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Version: Upcoming

Schema: NoticeMarkupVegaDir (ID: 2497)

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenClientTrading
SRSE ProductSRTrade

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

BODY​

#FieldTypeDefault ValueComment
10=accntstring(16)
11=clientFirmstring(16)
12=ekeyExpiryKey
13=respSideenum : BuySellauction responder side (your side)
14=responderIDlongclient supplied responder ID (can be any number including zero)
15=noticeNumberlong
100qtyTradedint
101vegaTradedfloat
102cumOpenSizeint
103cumOpenVegafloat
104respSizeint
105minSurfEdgefloat
106userSurfLimitfloat
107userProbLimitfloat
108rawRespPricefloat
109incFeesenum : YesNo
110feeEstimatefloat
111roundRuleenum : RoundRule
112respPricefloat
113resultenum : NoticeMarkupResult
114resultDetailtext1
115tickerTickerKeyunderlier ticker
116tradeDateDateKey
117isTestAuctionenum : YesNoif yes, auction is a test auction (not a prod/live auction)
118auctionTypeenum : AuctionType
119auctionSourceenum : AuctionSourcesource of the auction notice (eg. SRC, MIAX, etc.)
120custSideenum : BuySellif available
121custQtyint
122custPrcdoublepublic cust price
123hasCustPrcenum : YesNo
124custFirmTypeenum : FirmTypecust firm type (if disclosed)
125noticeCommissionfloat
126hasNoticeCommenum : YesNonoticeCommision contains responder auction commission; otherwise, notice commission is as agreed previously.
127numOptLegsbyteMLEG Only
128spreadClassenum : SpreadClass
129spreadFlavorenum : SpreadFlavorMLEG Only
130containsHedgeenum : YesNoMLEG Only
131uBiddouble
132uAskdouble
133refUPrcdouble
134netVefloat
135pkgSurfPrcfloatSR Surface Price (entire package)
136pkgTheoPrcfloatClient Theo Price (entire package) (if client surfaces uploaded to SR)
137pkgBidPrcfloatleg market best way price (pkg bid)
138pkgAskPrcfloatleg market worst way price (pkg ask)
151srcTimestamplong
152netTimestamplong
153timestampDateTimefrom ats / exchange net timestamp if possible

REPEATING FIELDS​

OrderLegs

#FieldTypeDefault ValueComment
140secKeyOptionKey
141secTypeenum : SpdrKeyType
142sideenum : BuySell
143ratioushort
144atmVolfloatATM (fwd uPrc) SR surface volatility
145sVolfloatSR Surface Volatility
146sPrcfloatSR Surface Price
147vefloat
148sVolOkenum : YesNoYes if live market and sVol are tracking as expected
149bidfloatleg bid price
150askfloatleg ask price

Get Schema API Call​

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 = 'NoticeMarkupVegaDir'

# 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)

Get Msg API Call​

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 = 'NoticeMarkupVegaDir'

# 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 = 'qtyTraded|vegaTraded|cumOpenSize|cumOpenVega|respSize|minSurfEdge|userSurfLimit|userProbLimit|rawRespPrice|incFees|feeEstimate|roundRule|respPrice|result|resultDetail|ticker|tradeDate|isTestAuction|auctionType|auctionSource|custSide|custQty|custPrc|hasCustPrc|custFirmType|noticeCommission|hasNoticeComm|numOptLegs|spreadClass|spreadFlavor|containsHedge|uBid|uAsk|refUPrc|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|srcTimestamp|netTimestamp|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)

Get Msgs API Call​

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 = 'NoticeMarkupVegaDir'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'qtyTraded|vegaTraded|cumOpenSize|cumOpenVega|respSize|minSurfEdge|userSurfLimit|userProbLimit|rawRespPrice|incFees|feeEstimate|roundRule|respPrice|result|resultDetail|ticker|tradeDate|isTestAuction|auctionType|auctionSource|custSide|custQty|custPrc|hasCustPrc|custFirmType|noticeCommission|hasNoticeComm|numOptLegs|spreadClass|spreadFlavor|containsHedge|uBid|uAsk|refUPrc|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|srcTimestamp|netTimestamp|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 = 'qtyTraded: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)

Get Aggregate API Call​

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 = 'NoticeMarkupVegaDir'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'qtyTraded|vegaTraded|cumOpenSize|cumOpenVega|respSize|minSurfEdge|userSurfLimit|userProbLimit|rawRespPrice|incFees|feeEstimate|roundRule|respPrice|result|resultDetail|ticker|tradeDate|isTestAuction|auctionType|auctionSource|custSide|custQty|custPrc|hasCustPrc|custFirmType|noticeCommission|hasNoticeComm|numOptLegs|spreadClass|spreadFlavor|containsHedge|uBid|uAsk|refUPrc|netVe|pkgSurfPrc|pkgTheoPrc|pkgBidPrc|pkgAskPrc|srcTimestamp|netTimestamp|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'incFees|roundRule|result|isTestAuction|auctionType|auctionSource|custSide|hasCustPrc|custFirmType|hasNoticeComm|spreadClass|spreadFlavor|containsHedge'

# 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)

Get Count API Call​

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 = 'NoticeMarkupVegaDir'

# 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)