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Version: 8.6.10.4

Schema: FutSpreadDefinitionV3 (ID: 9306)

One row per exchange-listed strategy whose legs are all futures: a calendar, butterfly, condor, pack,

bundle, strip or inter-commodity spread, as the venue lists it. Keyed by the venue instrument, the

ExpiryKey its FutureBookQuote (2580) carries, so a book joins to its definition with no index.

LEGS ARE STATED AS THE VENUE STATES THEM: the venue's order, sides and ratios, never canonicalised.

A buy of the instrument buys every Buy leg and sells every Sell leg at the stated ratios, and the

quoted price is the signed sum of the legs in those sides, so the sign of a quote is readable from

this row alone. CME quotes an equity-index calendar deferred minus nearby (the buyer buys the

deferred) and most other calendars nearby minus deferred; both arrive here as the venue's legs.

A leg set with an option or stock leg is a SpreadDefinitionV3 (9300) and never appears here.

METADATA​

AttributeValue
Topic9300-product-def-spreads
MLink TokenFutureDefinition
MLink EndpointMLink-Live
SRSE ProductSRReference

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

BODY​

#FieldTypeDefault ValueComment
10=fkeyExpiryKeythe venue instrument: ccode '#' + the venue id on the listing source, the strategy's expiration
100tickerTickerKeythe complex the legs share ('@ES'); the first leg's for an inter-commodity spread
103micstring(4)ISO 10383 - the listing venue
106exchIDstring(30)the venue's own identifier for the instrument
109exchSymbolstring(30)the venue's text symbol for the instrument ('ESZ6-ESH7')
112productTypeenum : ProductTypethe venue's strategy type: CalSpr, EqCalSpr, BFly, Condor, Pack, Bndl, InterCmd ...
115userDefinedenum : YesNoa user-defined strategy, listed for the session that created it
118scopeFlagsflag : SpreadScopeMultiTicker when the legs span more than one complex
121nearKeyExpiryKeythe earlier-expiring leg; empty when not a calendar
124farKeyExpiryKeythe later-expiring leg; empty when not a calendar
127nearRatioint+1 or -1, the near leg's signed ratio for a buy; 0 when not a calendar
130priceFormatenum : PriceFormathow the strategy quotes
133minTickSizedoublethe smallest price increment; a listed strategy may tick finer than its legs
136productGroupstring(6)the venue's product group for the instrument (CME Asset)
139securityGroupstring(6)the venue's security group for the instrument
142timestampDateTimewhen this row was last written
900v3Sourceenum : V3SourceBridge = projected from a legacy record; Loader = written natively. None reads as Loader

REPEATING FIELDS​

Legs

#FieldTypeDefault ValueComment
146legKeyExpiryKeythe futures contract this leg trades
147legSideenum : BuySellthe side of this leg in a buy of the strategy, as the venue states it
148legRatiouintthe venue's ratio for this leg

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 = 'FutSpreadDefinitionV3'

# 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 = 'FutSpreadDefinitionV3'

# 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 = 'ticker|mic|exchID|exchSymbol|productType|userDefined|scopeFlags|nearKey|farKey|nearRatio|priceFormat|minTickSize|productGroup|securityGroup|timestamp|v3Source'

# 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 = 'FutSpreadDefinitionV3'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|mic|exchID|exchSymbol|productType|userDefined|scopeFlags|nearKey|farKey|nearRatio|priceFormat|minTickSize|productGroup|securityGroup|timestamp|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'

# 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 = 'ticker: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 = 'FutSpreadDefinitionV3'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|mic|exchID|exchSymbol|productType|userDefined|scopeFlags|nearKey|farKey|nearRatio|priceFormat|minTickSize|productGroup|securityGroup|timestamp|v3Source'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'productType|userDefined|priceFormat|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 = 'FutSpreadDefinitionV3'

# 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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