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Version: 8.6.9.2

Schema: MarRiskComposite (ID: 4675)

Values in this table represent current (live) SpiderRock MAR risk counters and controls for a risk group/risk firm combination. Values are non-editable.

METADATA​

AttributeValue
Topic4625-risk-counter
MLink TokenMARRisk
MLink EndpointMLink-Live

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

BODY​

#FieldTypeDefault ValueComment
10=tickerTickerKey'*-ANY-ANY' represents the entire control group
11=riskGroupstring(16)
12=riskFirmstring(16)client firm that can view/edit this record
13=isTestAccntenum : YesNo
14=riskLevelenum : MarRiskLevelAccountConfig risk level this composite aggregates for (engines mint composites at the exact level; None only from pre-level engines)
100sysRealmenum : SysRealm
101sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
102riskEnginestring(32)EE engine name
103liveMarginAccfloatlive net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
104liveMarginDayfloatlive net (per symbol) day portfolio (day trades only) margin (can include external sources)
105liveOpenExposurefloatlive abs open child order $Delta (no netting) (open child orders only)
106dayFutCnBotintday future contracts bot
107dayFutCnSldintday future contracts sld
108accFutCnNetintaccnt future contracts (net) [can be +/-] (start-of-day positions + day trades)
109dayMarginUDnVDnfloatday margin (UPrcDn/VolDn)
110dayMarginUDnVUpfloatday margin (UPrcDn/VolUp)
111dayMarginUUpVDnfloatday margin (UPrcUp/VolDn)
112dayMarginUUpVUpfloatday margin (UPrcUp/VolUp)
113accMarginUDnVDnfloatacc margin (UPrcDn/VolDn)
114accMarginUDnVUpfloatacc margin (UPrcDn/VolUp)
115accMarginUUpVDnfloatacc margin (UPrcUp/VolDn)
116accMarginUUpVUpfloatacc margin (UPrcUp/VolUp)
117stkEnabledenum : MarStateEnabled or not for equities (None=disabled)
118futEnabledenum : MarStateEnabled or not for futures (None=disabled)
119optEnabledenum : MarStateEnabled or not for options (None=disabled)
120marginLimitAccfloat0Maximum net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
121marginLimitDayfloatMaximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)
122openExposureLimitfloat0Maximum abs open child order $Delta (no netting) (open child orders only)
127orderMaxStkQtyintNumber of equity shares that can be bought or sold by a single parent order
129orderMaxOptQtyintNumber of option contracts that can be bought or sold by a single parent order
130orderMaxStkDDeltafloatMaximum (abs) mny per stock parent order; ddelta = shares * pointValue * midPrc
132orderMaxOptDDeltafloatMaximum (abs) mny per option parent order; ddelta = contracts * pointValue * ABS(de) * uMidPrc
133stkCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
135optCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
136allowStkOddLotsenum : YesNoAllow parent stock orders with an order size below 100
137allowLimitOnCloseenum : YesNoAllow limit on close orders - similar to MOC order, with the addition of a price limit
138allowMarketOnCloseenum : YesNoAllow market on close orders - special order type which is executed as close to the close of trading as possible
140allowInterMarketSweepenum : YesNoAllow intermarket sweep orders
141blockShortSalesenum : YesNoBlock all short sales
142modifiedBystring(24)User that last modified corresponding MarRiskControl
143modifiedInenum : SysEnvironmentEnvironment corresponding MarRiskControl was last updated in
144counterint
145timestampDateTimetimestamp of latest change

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 = 'MarRiskComposite'

# 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 = 'MarRiskComposite'

# 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 = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|orderMaxStkQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxOptDDelta|stkCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup: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 = 'MarRiskComposite'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|orderMaxStkQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxOptDDelta|stkCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup: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 = 'sysRealm: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 = 'MarRiskComposite'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|orderMaxStkQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxOptDDelta|stkCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|stkEnabled|futEnabled|optEnabled|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowInterMarketSweep|blockShortSales|modifiedIn'

# 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 = 'riskGroup: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 = 'MarRiskComposite'

# 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 = 'riskGroup: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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