Version: Upcoming

Schema: LiveRevConQuote (ID: 1125)

METADATA

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

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

BODY

#	Field	Type	Comment
10=	okey	OptionKey	cp = Both
11=	tradeDate	DateKey
100	ticker	TickerKey	SR Ticker (Product Group)
101	xAxis	float	xAxis = Moneyness
102	cDe	float	call delta
103	pDe	float	put delta
104	uPrc	double	live underlier price
105	atmVol	float
106	years	float	number of volatility years to exiry date (volatility time metric)
107	globalRate	float	global rate (average discount rate) to expiry date
108	ddiv	float	sum of estimated discrete dividend stream to expiry date
109	ddivPv	float	present value of estimated discrete dividend stream to expiry date
110	ddivSource	enum : DDivSource	present value of estimated discrete dividend stream to expiry date
111	iDays	int	number of interest (calendar) days to expiry
129	ddivDisc	float	dividend discount factor: SUM(div * iDays / 365.0 - divYrs) due to dividends being paid (thereby lowering the uPrc basis) prior to expiry
112	strikePv	float	strike * EXP(-globalRate * iDays / 365)
113	fairSVol	float	call/put surface volatility value
114	fairSDiv	float	call/put surface alignment sdiv value
115	fairCallPrc	float	fairPrice = PRICE.AMERICAN(uPrc, years, fairVol, fairSDiv, globalRate, {ddivStream})
116	fairCallPrcE	float	fairPrice = PRICE.EUROPEAN(uPrc, years, fairVol, fairSDiv, globalRate, {ddivStream})
117	fairPutPrc	float	fairPrice = PRICE.AMERICAN(uPrc, years, fairVol, fairSDiv, globalRate, {ddivStream})
118	fairPutPrcE	float	fairPrice = PRICE.EUROPEAN(uPrc, years, fairVol, fairSDiv, globalRate, {ddivStream})
119	rcFairPrc	float	fairCallPrc - fairPutPrc - uPrc + strike (revCon fairMid price)
120	rcEExPrem	float	(fairPutPrc - fairPutPrcE) - (fairCallPrc - fairCallPrcE)
121	fairLoanPv	float	fairCallPrc - fairPutPrc - uPrc + strike + strikePv + ddivPv (total present value of letting out shares) (term to expiry) (per share)
122	fairLoanRate	float	fairLoanPv / (uPrc * iDays / 365.0 - ddivDisc)
130	rcBidPrc	float	callBid - putAsk - uPrc + strike (best way) (join markets)
131	rcAskPrc	float	callAsk - putBid - uPrc + strike (worst way) (cross markets)
125	calcError	string(16)
126	cpOI	int	c/p open interest (market) [upper bound]
127	cpVlm	int	c/p print volume (this exchange) [upper bound]
128	timestamp	DateTime	last update time (Date)

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 = 'LiveRevConQuote'

# 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=LiveRevConQuote'

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 = 'LiveRevConQuote'

# 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|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|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 = 'calcError: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=LiveRevConQuote' \
--data-urlencode 'view=ticker|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|timestamp' \
--data-urlencode 'where=calcError: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 = 'LiveRevConQuote'

# 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|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|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 = 'calcError: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)

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=LiveRevConQuote' \
--data-urlencode 'view=ticker|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|timestamp' \
--data-urlencode 'where=calcError:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker: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 = 'LiveRevConQuote'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|timestamp'

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

# 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 = 'calcError: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=LiveRevConQuote' \
--data-urlencode 'measure=ticker|xAxis|cDe|pDe|uPrc|atmVol|years|globalRate|ddiv|ddivPv|ddivSource|iDays|ddivDisc|strikePv|fairSVol|fairSDiv|fairCallPrc|fairCallPrcE|fairPutPrc|fairPutPrcE|rcFairPrc|rcEExPrem|fairLoanPv|fairLoanRate|rcBidPrc|rcAskPrc|calcError|cpOI|cpVlm|timestamp' \
--data-urlencode 'group=ddivSource' \
--data-urlencode 'where=calcError: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 = 'LiveRevConQuote'

# 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 = 'calcError: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=LiveRevConQuote' \
--data-urlencode 'where=calcError:eq:ExampleString'

Schema: LiveRevConQuote (ID: 1125)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call