Schema: AtsDegrossRevConResult (ID: 2356)

Published by the dedicated degrossing execution engine at three lifecycle stages:

1. Received - on order arrival, confirms receipt, auction fields blank/zero

2. Provisional - each minute, trial match results showing what would happen now

3. Final - after auction completes and exchange confirms fills

See DEGROSSING_PLAN_2.1.md section 5.3 and 11.1 for specification.

METADATA

Attribute	Value
Topic	2270-execution-engine
MLink Token	ClientTrading
MLink Endpoint	MLink-Live
SRSE Product	SRTrade

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

BODY

#	Field	Type	Default Value	Comment
10=	ticker	TickerKey		underlier ticker
11=	expiry	DateKey		flex option expiry date
12=	accnt	string(16)		SR trading account
13=	side	enum : BuySell		Buy = reversal (lend); Sell = conversion (borrow)
14=	clientFirm	string(16)
15=	auctionDttm	DateTime		auction cycle timestamp (identifies which specific auction; multiple per day)
100	resultStatus	enum : AtsDegrossResultStatus
101	parentNumber	long		parent order reference
110	submittedSize	int		original order size
111	useSRRate	enum : YesNo		echo: did client use SR rate?
112	useSRSDiv	enum : YesNo		echo: did client use SR sdiv?
113	useSRDDiv	enum : YesNo		echo: did client use SR ddiv schedule?
114	effectiveRate	double		rate actually used (SR or client-supplied)
115	effectiveSDiv	double		sdiv actually used (SR or client-supplied)
120	refUPrc	double		reference underlier price used
121	strike	double		SR-chosen strike
122	iDays	int		interest days to expiry
130	limitPrice	double		computed limit price for this order
140	clearingPrice	double		single clearing price for this (ticker, expiry)
141	srClearingSDiv	double		clearing SDIV using SR rate + SR ddiv
142	clientClearingSDiv	double		clearing SDIV using client rate + client ddiv
143	matchSize	int		matched size (provisional or confirmed)
144	matchStatus	enum : AtsRevConFillStatus
145	withdrawReason	text1		reserved; reason an order was withdrawn (unused in 2.1)
160	fillSize	int		exchange-confirmed fill size
161	numCrosses	int		number of bilateral crosses this order participated in
170	timestamp	DateTime
175	eventNum	int		which event produced this row: 0 = provisional heartbeat (~60s), 1/2 = trial #, 3 = binding final

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 = 'AtsDegrossRevConResult'

# 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=AtsDegrossRevConResult'

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 = 'AtsDegrossRevConResult'

# 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 = 'resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum'

# 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

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=AtsDegrossRevConResult' \
--data-urlencode 'view=resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum' \
--data-urlencode 'where=accnt: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 = 'AtsDegrossRevConResult'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum'

# 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 = 'resultStatus: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=AtsDegrossRevConResult' \
--data-urlencode 'view=resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=resultStatus: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 = 'AtsDegrossRevConResult'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum'

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

# 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

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=AtsDegrossRevConResult' \
--data-urlencode 'measure=resultStatus|parentNumber|submittedSize|useSRRate|useSRSDiv|useSRDDiv|effectiveRate|effectiveSDiv|refUPrc|strike|iDays|limitPrice|clearingPrice|srClearingSDiv|clientClearingSDiv|matchSize|matchStatus|withdrawReason|fillSize|numCrosses|timestamp|eventNum' \
--data-urlencode 'group=resultStatus|useSRRate|useSRSDiv|useSRDDiv|matchStatus' \
--data-urlencode 'where=accnt: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 = 'AtsDegrossRevConResult'

# 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

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=AtsDegrossRevConResult' \
--data-urlencode 'where=accnt:eq:ExampleString'