclosureStatus | int | ||
| 136 | otcFlags | int | ||
| 139 | isHftTaxLiable | enum : YesNo | ||
| 142 | hftTaxTriggerTime | double | seconds order activity must be withheld (Italian default .5) | |
| 148 | tradingPeriod | enum : TradingPeriod | ||
| 900 | v3Source | enum : V3Source | ||
| 145 | timestamp | DateTime | ||
| 157 | scheduleGroup | string(6) | -> ScheduleDefinitionV3 9057; empty = '*' | |
| 160 | settlementDays | byte | T+n of the current regime; 0 means T+0, never unknown | |
| 163 | borrowDayCount | enum : DayCount | stock-loan accrual basis of the name (Act360 US, Act365 sterling) | |
| 166 | flexTypeFlag | flag : FlexTypeFlag | FLEX series types that may be MINTED on this underlier; None = no FLEX. A FLEX order mints a root before any root exists | |
| 169 | priceFormat | enum : PriceFormat | how this line quotes | |
| 172 | minTickSize | double | the line's smallest price increment | |
| 175 | hasOptions | enum : YesNo | HINT: subscription filter only - may lag the collection | |
| 178 | linkedPrimaryFuture | TickerKey | the future whose expiry bars drive this line's option chains | |
| 181 | defaultRoot | TickerKey | the root the tools open by default when a line has several; an index line's is on 9109 | |
| 184 | pointValue | float | 0 reads as 1 | |
| 187 | pointCurrency | string(3) | empty = the spine's primaryCurrency |
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 = 'EquityDefinitionV3'
# 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=EquityDefinitionV3'
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 = 'EquityDefinitionV3'
# 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 = 'sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency'
# 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 = 'issueClass: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=EquityDefinitionV3' \
--data-urlencode 'view=sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency' \
--data-urlencode 'where=issueClass: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 = 'EquityDefinitionV3'
# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency'
# 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 = 'issueClass: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 = 'sharesOutstanding: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=EquityDefinitionV3' \
--data-urlencode 'view=sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency' \
--data-urlencode 'where=issueClass:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sharesOutstanding: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 = 'EquityDefinitionV3'
# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency'
# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|isHftTaxLiable|tradingPeriod|v3Source|borrowDayCount|priceFormat|hasOptions'
# 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 = 'issueClass: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=EquityDefinitionV3' \
--data-urlencode 'measure=sharesOutstanding|roundlot|issueClass|parValue|parValueCurrency|obligorKey|primaryMic|tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|otcReportingStatus|otcDisclosureStatus|otcFlags|isHftTaxLiable|hftTaxTriggerTime|tradingPeriod|v3Source|timestamp|scheduleGroup|settlementDays|borrowDayCount|flexTypeFlag|priceFormat|minTickSize|hasOptions|linkedPrimaryFuture|defaultRoot|pointValue|pointCurrency' \
--data-urlencode 'group=tapeCode|stkPriceInc|otcPrimaryMarket|otcTier|isHftTaxLiable|tradingPeriod|v3Source|borrowDayCount|priceFormat|hasOptions' \
--data-urlencode 'where=issueClass: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 = 'EquityDefinitionV3'
# 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 = 'issueClass: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=EquityDefinitionV3' \
--data-urlencode 'where=issueClass:eq:ExampleString'