Skip to main content
Version: 8.6.10.4

Schema: VenueListingDefinitionV3 (ID: 9139)

A LISTING IS A CONTEXT, NOT AN INSTRUMENT. The fungible line - one ISIN - gets ONE SR ticker key,

and each venue it trades on gets a listing row binding that key to (MIC, venue symbol, trading

currency, venue calendar). THERE IS NEVER A KEY PER VENUE; that would fragment positions and risk

across copies of one thing. The same ISIN quoted in two currencies is two listings, one key.

Market data arrives per listing - MarketSourceDefinitionV3 per venue. The books of one reference market fold

into a MARKET COMPOSITE, [line]^[market letter], a spine row under the line named here by compositeKey; the

line key carries the primary market's composite. A currency composite, [line]^[ccy], sums the market composites

in one currency. Roots price off a composite (RootDefinitionV3 9112 uPrcDriverKey).

DISTINCT LINES ARE NOT LISTINGS OF EACH OTHER. A/B share classes, national lines and ADR/GDRs have

their own ISINs, so they are separate keys joined by fungibility edges carrying conversion terms.

METADATA​

AttributeValue
Topic9100-product-def-core
MLink TokenEquityDefinition
MLink EndpointMLink-Live
SRSE ProductSRReference

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

BODY​

#FieldTypeDefault ValueComment
10=tickerTickerKeythe ONE line key - ticker rung
11=micstring(4)ISO 10383 venue MIC ('XETR', 'CEUX', 'AQEU', 'TRQX')
12=quoteKeyTickerKeythe market-data key this venue's book arrives under
100venueSymbolstring(30)the venue's local symbol for the line
103tradingCcystring(3)GBX/EUR/CHF lines of one ISIN = separate listings
106srcKeystring(8)MarketSourceDefinition key for this venue's quotes
109calendarIdstring(16)venue trading calendar (CalendarDefinition)
112isPrimaryenum : YesNothe primary market - its closing auction is the line's close; exactly one Yes row per line
115defaultPsetstring(12)default settlement locus for executions here (CSD/PSET)
142memberElectsenum : YesNoNo = sole house, this listing's clearing is fixed
118tickBandstring(8)MiFID tick-size band ref (venue rulebook join)
121stoScopeenum : StoScopeshare-trading-obligation regime this listing satisfies
124validFromDateKeylistings open and close - dated edges, never updates
127validToDateKey
130pendingDeleteenum : YesNo
145micSegstring(4)ISO 10383 segment MIC of the listing, when the venue segments its book
148compositeKeyTickerKeythe market composite this book feeds, <line>^<L> (SymbolType MarketComposite); empty = the line
900v3Sourceenum : V3Source
133timestampDateTime

REPEATING FIELDS​

EligibleCcp

#FieldTypeDefault ValueComment
139clearVenuestring(8)ClearVenueDefinition - a house this listing may clear at

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 = 'VenueListingDefinitionV3'

# 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 = 'VenueListingDefinitionV3'

# 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 = 'venueSymbol|tradingCcy|srcKey|calendarId|isPrimary|defaultPset|memberElects|tickBand|stoScope|validFrom|validTo|pendingDelete|micSeg|compositeKey|v3Source|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 = 'mic: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 = 'VenueListingDefinitionV3'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'venueSymbol|tradingCcy|srcKey|calendarId|isPrimary|defaultPset|memberElects|tickBand|stoScope|validFrom|validTo|pendingDelete|micSeg|compositeKey|v3Source|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 = 'mic: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 = 'venueSymbol: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 = 'VenueListingDefinitionV3'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'venueSymbol|tradingCcy|srcKey|calendarId|isPrimary|defaultPset|memberElects|tickBand|stoScope|validFrom|validTo|pendingDelete|micSeg|compositeKey|v3Source|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isPrimary|memberElects|stoScope|pendingDelete|v3Source'

# 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 = 'mic: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 = 'VenueListingDefinitionV3'

# 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 = 'mic: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)
Table of Contents