Version: Staging

Schema: SpdrStrategyOrderLeggerX (ID: 5355)

METADATA

Attribute	Value
Topic	5355-strategy-legger
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=	strategyNumber	long	strategy order number
100	spdrSource	enum : SpdrSource
103	accnt	string(16)	SR trading account
106	clientFirm	string(16)	SR client firm
109	strategyStatus	enum : StrategyStatus
241	execBrkrCode	string(16)	(optional) override the default execBrkrCode for this order
115	externExDest	string(12)	routing code for orders directed to an external order router (default = null); should match FixRoutingTable.destination (in SR accnt config)
118	externParams	text1	external algo names/parameters (usually just an algo name)
121	strategy	string(36)	client-supplied strategy string; visible on SpiderRock GUI tools and other order reports.
124	userName	string(24)	name of the user entering the order
127	orderSize	int	strategy size (number of complete spreads)
130	leggerLimit	double	strategy limit
133	leggerLimitType	enum : LeggerLimitType	strategy limit type
136	leggerAlgo	enum : LeggerAlgo
139	balanceHandling	enum : ParentBalanceHandling	base parent order balance handling [make style algo]
142	legExposurePct	float	percentage of legger order than can be exposed on a single leg without completing related legs
145	legCompletionSlippage	double	maximum leg price slippage to complete an open strategy order
239	marketSession	enum : MarketSession
151	startDttm	DateTime	[optional] (parent order start time)
154	orderDuration	int	[optional] (number of seconds)
157	goodTillDttm	DateTime	[optional] (default: 2099-01-01)
160	autoHedge	enum : AutoHedge
163	hedgeInstrument	enum : HedgeInst
166	hedgeSecKey	ExpiryKey	autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
169	hedgeBetaRatio	float	portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
172	hedgeScope	enum : HedgeScope	hedge group scope [RiskGroup or Accnt]
240	hedgeSession	enum : MarketSession
178	externHedgeExDest	string(16)	external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type
181	externHedgeParams	text1	external algo names/parameters (usually just an algo name)
184	userData1	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
187	userData2	text1	client supplied data field; passes through to parent and child executions and reports as well as FIX drops
190	childData	text1	client supplied data field; passes through to down stream child orders
193	timestamp	DateTime

REPEATING FIELDS

Legs

Field	Type	Comment
199	legId	long
202	legPriority	enum : LegPriority
205	secKey	OptionKey
208	secType	enum : SpdrKeyType
211	mult	ushort
214	side	enum : BuySell
217	posType	enum : PositionType
220	ssaleFlag	enum : ShortSaleFlag
223	exchMask	uint
226	minUBid	double
229	maxUAsk	double
232	minMaxType	enum : MinMaxType
235	refUPrc	double
238	refDelta	float

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 = 'SpdrStrategyOrderLeggerX'

# 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=SpdrStrategyOrderLeggerX'

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 = 'SpdrStrategyOrderLeggerX'

# 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 = 'spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|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)

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=SpdrStrategyOrderLeggerX' \
--data-urlencode 'view=spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|timestamp' \
--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 = 'SpdrStrategyOrderLeggerX'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|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 = 'spdrSource: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=SpdrStrategyOrderLeggerX' \
--data-urlencode 'view=spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=spdrSource: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 = 'SpdrStrategyOrderLeggerX'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'spdrSource|strategyStatus|leggerLimitType|leggerAlgo|balanceHandling|marketSession|autoHedge|hedgeInstrument|hedgeScope|hedgeSession'

# 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=SpdrStrategyOrderLeggerX' \
--data-urlencode 'measure=spdrSource|accnt|clientFirm|strategyStatus|execBrkrCode|externExDest|externParams|strategy|userName|orderSize|leggerLimit|leggerLimitType|leggerAlgo|balanceHandling|legExposurePct|legCompletionSlippage|marketSession|startDttm|orderDuration|goodTillDttm|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|userData1|userData2|childData|timestamp' \
--data-urlencode 'group=spdrSource|strategyStatus|leggerLimitType|leggerAlgo|balanceHandling|marketSession|autoHedge|hedgeInstrument|hedgeScope|hedgeSession' \
--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 = 'SpdrStrategyOrderLeggerX'

# 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=SpdrStrategyOrderLeggerX' \
--data-urlencode 'where=accnt:eq:ExampleString'

Schema: SpdrStrategyOrderLeggerX (ID: 5355)

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

REPEATING FIELDS

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call