Version: Staging

Schema: CCodeDefinition (ID: 4335)

Commodity code (product code) definitions for all futures. Also maps future ccodes to SpiderRock tickers. Information is sourced from listing exchange product definitions.

This table also contains definitions for exchange and user-defined spreads including spreads used as option underliers. SpiderRock typically uses a compact form of the exchange (spread) product ID as the ccode for these products if there is no natural (human-readable) exchange spread ticker issued for the spread. Note that the full spread definition can be found in the ProductDefinition and human-readable version in the description field below.

Note that SpiderRock tickers below are synthetic and are created for organizational purposes only. SpiderRock synthetic tickers typically begin with a '@' character.

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	FutureDefinition
SRSE Product	SRLive, SRAnalytics

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

BODY

#	Field	Type	Comment
10=	ccode	TickerKey
100	futexch	enum : FutExch	listing exchange
103	ticker	TickerKey	master underlying
106	settleTime	enum : SettleTime	Settlement time: None; PM; AM
109	positionLimit	int	max contract limit
112	tickValue	float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
115	pointValue	float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
118	pointCurrency	enum : Currency
121	priceScaling	float	underlying price scale factor - products where the underlying quotes in cents will have 0.01
124	underliersPerCn	int	shares, bond, or index units underlying the future (contract size)
127	underlierType	enum : UnderlierType	Underlying type; None; Equity; Other; FX
130	clearingCode	string(6)	GMI/Clearing code
164	ricRoot	string(6)	RIC Root
136	bbgRoot	string(6)	Bloomberg root
139	bbgGroup	enum : YellowKey	Bloomberg Yellow Key
142	gmiExchange	string(3)	GMI (Sungard) exchange code
145	gmiProduct	string(3)	GMI (Sungard) product code
148	gmiSubType	string(3)	GMI (Sungard) subtype code
151	displayPriceScaling	float	internal display price scale factor override
154	strikeScaling	float	internal strike price scale factor override
157	description	string(48)	product description
160	marketCenter	string(48)	market center, eg "ICE Market Type", "CME MarketGroup"
163	timestamp	DateTime

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 = 'CCodeDefinition'

# 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=CCodeDefinition'

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 = 'CCodeDefinition'

# 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 = 'futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|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 = 'clearingCode: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=CCodeDefinition' \
--data-urlencode 'view=futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|timestamp' \
--data-urlencode 'where=clearingCode: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 = 'CCodeDefinition'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|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 = 'clearingCode: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 = 'futexch: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=CCodeDefinition' \
--data-urlencode 'view=futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|timestamp' \
--data-urlencode 'where=clearingCode:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=futexch: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 = 'CCodeDefinition'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'futexch|settleTime|pointCurrency|underlierType|bbgGroup'

# 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 = 'clearingCode: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=CCodeDefinition' \
--data-urlencode 'measure=futexch|ticker|settleTime|positionLimit|tickValue|pointValue|pointCurrency|priceScaling|underliersPerCn|underlierType|clearingCode|ricRoot|bbgRoot|bbgGroup|gmiExchange|gmiProduct|gmiSubType|displayPriceScaling|strikeScaling|description|marketCenter|timestamp' \
--data-urlencode 'group=futexch|settleTime|pointCurrency|underlierType|bbgGroup' \
--data-urlencode 'where=clearingCode: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 = 'CCodeDefinition'

# 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 = 'clearingCode: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=CCodeDefinition' \
--data-urlencode 'where=clearingCode:eq:ExampleString'

Schema: CCodeDefinition (ID: 4335)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​