Schema: SpdrMLegBrkrState (ID: 4030)

SpdrMLegBrkrState records are published by execution engines and describe the current state of a broker that is managing a SpiderRock parent order. These records include a description of the active child orders managed by the broker. Records are updated whenever a child order changes and also at other times but are not completely live and may not always reflect current market data or limit levels for working orders.

METADATA

Attribute	Value
Topic	3985-parent-orders
MLink Token	ClientTrading
SRSE Product	SRTrade

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

BODY

#	Field	Type	Default Value	Comment
10=	ticker	TickerKey
11=	accnt	string(16)
12=	spdrSource	enum : SpdrSource
13=	groupingCode	long
14=	orderSide	enum : BuySell
15=	clientFirm	string(16)		SR client firm
1037	engineName	string(32)		execution engine
103	parentNumber	long		SPDR parent number (most recent/currently active)
106	baseParentNumber	long
1038	modifyNumber	long		most recent parent number affecting this order (Modify)
109	altOrderId	string(24)		alternate order ID (usually clOrdId from client)
112	packageId	long		groups related order/brokers together (eg. Legger w/MLeg Parent)
118	altAccnt	string(32)		alternate (client assigned) "long" account string (optional)
121	altUserName	string(24)		alternate (client assigned) user name (optional)
124	stageType	enum : SpdrStageType		parent is a staged order [ToolVisible]
1039	startType	enum : StartType
127	isFlagged	enum : YesNo		broker state records is flagged for action (user alert only)
1052	noticeNumber	long
1054	execBrkrCode	string(16)		execBrkrCode attached to parent order (if any)
1057	spreadClass	enum : SpreadClass
1043	spreadFlavor	enum : SpreadFlavor
133	stockSide	enum : BuySell
136	ssaleFlag	enum : ShortSaleFlag
139	locateQuan	int		available locate quantity (if selling short) @ child order send time
142	locateFirm	string(6)		firm granting the locate (also locate firm used on street FIX orders)
145	locatePool	string(16)		locate pool @ firm granting the locate
148	stockShares	int		number of shares included (zero if none)
151	stockLegId	long
154	stockFillQuan	int
157	stockAvgFillPrice	double
160	refUPrc	float		reference underlier price (PrcDe orders)
163	liveUPrc	float
166	uPriceFormat	enum : PriceFormat		underlier price format code
169	stockCpx	float		[child] best price
172	stockCsz	int		[child] cumulative share represented at best price
1154	stockCex	long		[child] bit mask of all exchanges where we are representing this order
178	numLegs	byte		number of valid legs below
181	secKey1	OptionKey		leg #1
184	secType1	enum : SpdrKeyType
187	ratio1	ushort
190	side1	enum : BuySell
193	positionType1	enum : PositionType
196	legId1	long
199	fillQuan1	int
202	avgFillPrice1	double
205	vega1	float
208	refUPrc1	double		reference underlier price (PrcDe orders)
211	refDelta1	float		reference delta (for PrcDe order handling)
214	refEarnCnt1	byte		reference # of earnings moves before expiration
217	liveUPrc1	double
220	priceFormat1	enum : PriceFormat		option price format code
223	legCpx1	float		[child] best price
226	legCsz1	int		[child] cumulative share represented at best price
1155	legCex1	long		[child] bit mask of all exchanges where we are representing this order
1165	legCmplAvgPrice1	double		average leg completion price
1166	legCmplSecKey1	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1167	legCmplSecType1	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
232	secKey2	OptionKey		leg #2
235	secType2	enum : SpdrKeyType
238	ratio2	ushort
241	side2	enum : BuySell
244	positionType2	enum : PositionType
247	legId2	long
250	fillQuan2	int
253	avgFillPrice2	double
256	vega2	float
259	refUPrc2	double		reference underlier price (PrcDe orders)
262	refDelta2	float		reference delta (for PrcDe order handling)
265	refEarnCnt2	byte		reference # of earnings moves before expiration
268	liveUPrc2	double
271	priceFormat2	enum : PriceFormat		option price format code
274	legCpx2	float		[child] best price
277	legCsz2	int		[child] cumulative share represented at best price
1156	legCex2	long		[child] bit mask of all exchanges where we are representing this order
1168	legCmplAvgPrice2	double		average leg completion price
1169	legCmplSecKey2	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1170	legCmplSecType2	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
283	secKey3	OptionKey		leg #3
286	secType3	enum : SpdrKeyType
289	ratio3	ushort
292	side3	enum : BuySell
295	positionType3	enum : PositionType
298	legId3	long
301	fillQuan3	int
304	avgFillPrice3	double
307	vega3	float
310	refUPrc3	double		reference underlier price (PrcDe orders)
313	refDelta3	float		reference delta (for PrcDe order handling)
316	refEarnCnt3	byte		reference # of earnings moves before expiration
319	liveUPrc3	double
322	priceFormat3	enum : PriceFormat		option price format code
325	legCpx3	float		[child] best price
328	legCsz3	int		[child] cumulative share represented at best price
1157	legCex3	long		[child] bit mask of all exchanges where we are representing this order
1171	legCmplAvgPrice3	double		average leg completion price
1172	legCmplSecKey3	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1173	legCmplSecType3	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
334	secKey4	OptionKey		leg #4
337	secType4	enum : SpdrKeyType
340	ratio4	ushort
343	side4	enum : BuySell
346	positionType4	enum : PositionType
349	legId4	long
352	fillQuan4	int
355	avgFillPrice4	double
358	vega4	float
361	refUPrc4	double		reference underlier price (PrcDe orders)
364	refDelta4	float		reference delta (for PrcDe order handling)
367	refEarnCnt4	byte		reference # of earnings moves before expiration
370	liveUPrc4	double
373	priceFormat4	enum : PriceFormat		option price format code
376	legCpx4	float		[child] best price
379	legCsz4	int		[child] cumulative share represented at best price
1158	legCex4	long		[child] bit mask of all exchanges where we are representing this order
1174	legCmplAvgPrice4	double		average leg completion price
1175	legCmplSecKey4	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1176	legCmplSecType4	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
385	secKey5	OptionKey		leg #5
388	secType5	enum : SpdrKeyType
391	ratio5	ushort
394	side5	enum : BuySell
397	positionType5	enum : PositionType
400	legId5	long
403	fillQuan5	int
406	avgFillPrice5	double
409	vega5	float
412	refUPrc5	double		reference underlier price (PrcDe orders)
415	refDelta5	float		reference delta (for PrcDe order handling)
418	refEarnCnt5	byte		reference # of earnings moves before expiration
421	liveUPrc5	double
424	priceFormat5	enum : PriceFormat		option price format code
427	legCpx5	float		[child] best price
430	legCsz5	int		[child] cumulative share represented at best price
1159	legCex5	long		[child] bit mask of all exchanges where we are representing this order
1177	legCmplAvgPrice5	double		average leg completion price
1178	legCmplSecKey5	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1179	legCmplSecType5	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
436	secKey6	OptionKey		leg #6
439	secType6	enum : SpdrKeyType
442	ratio6	ushort
445	side6	enum : BuySell
448	positionType6	enum : PositionType
451	legId6	long
454	fillQuan6	int
457	avgFillPrice6	double
460	vega6	float
463	refUPrc6	double		reference underlier price (PrcDe orders)
466	refDelta6	float		reference delta (for PrcDe order handling)
469	refEarnCnt6	byte		reference # of earnings moves before expiration
472	liveUPrc6	double
475	priceFormat6	enum : PriceFormat		option price format code
478	legCpx6	float		[child] best price
481	legCsz6	int		[child] cumulative share represented at best price
1160	legCex6	long		[child] bit mask of all exchanges where we are representing this order
1180	legCmplAvgPrice6	double		average leg completion price
1181	legCmplSecKey6	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
1182	legCmplSecType6	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
487	mlegVega	float		net vega per spread
490	mlegWtVega	float		net wt vega per spread
493	mlegDelta	float		net delta per spread
496	mlegGamma	float		net gamma per spread
499	mlegTheta	float		net theta per spread
502	description	string(24)		user defined
505	orderSize	int		order size of most recent parent order
508	orderActiveSize	int		total activated size (total size released for execution) (-2 = all available size)
511	leavesQuantity	int		current child order leaves quantity (quantity actively working in the market;all child orders)
514	spdrOrderStatus	enum : SpdrOrderStatus
517	spdrCloseReason	enum : SpdrCloseReason
520	spdrRejectReason	enum : SpdrRejectReason
523	spdrCloseDetailTxt	text1
1186	activeHoldState	enum : ActiveHoldState
1187	activeHoldReason	text1
526	openLegs	byte
529	cumSquareQty	int		cumulative spread quantity filled (all legs received)
532	avgSquarePrc	double
535	cumPartialQty	int		cumulative spread quantity partially filled (at least one leg received) [expected cumFilledQty if all legs square up]
1183	completionType	enum : CompletionType		None, DAC, POC, TAS, TACO, BTIC
1184	completionState	enum : CompletionState		None, Pending, Complete
1185	avgSquareCmplPrice	double		completion trade price (final trade price) [also avg completion price]
538	fillVega	float		net vega filled
541	fillWtVega	float		net wt vega filled
544	fillDelta	float		net delta filled
547	fillDDelta	float		net $delta filled
550	fillGamma	float		net gamma filled
553	fillTheta	float		net theta filled
556	lastFillDttm	DateTime
559	riskLimitSize	int		risk limit size
562	riskLimitDesc	enum : SpdrRisk		reason for size reduction
1044	riskLimitLevel	enum : SpdrRiskLevel		risk limit level responsible for reduction
565	maxProgress	enum : MaxProgress		maximum point of progress for most recent parent order
568	maxProgressDetail	string(48)		additional detail on point of maximum progress
571	maxProgressTime	DateTime		time of last max progress advance
574	algoState	enum : AlgoState		[enum] current state of order handler (maker)
577	algoCounter	int		number of times order checked by algo handler (note: most checks result in no action)
580	makeState	enum : AlgoState		[enum] current state of make handler (maker)
583	makeCounter	int		number of times order checked by make algo handler (note: most checks result in no action)
586	mktRespState	enum : MktRespState		[enum] current state of response handler (if any)
589	mktRespCounter	int		number of times order checked by market response handler (note: most checks result in no action)
592	brokerState	enum : BrokerState		broker monitor state
595	brokerCounter	int		number of times order checked by broker monitor (note: most checks result in no action)]
598	spdrMktState	enum : SpdrMarketState		[enum] market state
601	spdrBrokerStatus	enum : SpdrBrokerStatus
604	progressRuleDetail	text1		Twap/Vwap progress detail
607	lastChildRejectDttm	DateTime		last child order reject dttm (if any)
610	lastChildRejectText	text1		last child order reject reason/text (if any)
613	riskGroupId	long		autohedge risk group
616	triggerGroupId	long		WaitTrigger group Id
619	hedgeGroupingCode	long		autohedge risk group
622	autoHedge	enum : AutoHedge
625	hedgeInstrument	enum : HedgeInst		auto-hedge instrument (from parent order)
628	hedgeSecKey	ExpiryKey		auto-hedge sec key (if any)
631	hedgeSecType	enum : SpdrKeyType		auto-hedge sec type (Stock or Future)
634	hedgeBetaRatio	float		auto-hedge ratio [from parent order (if supplied) or computed by SR]
637	hedgeScope	enum : HedgeScope		hedge group scope [RiskGroup or Accnt]
1055	externHedgeExDest	string(16)		external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
643	externHedgeParams	text1		external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
1058	hedgeFillUMarkLmtPrc	enum : YesNo		set a price limit on the autohedge order based on the most recent option fillUMark
646	bestWayPrc	float		current leg market nbbo (at time of record publish)
649	wrstWayPrc	float		current leg market nbbo ask (at time of record publish)
652	bestWaySz	int		current leg market nbbo cum bid size (at time of record publish)
655	wrstWaySz	int		current leg market nbbo cum ask size (at time of record publish)
658	surfacePrc	float		SR spread surface price @ record publish
661	surfaceVol	float
664	surfaceUPrc	float
667	limitPrice	double		spread limit price
1053	limitRefUPrc	double
670	limitErr	enum : LimitError		limit price error code
673	makeLimitPrice	double
676	takeLimitPrice	double
679	cxlUPrcRange	enum : UPrcCxl		cancel spdr order if/when outside stock price range
682	minUBid	float		Used in conjunction with minMaxType & maxUAsk. When set, implements a lower bound on the underlying price and will either suspend or cancel an order when violated.
685	maxUAsk	float		Used in conjunction with minMaxType & minUBid. When set, implements an upper bound on the underlying price and will either suspend or cancel an order when violated.
688	minMaxType	enum : MinMaxType		if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
691	leadSide	enum : BuySell		for legged orders, which side to lead with. (optional, None ok)
694	maxCompletionSlippage	double		maximum price slippage to complete an open basket or a cross auction (face side slippage)
697	orderRefPremium	float		reference premium (mleg orders only)
700	strategy	string(36)		parent order strategy (description only)
703	userName	string(24)		user that entered the most recent parent order
1161	visibleInSV	enum : YesNo		allow order to be visible in SV (do not use for high volume of orders)
709	spdrComment	text1
712	takeReachRule	enum : ReachRule		Immediate = reach room immediately available; Delayed = available after [1-3] seconds; Passive = available if contra side aggresses; WeakOnly = only take if available size < avgMarketSize; ISOSweep = Intermarket Sweep [requires WaitTrigger]
715	maxExposureSize	int		maximum simultaneous cumulative child order public size exposure (-2 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 2]
718	numMakeExchanges	byte		number of exchanges (2 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
721	publicSize	enum : PublicSizeHandling		public order size handling
724	progressRule	enum : ProgressRule		Immediate = all size immediately available;TWAP = size released in time intervals;VWAP = size released in volume intervals;
727	progressSliceCnt	byte		number of progress slices to use (default = 4 or 8) [max 20]
730	progressExposeTime	int		minimum time (secs) to expose order (0 = no minimum; used to guarantee that the order is exposed at mid-market for some time before actively taking)
733	maxChildOrders	int		maximum number of child orders that can be generated by this parent order [order will terminate if/when this cap is reached;zero or neg = unlimited]
1162	exchMask	long		eligible exchanges (0 = all)
1045	marketSession	enum : MarketSession
742	startDttm	DateTime		Order Start Date/Time
745	orderDuration	int		[optional] (number of seconds)
1046	activeDuration	int		[optional] (number of seconds)
748	goodTillDttm	DateTime		[optional] (default: 2099-02-02)
1047	expireDttm	DateTime		expected order expiration dttm
751	parentOrderHandling	enum : ParentOrderHandling
754	parentBalanceHandling	enum : ParentBalanceHandling
1188	atsVisibility	enum : AtsVisibility
760	orderLimitType	enum : SpdrLimitType
761	orderVolLimit	double		Applies if LimitType = Vol[]
763	orderPrcLimit	double		Applies if LimitType = Prc[]
766	orderRefUPrc	double		reference uPrc (PrcDe orders)
769	orderRefDe	float		reference delta (PrcDe orders)
772	orderRefGa	float		reference gamma (PrcDe orders)
775	orderPrcOffset	double		default=0
778	takeLimitClass	enum : SpdrLimitClass		Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
781	takeAlphaType	enum : AlphaType		Applies if limitClass = Probability
784	takeAlphaFactor	float		[-2,+2] ProbLimit = MAX(alphaProbability, ProbAvg + AlphaFactor * ProbStd) [if AlphaType = Relative]
787	takeAlphaProbability	float		ProbLimit = alphaProbability [if AlphaType = Static]
790	takeSurfPrcOffset	double		default=0
793	takeSurfVolOffset	float		default=0
796	takeSurfWidOffset	float		default=0
799	makeLimitClass	enum : SpdrLimitClass		Simple = LimitPrice, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit)
802	makeAlphaType	enum : AlphaType		Applies if limitClass = Probability
805	makeAlphaFactor	float		[-2,+2] ProbLimit = MAX(alphaProbability, ProbAvg + AlphaFactor * ProbStd) [if AlphaType = Relative]
808	makeAlphaProbability	float		ProbLimit = alphaProbability [if AlphaType = Static]
811	makeSurfPrcOffset	double		default=0
814	makeSurfVolOffset	float		default=0
817	makeSurfWidOffset	float		default=0
820	orderRefEventMult	float
823	orderRefEventDttm	DateTime
826	mlegProbLimit	float		live prob limit
829	mlegSurfOffset	float		live surface offset (in premium)
1056	externExDest	string(16)
835	orderDttm	DateTime		order entry date/time
838	minSurfVol	float		(minimum) SR spread surface vol [vega weighted] while parent order was working
841	maxSurfVol	float		(maximum) SR spread surface vol [vega weighted] while parent order was working
844	minSurfPrc	float		(minimum) SR spread surface price while parent order was working
847	maxSurfPrc	float		(maximum) SR spread surface price while parent order was working
850	minSurfUPrc	float		(minimum) SR spread surface uPrc while parent order was working
853	maxSurfUPrc	float		(maximum) SR spread surface uPrc while parent order was working
856	minQteWidth	float		minimum quote width during active order window
859	avgQteWidth	float		average quote width (during active order window)
862	cntQteWidth	int
865	arriveBid	double
868	arriveAsk	double
871	totalSeconds	float		number of seconds that the parent order was active
874	workingSeconds	float		number of seconds with one or more working child orders in an exchange order book
877	prtActiveCnt	int		total print events while parent order was active
880	prtQtyActive	int		total quantity printed while parent order was active
883	cumExchFee	float		cumulative fill exch fee
886	cumM10Pnl	float
889	cumArrivalPnl	float
892	uPrcDrift	float		underlier drift (since parent order start)
895	sVolDrift	float		surface vol drift (since parent order start)
946	maxGrpDayDDeltaLn	float	-1	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
949	maxGrpDayDDeltaSh	float	-1	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
979	maxGrpDayContractsLn	int	-1	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
982	maxGrpDayContractsSh	int	-1	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
985	maxGrpDayContractsAbs	int	-1	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
955	maxGrpDayVegaLn	float	-1	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
958	maxGrpDayVegaSh	float	-1	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
961	maxGrpDayVegaAbs	float	-1	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
964	grpDayVegaRatio	float	1.0	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
1048	maxGrpDayRMetric1Ln	float	-1	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
1049	maxGrpDayRMetric1Sh	float	-1	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
1050	maxGrpDayRMetric1Abs	float	-1	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
1051	grpDayRMetric1Ratio	float	1.0	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
1152	refRMetric1Src	enum : RMetricSource
1153	orderRefRMetric1	float		user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
1000	cpx1	float
1003	csz1	int		cumulative size represented at this price
1163	cex1	long		bit mask of all exchanges where we are representing this order
1009	cpx2	float
1012	csz2	int		cumulative size represented at this price
1164	cex2	long		bit mask of all exchanges where we are representing this order
1018	cMore	byte
1021	numNewOrders	int		number of new child orders
1024	numParentLimits	ushort		number of parent limit messages received for this broker
1027	userData1	text1		user supplied additional detail (255 char);supplied via FIX or SRSE when entering order
1030	userData2	text1		user supplied additional detail (255 char);supplied via FIX or SRSE when entering order
1033	numUpdates	int		number of record updates (cumulative for the day)
1036	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 = 'SpdrMLegBrkrState'

# 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=SpdrMLegBrkrState'

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 = 'SpdrMLegBrkrState'

# 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 = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|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 = 'accnt: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

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=SpdrMLegBrkrState' \
--data-urlencode 'view=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString'

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 = 'SpdrMLegBrkrState'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|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 = 'accnt: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 = 'engineName: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=SpdrMLegBrkrState' \
--data-urlencode 'view=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=engineName: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 = 'SpdrMLegBrkrState'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stageType|startType|isFlagged|spreadClass|spreadFlavor|stockSide|ssaleFlag|uPriceFormat|secType1|side1|positionType1|priceFormat1|legCmplSecType1|secType2|side2|positionType2|priceFormat2|legCmplSecType2|secType3|side3|positionType3|priceFormat3|legCmplSecType3|secType4|side4|positionType4|priceFormat4|legCmplSecType4|secType5|side5|positionType5|priceFormat5|legCmplSecType5|secType6|side6|positionType6|priceFormat6|legCmplSecType6|spdrOrderStatus|spdrCloseReason|spdrRejectReason|activeHoldState|completionType|completionState|riskLimitDesc|riskLimitLevel|maxProgress|algoState|makeState|mktRespState|brokerState|spdrMktState|spdrBrokerStatus|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeFillUMarkLmtPrc|limitErr|cxlUPrcRange|minMaxType|leadSide|visibleInSV|takeReachRule|publicSize|progressRule|marketSession|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|takeLimitClass|takeAlphaType|makeLimitClass|makeAlphaType|refRMetric1Src'

# 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 = 'accnt: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

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=SpdrMLegBrkrState' \
--data-urlencode 'measure=engineName|parentNumber|baseParentNumber|modifyNumber|altOrderId|packageId|altAccnt|altUserName|stageType|startType|isFlagged|noticeNumber|execBrkrCode|spreadClass|spreadFlavor|stockSide|ssaleFlag|locateQuan|locateFirm|locatePool|stockShares|stockLegId|stockFillQuan|stockAvgFillPrice|refUPrc|liveUPrc|uPriceFormat|stockCpx|stockCsz|stockCex|numLegs|secKey1|secType1|ratio1|side1|positionType1|legId1|fillQuan1|avgFillPrice1|vega1|refUPrc1|refDelta1|refEarnCnt1|liveUPrc1|priceFormat1|legCpx1|legCsz1|legCex1|legCmplAvgPrice1|legCmplSecKey1|legCmplSecType1|secKey2|secType2|ratio2|side2|positionType2|legId2|fillQuan2|avgFillPrice2|vega2|refUPrc2|refDelta2|refEarnCnt2|liveUPrc2|priceFormat2|legCpx2|legCsz2|legCex2|legCmplAvgPrice2|legCmplSecKey2|legCmplSecType2|secKey3|secType3|ratio3|side3|positionType3|legId3|fillQuan3|avgFillPrice3|vega3|refUPrc3|refDelta3|refEarnCnt3|liveUPrc3|priceFormat3|legCpx3|legCsz3|legCex3|legCmplAvgPrice3|legCmplSecKey3|legCmplSecType3|secKey4|secType4|ratio4|side4|positionType4|legId4|fillQuan4|avgFillPrice4|vega4|refUPrc4|refDelta4|refEarnCnt4|liveUPrc4|priceFormat4|legCpx4|legCsz4|legCex4|legCmplAvgPrice4|legCmplSecKey4|legCmplSecType4|secKey5|secType5|ratio5|side5|positionType5|legId5|fillQuan5|avgFillPrice5|vega5|refUPrc5|refDelta5|refEarnCnt5|liveUPrc5|priceFormat5|legCpx5|legCsz5|legCex5|legCmplAvgPrice5|legCmplSecKey5|legCmplSecType5|secKey6|secType6|ratio6|side6|positionType6|legId6|fillQuan6|avgFillPrice6|vega6|refUPrc6|refDelta6|refEarnCnt6|liveUPrc6|priceFormat6|legCpx6|legCsz6|legCex6|legCmplAvgPrice6|legCmplSecKey6|legCmplSecType6|mlegVega|mlegWtVega|mlegDelta|mlegGamma|mlegTheta|description|orderSize|orderActiveSize|leavesQuantity|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrCloseDetailTxt|activeHoldState|activeHoldReason|openLegs|cumSquareQty|avgSquarePrc|cumPartialQty|completionType|completionState|avgSquareCmplPrice|fillVega|fillWtVega|fillDelta|fillDDelta|fillGamma|fillTheta|lastFillDttm|riskLimitSize|riskLimitDesc|riskLimitLevel|maxProgress|maxProgressDetail|maxProgressTime|algoState|algoCounter|makeState|makeCounter|mktRespState|mktRespCounter|brokerState|brokerCounter|spdrMktState|spdrBrokerStatus|progressRuleDetail|lastChildRejectDttm|lastChildRejectText|riskGroupId|triggerGroupId|hedgeGroupingCode|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|bestWayPrc|wrstWayPrc|bestWaySz|wrstWaySz|surfacePrc|surfaceVol|surfaceUPrc|limitPrice|limitRefUPrc|limitErr|makeLimitPrice|takeLimitPrice|cxlUPrcRange|minUBid|maxUAsk|minMaxType|leadSide|maxCompletionSlippage|orderRefPremium|strategy|userName|visibleInSV|spdrComment|takeReachRule|maxExposureSize|numMakeExchanges|publicSize|progressRule|progressSliceCnt|progressExposeTime|maxChildOrders|exchMask|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|expireDttm|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|orderVolLimit|orderPrcLimit|orderRefUPrc|orderRefDe|orderRefGa|orderPrcOffset|takeLimitClass|takeAlphaType|takeAlphaFactor|takeAlphaProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidOffset|makeLimitClass|makeAlphaType|makeAlphaFactor|makeAlphaProbability|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidOffset|orderRefEventMult|orderRefEventDttm|mlegProbLimit|mlegSurfOffset|externExDest|orderDttm|minSurfVol|maxSurfVol|minSurfPrc|maxSurfPrc|minSurfUPrc|maxSurfUPrc|minQteWidth|avgQteWidth|cntQteWidth|arriveBid|arriveAsk|totalSeconds|workingSeconds|prtActiveCnt|prtQtyActive|cumExchFee|cumM10Pnl|cumArrivalPnl|uPrcDrift|sVolDrift|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|refRMetric1Src|orderRefRMetric1|cpx1|csz1|cex1|cpx2|csz2|cex2|cMore|numNewOrders|numParentLimits|userData1|userData2|numUpdates|timestamp' \
--data-urlencode 'group=stageType|startType|isFlagged|spreadClass|spreadFlavor|stockSide|ssaleFlag|uPriceFormat|secType1|side1|positionType1|priceFormat1|legCmplSecType1|secType2|side2|positionType2|priceFormat2|legCmplSecType2|secType3|side3|positionType3|priceFormat3|legCmplSecType3|secType4|side4|positionType4|priceFormat4|legCmplSecType4|secType5|side5|positionType5|priceFormat5|legCmplSecType5|secType6|side6|positionType6|priceFormat6|legCmplSecType6|spdrOrderStatus|spdrCloseReason|spdrRejectReason|activeHoldState|completionType|completionState|riskLimitDesc|riskLimitLevel|maxProgress|algoState|makeState|mktRespState|brokerState|spdrMktState|spdrBrokerStatus|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeFillUMarkLmtPrc|limitErr|cxlUPrcRange|minMaxType|leadSide|visibleInSV|takeReachRule|publicSize|progressRule|marketSession|parentOrderHandling|parentBalanceHandling|atsVisibility|orderLimitType|takeLimitClass|takeAlphaType|makeLimitClass|makeAlphaType|refRMetric1Src' \
--data-urlencode 'where=accnt:eq:ExampleString'

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 = 'SpdrMLegBrkrState'

# 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 = 'accnt: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

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=SpdrMLegBrkrState' \
--data-urlencode 'where=accnt:eq:ExampleString'