Version: Upcoming

Schema: ResponderMarkupRC (ID: 2501)

METADATA

Attribute	Value
Topic	2450-liquidity-notice
MLink Token	SRATS
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	accnt	string(16)
11=	clientFirm	string(16)
12=	root	TickerKey
13=	expiry	DateKey
14=	respSide	enum : BuySell	auction responder side (your side); Buy = Buy Synthetic (Sell Shares)
100	ticker	TickerKey
101	isDisabled	enum : YesNo	if Yes, this auto-responder record is disabled
102	expiryQtyAvail	int	revcons (contracts) available for responding (day total; this ticker/expiry; all strikes) [note: 1 contract = undPerCn underlier units]
103	tickerQtyAvail	int	revcons (contracts) available for responding (day total; this ticker; all strikes) [note: 1 contract = undPerCn underlier units]
104	transactFee	double	(+ = you pay) / (- = you receive)
105	stockRate	double	0.00 = no effective lend/borrow value (360 day convention)
106	moneyRate	double	effective rate to borrow/lend money to expiry (360 day convention) [compares to globalRate * 360 / 365]
107	ddivPv	double	present value of any expected dividends to expiry
108	divControl	enum : DivControl	disable this auto-responder record if SR Dividends exist or are estimates
109	respondFlex	enum : YesNo	if not None, much match auction notice containsFlex field
110	incFeesInResp	enum : YesNo	include all estimated responder fees in final response price
111	roundRule	enum : RoundRule
112	openExpiryQty	int	remaining revcons (100 share units) available for responding (day total; this ticker/expiry; all strikes)
113	openTickerQty	int	remaining revcons (100 share units) available for responding (day total; ticker; all strikes)
114	cumFillQty	int	revcons (100 share units) traded (day total; this expiry; all strikes)
115	cumFillMoney	double	cumulative fill money (credit/debit) (this expiry)
116	avgFillRate	double	avg fill effective stock rate (this expiry)
117	isDivControlDisabled	enum : YesNo	yes if dividend control above is triggered
118	uBid	double	live stock nbbo bid price [SR Supplied]
119	uAsk	double	live stock nbbo ask price [SR Supplied]
120	iDays	double	iDays = effective interest days [SR supplied]
121	iYears	double	iYears = iDays / 360.0
122	strike	double	SR selected strike (standard day strike)
123	rcEExPrem	double	rcEExPrem = (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)
124	strikePv	double	strikePv = strike * (1.0 - moneyRate * iYears) [moneyRate supplied above]
125	stockLendPv	double	stockLendPv = uPrc * stockRate * iYears [stockRate supplied above]
126	revConPrem	double	revConPrem = stockLendPv + strikePv + ddivPv + rcEExPrem (if any) [uPrc + pRv.price - cRv.price] [ddivPv supplied above]
127	effRevConLimit	double	effRevConLimit = refConPrem +/- transactFee [lend/borrow]
128	limitPrice	double	limitPrice = ROUND(effRevConLimit) [this is your response limit]
129	effStockLendPv	double	effStockLendPv = limitPrice - strikePv - ddivPv - rcEExPrem
130	effStockRate	double	effStockRate = effStockLendPv / (uPrc * iYears)
131	modifiedBy	string(24)	user who last modified this record
132	modifiedIn	enum : SysEnvironment
133	timestamp	DateTime	timestamp of last modification

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 = '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)

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=ResponderMarkupRC'

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 = '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|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=ResponderMarkupRC' \
--data-urlencode '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|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 = '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|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)

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=ResponderMarkupRC' \
--data-urlencode '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|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker: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 = '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|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)

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=ResponderMarkupRC' \
--data-urlencode '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|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=isDisabled|divControl|respondFlex|incFeesInResp|roundRule|isDivControlDisabled|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 = '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)

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

Schema: ResponderMarkupRC (ID: 2501)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call