Version: Upcoming

Schema: LiveEarningsCurve (ID: 1137)

LiveEarningsCurve (surfaceType = 'Live') records are computed and publish continuously during trading hours.

SurfaceType = 'PriorDay' records contain the `closing' record from the prior trading period (usually from just before the last main session close).

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	SRMLinkAnalytics
SRSE Product	SRAnalytics

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

BODY

#	Field	Type	Comment
10=	ticker	TickerKey
11=	surfaceType	enum : SurfaceCurveType
100	hEMove	double	historical IEMove (prior N earnings moves)
103	iEMove	double	current/live IEMove
106	iEMoveMin	double	minimum IEMove (today)
109	iEMoveMax	double	maximum IEMove (today)
112	hasSTAnchor	enum : YesNo
115	numDtSwitches1	int
118	numDtSwitches2	int
121	atmCenST	double
124	atmCenLT	double
127	atmDecay	double
130	fitErrorMax	double	maximum error (vol pts) from earn curve fit
133	fitErrorCnt	int
136	fitErrorAvg	double	avg fit error (ema)
139	fitErrorStd	double	avg fit error (ema)
151	marketPhase	enum : MarketPhase
154	fitResult	enum : EarnCurveFitResult
157	timestamp	DateTime

REPEATING FIELDS

EarnDate

Field	Type	Comment
145	days	int
148	type	enum : EarnType

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 = 'LiveEarningsCurve'

# 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=LiveEarningsCurve'

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 = 'LiveEarningsCurve'

# 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 = 'hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|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 = ''

# 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=LiveEarningsCurve' \
--data-urlencode 'view=hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|timestamp' \
--data-urlencode 'where='

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 = 'LiveEarningsCurve'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|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 = ''

# 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 = 'hEMove: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=LiveEarningsCurve' \
--data-urlencode 'view=hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=hEMove: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 = 'LiveEarningsCurve'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|timestamp'

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

# 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 = ''

# 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=LiveEarningsCurve' \
--data-urlencode 'measure=hEMove|iEMove|iEMoveMin|iEMoveMax|hasSTAnchor|numDtSwitches1|numDtSwitches2|atmCenST|atmCenLT|atmDecay|fitErrorMax|fitErrorCnt|fitErrorAvg|fitErrorStd|marketPhase|fitResult|timestamp' \
--data-urlencode 'group=hasSTAnchor|marketPhase|fitResult' \
--data-urlencode 'where='

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 = 'LiveEarningsCurve'

# 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 = ''

# 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=LiveEarningsCurve' \
--data-urlencode 'where='

Schema: LiveEarningsCurve (ID: 1137)

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​