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Version: 8.6.10.4

Schema: FutureRiskSummaryV6 (ID: 4895)

FutureRiskSummary records contain live future level risk aggregation of OptionPositionRecord and FuturePositionRecord details.

Records are published if/when positions change and about once per minute otherwise.

METADATA​

AttributeValue
Topic4740-risk-v5
MLink TokenClientRisk
MLink EndpointMLink-Order
SRSE ProductSRRisk

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

BODY​

#FieldTypeDefault ValueComment
10=fkeyExpiryKey
11=accntstring(16)
12=tradeDateDateKey
13=riskViewenum : RiskViewLive
14=clientFirmstring(16)SR assigned client firm
106tickerTickerKeyDEPRECATED: the V2 value (the line; for a future the head V2 filed it under: @ plus its own code, CFE's shared heads VXM/VXMT @VIXMIN, VXT @VX, VN @VXN, VXEM @VXEEM, VXEW @VXEWZ, GV @GVZ, OV @OVX); read product, complexKey and familyHead
651productTickerKeythe futures product (CCodeDefinitionV3 9115 key); empty for a share or an equity option
654familyHeadTickerKeythe futures family the product is counted in (9115 familyHead); empty for a share, an equity option or a product that is its own family
648complexKeyTickerKeycomplex this future rolls up to (its line from CCodeDefinitionV3 ticker, else its product)
109uPrcdoublecurrent live underlier price (can be from risk server, tool server, or srse server)
112uMarkdoublecurrent underlier price [as of risk server record publish] [freezes at 4pm EST]
115uOpnMarkdoublestart-of-day SR underlier mark (rotated from prior day record)
118betafloatbeta (usually beta to SPX; see AccountConfig.betaSource)
121betaSourceenum : BetaSource
124lnDDeltadoublelong net position delta value (today; SR marks )
127shDDeltadoubleshort net position delta value (today; SR marks )
130futMktValueMiddoublefuture position market value (today; SR mid marks)
133optMktValueMiddoubleoption position market value (SR mid marks); =sum[opCurPosM * opr.optVolMark]
136optMktValueVoldoubleoption position market value (SR vol marks); =sum[opCurPosM * opr.optMidMark]
139fcAbsCurPosintabs number of future contracts (position + fills);=sum[abs(fpr.cnCurPos)]
142fcAbsOpnClrintabs number of start of period future contracts (CLR view);=sum[abs(fpr.cnOpnClr)]
145fcAbsOpnPrvintabs number of start of period future contracts (SR view);=sum[abs(fpr.cnOpnPrv)]
148fcAbsOpnPosintabs number of start of period future contracts (effective);=sum[abs(fpr.cnOpnPos)]
151fcAbsOpnBrkintabs number of future contract start of period breaks (CLR - PRV);=sum[abs(fpr.cnOpnClr - fpr.cnOpnPrv)]
154fcNetCurPosintnet future contract position;=sum[fpr.cnOpnClr + fpr.cnBot - fpr.cnSld]
157fcBotintnumber of futures contracts bot today;=sum(frr.cnBot)
160fcSldintnumber of futures contracts sld today;=sum(frr.cnSld)
163fcBotHdgintnumber of contracts bot today from hedging (spdrSource=HedgeTool)
166fcSldHdgintnumber of contracts sld today from hedging (spdrSource=HedgeTool)
169fcBotTrhintnumber of contracts bot today from hedging (spdrSource=TradeHedge)
172fcSldTrhintnumber of contracts sld today from hedging (spdrSource=TradeHedge)
175fcBotOpnintnumber of contracts bot today from hedging (spdrSource=OpenHedge)
178fcSldOpnintnumber of contracts sld today from hedging (spdrSource=OpenHedge)
181fcBotTrdintnumber of contracts bot today from a trade hedging source (AutoHedge or Trades loop)
184fcSldTrdintnumber of contracts sld today from a trade hedging source (AutoHedge or Trades loop)
187fcMnyBotdoublefutures money bot today
190fcMnySlddoublefutures money sld today
193maxFutDttmDateTimeDateTime of most recent SpdrFuturenExecution (if any)
196fcPnlMidfloatFutures Open Pnl (SR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnMidMark]
199fcPnlClrfloatFutures Open Pnl (CLR marks); =sum[fpr.cnOpnClr * fpr.unitsPerCn * (fpr.futMark - fpr.futOpnClrMark]
202fcPnlDayfloatFutures Day Pnl;=sum(fpr.dayPnl)
205opCnAbsCurPosintabs number of option contracts (position + fills);=sum[abs(opr.cnCurPos)]
208opCnAbsOpnClrintabs number of start of period option contracts (CLR view); =sum[abs(opr.cnOpnClr)]
211opCnAbsOpnPrvintabs number of start of period option contracts (SR view); =sum[abs(opr.cnOpnPrv)]
214opCnAbsOpnPosintabs number of start of period option contracts; =sum[abs(opr.cnOpnPos)]
217opCnAbsOpnBrkintabs number of option contract start of period breaks (CLR - PRV);=sum[abs(opr.cnOpnClr - opr.cnOpnPrv)]
220opCnPosCallintnet number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if call)
223opCnPosPutintnet number of call contracts;=sum[opr.cnOpnClr + opr.cnBot - opr.cnSld] (if put)
226opCnAbsPairintabs number of option contracts with CP reversals removed; =sum[abs(opr.cnOpnClr + opr.cnBot - opr.cnSld) - abs(opr.cnNetPos)]
229opCnAbsAtmEquivfloatabs atm equivalent contracts; = sum[abs(opr.cnOpnPos + opr.cnBot - opr.cnSld) * opr.ve / opr.atmVega]
232opCnBotintnumber of option contracts bot today;=sum[opr.cnBot]
235opCnSldintnumber of option contracts sld today;=sum[opr.cnSld]
238opMnyBotdoubleoption money bot
241opMnySlddoubleoption money sld
244opPremBotfloatoption premium bot today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnBot]
247opPremSldfloatoption premium sld today;=sum[(max(0, opr.optVolMark - opr.loBound) * opr.pointValue) * opr.cnSld]
250maxOptDttmDateTimeDateTime of most recent SpdrOptionExecution (if any)
253opPnlVoldoubleOption Open Pnl (SR vol marks); =sum[opr.opnPnlVolMark]
256opPnlMiddoubleOption Open Pnl (SR mid marks); =sum[opr.opnPnlMidMark]
259opPnlClrdoubleOption Open Pnl (CLR marks); =sum[opr.opnPnlClrMark]
262opPnlBrkfloatOption Mark Break (catch-up) Pnl (SR vol marks to CLR marks);=sum[(opr.cnOpnClr * opr.pointValue) * (opr.optVolMark - opr.optClrMark)]
265opPnlDayfloatOption Day Pnl;=sum[opr.dayPnl]
268opDnPnlDayfloatOption DN Day Pnl (delta neutral);=sum[opr.dnDayPnl]
271opDayVegafloatoption vega traded today
274opDayWVegafloatoption (vol weighted) vega traded today
277opDayTVegafloatoption (time weighted) vega traded today
280opDayWtVegafloatoption (vol time weighted) vega traded today
283opDayThetafloatOption Day Theta;=sum[opr.th * ((opr.cnBot - opr.cnSld) * opr.pointValue)]
286opDayDeltafloatOption Day Delta;=sum[opr.de * ((opr.cnBot - opr.cnSld) * opr.underliersPerCn)]
289opTrdDeltafloatOption Trade Delta (delta fixed at time of trade);=sum[opr.trdDelta]
292opnDeltafloat
620opnDDeltafloatAggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only)
295contHedgePnlfloatEstimated continuous hedging pnl (open positions only) [~1 minute intervals]
298contHedgePnl1floatEstimated continuous hedging pnl (open positions only) [~10 minute intervals]
301opEdgeOpenedfloatOption Edge Opened (new risk);=sum[opr.edgeOpened]
304opEdgeClosedfloatOption Edge Closed (new risk);=sum[opr.edgeClosed]
307pnlDnfloatOption Pnl Attr: delta neutral pnl: =sum[volPnl - shClrM * dUPrc * opr.dePr]
310pnlDefloatOption Pnl Attr: delta pnl;=sum[shClrM * dUPrc * opr.dePr]
313pnlSlfloatOption Pnl Attr: slope pnl;=sum[shClrM * dUPrc * opr.vePr * opr.slPr]
316pnlGafloatOption Pnl Attr: gamma pnl;=sum[shClrM * 0.5 * dUPrc * dUPrc * (opr.ga + opr.gaPr)/2]
319pnlThfloatOption Pnl Attr: theta pnl;=sum[shClrM * dTime * -opr.thPr]
322pnlVefloatOption Pnl Attr: vega pnl;=sum[shClrM * 100 * dVol * opr.vePr]
325pnlVofloatOption Pnl Attr: volga pnl;=sum[shClrM * 0.5 * 100 * 100 * dVol * dVol * opr.voPr]
328pnlVafloatOption Pnl Attr: vanna pnl;=sum[shClrM * 100 * dVol * dUPrc * opr.vaPr]
331pnlErrfloatOption Pnl Attr: error (unexplained) pnl;=sum[shClrM * (volPnl - pnlDe - pnlGa - pnlTh - pnlVe)]
334pnlRatefloatOption Pnl Attr: rate pnl;=sum[shClrM * 100 * dRate * opr.rhPr]
337pnlSDivfloatOption Pnl Attr: sdiv pnl;=sum[shClrM * 100 * dSDiv * opr.phPr]
340pnlDDivfloatOption Pnl Attr: ddiv pnl;=sum[shClrM * 100 * (opr.ddiv - opr.ddivPr) / opr.uPrc * opr.phPr]
343pnlTefloatOption Pnl Attr: theo edge pnl;=sum[shClrM * ((opr.tOpx - opr.optVolMark) - (opr.tOpxPr - opr.optOpnVolMark))]
346pctIvChangefloatOption Avg IVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.iVol/opr.iVolPr)]
349pctIvVegafloatOption Avg IVol Change (Denominator);=sum[abs(shClrM) * opr.ve]
352pctTvChangefloatOption Avg TVol Change (Numerator);=sum[abs(shClrM) * opr.ve * log(opr.tVol/opr.tVolPr)]
355pctTvVegafloatOption Avg TVol Change (Denominator);=sum[abs(shClrM) * opr.ve]
358futWidthMnyfloatFuture Market Width Value;=sum[0.5 * abs(fcCurPosM) * (fpr.futAsk - fpr.futBid)]
361optWidthMnyfloatOption Market Width Value;=sum[0.5 * abs(shCurPosM) * (opr.optAsk - opr.optBid)]
364dayDDeltafloatDay $Delta (bot or sld;all sources) today;
367deltafloatAggregate Position Delta;=sum[shCurPos] + sum[fcCurPosM] + sum[shCurPosM * opr.de] + sum[other.delta]
370ddeltafloatAggregate Position $Delta (Delta * DDMult)
373deDecayfloatAggregate Position DeltaDecay;=sum[shCurPosM * opr.deDecay] + sum[other.deDecay]
376ddDecayfloatAggregate Position DeltaDecay(DeltaDecay∗DDMult)[changeinDeltaDecay (DeltaDecay * DDMult) [change in delta when one trading day (1.0/252.0) is taken out of option pricing]
379gammafloatAggregate Position Gamma;=sum[shCurPosM * opr.ga] + sum[other.gamma]
382dGammafloatAggregate Position $Gamma
385thetafloatAggregate Position Theta;=sum[shCurPosM * opr.th] + sum[other.theta]
388rhofloatAggregate Position Rho;=sum[shCurPosM * opr.rh] + sum[other.rho]
391vegafloatAggregate Position Vega;=sum[shCurPosM * opr.ve] + sum[other.vega]
394tVegafloatAggregate Position Time Weight Vega;=sum[shCurPosM * opr.ve / sqrt(max(0.1, opr.years * 4))]
397wVegafloatAggregate Position Vol Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve]
400wtVegafloatAggregate Position Vol Time Weighted Vega;=sum[shCurPosM * opr.iVol * opr.ve / sqrt(max(0.1, opr.years * 4))]
403ivolVefloatAggregate Position Avg Vol Numerator (vega weighted) (avg = ivolVe / avega);=sum[abs(shCurPosM) * opr.iVol * opr.ve]
406volgafloatAggregate Position Volga;=sum[shCurPosM * opr.vo] + sum[other.volga]
409vannafloatAggregate Position Vanna;=sum[shCurPosM * opr.va] + sum[other.vanna]
412slopefloatAggregate Position VegaDelta (uPrc/Vol correlation factor);=sum[shCurPosM * opr.sl * opr.ve] + sum[other.slope]
415avegafloatAggregate Postion Abs Vega;=sum[abs(shCurPosM ) * opr.ve]
418athetafloatAggregate Postion Abs Theta;= sum[abs(shCurPosM) * opr.th]
421hedgeGammafloatAggregate Postion Hedge Gamma (either iVol or tVol based;can go binary);=sum[shCurPos * opr.hedgeGa]
424hedgeDGammafloatAggregate Postion Hedge $Gamma
427premOvParfloatAggregate Position Premium Over Parity;=sum[shCurPosM * max(0, opr.optVolMark - opr.loBound)]
430wtVeDdfloatAggregate Dd Time Weighted Vega;=sum[wtVega] if opr.xde < -0.30
433wtVeDnfloatAggregate Dn Time Weighted Vega;=sum[wtVega] if -0.30 <= opr.xde < -0.10
436wtVeAtfloatAggregate At Time Weighted Vega;=sum[wtVega] if abs(opr.xde) <= 0.10
439wtVeUpfloatAggregate Up Time Weighted Vega;=sum[wtVega] if +0.10 < opr.xde <= +0.30
442wtVeDufloatAggregate Du Time Weighted Vega;=sum[wtVega] if +0.30 < opr.xde
445wtVeM1floatAggregate M1 Time Weighted Vega; =sum[wtVega] if days < 10
448wtVeM2floatAggregate M2 Time Weighted Vega; =sum[wtVega] if 10 < days < 25
451wtVeM3floatAggregate M3 Time Weighted Vega; =sum[wtVega] if 25 < days < 65
454wtVeM4floatAggregate M4 Time Weighted Vega; =sum[wtVega] if 65 < days < 130
457wtVeM5floatAggregate M5 Time Weighted Vega; =sum[wtVega] if 130 < days
460pinXXfloatPin Strike nearest to current uPrc (zero = none) (only exists near expirations)
463opnDeBelowfloatAggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX
466opnDeAbovefloatAggregate Position Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX
469opnDDeBelowfloatAggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc < pinXX
472opnDDeAbovefloatAggregate Position ($) Open Delta (Open Positions + Open Hedge Trades Only) if liveUPrc > pinXX
475posDeBelowfloatAggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX
478posDeAbovefloatAggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX
481posDDeBelowfloatAggregate Position Hedge Delta (Current Position) if liveUPrc < pinXX
484posDDeAbovefloatAggregate Position Hedge Delta (Current Position) if liveUPrc > pinXX
487posHedgeDeltaExfloatAggregate Position Hedge Delta (Current Position) if exDate != today
490posHedgeDDeltaExfloatAggregate Position ($) Hedge Delta (Current Position) if exDate != today
493tEdgefloatAggregate $ Theo Edge;=sum[shNetPosM * (opr.tOpx - opr.optVolMark)] if opr.tVol > 0.01 and opr.tOpx > 0.0 and opr.optVolMark > 0.0
496tEdgeMultfloatAggregate Abs Net Contracts (Rev/Conv contracts removed);= sum[abs(shNetPosM)]
499tEdgePrfloatPrior Day $ Theo Edge
502tEdgeMultPrfloatPrior Day Aggregate Abs Net Contracts
505numTVolErrorsshortnumber of opr.tErr != 0 or opr.tVol < 0.01
508pairPnlfloatAggregate Dn Pair Pnl;=sum[shNetClrM * (opr.optVolMark - opr.optOpnVolMark - opr.hedgeDePr * (opr.uMark - opr.uOpnMark))]
511posTEdgeWVfloatAggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) >= 0)
514negTEdgeWVfloatAggregate Vol Weighted Vega (wvega) where (opr.tOpx > 0 and (opr.tOpx - opr.optVolMark) < 0)
517badTEdgeWVfloatAggregate Vol Weighted Vega (wvega) where (opr.tOpx = 0)
520posTEdgePnlfloatAggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) >= 0)
523negTEdgePnlfloatAggregate Dn Pair Pnl where (opr.tOpxPr > 0 and (opr.tOpxPr - opr.priorOpxVolMark) < 0)
526badTEdgePnlfloatAggregate Dn Pair Pnl where (opr.tOpxPr = 0)
529span01floatspan1: uPrc=unch, vol=up
532span02floatspan2: uPrc=unch, vol=down
535span03floatspan3: uPrc=+33.33%, vol=up
538span04floatspan4: uPrc=+33.33%, vol=dn
541span05floatspan5: uPrc=-33.33%, vol=up
544span06floatspan6: uPrc=-33.33%, vol=down
547span07floatspan7: uPrc=+66.67%, vol=up
550span08floatspan8: uPrc=+66.67%, vol=down
553span09floatspan9: uPrc=-66.67%, vol=up
556span10floatspan10: uPrc=-66.67%, vol=down
559span11floatspan11: uPrc=+100%, vol=up
562span12floatspan12: uPrc=+100%, vol=down
565span13floatspan13: uPrc=-100%, vol=up
568span14floatspan14: uPrc=-100%, vol=down
571span15floatspan15: uPrc=+300%; price slide * 0.33
574span16floatspan16: uPrc=-300%, price slide * 0.33
625VaRsu90floatAggregate RiskSlide: uPrc up 90%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.90))
626VaRsd90floatAggregate RiskSlide: uPrc dn 90%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.90))
627VaRsu50floatAggregate RiskSlide: uPrc up 50%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.50))
628VaRsd50floatAggregate RiskSlide: uPrc dn 50%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.50))
629VaRsu15floatAggregate RiskSlide: uPrc up 15%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.15))
630VaRsd15floatAggregate RiskSlide: uPrc dn 15%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.15))
631VaRsu10floatAggregate RiskSlide: uPrc up 10%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.10))
632VaRsd10floatAggregate RiskSlide: uPrc dn 10%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.10))
633VaRsu06floatAggregate RiskSlide: uPrc up 6%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.06))
634VaRsd08floatAggregate RiskSlide: uPrc dn 8%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.08))
635VaRsu05floatAggregate RiskSlide: uPrc up 5%, vol unchanged (newUPrc = uPrc * Math.Exp(+0.05))
636VaRsd05floatAggregate RiskSlide: uPrc dn 5%, vol unchanged (newUPrc = uPrc * Math.Exp(-0.05))
637VaRsu1efloatAggregate RiskSlide: uPrc up 1x implied earn move, vol ramp out
638VaRsd1efloatAggregate RiskSlide: uPrc dn 1x implied earn move, vol ramp out
639VaRsu2efloatAggregate RiskSlide: uPrc up 2x implied earn move, vol ramp out
640VaRsd2efloatAggregate RiskSlide: uPrc dn 2x implied earn move, vol ramp out
641VaRearnfloatAggregate RiskSlide: vol earn ramp out (no uPrc move)
642VaRcashfloatAggregate RiskSlide: uPrc up 30%, vol = 0.01, 6mn deal close (delta neutral)
577futLiqRiskfloatAggregate Future Liquidation Risk
580optLiqRiskfloatAggregate Option Liquidation Risk
583fcBotC0inthypothetical future contracts bot (~ 1 minute intervals)
586fcSldC0inthypothetical future contracts sld
589fcMnyC0floathypothetical money
592fcBotC1inthypothetical future contracts bot (~ 10 minute intervals)
595fcSldC1inthypothetical future contracts sld
598fcMnyC1floathypothetical money
601futMarginfloatAggregate Future Risk Margin
621marginUDnVDnfloatAggregate RiskSlide: uPrc dn, vol dn
622marginUDnVUpfloatAggregate RiskSlide: uPrc dn, vol up
623marginUUpVDnfloatAggregate RiskSlide: uPrc up, vol dn
624marginUUpVUpfloatAggregate RiskSlide: uPrc up, vol up
604numFutErrorsbytenumber of futures positions with a computation error (should be zero)
607numOptErrorsbytenumber of options positions with a computation error (should be zero)
610updateSourceenum : R5SourceNone
613futMarkFlagflag : MktErrFlagFuture position error flag
616optMarkFlagflag : MktErrFlagOption position error flag
619timestampDateTime

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 = 'FutureRiskSummaryV6'

# 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 = 'FutureRiskSummaryV6'

# 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|product|familyHead|complexKey|uPrc|uMark|uOpnMark|beta|betaSource|lnDDelta|shDDelta|futMktValueMid|optMktValueMid|optMktValueVol|fcAbsCurPos|fcAbsOpnClr|fcAbsOpnPrv|fcAbsOpnPos|fcAbsOpnBrk|fcNetCurPos|fcBot|fcSld|fcBotHdg|fcSldHdg|fcBotTrh|fcSldTrh|fcBotOpn|fcSldOpn|fcBotTrd|fcSldTrd|fcMnyBot|fcMnySld|maxFutDttm|fcPnlMid|fcPnlClr|fcPnlDay|opCnAbsCurPos|opCnAbsOpnClr|opCnAbsOpnPrv|opCnAbsOpnPos|opCnAbsOpnBrk|opCnPosCall|opCnPosPut|opCnAbsPair|opCnAbsAtmEquiv|opCnBot|opCnSld|opMnyBot|opMnySld|opPremBot|opPremSld|maxOptDttm|opPnlVol|opPnlMid|opPnlClr|opPnlBrk|opPnlDay|opDnPnlDay|opDayVega|opDayWVega|opDayTVega|opDayWtVega|opDayTheta|opDayDelta|opTrdDelta|opnDelta|opnDDelta|contHedgePnl|contHedgePnl1|opEdgeOpened|opEdgeClosed|pnlDn|pnlDe|pnlSl|pnlGa|pnlTh|pnlVe|pnlVo|pnlVa|pnlErr|pnlRate|pnlSDiv|pnlDDiv|pnlTe|pctIvChange|pctIvVega|pctTvChange|pctTvVega|futWidthMny|optWidthMny|dayDDelta|delta|ddelta|deDecay|ddDecay|gamma|dGamma|theta|rho|vega|tVega|wVega|wtVega|ivolVe|volga|vanna|slope|avega|atheta|hedgeGamma|hedgeDGamma|premOvPar|wtVeDd|wtVeDn|wtVeAt|wtVeUp|wtVeDu|wtVeM1|wtVeM2|wtVeM3|wtVeM4|wtVeM5|pinXX|opnDeBelow|opnDeAbove|opnDDeBelow|opnDDeAbove|posDeBelow|posDeAbove|posDDeBelow|posDDeAbove|posHedgeDeltaEx|posHedgeDDeltaEx|tEdge|tEdgeMult|tEdgePr|tEdgeMultPr|numTVolErrors|pairPnl|posTEdgeWV|negTEdgeWV|badTEdgeWV|posTEdgePnl|negTEdgePnl|badTEdgePnl|span01|span02|span03|span04|span05|span06|span07|span08|span09|span10|span11|span12|span13|span14|span15|span16|VaRsu90|VaRsd90|VaRsu50|VaRsd50|VaRsu15|VaRsd15|VaRsu10|VaRsd10|VaRsu06|VaRsd08|VaRsu05|VaRsd05|VaRsu1e|VaRsd1e|VaRsu2e|VaRsd2e|VaRearn|VaRcash|futLiqRisk|optLiqRisk|fcBotC0|fcSldC0|fcMnyC0|fcBotC1|fcSldC1|fcMnyC1|futMargin|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|numFutErrors|numOptErrors|updateSource|futMarkFlag|optMarkFlag|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 = 'accnt: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 = 'FutureRiskSummaryV6'

# 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|product|familyHead|complexKey|uPrc|uMark|uOpnMark|beta|betaSource|lnDDelta|shDDelta|futMktValueMid|optMktValueMid|optMktValueVol|fcAbsCurPos|fcAbsOpnClr|fcAbsOpnPrv|fcAbsOpnPos|fcAbsOpnBrk|fcNetCurPos|fcBot|fcSld|fcBotHdg|fcSldHdg|fcBotTrh|fcSldTrh|fcBotOpn|fcSldOpn|fcBotTrd|fcSldTrd|fcMnyBot|fcMnySld|maxFutDttm|fcPnlMid|fcPnlClr|fcPnlDay|opCnAbsCurPos|opCnAbsOpnClr|opCnAbsOpnPrv|opCnAbsOpnPos|opCnAbsOpnBrk|opCnPosCall|opCnPosPut|opCnAbsPair|opCnAbsAtmEquiv|opCnBot|opCnSld|opMnyBot|opMnySld|opPremBot|opPremSld|maxOptDttm|opPnlVol|opPnlMid|opPnlClr|opPnlBrk|opPnlDay|opDnPnlDay|opDayVega|opDayWVega|opDayTVega|opDayWtVega|opDayTheta|opDayDelta|opTrdDelta|opnDelta|opnDDelta|contHedgePnl|contHedgePnl1|opEdgeOpened|opEdgeClosed|pnlDn|pnlDe|pnlSl|pnlGa|pnlTh|pnlVe|pnlVo|pnlVa|pnlErr|pnlRate|pnlSDiv|pnlDDiv|pnlTe|pctIvChange|pctIvVega|pctTvChange|pctTvVega|futWidthMny|optWidthMny|dayDDelta|delta|ddelta|deDecay|ddDecay|gamma|dGamma|theta|rho|vega|tVega|wVega|wtVega|ivolVe|volga|vanna|slope|avega|atheta|hedgeGamma|hedgeDGamma|premOvPar|wtVeDd|wtVeDn|wtVeAt|wtVeUp|wtVeDu|wtVeM1|wtVeM2|wtVeM3|wtVeM4|wtVeM5|pinXX|opnDeBelow|opnDeAbove|opnDDeBelow|opnDDeAbove|posDeBelow|posDeAbove|posDDeBelow|posDDeAbove|posHedgeDeltaEx|posHedgeDDeltaEx|tEdge|tEdgeMult|tEdgePr|tEdgeMultPr|numTVolErrors|pairPnl|posTEdgeWV|negTEdgeWV|badTEdgeWV|posTEdgePnl|negTEdgePnl|badTEdgePnl|span01|span02|span03|span04|span05|span06|span07|span08|span09|span10|span11|span12|span13|span14|span15|span16|VaRsu90|VaRsd90|VaRsu50|VaRsd50|VaRsu15|VaRsd15|VaRsu10|VaRsd10|VaRsu06|VaRsd08|VaRsu05|VaRsd05|VaRsu1e|VaRsd1e|VaRsu2e|VaRsd2e|VaRearn|VaRcash|futLiqRisk|optLiqRisk|fcBotC0|fcSldC0|fcMnyC0|fcBotC1|fcSldC1|fcMnyC1|futMargin|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|numFutErrors|numOptErrors|updateSource|futMarkFlag|optMarkFlag|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 = 'accnt: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 = 'FutureRiskSummaryV6'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|product|familyHead|complexKey|uPrc|uMark|uOpnMark|beta|betaSource|lnDDelta|shDDelta|futMktValueMid|optMktValueMid|optMktValueVol|fcAbsCurPos|fcAbsOpnClr|fcAbsOpnPrv|fcAbsOpnPos|fcAbsOpnBrk|fcNetCurPos|fcBot|fcSld|fcBotHdg|fcSldHdg|fcBotTrh|fcSldTrh|fcBotOpn|fcSldOpn|fcBotTrd|fcSldTrd|fcMnyBot|fcMnySld|maxFutDttm|fcPnlMid|fcPnlClr|fcPnlDay|opCnAbsCurPos|opCnAbsOpnClr|opCnAbsOpnPrv|opCnAbsOpnPos|opCnAbsOpnBrk|opCnPosCall|opCnPosPut|opCnAbsPair|opCnAbsAtmEquiv|opCnBot|opCnSld|opMnyBot|opMnySld|opPremBot|opPremSld|maxOptDttm|opPnlVol|opPnlMid|opPnlClr|opPnlBrk|opPnlDay|opDnPnlDay|opDayVega|opDayWVega|opDayTVega|opDayWtVega|opDayTheta|opDayDelta|opTrdDelta|opnDelta|opnDDelta|contHedgePnl|contHedgePnl1|opEdgeOpened|opEdgeClosed|pnlDn|pnlDe|pnlSl|pnlGa|pnlTh|pnlVe|pnlVo|pnlVa|pnlErr|pnlRate|pnlSDiv|pnlDDiv|pnlTe|pctIvChange|pctIvVega|pctTvChange|pctTvVega|futWidthMny|optWidthMny|dayDDelta|delta|ddelta|deDecay|ddDecay|gamma|dGamma|theta|rho|vega|tVega|wVega|wtVega|ivolVe|volga|vanna|slope|avega|atheta|hedgeGamma|hedgeDGamma|premOvPar|wtVeDd|wtVeDn|wtVeAt|wtVeUp|wtVeDu|wtVeM1|wtVeM2|wtVeM3|wtVeM4|wtVeM5|pinXX|opnDeBelow|opnDeAbove|opnDDeBelow|opnDDeAbove|posDeBelow|posDeAbove|posDDeBelow|posDDeAbove|posHedgeDeltaEx|posHedgeDDeltaEx|tEdge|tEdgeMult|tEdgePr|tEdgeMultPr|numTVolErrors|pairPnl|posTEdgeWV|negTEdgeWV|badTEdgeWV|posTEdgePnl|negTEdgePnl|badTEdgePnl|span01|span02|span03|span04|span05|span06|span07|span08|span09|span10|span11|span12|span13|span14|span15|span16|VaRsu90|VaRsd90|VaRsu50|VaRsd50|VaRsu15|VaRsd15|VaRsu10|VaRsd10|VaRsu06|VaRsd08|VaRsu05|VaRsd05|VaRsu1e|VaRsd1e|VaRsu2e|VaRsd2e|VaRearn|VaRcash|futLiqRisk|optLiqRisk|fcBotC0|fcSldC0|fcMnyC0|fcBotC1|fcSldC1|fcMnyC1|futMargin|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|numFutErrors|numOptErrors|updateSource|futMarkFlag|optMarkFlag|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'betaSource|updateSource'

# 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 = 'accnt: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 = 'FutureRiskSummaryV6'

# 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 = 'accnt: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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