Version: Upcoming

Schema: SpdrAllocationNotice (ID: 3695)

METADATA

Attribute	Value
Topic	3695-order-allocation
MLink Token	ClientTrading
SRSE Product	SRTrade

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

BODY

#	Field	Type	Comment
10=	allocNumber	long	unique number assigned to this allocation notice
100	tradeDate	DateKey
103	clientFirm	string(16)
106	omniAccnt	string(16)	omnibus accnt (SR accnt)
109	secKey	OptionKey	security key (stock, future, or option)
112	secType	enum : SpdrKeyType	security type
115	mlegLegKey	text1	[secKey.StringKey;legRatio;side;positionEffect, secKey.StringKey;legRatio;side;positionEffect, ...]
118	orderSide	enum : BuySell	order side (always buy for MLEG orders)
121	ssaleFlag	enum : ShortSaleFlag	ssale flag (None if not stock)
124	positionType	enum : PositionType	positionType (None if not equity option)
127	noticeState	enum : NoticeState	indicates that this noticed is ready to forward to a custodian
130	noticeText	text1
133	allocMethod	enum : AllocMethod	method for delivery of the allocation instruction to the broker
402	execBrkrCode	string(16)	used for FIX routing (can be null)
403	allocExDest	string(16)	used for FIX routing
136	orderShape	enum : SpdrOrderShape	Single or MLeg
139	cumFillQuantity	int	total fill size of all ChildOrders
142	avgFillPrice	double	parent order average fill price
145	netMoney	double	net allocation money
376	modifiedBy	string(24)	user who last modified this record
379	modifiedIn	enum : SysEnvironment
382	timestamp	DateTime	timestamp of last modification

REPEATING FIELDS

ChildOrders

Field	Type	Comment
151	clOrdId	long
154	orderSize	int
157	cumFillQuantity	int
160	avgFillPrice	double
163	streetClOrdId	string(24)
166	streetOrderId	string(24)

Fragments

Field	Type	Comment
172	accnt	string(16)
385	clientFirm	string(16)
175	allocAccnt	string(16)
178	allocFragId	long
181	allocSize	int

OrderLegs

Field	Type	Comment
386	secKey	OptionKey
387	secType	enum : SpdrKeyType
388	mult	ushort
389	side	enum : BuySell
390	legId	long
391	altLegId	string(24)
392	sumLegQty	int
393	sumLegMny	double

LegPosType

Field	Type	Comment
395	secKey	OptionKey
396	secType	enum : SpdrKeyType
397	accnt	string(16)
398	clientFirm	string(16)
399	ssaleFlag	enum : ShortSaleFlag
400	positionType	enum : PositionType
401	firmPosition	int

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 = 'SpdrAllocationNotice'

# 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=SpdrAllocationNotice'

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 = 'SpdrAllocationNotice'

# 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 = 'tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|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 = 'clientFirm: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=SpdrAllocationNotice' \
--data-urlencode 'view=tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=clientFirm: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 = 'SpdrAllocationNotice'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|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 = 'clientFirm: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 = 'tradeDate: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=SpdrAllocationNotice' \
--data-urlencode 'view=tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=clientFirm:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=tradeDate: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 = 'SpdrAllocationNotice'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'secType|orderSide|ssaleFlag|positionType|noticeState|allocMethod|orderShape|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 = 'clientFirm: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=SpdrAllocationNotice' \
--data-urlencode 'measure=tradeDate|clientFirm|omniAccnt|secKey|secType|mlegLegKey|orderSide|ssaleFlag|positionType|noticeState|noticeText|allocMethod|execBrkrCode|allocExDest|orderShape|cumFillQuantity|avgFillPrice|netMoney|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=secType|orderSide|ssaleFlag|positionType|noticeState|allocMethod|orderShape|modifiedIn' \
--data-urlencode 'where=clientFirm: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 = 'SpdrAllocationNotice'

# 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 = 'clientFirm: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=SpdrAllocationNotice' \
--data-urlencode 'where=clientFirm:eq:ExampleString'

Schema: SpdrAllocationNotice (ID: 3695)

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

REPEATING FIELDS

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call