Version: Staging

Schema: OptAwayTktGateway (ID: 5160)

OptAwayTktGateway inserts are validated and convered to away SpdrParentExecution records and published. If successfully published they will be visible in the SpdrParentExecution table and on SpiderRock GUI tools.

Replaces are allowed but they are functionally identical to updates in that only the fillPrice and fillQuantity fields are actually changed.

METADATA

Attribute	Value
Topic	5120-srse-gateway
MLink Token	SystemData
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	accnt	string(16)
11=	clientFillID	long	client execution ID, these must be unique on a per-account basis [copied into SpdrParentExecution.altFillId]
12=	clientFirm	string(16)
103	clientOrderID	string(24)	client orderID [copied into SpdrParentExecution.altOrderId]
106	riskGroupId	long	Default: 0 (none). Required to be non-zero if incorporating risk into an existing riskGroupId
161	reqAuxRiskGroupCtrl	enum : YesNo
109	okey	OptionKey
112	fillSide	enum : BuySell
115	fillPrice	double
118	fillQuantity	int
121	fillRefUPrc	double	reference underlier price @ fill arrival time
124	priceType	enum : PriceType
127	positionType	enum : PositionType
130	theoVol	float	client supplied theoretical volatility (used for markup only)
133	deliverExecReport	enum : YesNo	Drop a copy of the execution report
136	SRfillID	long	SR internal fill number, any values submitted will be overwritten by the SR generated fill number [copied in SpdrParentExecution.pkey.fillNumber]
139	comment	string(64)	text comment (if any)
142	execBrkr	string(12)	used to reflect field from a downstream destination back up to and upstream fill report
145	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
148	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
151	strategy	string(36)	client-supplied strategy string
154	fillDttm	DateTime
157	timestamp	DateTime
160	checksum	byte	Must be set to 13. This helps detect some column,value misalignments.

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 = 'OptAwayTktGateway'

# 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=OptAwayTktGateway'

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 = 'OptAwayTktGateway'

# 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 = 'clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum'

# 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)

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=OptAwayTktGateway' \
--data-urlencode 'view=clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum' \
--data-urlencode 'where=accnt: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 = 'OptAwayTktGateway'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum'

# 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 = 'clientOrderID: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=OptAwayTktGateway' \
--data-urlencode 'view=clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=clientOrderID: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 = 'OptAwayTktGateway'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'reqAuxRiskGroupCtrl|fillSide|priceType|positionType|deliverExecReport'

# 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)

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=OptAwayTktGateway' \
--data-urlencode 'measure=clientOrderID|riskGroupId|reqAuxRiskGroupCtrl|okey|fillSide|fillPrice|fillQuantity|fillRefUPrc|priceType|positionType|theoVol|deliverExecReport|SRfillID|comment|execBrkr|userData1|userData2|strategy|fillDttm|timestamp|checksum' \
--data-urlencode 'group=reqAuxRiskGroupCtrl|fillSide|priceType|positionType|deliverExecReport' \
--data-urlencode 'where=accnt: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 = 'OptAwayTktGateway'

# 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)

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=OptAwayTktGateway' \
--data-urlencode 'where=accnt:eq:ExampleString'

Schema: OptAwayTktGateway (ID: 5160)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​