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Version: Upcoming

Schema: OptionPrint2 (ID: 2805)

The most recent (last) print record for each active equity and future option series. Quote markup represents quote that existed just prior to the print on the reporting exchange.

METADATA​

AttributeValue
Topic2750-market-data-options
MLink TokenClientLive
SRSE ProductSRLive

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

BODY​

#FieldTypeDefault ValueComment
10=okeyOptionKey
100prtExchenum : OptExch
103prtSizeintprint size [contracts]
106prtPricefloatprint price
109prtClusterNumintincremental print cluster counter (one counter per okey; used to group prints into clusters)
112prtClusterSizeintcumulative size of prints in this sequence (sequence of prints @ same or more aggressive price with less than 25 ms elapsing since first print; can span exchanges)
115prtTypeenum : PrtTypeprint type
191printCodesstring(18)European trade condition codes
118prtOrdersushortnumber of participating orders
121prtVolumeintday print volume in contracts (regular, electronic) [AUTO, REOP, MESL, TESL]
124oosVolumeintday print volume reported out of sequence (not regular way electronic) [OSEQ, LATE, OPEN, OPNL]
127isoVolumeintday ISO sweep volume [ISOI]
130slaVolumeintsingle leg aution volume [SLAN, SLAI]
133mlaVolumeintmulti leg auction volume [MLAT, TLAT, MASL, TASL]
136crxVolumeintday electronic cross volume (no exposure period) [SLCN, SCLI, MLCT, TLCT]
139flrVolumeintday exchange floor volume [SLFT, MLFT, MFSL, TLFT, TFSL, CMBO]
142mlgVolumeintmulti-leg (complex) volume [MLET, TLET]
145uknVolumeintother (uncategorized) volume
148cxlVolumeintday print/cancel volume (num of contracts printed and then cancelled) [CANC, CNCL, CNCO, CNOL]
151totalVolumeinttotal day volume
154bidCountushortnumber of bid prints
157askCountushortnumber of ask prints
160bidVolumeintbid print volume in contracts
163askVolumeintask print volume in contracts
166ebidfloatexchange bid (@ print time)
169easkfloatexchange ask (@ print time)
172ebszintexchange bid size
175easzintexchange ask size
178eagefloatage of prevailing quote at time of print
181prtSideenum : PrtSideimplied print side (based on ebid/eask and nbbo market)
184prtTimestamplongexchange high precision timestamp (if available)
187netTimestamplonginbound packet PTP timestamp from SR gateway switch;usually syncronized with facility grandfather clock
190timestampDateTime

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 = 'OptionPrint2'

# 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 = 'OptionPrint2'

# 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 = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|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 = 'printCodes: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 = 'OptionPrint2'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|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 = 'printCodes: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 = 'prtExch: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 = 'OptionPrint2'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'prtExch|prtSize|prtPrice|prtClusterNum|prtClusterSize|prtType|printCodes|prtOrders|prtVolume|oosVolume|isoVolume|slaVolume|mlaVolume|crxVolume|flrVolume|mlgVolume|uknVolume|cxlVolume|totalVolume|bidCount|askCount|bidVolume|askVolume|ebid|eask|ebsz|easz|eage|prtSide|prtTimestamp|netTimestamp|timestamp'

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

# 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 = 'printCodes: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 = 'OptionPrint2'

# 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 = 'printCodes: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)