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Version: 8.6.10.4

Schema: VenueTradingRulesV3 (ID: 9160)

THE VENUE'S TRADING RULES FOR ONE PRODUCT - one row per (product, venue). Block-trade (Eurex TES),

price-improvement (Eurex CLIP) and partition parameters the venue publishes per product and the

execution engine reads when it builds a cross. They are rules, not identifiers and not terms: a

rule can change intraday by venue notice while the product's definition does not, so they live

apart from CCodeDefinitionV3 (9115) and RootDefinitionV3 (9112).

THE WRITER IS THE REFERENCE LOADER THAT LISTS THE PRODUCT (the Activ loader for Europe). It takes

the partition from the venue's product table and the TES and CLIP parameters from the venue

parameter loader's EurexTesProfile and EurexClipProfile rows. One row per product. Where the venue

bands TES by expiry range, {TesBand} carries every band and tesBlockMinLotSize and

tesNonDisclosureLimit carry the front band.

0 MEANS THE VENUE PUBLISHED NO SUCH RULE: tesBlockEligible = No with tesBlockMinLotSize 0 is "no

TES on this product"; clipMaxQty 0 is "not CLIP-eligible". Readers fail safe to the on-book path.

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 product: a ccode or an option root
11=tickerClassenum : TickerClassCCode or Root
12=micstring(4)ISO 10383 - the venue whose rules these are
100partitionIdintvenue matching-engine partition the product trades on
103tesBlockEligibleenum : YesNoYes only when the venue publishes a block profile for the product
106tesBlockAutoApprovalenum : YesNovenue auto-approves the block once both sides are entered
109tesBlockMaxParticipantsintreference only - the venue enforces the side cap
112tesBlockMinLotSizeintminimum block size of the front band
115tesBrokerAllowedenum : YesNomay a broker (initiating, not approving) enter the trade
118tesMinPriceStepdoubleblock price step, not the on-book tick
121tesNonDisclosureLimitintsize above which a block may be non-disclosed, front band
124tesLegPriceEntryenum : TesLegPriceEntrymultileg leg prices; the enum is declared on RegionalInstrumentId (4410)
127minQtyPctAggregationfloatpct of tesBlockMinLotSize each side must meet; 100 = full per-side
130clipMinQtyintminimum CLIP size
133clipMaxQtyintmaximum CLIP size; 0 = not CLIP-eligible
136pendingDeleteenum : YesNoYes = queued for removal; stop resolving against this row
900v3Sourceenum : V3SourceBridge = projected from a legacy record; Loader = written natively. None reads as Loader
139timestampDateTimewhen this row was last written

REPEATING FIELDS​

TesBand

#FieldTypeDefault ValueComment
145minExpiryRangeintthe venue's lower border of the expiry range, as published
148minLotSizeintminimum TES side quantity in this band
151nonDisclosureLimitintnon-disclosure threshold in this band

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 = 'VenueTradingRulesV3'

# 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 = 'VenueTradingRulesV3'

# 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 = 'partitionId|tesBlockEligible|tesBlockAutoApproval|tesBlockMaxParticipants|tesBlockMinLotSize|tesBrokerAllowed|tesMinPriceStep|tesNonDisclosureLimit|tesLegPriceEntry|minQtyPctAggregation|clipMinQty|clipMaxQty|pendingDelete|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 = 'VenueTradingRulesV3'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'partitionId|tesBlockEligible|tesBlockAutoApproval|tesBlockMaxParticipants|tesBlockMinLotSize|tesBrokerAllowed|tesMinPriceStep|tesNonDisclosureLimit|tesLegPriceEntry|minQtyPctAggregation|clipMinQty|clipMaxQty|pendingDelete|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 = 'partitionId: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 = 'VenueTradingRulesV3'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'partitionId|tesBlockEligible|tesBlockAutoApproval|tesBlockMaxParticipants|tesBlockMinLotSize|tesBrokerAllowed|tesMinPriceStep|tesNonDisclosureLimit|tesLegPriceEntry|minQtyPctAggregation|clipMinQty|clipMaxQty|pendingDelete|v3Source|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'tesBlockEligible|tesBlockAutoApproval|tesBrokerAllowed|tesLegPriceEntry|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 = 'VenueTradingRulesV3'

# 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)
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