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
100	okey	OptionKey		can be listed or FLEX
103	vol	double		volatility (will be SR surface volatility if not supplied)
106	uPrc	double		underlying price
109	years	double		years-to-expiration (default uses SR volatility time value)
112	sdiv	double		continuous stock dividend used for pricing
115	rate	double		discount rate used for pricing
118	exType	enum : ExerciseType		exercise type of the option (American or European)
121	exTime	enum : ExerciseTime		exercise time (AM or PM)
124	holidayCalendar	enum : CalendarCode		holiday calendar code (eg. NYSE)
127	timeMetric	enum : TimeMetric		time metric (D252, D365, etc.)
139	prcFramework	enum : PricingFramework
142	modelType	enum : CalcModelType
145	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.
148	incGreeks	enum : YesNo		default (No)
151	price	double		price (premium)
154	effStrike	double		effective strike used to for pricing calc
157	iDays	int		interest days to expiry
160	ddiv	float		sum of discrete dividend amounts payable prior to exercise (if any) (simple; not net present value)
163	ddivPV	float		sum of present value of discrete dividend amounts payable prior to exercise (if any)
166	delta	float		delta
169	gamma	float		gamma
172	theta	float		theta
175	vega	float		vega
178	volga	float		volga
181	vanna	float		vanna
184	rho	float		rho
187	phi	float		phi
190	deDecay	float		delta decay
193	error	string(32)
196	pricerModel	string(8)
199	timestamp	DateTime

REPEATING FIELDS

DiscreteDividend

#	Field	Type	Default Value	Comment
133	date	DateTime
136	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
        "prcFramework": "enumValue", // enum(PricingFramework) - None, Spot, Forward, Future, Physical
        "modelType": "enumValue", // enum(CalcModelType) - None, LogNormal, Normal
        "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
        "rho": 1.0, // float
        "phi": 1.0, // float
        "deDecay": 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
        "prcFramework": "enumValue", // enum(PricingFramework) - None, Spot, Forward, Future, Physical
        "modelType": "enumValue", // enum(CalcModelType) - None, LogNormal, Normal
        "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
        "rho": 1.0, // float
        "phi": 1.0, // float
        "deDecay": 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
            }
        ]
    }
}'