Schema: SpdrChildOrder (ID: 1540)

SpdrChildOrder records are published when SpiderRock sends orders to downstream exchanges or venues. These records update as the state of the child order updates.

SpdrChildOrder records are published to the SpiderRock elastic cluster when they have reached a terminal state.

METADATA

Attribute	Value
Topic	1525-child-orders
MLink Token	Internal
MLink Endpoint	MLink-Live
SRSE Product

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

BODY

#	Field	Type	Default Value	Comment
10=	clOrdId	long
100	sysRealm	enum : SysRealm
103	sysEnvironment	enum : SysEnvironment		original (source) sys environment [Stable, Current, etc]
106	runStatus	enum : RunStatus		original (source) run status [Prod,Beta]
1160	custClOrdId	long		cust side.clOrdId (non-zero when shape = Cross or MLegCross)
115	altOrderId	string(24)		parent/client clOrdId
118	altAccount	string(32)		altAccount
121	altUserName	string(24)		altUserName
124	recordVersion	short		record instance number (1 = original record; 2 = 1st update, etc)
127	recordSource	enum : RecordSource
130	riskGroupId	long		parent order risk group Id
133	triggerGroupId	long		WaitTrigger group Id
136	triggerTimestamp	long		WaitTrigger trigger timestamp (nanoseconds since epoch)
139	parentNumber	long		order number from parent order
142	parentVersion	short		SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)
145	baseParentNumber	long		base order number (first parent number in chain)
1196	prevParentNumber	long		previous order number (prior parent number to this order in chain)
148	parent390Number	long		parent order number for 390 counting purposes (can be forwarded to downstream brokers)
151	packageId	long		parent order package Id
154	spdrSource	enum : SpdrSource
157	groupingCode	long
160	responseId	string(20)		usually an exch auction response ID
163	responseType	string(4)		usually an exch auction response type
166	streetClOrdId	string(24)		usually clOrdID.X16 but can be different if street gateway was translating clOrdId
169	streetOrderId	string(24)		street side order ID (for canceling order)
172	streetDirected	enum : YesNo		was this order directed after being sent downstream? (usually yes unless a smartrouter is involved)
175	streetHeld	enum : YesNo		was this order "Held" (yes) or "Not Held" after being sent downstream (usually yes)
178	accnt	string(16)		primary (customer side) account
181	clientFirm	string(16)		primary (customer side) client firm
1208	strategyAccnt	string(16)		SR strategy account
1161	coreClientFirm	string(16)
1162	sponsorClientFirm	string(16)
184	priAggGroup	string(16)		primary aggregation group
187	secAggGroup	string(16)		secondary aggregation group
190	noCrossGroup	string(16)		no-cross group for this accnt
193	userName	string(24)
196	childShape	enum : SpdrOrderShape
199	routeType	enum : RouteType
202	secKey	OptionKey
205	secType	enum : SpdrKeyType		note: MLeg and Stock both mean only the TickerKey portion of the secKey is valid
208	fkey	ExpiryKey		underlier (if option on future); reference future (if trade at settlement; priceType != None)
211	ticker	TickerKey		base stock key (all orders)
214	stripe	string(4)
1163	engineName	string(32)		machine name of the execution engine that created the child order
220	destinationType	enum : DestinationType		type of industry member
223	routingCode	text1		routing code order was sent on
226	orderSize	int
229	orderSide	enum : BuySell
232	isFlipSide	enum : YesNo
235	priceType	enum : PriceType
238	orderPrice	double
241	exchOrderPrice	double		eg. iLink price
244	exchDisplayFactor	double
247	exchMinTickSize	double
250	exchPricePrecision	byte
253	orderExch	int
1204	orderExDest	string(16)
259	isDirected	enum : YesNo		child order isDirected flag
262	timeInForce	enum : TimeInForce
265	orderExpireDttm	DateTime
1164	marketSession	enum : MarketSession
268	massQte	enum : YesNo
271	isoSweep	enum : YesNo
274	makeOnly	enum : YesNo
277	doNotRoute	enum : YesNo
280	waitTriggerId	text1
283	contingency	enum : SGContingency		StreetGW fast contingency (if any exists)
286	contingentLevel	double		StreetGW contingency trigger level
289	contingentSecKey	OptionKey
292	action	enum : SGContingentAction
295	tick2Action	float		latency (seconds) between tick srcTimestamp and sgw send time
298	actionLatency	float		latency (seconds) between sqw send time and action acknowledgement time
301	orderType	enum : SpdrOrderType
304	pegOffset	double		price offset to be used with 'Peg' order types; (+) = more aggressive, (-) = less aggressive
307	isPegOrder	enum : YesNo		Yes if order sent to exchange as 'Peg' style (returned in exec report)
310	tradingSession	enum : TradingSession
313	underliersPerCn	int		option delivery underliers per contract
316	underlierType	enum : UnderlierType		type of underlier (affects $greek calculations)
319	tickValue	float		$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
322	pointValue	float		$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
325	pointCurrency	enum : Currency
328	uPrcRatio	float		UPrcRatio (SymbolRatio)
331	securityID	string(24)		from ProductDefinition.securityID
334	securityDesc	text1		from ProductDefinition.securityDesc
337	productGroup	string(6)		from ProductDefinition.productGroup
340	productClass	enum : ProductClass		from ProductDefinition.productClass
1211	productComplex	string(3)
1251	mic	string(4)
343	undKey	ExpiryKey		from ProductDefinition.undKey
346	undType	enum : SpdrKeyType		from ProductDefinition.undType
349	childOrderHandling	string(24)
352	algoHandler	enum : ChildHandler		algo handler for this child order
1212	algoMifidId	string(24)
355	strategy	string(36)		parent order strategy string (can be user supplied)
358	method	string(8)		SpiderRock execution method
361	source	string(12)		SpiderRock order source
364	externParam	text1
367	mktDataDetail	text1
370	mmPrefCode	string(6)
1197	mmCredit	float
373	riskResetCode	string(6)
376	firmType	enum : FirmType
379	orderCapacity	enum : OrderCapacity
382	ssaleFlag	enum : ShortSaleFlag		primary short sale flag (single leg orders)
385	positionType	enum : PositionType		primary position type (single leg orders)
388	futCustType	enum : FutCustType
391	futClearRng	enum : FutClearingRange
394	firmPosition	int
397	openSellSh	int
400	locateQuan	int		available locate quantity (if selling short) @ child order send time
403	locateFirm	string(6)		firm granting the locate (also locate firm used on street FIX orders)
406	locatePool	string(16)		locate pool @ firm granting the locate
1214	requireLocate	enum : RequireLocate		locate check enforced in SR systems
412	exchTraderId	string(16)
415	largeTraderId	string(16)
418	tradingLocation	string(16)
421	clearingFirm	string(4)		clearing firm from account config [not visible in fix templates]
424	clearingAccnt	string(16)		clearing accnt from account config [not visible in fix templates]
1194	execBrkrCode	string(16)
1198	execBrkrMPID	string(8)		from ExecBrokerDefinition
433	execBrkrAccnt	string(16)
436	execBrkrClFirm	string(16)
439	execBrkrUserName	string(16)
442	clearingFlipType	enum : FlipType		[visible in all fix templates]
445	clearingFlipFirm	string(6)		[visible in all fix templates]
448	clearingFlipAccnt	string(10)		[visible in all fix templates]
1165	clearingAgent	string(10)		[visible in all fix templates]
1166	clearingTaxID	string(10)		[visible in all fix templates]
1215	clearingBrkrMPID	string(8)		equity clearing broker MPID
689	badge	string(16)		exchange memembership and badge id
451	relationshipType	enum : RelationshipType		type of SR <-> client relationship
454	orderStatus	enum : OrderStatus
457	rejectReason	enum : ChildRejectReason
460	orderCreateDttm	DateTime		order send time
463	orderCreateLatency	float		order send to order ack latency (in milliseconds)
466	orderCreateReason	enum : ChildCreateReason
469	orderCreatePriority	enum : RoutePriority
472	orderCancelText	text1		cancel reason (from algo handler)
475	orderCancelDttm	DateTime		order cancel time
478	orderCancelLatency	float		cancel send to cancel ack latency (in milliseconds)
481	orderCancelReason	enum : ChildCancelReason
484	orderCancelPriority	enum : RoutePriority
487	orderSendTimestamp	long		net timestamp of child order send (EE to SGW)
490	orderWorkingDttm	DateTime		order send ack time (acknowleged working/new) (first exec report indicating the order is active)
493	orderClosedDttm	DateTime		order terminated ack time (first exec report indicating the order is in a terminal state;eg. cancelled, filled, rejected, etc)
496	orderCancelFlag	enum : YesNo		indicated the algo handler attempted to cancel the order while it was in a working state (does not necessarily mean that a cancel message was generated and send)
499	isPersistent	enum : YesNo		indicates whether the child order should persist till rotation period (even if not filled)
502	lastStreetText	text1		text message on the (initial) exec report terminating the order sequence
505	cumFillQuantity	int		cum fill quantity (SUM: ExecReport.lastQuantity)
508	avgFillPrice	double		avg fill price (AVG: ExecReport.lastPrice)
511	cumFillQtyExec	int		from ExecReport.cumFillQuantity
514	avgFillPrcExec	double		from ExecReport.avgFillPrice
517	lastMsgSeqNum	int		largest execReport.msgSeqNum process for this child order
520	numExecutions	short		num ExecReports w/lastQuantity > 0
523	leavesQty	int
526	uLevel	double		EE level contingency threshold
529	uContingency	enum : Contingency
532	makerTaker	enum : MakerTaker
535	parentLmtPrice	double
538	parentLmtRefUPrc	double
541	nbboBid	double		nbbo bid @ child order send
544	nbboAsk	double		nbbo ask @ child order send
547	nbboBidSz	int		nbbo bid size @ child order send
550	nbboAskSz	int		nbbo ask size @ child order send
553	exchBid	double		exch bid @ child order send
556	exchAsk	double		exch ask @ child order send
559	exchBidSz	int		exch bid size @ child order send
562	exchAskSz	int		exch ask size @ child order send
565	mktStance	enum : MktStance
568	uPrc	double		underlier price when child order sent (ref uPrc for DAC orders)
571	uBid	double		underlier bid when child order sent
574	uAsk	double		underlier ask when child order sent
577	uBidSz	int		underlier bid size when child order sent
580	uAskSz	int		underlier ask size when child order sent
583	uBidCxl	double		underlier bid when cancel sent (if any)
586	uAskCxl	double		underlier ask when cancel sent (if any)
589	surfVol	float		option only
592	surfPrice	float		option only
595	childVol	float		child order volatility [price, parentLmtRefUPrc]
598	childProb	float		probability @ child send time
601	childVolAtm	float		atm volatility @ child send time
604	cnDe	float		cnDe
607	cnDd	float		cnDd
616	cnVe	float		cnVe
1167	riskStkSize	float		risk stk size
1168	riskFutSize	float		risk fut size
1169	riskOptSize	float		risk opt size
1170	riskVega	float		risk vega
1171	riskWtVega	float		risk gamma
1172	riskNValue	float		risk delta
1173	riskDelta	float		risk delta
1174	riskDDelta	float		risk ddelta
1175	riskRm1	float		user defined (from parent order) [used to manage order groups
1176	riskRm2	float		user defined (from parent order) [used to manage order groups]
1177	riskRm3	float		user defined (from parent order) [used to manage order groups]
1178	riskRm4	float		user defined (from parent order) [used to manage order groups]
1179	riskRm5	float		user defined (from parent order) [used to manage order groups]
1180	riskRm6	float		user defined (from parent order) [used to manage order groups]
1181	riskRm7	float		user defined (from parent order) [used to manage order groups]
1182	marginUDnVDn	float		underlier down, vol down
1183	marginUDnVUp	float		underlier down, vol up
1184	marginUUpVDn	float		underlier up, vol down
1185	marginUUpVUp	float		underlier up, vol up
1186	riskU50Dn	float		underlier dn 50% shock slide
1187	riskU50Up	float		underlier up 50% shock slide
658	catSrcBrkrIMID	text1		B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID)
661	catReportable	enum : CatReportType		CAT reportable type (from AccountConfig.catReportable)
664	catSrcAccntType	enum : CatAccntType		CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt])
667	catSrcFirmType	enum : CatFirmType		CAT source type (from AccountConfig.catSrcFirmType [Eqt, Opt])
670	catDestFirmIMID	text1		Destination Firm IMID (supplied by FINRA fbo destination; can be B/D or Exchange) (always exists) (from AccountRouteConfig.catDestFirmIMID [Eqt, Opt])
673	catDestDeptType	enum : CatDeptType		CAT destination type (from AccountRouteConfig.castDestType [Eqt, Opt])
676	catExchSessionID	text1		CAT exchange session name
679	catParentCreateDttm	DateTime		ParentOrder CreateDttm
682	catParentCancelDttm	DateTime		ParentOrder CancelDttm
685	catAccnt	text1		CAT Firm Designated ID
688	catBrkrAccnt	text1		Brokers CAT Firm Designated ID
1249	catAccntOriginCode	string(4)		CAT exchange origin code field. market maker, b/d, pro-cust, etc
691	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
694	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
697	childData	text1		client supplied data field; passes through to down stream child orders
700	timestamp	DateTime
1216	completionType	enum : CompletionType
1217	completionState	enum : CompletionState
1218	completionRefUPrc	double
1219	completionRefDelta	float		ref delta (single leg orders only)
1220	avgCompletionPrice	double		completion trade price (final trade price) (package price if MLEG)
1221	completionSecKey	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1222	completionSecType	enum : SpdrKeyType		usually Future or Option (None if not yet valid) (single leg orders only)
1188	faceClOrdId	long		face side.clOrdId (alternate clOrdID)
1213	noticeNumber	long		auction notice ID (if cross)
706	faceCrossHandling	enum : CrossHandling
1205	faceCrossAttr	enum : CrossAttr		SweepCross = Request Exch Sweep Away market; ISOCross = Mark cross as ISO (we have already swept markets; if required)
709	faceHasBestPrice	enum : YesNo
712	faceBestOrderPrice	double		best limit price of facilitation side
715	faceParticipation	enum : FaceParticipation		min or max facilitation participation
718	faceCumFillQuantity	int		cum fill quantity (SUM: faceSide.lastQuantity) [all allocation sides]
721	faceAvgFillPrice	double		avg fill price (SUM: faceSide.avgFillPrice * faceSide.lastQuantity) / (SUM: faceSide.lastQuantity)
724	faceLeavesQty	int		(SUM: faceSide.leavesQty)
883	stockLeg	enum : YesNo		for OATS reporting purposes

REPEATING FIELDS

FaceSide

#	Field	Type	Default Value	Comment
730	allocType	enum : FaceAllocType		note: only ExecAccnt FaceSide(s) are included in corresponding NewOrderCross/NewOrderMLegCross messages
733	allocId	byte		allocation ID for this FaceSide record (1 - 10)
1189	allocClOrdId	long		unique allocClOrdID for this FaceSide record (SRGuid)
739	altOrderId	string(24)		parent client clOrdId
742	accnt	string(16)
745	clientFirm	string(16)
1209	strategyAccnt	string(16)
1190	coreClientFirm	string(16)
1191	sponsorClientFirm	string(16)
748	altAccount	string(32)		altAccount
751	aggGroup	string(16)		aggregation group accntFace
754	noCrossGroup	string(16)		no-cross group for this accnt
757	firmType	enum : FirmType
760	orderCapacity	enum : OrderCapacity
763	ssaleFlag	enum : ShortSaleFlag		primary short sale flag (single leg orders)
766	positionType	enum : PositionType		primary position type (single leg orders)
769	futCustType	enum : FutCustType
772	futClearRng	enum : FutClearingRange
775	allocSize	int		size/quantity of this allocation slice; (SUM: faceSide.allocRequestQty) == top.orderSize
778	allocCumFillQty	int		cum fill quantity (SUM: ExecReport.lastQuantity)
781	allocAvgPrice	double		avg fill price (AVG: ExecReport.lastPrice)
784	allocLeavesQty	int		open allocationRequestQty (leavesQty)
787	cumFillQtyExec	int		from ExecReport.cumFillQuantity
790	avgFillPrcExec	double		from ExecReport.avgFillPrice
793	lastMsgSeqNum	int		largest execReport.msgSeqNum process for this child order
796	numExecutions	short		num ExecReports w/lastQuantity > 0
799	firmPosition	int
802	openSellSh	int
805	locateQuan	int		available locate quantity (if selling short) @ child order send time
808	locateFirm	string(6)		firm granting the locate
811	locatePool	string(16)		locate pool @ firm granting the locate
814	locateSource	string(12)		retaining from V7
817	exchTraderId	string(16)
820	largeTraderId	string(16)
823	tradingLocation	string(16)
1200	capStrategyID	string(12)		from AccountExchGroup (only used on cap eligible strategies)
826	clearingFirm	string(4)		from AccountConfig
829	clearingAccnt	string(16)		from AccountConfig
1195	execBrkrCode	string(16)
838	execBrkrAccnt	string(16)
841	execBrkrClFirm	string(16)
844	execBrkrUserName	string(16)
847	relationshipType	enum : RelationshipType		type of SR <-> client relationship
850	clearingFlipType	enum : FlipType		[visible in all fix templates]
853	clearingFlipFirm	string(6)		[visible in all fix templates]
856	clearingFlipAccnt	string(10)		[visible in all fix templates]
1192	clearingAgent	string(10)		[visible in all fix templates]
1193	clearingTaxID	string(10)		[visible in all fix templates]
1223	clearingBrkrMPID	string(8)
848	badge	string(16)		exchange memembership and badge id
859	catSrcBrkrIMID	string(16)		B/D firm FDID (only exists if a B/D is the source) (supplied by FINRA fbo client) (from ClientFirm.catSrcBrkrIMID)
862	catReportable	enum : CatReportType		CAT reportable type (from AccountConfig.catReportable)
865	catSrcAccntType	enum : CatAccntType		CAT account holder type (from AccountConfig.catSrcAccntType [Eqt, Opt])
868	catSrcFirmType	enum : CatFirmType		CAT source type (from AccountConfig.catSrcType [Eqt, Opt])
871	catParentCreateDttm	DateTime		ParentOrder CreateDttm
874	catParentCancelDttm	DateTime		ParentOrder CancelDttm
877	catAccnt	string(40)		CAT Firm Designated ID
880	catBrkrAccnt	string(40)		Brokers CAT Firm Designated ID
1250	catAccntOriginCode	string(4)		CAT exchange origin code field. market maker, b/d, pro-cust, etc

OrderLegs

#	Field	Type	Default Value	Comment
889	lastLegRefId	long
892	lastFillDttm	DateTime
895	cumSquareQty	int		cum spread quantity filled (all legs received)
898	avgSquarePrc	double
901	lastSquareDttm	DateTime
904	cumPartialQty	int		cum spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
1210	spreadClass	enum : SpreadClass
1202	spreadFlavor	enum : SpreadFlavor		spread flavor of this order
1203	containsHedge	enum : YesNo		if this order contains a stock/future leg
907	ticker	TickerKey		stock ticker
910	stockSide	enum : BuySell		[Buy
913	stockShares	int		number of shares included (zero if none)
916	stockLegId	long
919	ssaleFlag	enum : ShortSaleFlag
922	stockCumFillQty	int
925	stockAvgFillPrc	double
1224	stockRefPrice	double		stock leg ref price (FLEX)
928	numLegs	byte		number of valid legs below
931	secKey1	OptionKey		leg #1
934	secType1	enum : SpdrKeyType
937	mult1	ushort
940	side1	enum : BuySell
943	legId1	long
946	posType1	enum : PositionType
949	legCumFillQty1	int
952	legAvgFillPrc1	double
1225	legRefPrice1	double		leg ref price (FLEX)
1226	legRefDelta1	float		completion ref delta
1227	legCmplSecKey1	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1228	legCmplSecType1	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
955	secKey2	OptionKey		leg #2
958	secType2	enum : SpdrKeyType
961	mult2	ushort
964	side2	enum : BuySell
967	legId2	long
970	posType2	enum : PositionType
973	legCumFillQty2	int
976	legAvgFillPrc2	double
1229	legRefPrice2	double		leg ref price (FLEX)
1230	legRefDelta2	float		completion ref delta (FLEX DAC)
1231	legCmplSecKey2	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1232	legCmplSecType2	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
979	secKey3	OptionKey		leg #3
982	secType3	enum : SpdrKeyType
985	mult3	ushort
988	side3	enum : BuySell
991	legId3	long
994	posType3	enum : PositionType
997	legCumFillQty3	int
1000	legAvgFillPrc3	double
1233	legRefPrice3	double		leg ref price (FLEX)
1234	legRefDelta3	float		completion ref delta
1235	legCmplSecKey3	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1236	legCmplSecType3	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
1003	secKey4	OptionKey		leg #4
1006	secType4	enum : SpdrKeyType
1009	mult4	ushort
1012	side4	enum : BuySell
1015	legId4	long
1018	posType4	enum : PositionType
1021	legCumFillQty4	int
1024	legAvgFillPrc4	double
1237	legRefPrice4	double		leg ref price (FLEX)
1238	legRefDelta4	float		completion ref delta
1239	legCmplSecKey4	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1240	legCmplSecType4	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
1027	secKey5	OptionKey		leg #5
1030	secType5	enum : SpdrKeyType
1033	mult5	ushort
1036	side5	enum : BuySell
1039	legId5	long
1042	posType5	enum : PositionType
1045	legCumFillQty5	int
1048	legAvgFillPrc5	double
1241	legRefPrice5	double		leg ref price (FLEX)
1242	legRefDelta5	float		completion ref delta
1243	legCmplSecKey5	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1244	legCmplSecType5	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
1051	secKey6	OptionKey		leg #6
1054	secType6	enum : SpdrKeyType
1057	mult6	ushort
1060	side6	enum : BuySell
1063	legId6	long
1066	posType6	enum : PositionType
1069	legCumFillQty6	int
1072	legAvgFillPrc6	double
1245	legRefPrice6	double		leg ref price (FLEX)
1246	legRefDelta6	float		completion ref delta
1247	legCmplSecKey6	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1248	legCmplSecType6	enum : SpdrKeyType		usually Future or Option (None if not yet valid)

FaceLegs

#	Field	Type	Default Value	Comment
1078	lastLegRefId	long
1081	lastFillDttm	DateTime
1084	cumSquareQty	int		cum spread quantity filled (all legs received)
1087	avgSquarePrc	double
1090	lastSquareDttm	DateTime
1093	cumPartialQty	int		cum spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
1096	ssaleFlag	enum : ShortSaleFlag
1099	stockCumFillQty	int
1102	stockAvgFillPrc	double
1105	numLegs	byte		number of valid legs below
1108	posType1	enum : PositionType
1111	legCumFillQty1	int
1114	legAvgFillPrc1	double
1117	posType2	enum : PositionType
1120	legCumFillQty2	int
1123	legAvgFillPrc2	double
1126	posType3	enum : PositionType
1129	legCumFillQty3	int
1132	legAvgFillPrc3	double
1135	posType4	enum : PositionType
1138	legCumFillQty4	int
1141	legAvgFillPrc4	double
1144	posType5	enum : PositionType
1147	legCumFillQty5	int
1150	legAvgFillPrc5	double
1153	posType6	enum : PositionType
1156	legCumFillQty6	int
1159	legAvgFillPrc6	double

Get Schema API Call

Python

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 = 'SpdrChildOrder'

# 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

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=SpdrChildOrder'

Get Msg API Call

Python

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 = 'SpdrChildOrder'

# 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 = 'sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg'

# 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 = 'altOrderId: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

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=SpdrChildOrder' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg' \
--data-urlencode 'where=altOrderId:eq:ExampleString'

Get Msgs API Call

Python

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 = 'SpdrChildOrder'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg'

# 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 = 'altOrderId: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 = 'sysRealm: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

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=SpdrChildOrder' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg' \
--data-urlencode 'where=altOrderId:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysRealm:ASC'

Get Aggregate API Call

Python

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 = 'SpdrChildOrder'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|runStatus|recordSource|spdrSource|streetDirected|streetHeld|childShape|routeType|secType|destinationType|orderSide|isFlipSide|priceType|isDirected|timeInForce|marketSession|massQte|isoSweep|makeOnly|doNotRoute|contingency|action|orderType|isPegOrder|tradingSession|underlierType|pointCurrency|productClass|undType|algoHandler|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|requireLocate|clearingFlipType|relationshipType|orderStatus|rejectReason|orderCreateReason|orderCreatePriority|orderCancelReason|orderCancelPriority|orderCancelFlag|isPersistent|uContingency|makerTaker|mktStance|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|completionType|completionState|completionSecType|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceParticipation|stockLeg'

# 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 = 'altOrderId: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

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=SpdrChildOrder' \
--data-urlencode 'measure=sysRealm|sysEnvironment|runStatus|custClOrdId|altOrderId|altAccount|altUserName|recordVersion|recordSource|riskGroupId|triggerGroupId|triggerTimestamp|parentNumber|parentVersion|baseParentNumber|prevParentNumber|parent390Number|packageId|spdrSource|groupingCode|responseId|responseType|streetClOrdId|streetOrderId|streetDirected|streetHeld|accnt|clientFirm|strategyAccnt|coreClientFirm|sponsorClientFirm|priAggGroup|secAggGroup|noCrossGroup|userName|childShape|routeType|secKey|secType|fkey|ticker|stripe|engineName|destinationType|routingCode|orderSize|orderSide|isFlipSide|priceType|orderPrice|exchOrderPrice|exchDisplayFactor|exchMinTickSize|exchPricePrecision|orderExch|orderExDest|isDirected|timeInForce|orderExpireDttm|marketSession|massQte|isoSweep|makeOnly|doNotRoute|waitTriggerId|contingency|contingentLevel|contingentSecKey|action|tick2Action|actionLatency|orderType|pegOffset|isPegOrder|tradingSession|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|securityID|securityDesc|productGroup|productClass|productComplex|mic|undKey|undType|childOrderHandling|algoHandler|algoMifidId|strategy|method|source|externParam|mktDataDetail|mmPrefCode|mmCredit|riskResetCode|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|firmPosition|openSellSh|locateQuan|locateFirm|locatePool|requireLocate|exchTraderId|largeTraderId|tradingLocation|clearingFirm|clearingAccnt|execBrkrCode|execBrkrMPID|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|relationshipType|orderStatus|rejectReason|orderCreateDttm|orderCreateLatency|orderCreateReason|orderCreatePriority|orderCancelText|orderCancelDttm|orderCancelLatency|orderCancelReason|orderCancelPriority|orderSendTimestamp|orderWorkingDttm|orderClosedDttm|orderCancelFlag|isPersistent|lastStreetText|cumFillQuantity|avgFillPrice|cumFillQtyExec|avgFillPrcExec|lastMsgSeqNum|numExecutions|leavesQty|uLevel|uContingency|makerTaker|parentLmtPrice|parentLmtRefUPrc|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|exchBid|exchAsk|exchBidSz|exchAskSz|mktStance|uPrc|uBid|uAsk|uBidSz|uAskSz|uBidCxl|uAskCxl|surfVol|surfPrice|childVol|childProb|childVolAtm|cnDe|cnDd|cnVe|riskStkSize|riskFutSize|riskOptSize|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU50Dn|riskU50Up|catSrcBrkrIMID|catReportable|catSrcAccntType|catSrcFirmType|catDestFirmIMID|catDestDeptType|catExchSessionID|catParentCreateDttm|catParentCancelDttm|catAccnt|catBrkrAccnt|catAccntOriginCode|userData1|userData2|childData|timestamp|completionType|completionState|completionRefUPrc|completionRefDelta|avgCompletionPrice|completionSecKey|completionSecType|faceClOrdId|noticeNumber|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceBestOrderPrice|faceParticipation|faceCumFillQuantity|faceAvgFillPrice|faceLeavesQty|stockLeg' \
--data-urlencode 'group=sysRealm|sysEnvironment|runStatus|recordSource|spdrSource|streetDirected|streetHeld|childShape|routeType|secType|destinationType|orderSide|isFlipSide|priceType|isDirected|timeInForce|marketSession|massQte|isoSweep|makeOnly|doNotRoute|contingency|action|orderType|isPegOrder|tradingSession|underlierType|pointCurrency|productClass|undType|algoHandler|firmType|orderCapacity|ssaleFlag|positionType|futCustType|futClearRng|requireLocate|clearingFlipType|relationshipType|orderStatus|rejectReason|orderCreateReason|orderCreatePriority|orderCancelReason|orderCancelPriority|orderCancelFlag|isPersistent|uContingency|makerTaker|mktStance|catReportable|catSrcAccntType|catSrcFirmType|catDestDeptType|completionType|completionState|completionSecType|faceCrossHandling|faceCrossAttr|faceHasBestPrice|faceParticipation|stockLeg' \
--data-urlencode 'where=altOrderId:eq:ExampleString'

Get Count API Call

Python

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 = 'SpdrChildOrder'

# 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 = 'altOrderId: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

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=SpdrChildOrder' \
--data-urlencode 'where=altOrderId:eq:ExampleString'