Schema: OptionMarketSummary (ID: 2780)

These records represent live market summary snapshots for each active option

METADATA

Attribute	Value
Topic	2750-market-data-options
MLink Token	OptSummaryData
SRSE Product	SRLive

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

BODY

#	Field	Type	Comment
10=	okey	OptionKey
100	opnPrice	double	start of day (SR) open mark
103	opnVolatility	double	start of day (SR) open mark (volatility)
106	clsPrice	double	end of day (SR) close mark
109	clsVolatility	double	end of day (SR) close mark (volatility)
112	minPrtPrc	double	minimum print price within market hours
115	minPrtVol	double	minimum print volatility within market hours
118	maxPrtPrc	double	maximum print price within market hours
121	maxPrtVol	double	maximum print volatility within market hours
124	openInterest	int
127	bidCount	int	num prints <= SR surface mark
130	bidVolume	int	volume when prtPrice <= quote.bid
133	askCount	int	num prints >= SR surface mark
136	askVolume	int	volume when prtPrice >= quote.ask
139	midCount	int	num prints inside quote.ebid / quote.eask
142	midVolume	int	volume inside quote.ebid / quote.eask
145	prtCount	int	number of distinct print reports
148	lastPrtPrice	double	last print price
151	lastPrtVolatility	float	last print volatility
154	avgWidth	double	average market width (time weighted)
157	avgBidSize	float	average bid size (time weighted)
160	avgAskSize	float	average ask size (time weighted)
163	lastPrint	DateTime
166	timestamp	DateTime

Get Schema API Call

Python

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 = 'OptionMarketSummary'

# 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

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=OptionMarketSummary'

Get Msg API Call

Python

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 = 'OptionMarketSummary'

# 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 = 'opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|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 = ''

# 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

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=OptionMarketSummary' \
--data-urlencode 'view=opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|timestamp' \
--data-urlencode 'where='

Get Msgs API Call

Python

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 = 'OptionMarketSummary'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|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 = ''

# 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 = 'opnPrice: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

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=OptionMarketSummary' \
--data-urlencode 'view=opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=opnPrice:ASC'

Get Aggregate API Call

Python

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 = 'OptionMarketSummary'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|timestamp'

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

# 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 = ''

# 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

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=OptionMarketSummary' \
--data-urlencode 'measure=opnPrice|opnVolatility|clsPrice|clsVolatility|minPrtPrc|minPrtVol|maxPrtPrc|maxPrtVol|openInterest|bidCount|bidVolume|askCount|askVolume|midCount|midVolume|prtCount|lastPrtPrice|lastPrtVolatility|avgWidth|avgBidSize|avgAskSize|lastPrint|timestamp' \
--data-urlencode 'group=' \
--data-urlencode 'where='

Get Count API Call

Python

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 = 'OptionMarketSummary'

# 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 = ''

# 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

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=OptionMarketSummary' \
--data-urlencode 'where='