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Version: Upcoming

Schema: ResponderMarkupRC (ID: 2501)

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 Synthetic (Sell Shares)
100tickerTickerKey
103isDisabledenum : YesNoif Yes, this auto-responder record is disabled
106expiryQtyAvailintrevcons (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]
109tickerQtyAvailintrevcons (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]
112transactFeedouble(+ = you pay) / (- = you receive)
115stockRatedouble0.00 = no effective lend/borrow value (360 day convention)
118moneyRatedoubleeffective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]
121ddivPvdoublepresent value of any expected dividends to expiry
124divControlenum : DivControldisable this auto-responder record if SR Dividends exist or are estimates
127respondFlexenum : YesNoif not None, much match auction notice containsFlex field
130incFeesInRespenum : YesNoinclude all estimated responder fees in final response price
133roundRuleenum : RoundRule
136openExpiryQtyintremaining revcons (100 share units) available for responding (day total; this ticker/expiry; all strikes)
139openTickerQtyintremaining revcons (100 share units) available for responding (day total; ticker; all strikes)
142cumFillQtyintrevcons (100 share units) traded (day total; this expiry; all strikes)
145cumFillMoneydoublecumulative fill money (credit/debit) (this expiry)
148avgFillRatedoubleavg fill effective stock rate (this expiry)
151isDivControlDisabledenum : YesNoyes if dividend control above is triggered
154uBiddoublelive stock nbbo bid price [SR Supplied]
157uAskdoublelive stock nbbo ask price [SR Supplied]
160iDaysdoubleiDays = effective interest days [SR supplied]
163iYearsdoubleiYears = iDays / 360.0
166strikedoubleSR selected strike (standard day strike)
169rcEExPremdoublercEExPrem = (pRv.price - pRvE.price) - (cRv.price - cRvE.price) [american price - european price] (same model parameters; SR supplied parameters including DDivs; is zero for flex revcons)
172strikePvdoublestrikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]
175stockLendPvdoublestockLendPv = uPrc * stockRate * iYears [stockRate supplied above]
178revConPremdoublerevConPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]
181effRevConLimitdoubleeffRevConLimit = refConPrem +/- transactFee [lend/borrow]
184limitPricedoublelimitPrice = ROUND(effRevConLimit) [this is your response limit]
187effStockLendPvdoubleeffStockLendPv = limitPrice - strikePv - ddivPv - rcEExPrem
190effStockRatedoubleeffStockRate = effStockLendPv / (uPrc * iYears)
193numNoticeslongnumber of notices that match response bucket
196numNoticeSRlongnumber of SR auction numNotices
199numNoticeAMEXlong
202numNoticeBATSlong
205numNoticeBOXlong
208numNoticeCBOElong
211numNoticeC2long
214numNoticeEDGOlong
217numNoticeEMLDlong
220numNoticeGMNIlong
223numNoticeISElong
226numNoticeMCRYlong
229numNoticeMEMXlong
232numNoticeMIAXlong
235numNoticeMPRLlong
238numNoticeNQBXlong
241numNoticeNSDQlong
244numNoticePHLXlong
247numNoticeSPHRlong
250numDisabledlongnumber skipped from isDisabled
253numListedFlexMisslongnumber skipped from flex/listed filter
256numNoticePriceMisslongnumber skipped from limit price filter (exchange only)
259numAggSizeLimitlongnumber skipped from aggregate contract/vega size limit
262numRiskGroupLimitlongnumber skipped from riskGroup limits
265numResponseslongnumber of response attempts (number of parentOrders/NoticeExecReports)
268numFullSizelong
271numAllocSizelong
274numPriceMisslong
277numTooLatelong
280numOtherMisslong
283numDidNotTradelong
286modifiedBystring(24)user who last modified this record
289modifiedInenum : SysEnvironment
292timestampDateTimetimestamp 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 = 'ResponderMarkupRC'

# 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 = 'ResponderMarkupRC'

# 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|expiryQtyAvail|tickerQtyAvail|transactFee|stockRate|moneyRate|ddivPv|divControl|respondFlex|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumFillQty|cumFillMoney|avgFillRate|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|rcEExPrem|strikePv|stockLendPv|revConPrem|effRevConLimit|limitPrice|effStockLendPv|effStockRate|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 = 'ResponderMarkupRC'

# 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|expiryQtyAvail|tickerQtyAvail|transactFee|stockRate|moneyRate|ddivPv|divControl|respondFlex|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumFillQty|cumFillMoney|avgFillRate|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|rcEExPrem|strikePv|stockLendPv|revConPrem|effRevConLimit|limitPrice|effStockLendPv|effStockRate|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 = 'ResponderMarkupRC'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|isDisabled|expiryQtyAvail|tickerQtyAvail|transactFee|stockRate|moneyRate|ddivPv|divControl|respondFlex|incFeesInResp|roundRule|openExpiryQty|openTickerQty|cumFillQty|cumFillMoney|avgFillRate|isDivControlDisabled|uBid|uAsk|iDays|iYears|strike|rcEExPrem|strikePv|stockLendPv|revConPrem|effRevConLimit|limitPrice|effStockLendPv|effStockRate|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|divControl|respondFlex|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 = 'ResponderMarkupRC'

# 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": "ResponderMarkupRC"
    },
    "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
        "expiryQtyAvail": 1, // int
        "tickerQtyAvail": 1, // int
        "transactFee": 1.0, // double
        "stockRate": 1.0, // double
        "moneyRate": 1.0, // double
        "ddivPv": 1.0, // double
        "divControl": "enumValue", // enum(DivControl) - None, DisableAny, DisableEstimates
        "respondFlex": "enumValue", // enum(YesNo) - None, Yes, No
        "incFeesInResp": "enumValue", // enum(YesNo) - None, Yes, No
        "roundRule": "enumValue", // enum(RoundRule) - None, Exact, Fuzzy
        "openExpiryQty": 1, // int
        "openTickerQty": 1, // int
        "cumFillQty": 1, // int
        "cumFillMoney": 1.0, // double
        "avgFillRate": 1.0, // double
        "isDivControlDisabled": "enumValue", // enum(YesNo) - None, Yes, No
        "uBid": 1.0, // double
        "uAsk": 1.0, // double
        "iDays": 1.0, // double
        "iYears": 1.0, // double
        "strike": 1.0, // double
        "rcEExPrem": 1.0, // double
        "strikePv": 1.0, // double
        "stockLendPv": 1.0, // double
        "revConPrem": 1.0, // double
        "effRevConLimit": 1.0, // double
        "limitPrice": 1.0, // double
        "effStockLendPv": 1.0, // double
        "effStockRate": 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)