Version: Upcoming

Schema: AutoResponderVegaDir (ID: 2495)

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	ClientTrading
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=	accnt	string(16)
14=	clientFirm	string(16)
18=	ekey	ExpiryKey
12=	respSide	enum : BuySell		auction responder side (your side)
19=	responderID	long		client supplied responder ID (can be any number including zero)
100	userName	string(24)		username used for responding to auction notices
102	isDisabled	enum : YesNo		if Yes, this auto-responder record is disabled
136	enabledUntil	DateTime		will be enabled up until this time
104	canIncludeStock	enum : YesNo		if yes, can respond to auction notices that include a stock leg
142	canRespondSR	enum : YesNo		if yes, can respond to auction notices from SR
143	canRespondExch	enum : YesNo		if yes, can respond to auction notices from exchanges
105	cpFlag	enum : CallPut	Pair	if not Pair must match all option legs
110	minXDelta	float	-0.50	all leg xDelta must be between [minXDelta, maxXDelta]
111	maxXDelta	float	+0.50
112	minStrike	double	0	all leg strikes must be between [minStrike, maxStrike]
113	maxStrike	double	999999
159	clientVolSurface	enum : ClientSurface
160	atmVol	float		[AtmVolPinned] clientSurface = SRSurface pinned to atmVol @ atmStrike (strike = fwdUPrcRef)
130	minSurfEdgeVol	float	-99	spread surface edge (in vol) (0.01 = 1.0 vol pts) (+ = through surface; - = behind surface)
114	minSurfEdgePrem	float	-99	spread surface edge (in premium) (+ = through surface; - = behind surface)
148	minProbability	float		option response probability will be >= minProbability
131	incFeesInResp	enum : YesNo		include all estimated responder exchange fees in final response price (prior to rounding)
132	roundRule	enum : RoundRule
117	maxResponseSize	int		maximum number of contracts per response (will respond for 100% if auction size <= maxResponseSize)
133	maxResponseVega	float		maximum total vega per response
164	totalResponseSize	int		maximum number of contracts (filled) all day (this responder record)
134	totalResponseVega	float		maximum vega (filled) all day (this responder record)
165	policyAutoHedge	enum : YesNo		if yes, all option fills will be autoHedgePolicy eligible
125	riskGroupId	long	0	Default: 0 (none).
157	minUPrc	float	1	min/max underlier price bounds (no responses while underlier is outside of bounds)
158	maxUPrc	float	99999
127	modifiedBy	string(24)		user who last modified this record
128	modifiedIn	enum : SysEnvironment
129	timestamp	DateTime		timestamp of last modification

REPEATING FIELDS

Calibration

#	Field	Type	Default Value	Comment
162	cValue	float		client surface volatility @ moneyness
163	moneyness	float		moneyness = SR xAxis value

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 = 'AutoResponderVegaDir'

# 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=AutoResponderVegaDir'

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 = 'AutoResponderVegaDir'

# 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 = 'userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|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 = '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 -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=AutoResponderVegaDir' \
--data-urlencode 'view=userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt: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 = 'AutoResponderVegaDir'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|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 = '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 = 'userName: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=AutoResponderVegaDir' \
--data-urlencode 'view=userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=userName: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 = 'AutoResponderVegaDir'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'isDisabled|canIncludeStock|canRespondSR|canRespondExch|cpFlag|clientVolSurface|incFeesInResp|roundRule|policyAutoHedge|modifiedIn'

# 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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=AutoResponderVegaDir' \
--data-urlencode 'measure=userName|isDisabled|enabledUntil|canIncludeStock|canRespondSR|canRespondExch|cpFlag|minXDelta|maxXDelta|minStrike|maxStrike|clientVolSurface|atmVol|minSurfEdgeVol|minSurfEdgePrem|minProbability|incFeesInResp|roundRule|maxResponseSize|maxResponseVega|totalResponseSize|totalResponseVega|policyAutoHedge|riskGroupId|minUPrc|maxUPrc|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=isDisabled|canIncludeStock|canRespondSR|canRespondExch|cpFlag|clientVolSurface|incFeesInResp|roundRule|policyAutoHedge|modifiedIn' \
--data-urlencode 'where=accnt: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 = 'AutoResponderVegaDir'

# 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 -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=AutoResponderVegaDir' \
--data-urlencode 'where=accnt:eq:ExampleString'

Post 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'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "U", # (U)pdate, (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "AutoResponderVegaDir"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString", // string
            "ekey": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL",
                "dt": "2025-01-01"
            },
            "respSide": "enumValue", // enum(BuySell) - None, Buy, Sell
            "responderID": 1 // long
        },
        "userName": "exampleString", // string
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "enabledUntil": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "canIncludeStock": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondSR": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondExch": "enumValue", // enum(YesNo) - None, Yes, No
        "cpFlag": "Pair", // enum(CallPut) - Call, Put, Pair. Default=Pair
        "minXDelta": -0.50, // float. Default=-0.50
        "maxXDelta": +0.50, // float. Default=+0.50
        "minStrike": 0, // double. Default=0
        "maxStrike": 999999, // double. Default=999999
        "clientVolSurface": "enumValue", // enum(ClientSurface) - None, AtmVolPinned, VolCalibrated
        "atmVol": 1.0, // float
        "minSurfEdgeVol": -99, // float. Default=-99
        "minSurfEdgePrem": -99, // float. Default=-99
        "minProbability": 1.0, // float
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "maxResponseSize": 1, // int
        "maxResponseVega": 1.0, // float
        "totalResponseSize": 1, // int
        "totalResponseVega": 1.0, // float
        "policyAutoHedge": "enumValue", // enum(YesNo) - None, Yes, No
        "riskGroupId": 0, // long. Default=0
        "minUPrc": 1, // float. Default=1
        "maxUPrc": 99999, // float. Default=99999
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "Calibration": [ // Repeating Field
            {
                "cValue": 1.0, // float
                "moneyness": 1.0 // float
            }
        ]
    }
}

response = requests.post(MLINK_PROD_URL, params=params, json=payload)

curl -X POST 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=postmsgs' \
--data-urlencode 'postaction=U' \ # (U)pdate, (I)nsert, or (R)eplace
--data-urlencode 'postmerge=Y' \ # (Y)es or (N)o
--header 'Content-Type: application/json' \
--data '{
    "header": {
        "mTyp": "AutoResponderVegaDir"
    },
    "message": {
        "pkey": {
            "accnt": "exampleString", // string
            "clientFirm": "exampleString", // string
            "ekey": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL",
                "dt": "2025-01-01"
            },
            "respSide": "enumValue", // enum(BuySell) - None, Buy, Sell
            "responderID": 1 // long
        },
        "userName": "exampleString", // string
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "enabledUntil": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "canIncludeStock": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondSR": "enumValue", // enum(YesNo) - None, Yes, No
        "canRespondExch": "enumValue", // enum(YesNo) - None, Yes, No
        "cpFlag": "Pair", // enum(CallPut) - Call, Put, Pair. Default=Pair
        "minXDelta": -0.50, // float. Default=-0.50
        "maxXDelta": +0.50, // float. Default=+0.50
        "minStrike": 0, // double. Default=0
        "maxStrike": 999999, // double. Default=999999
        "clientVolSurface": "enumValue", // enum(ClientSurface) - None, AtmVolPinned, VolCalibrated
        "atmVol": 1.0, // float
        "minSurfEdgeVol": -99, // float. Default=-99
        "minSurfEdgePrem": -99, // float. Default=-99
        "minProbability": 1.0, // float
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "maxResponseSize": 1, // int
        "maxResponseVega": 1.0, // float
        "totalResponseSize": 1, // int
        "totalResponseVega": 1.0, // float
        "policyAutoHedge": "enumValue", // enum(YesNo) - None, Yes, No
        "riskGroupId": 0, // long. Default=0
        "minUPrc": 1, // float. Default=1
        "maxUPrc": 99999, // float. Default=99999
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "Calibration": [ // Repeating Field
            {
                "cValue": 1.0, // float
                "moneyness": 1.0 // float
            }
        ]
    }
}'

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

Post Msgs API Call​

METADATA

BODY

REPEATING FIELDS

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call

Post Msgs API Call