Schema: OptionCalculator (ID: 5030)

This table allows custom option pricing based on either user or SR supplied input values.

METADATA

Attribute	Value
Topic	5030-srse-calculators
MLink Token	SystemData
SRSE Product	SRAnalytics

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

BODY

#	Field	Type	Comment
10=	userName	string(24)
11=	okey	OptionKey
100	vol	double	volatility
103	volSrc	enum : FieldSrc
106	uPrc	double	underlying price
109	uPrcSrc	enum : FieldSrc
112	years	double	years-to-expiration (default uses SR volatility time value)
115	yearsSrc	enum : FieldSrc
118	sdiv	double	continuous stock dividend using for pricing
121	sdivSrc	enum : FieldSrc
124	rate	double	discount rate used for pricing
127	rateSrc	enum : FieldSrc
130	exType	enum : ExerciseType	exercise type of the option (American or European)
133	exTypeSrc	enum : FieldSrc
136	effStrike	double	effective strike used for pricing (default is okey.Strike)
139	effStrikeSrc	enum : FieldSrc
142	symRatio	double	underlying symbol ratio (for non-standard options); discrete dividend will be scaled by this factor
145	symRatioSrc	enum : FieldSrc
148	divString	text1	discrete dividend string [ yearsToExpiry, years1:amt1, years2:amt2, ...] or [ -1, date1:amt1, date2:amt2, ... ]
151	divSrc	enum : FieldSrc
154	modelType	enum : CalcModelType
157	modelTypeSrc	enum : FieldSrc
160	calcPrecision	enum : CalcPrecision	numerical precision (# of steps) if a numerical method is used; [more steps will be slower to calculate]
163	incGreeks	enum : YesNo
166	price	double	price (premium)
169	delta	float	delta
172	gamma	float	gamma
175	theta	float	theta
178	vega	float	vega
181	volga	float	volga
184	vanna	float	vanna
187	deDecay	float	delta decay
190	rho	float	rho
193	phi	float	phi
196	error	string(32)
199	pricerModel	string(8)
202	timestamp	DateTime

Get Schema API Call

Python

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 = 'OptionCalculator'

# 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

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=OptionCalculator'

Get Msg API Call

Python

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 = 'OptionCalculator'

# 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 = 'vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'userName: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

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=OptionCalculator' \
--data-urlencode 'view=vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'where=userName:eq:ExampleString'

Get Msgs API Call

Python

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 = 'OptionCalculator'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|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 = 'userName: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 = 'vol: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

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=OptionCalculator' \
--data-urlencode 'view=vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'where=userName:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=vol:ASC'

Get Aggregate API Call

Python

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 = 'OptionCalculator'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'volSrc|uPrcSrc|yearsSrc|sdivSrc|rateSrc|exType|exTypeSrc|effStrikeSrc|symRatioSrc|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks'

# 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 = 'userName: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

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=OptionCalculator' \
--data-urlencode 'measure=vol|volSrc|uPrc|uPrcSrc|years|yearsSrc|sdiv|sdivSrc|rate|rateSrc|exType|exTypeSrc|effStrike|effStrikeSrc|symRatio|symRatioSrc|divString|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks|price|delta|gamma|theta|vega|volga|vanna|deDecay|rho|phi|error|pricerModel|timestamp' \
--data-urlencode 'group=volSrc|uPrcSrc|yearsSrc|sdivSrc|rateSrc|exType|exTypeSrc|effStrikeSrc|symRatioSrc|divSrc|modelType|modelTypeSrc|calcPrecision|incGreeks' \
--data-urlencode 'where=userName:eq:ExampleString'

Get Count API Call

Python

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 = 'OptionCalculator'

# 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 = 'userName: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

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=OptionCalculator' \
--data-urlencode 'where=userName:eq:ExampleString'