Version: Upcoming

Schema: TheoSurfacePerf (ID: 1105)

TheoSurfacePerf records are published throughout he day for each active client theoretical model in the SpiderRock system. They are suitable for tracking performance of a theoretical model surface whether or not it is being traded.

TheoSurfacePerf records are published to the SpiderRock elastic cluster at the end of each day.

METADATA

Attribute	Value
Topic	1000-analytics
MLink Token	ClientTheo
SRSE Product	SRTheo

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

BODY

#	Field	Type	Comment
10=	ekey	ExpiryKey
11=	theoModel	string(16)	theo model
12=	clientFirm	string(16)	client firm this theo model is associated with (controls visibility)
13=	perfSurfType	enum : PerfSurfaceType
100	date	string(10)
103	time	string(8)
106	ticker	TickerKey	SpiderRock underlier stock key
109	strike	float	atm strike (fwd uPrc);from LiveSurfacePerf record
112	tEMove	float	theoretical event move (if any)
115	cTVol	float	theo call volatility (from theoModel @ strike = strike)
118	pTVol	float	theo put volatility (from theoModel @ strike = strike)
121	cTOpx	float	theo call price @ (cTVol, uMark, years, sdiv, rate, ddiv)
124	pTOpx	float	theo put price @ (pTVol, uMark, years, sdiv, rate, ddiv)
127	fixCTVol	float	fixed strike theo call volatility (from theoModel @ strike = prvStrike)
130	fixPTVol	float	fixed strike theo put volatility (from theoModel @ strike = prvStrike)
133	fixCTOpx	float	fixed strike theo call price @ (fixTVol, uMark, years, sdiv, rate, ddiv);strike = prvStrike
136	fixPTOpx	float	fixed strike theo put price @ (fixTVol, uMark, years, sdiv, rate, ddiv);strike = prvStrike
139	prvStrike	float	prior period atm strike
142	prvTEMove	float	prior period theoretical event move (if any)
145	prvCTVol	float	prior period theo call volatility @ strike = prvStrike
148	prvPTVol	float	prior period theo put volatility @ strike = prvStrike
151	prvCTOpx	float	prior period theo call price @ strike = prvStrike
154	prvPTOpx	float	prior period theo call price @ strike = prvStrike
157	timestamp	DateTime

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 = 'TheoSurfacePerf'

# 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=TheoSurfacePerf'

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 = 'TheoSurfacePerf'

# 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 = 'date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|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 = 'theoModel: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=TheoSurfacePerf' \
--data-urlencode 'view=date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|timestamp' \
--data-urlencode 'where=theoModel: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 = 'TheoSurfacePerf'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|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 = 'theoModel: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 = 'date: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=TheoSurfacePerf' \
--data-urlencode 'view=date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|timestamp' \
--data-urlencode 'where=theoModel:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=date: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 = 'TheoSurfacePerf'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|timestamp'

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

# 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 = 'theoModel: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=TheoSurfacePerf' \
--data-urlencode 'measure=date|time|ticker|strike|tEMove|cTVol|pTVol|cTOpx|pTOpx|fixCTVol|fixPTVol|fixCTOpx|fixPTOpx|prvStrike|prvTEMove|prvCTVol|prvPTVol|prvCTOpx|prvPTOpx|timestamp' \
--data-urlencode 'group=' \
--data-urlencode 'where=theoModel: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 = 'TheoSurfacePerf'

# 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 = 'theoModel: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=TheoSurfacePerf' \
--data-urlencode 'where=theoModel:eq:ExampleString'

Schema: TheoSurfacePerf (ID: 1105)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​