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Version: 8.6.10.4

Schema: MarketHoursV3 (ID: 9142)

The expected market schedule for one product group on one trade date - the session times a client needs to know when orders are accepted and when each session opens and closes.

Typically holds the current week, the previous week and the next week.

ScheduleDefinitionV3 (9057) holds the calendar, rotation window and venue for the same (tickerSrc, tickerClass, scheduleGroup) key. This record holds only what varies BY DATE.

RESOLUTION: look up the product's exact scheduleGroup; if there is no row, fall back to scheduleGroup '*'.

FOUR SOURCES, ONE LADDER. Every source publishes its own row and the reader takes the best one

present - Manual beats Loader beats Bridge beats HardCode - skipping any row marked deleted.

METADATA​

AttributeValue
Topic9100-product-def-core
MLink TokenClientLive
MLink EndpointMLink-Live
SRSE ProductSRReference, SRLive

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

BODY​

#FieldTypeDefault ValueComment
10=tickerSrcenum16 : TickerSrcthe product's ticker source
11=tickerClassenum : TickerClassproduct family: Ticker = cash, CCode = futures, Root = options
13=scheduleGroupstring(6)-> ScheduleDefinitionV3 9057; '*' covers every group not named
12=tradeDateDateKeythe trade date these session times apply to
14=v3Sourceenum : V3Sourcewhich source wrote this row; the reader takes the highest present
100timeZoneenum : SRTimeZoneempty = the schedule's TradingPeriod zone
101marketDayTypeenum : MarketDayTypewhether the session runs normally, runs modified, or does not run
102srCloseMarkTimeTimeSpanSR Close Mark Time; usually regular market close - 5 minute (C - 5M)
103hasEarlySessionenum : YesNonote: early session can start the previous day
104earlyPreOpenTimeTimeSpanearly session pre-open (orders accepted)
105earlySessionOpenTimeTimeSpanearly session market open
106earlySessionCloseTimeTimeSpanearly session market close
107hasRegularSessionenum : YesNoNo = no regular session on this date, whatever the times below say
108regPreOpenTimeTimeSpanregular session pre-open (order accepted)
109regSessionOpenTimeTimeSpanregular session open
110regSessionCloseTimeTimeSpanregular session close
111hasLateSessionenum : YesNoYes = a post-regular session runs; read the late session times
112latePreOpenTimeTimeSpanextended session pre-open (orders accepted)
113lateSessionOpenTimeTimeSpanextended session open
114lateSessionCloseTimeTimeSpanextended session close
115hasExEarlyCloseenum : YesNooptions have an early close on expiry day (tickerClass = Root only)
116exEarlyCloseTimeTimeSpanexpiry day early close time
117timestampDateTimewhen this row was last written

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 = 'MarketHoursV3'

# 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 = 'MarketHoursV3'

# 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 = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|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 = 'scheduleGroup: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 = 'MarketHoursV3'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|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 = 'scheduleGroup: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 = 'timeZone: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 = 'MarketHoursV3'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'timeZone|marketDayType|hasEarlySession|hasRegularSession|hasLateSession|hasExEarlyClose'

# 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 = 'scheduleGroup: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 = 'MarketHoursV3'

# 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 = 'scheduleGroup: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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