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Version: Upcoming

Schema: ResponderMarkupBX (ID: 2503)

METADATA​

AttributeValue
Topic2450-liquidity-notice
MLink TokenSRATS
SRSE ProductSRTrade

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

BODY​

#FieldTypeComment
10=accntstring(16)
11=clientFirmstring(16)
12=ekeyExpiryKey
13=respSideenum : BuySellauction responder side (your side) (Buy = Buy/Borrow Cash)
100tickerTickerKey
103isDisabledenum : YesNoif Yes, this auto-responder record is disabled
106expiryMoneyAvaillongmoney available for responding (day total; this ticker/expiry; all strikes) [note: money = (hiStrike - loStrike) * pointValue per BX spread]
109tickerMoneyAvaillongmoney available for responding (day total; this ticker; all strikes)
112transactFeedouble
115moneyRatedouble0.00 = no effective lend/borrow value (360 day convention)
118incFeesInRespenum : YesNoinclude all estimated responder fees in final response price
121roundRuleenum : RoundRule
124openExpiryMoneyintremaining synthetics (100 share units) available for responding (day total; this ticker/expiry; all strikes)
127openTickerMoneyintremaining synthetics (100 share units) available for responding (day total; this ticker; all strikes)
130cumFillMoneydoublecumulative fill money (credit/debit) (this expiry)
133avgFillRatedoubleavg fill effective moneyRate (this expiry)
136isDivControlDisabledenum : YesNoyes if dividend control above is triggered
139iDaysdoubleiDays = effective interest days [SR supplied]
142iYearsdoubleiYears = iDays / 360.0
145numNoticeslongnumber of notices that match response bucket
148numNoticeSRlongnumber of SR auction numNotices
151numNoticeAMEXlong
154numNoticeBATSlong
157numNoticeBOXlong
160numNoticeCBOElong
163numNoticeC2long
166numNoticeEDGOlong
169numNoticeEMLDlong
172numNoticeGMNIlong
175numNoticeISElong
178numNoticeMCRYlong
181numNoticeMEMXlong
184numNoticeMIAXlong
187numNoticeMPRLlong
190numNoticeNQBXlong
193numNoticeNSDQlong
196numNoticePHLXlong
199numNoticeSPHRlong
202numDisabledlongnumber skipped from isDisabled
205numListedFlexMisslongnumber skipped from flex/listed filter
208numNoticePriceMisslongnumber skipped from limit price filter (exchange only)
211numAggSizeLimitlongnumber skipped from aggregate contract/vega size limit
214numRiskGroupLimitlongnumber skipped from riskGroup limits
217numResponseslongnumber of response attempts (number of parentOrders/NoticeExecReports)
220numFullSizelong
223numAllocSizelong
226numPriceMisslong
229numTooLatelong
232numOtherMisslong
235numDidNotTradelong
238modifiedBystring(24)user who last modified this record
241modifiedInenum : SysEnvironment
244timestampDateTimetimestamp of last modification

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 = 'ResponderMarkupBX'

# 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 = 'ResponderMarkupBX'

# 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 = 'ticker|isDisabled|expiryMoneyAvail|tickerMoneyAvail|transactFee|moneyRate|incFeesInResp|roundRule|openExpiryMoney|openTickerMoney|cumFillMoney|avgFillRate|isDivControlDisabled|iDays|iYears|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|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)

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 = 'ResponderMarkupBX'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|isDisabled|expiryMoneyAvail|tickerMoneyAvail|transactFee|moneyRate|incFeesInResp|roundRule|openExpiryMoney|openTickerMoney|cumFillMoney|avgFillRate|isDivControlDisabled|iDays|iYears|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|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 = 'ticker: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 = 'ResponderMarkupBX'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|isDisabled|expiryMoneyAvail|tickerMoneyAvail|transactFee|moneyRate|incFeesInResp|roundRule|openExpiryMoney|openTickerMoney|cumFillMoney|avgFillRate|isDivControlDisabled|iDays|iYears|numNotices|numNoticeSR|numNoticeAMEX|numNoticeBATS|numNoticeBOX|numNoticeCBOE|numNoticeC2|numNoticeEDGO|numNoticeEMLD|numNoticeGMNI|numNoticeISE|numNoticeMCRY|numNoticeMEMX|numNoticeMIAX|numNoticeMPRL|numNoticeNQBX|numNoticeNSDQ|numNoticePHLX|numNoticeSPHR|numDisabled|numListedFlexMiss|numNoticePriceMiss|numAggSizeLimit|numRiskGroupLimit|numResponses|numFullSize|numAllocSize|numPriceMiss|numTooLate|numOtherMiss|numDidNotTrade|modifiedBy|modifiedIn|timestamp'

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

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 = 'ResponderMarkupBX'

# 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)

Post 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'

# 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": "ResponderMarkupBX"
    },
    "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
        },
        "ticker": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL"
        },
        "isDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "expiryMoneyAvail": 1, // long
        "tickerMoneyAvail": 1, // long
        "transactFee": 1.0, // double
        "moneyRate": 1.0, // double
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "openExpiryMoney": 1, // int
        "openTickerMoney": 1, // int
        "cumFillMoney": 1.0, // double
        "avgFillRate": 1.0, // double
        "isDivControlDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "iDays": 1.0, // double
        "iYears": 1.0, // double
        "numNotices": 1, // long
        "numNoticeSR": 1, // long
        "numNoticeAMEX": 1, // long
        "numNoticeBATS": 1, // long
        "numNoticeBOX": 1, // long
        "numNoticeCBOE": 1, // long
        "numNoticeC2": 1, // long
        "numNoticeEDGO": 1, // long
        "numNoticeEMLD": 1, // long
        "numNoticeGMNI": 1, // long
        "numNoticeISE": 1, // long
        "numNoticeMCRY": 1, // long
        "numNoticeMEMX": 1, // long
        "numNoticeMIAX": 1, // long
        "numNoticeMPRL": 1, // long
        "numNoticeNQBX": 1, // long
        "numNoticeNSDQ": 1, // long
        "numNoticePHLX": 1, // long
        "numNoticeSPHR": 1, // long
        "numDisabled": 1, // long
        "numListedFlexMiss": 1, // long
        "numNoticePriceMiss": 1, // long
        "numAggSizeLimit": 1, // long
        "numRiskGroupLimit": 1, // long
        "numResponses": 1, // long
        "numFullSize": 1, // long
        "numAllocSize": 1, // long
        "numPriceMiss": 1, // long
        "numTooLate": 1, // long
        "numOtherMiss": 1, // long
        "numDidNotTrade": 1, // long
        "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
    }
}

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