Schema: GetOptionPrice (ID: 3335)

METADATA

Attribute	Value
Topic	3325-mlink
MLink Token	RiskCalc

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

BODY

#	Field	Type	Default Value	Comment
200	okey	OptionKey		can be listed or FLEX
202	vol	double		volatility (will be SR surface volatility if not supplied)
115	uPrc	double		underlying price
118	years	double		years-to-expiration (default uses SR volatility time value)
203	sdiv	double		continuous stock dividend used for pricing
204	rate	double		discount rate used for pricing
127	exType	enum : ExerciseType		exercise type of the option (American or European)
130	exTime	enum : ExerciseTime		exercise time (AM or PM)
201	holidayCalendar	enum : CalendarCode		holiday calendar code (eg. NYSE)
133	timeMetric	enum : TimeMetric		time metric (D252, D365, etc.)
145	modelType	enum : CalcModelType
148	calcEngine	enum : CalcEngine		underlying calc engine: FastHybrid (listed strikes + SR discrtete dividends only). NumericX works for any strike/expiry + discrete dividend set but is significantly slower.
151	incGreeks	enum : YesNo		default (No)
154	price	double		price (premium)
157	effStrike	double		effective strike used to for pricing calc
197	iDays	int		interest days to expiry
198	ddiv	float		sum of discrete dividend amounts payable prior to exercise (if any) (simple; not net present value)
199	ddivPV	float		sum of present value of discrete dividend amounts payable prior to exercise (if any)
163	delta	float		delta
166	gamma	float		gamma
169	theta	float		theta
172	vega	float		vega
175	volga	float		volga
178	vanna	float		vanna
181	deDecay	float		delta decay
184	rho	float		rho
187	phi	float		phi
190	error	string(32)
193	pricerModel	string(8)
196	timestamp	DateTime

REPEATING FIELDS

DiscreteDividend

#	Field	Type	Default Value	Comment
139	date	DateTime
142	amount	float

Post 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'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "I", # (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "GetOptionPrice"
    },
    "message": {
        "okey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01",
            "xx": 1,
            "cp": "Call"
        },
        "vol": 1.0, // double
        "uPrc": 1.0, // double
        "years": 1.0, // double
        "sdiv": 1.0, // double
        "rate": 1.0, // double
        "exType": "enumValue", // enum(ExerciseType) - None, American, European, Asian, Cliquet
        "exTime": "enumValue", // enum(ExerciseTime) - None, PM, AM
        "holidayCalendar": "enumValue", // enum(CalendarCode) - None, NYSE, EUREX, CBOE_EU, NXAM, NXBR, NXLS, NXML, NXOS, NXP, ICEFE, CME, NYMEX, COMEX, MGEX, BXE, CXE, DXE, SCE, EU_AT, EU_BE, EU_CH, EU_DE, EU_DK, EU_FI, EU_FR, EU_GB, EU_IE, EU_IT, EU_NL, EU_NO, EU_PT, EU_SE
        "timeMetric": "enumValue", // enum(TimeMetric) - None, D252, D365, SRV6
        "modelType": "enumValue", // enum(CalcModelType) - None, LogNormalExact, NormalExact, LogNormalApprox, NormalApprox
        "calcEngine": "enumValue", // enum(CalcEngine) - None, FastHybrid, NumericLow, NumericStd, NumericMax
        "incGreeks": "enumValue", // enum(YesNo) - None, Yes, No
        "price": 1.0, // double
        "effStrike": 1.0, // double
        "iDays": 1, // int
        "ddiv": 1.0, // float
        "ddivPV": 1.0, // float
        "delta": 1.0, // float
        "gamma": 1.0, // float
        "theta": 1.0, // float
        "vega": 1.0, // float
        "volga": 1.0, // float
        "vanna": 1.0, // float
        "deDecay": 1.0, // float
        "rho": 1.0, // float
        "phi": 1.0, // float
        "error": "exampleString", // string
        "pricerModel": "exampleString", // string
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "DiscreteDividend": [ // Repeating Field
            {
                "date": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
                "amount": 1.0 // float
            }
        ]
    }
}

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

cUrl

curl -X POST 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=postmsgs' \
--data-urlencode 'postaction=I' \ # (I)nsert, or (R)eplace
--data-urlencode 'postmerge=Y' \ # (Y)es or (N)o
--header 'Content-Type: application/json' \
--data '{
    "header": {
        "mTyp": "GetOptionPrice"
    },
    "message": {
        "okey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01",
            "xx": 1,
            "cp": "Call"
        },
        "vol": 1.0, // double
        "uPrc": 1.0, // double
        "years": 1.0, // double
        "sdiv": 1.0, // double
        "rate": 1.0, // double
        "exType": "enumValue", // enum(ExerciseType) - None, American, European, Asian, Cliquet
        "exTime": "enumValue", // enum(ExerciseTime) - None, PM, AM
        "holidayCalendar": "enumValue", // enum(CalendarCode) - None, NYSE, EUREX, CBOE_EU, NXAM, NXBR, NXLS, NXML, NXOS, NXP, ICEFE, CME, NYMEX, COMEX, MGEX, BXE, CXE, DXE, SCE, EU_AT, EU_BE, EU_CH, EU_DE, EU_DK, EU_FI, EU_FR, EU_GB, EU_IE, EU_IT, EU_NL, EU_NO, EU_PT, EU_SE
        "timeMetric": "enumValue", // enum(TimeMetric) - None, D252, D365, SRV6
        "modelType": "enumValue", // enum(CalcModelType) - None, LogNormalExact, NormalExact, LogNormalApprox, NormalApprox
        "calcEngine": "enumValue", // enum(CalcEngine) - None, FastHybrid, NumericLow, NumericStd, NumericMax
        "incGreeks": "enumValue", // enum(YesNo) - None, Yes, No
        "price": 1.0, // double
        "effStrike": 1.0, // double
        "iDays": 1, // int
        "ddiv": 1.0, // float
        "ddivPV": 1.0, // float
        "delta": 1.0, // float
        "gamma": 1.0, // float
        "theta": 1.0, // float
        "vega": 1.0, // float
        "volga": 1.0, // float
        "vanna": 1.0, // float
        "deDecay": 1.0, // float
        "rho": 1.0, // float
        "phi": 1.0, // float
        "error": "exampleString", // string
        "pricerModel": "exampleString", // string
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "DiscreteDividend": [ // Repeating Field
            {
                "date": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
                "amount": 1.0 // float
            }
        ]
    }
}'