Schema: SpdrParentBrkrState (ID: 4070)

SpdrParentBrkrState records are created/published by SpiderRock Execution Engines. Each record describes the current state of one (or more) parent orders. If a parent order is canceled/replaced then entire chain is represented by a single broker state record.

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=	accnt	string(16)
11=	secKey	OptionKey
12=	secType	enum : SpdrKeyType
13=	spdrSource	enum : SpdrSource
14=	groupingCode	long
15=	orderSide	enum : BuySell
16=	clientFirm	string(16)		SR client firm
100	userName	string(24)		SR user name string
106	parentNumber	long		SR parent number
109	baseParentNumber	long
596	modifyNumber	long		most recent parent number affecting this order (AddReplace or Modify)
604	noticeNumber	long		SR noticeNumber [required when parentOrderHandling = AtsResponse
112	riskGroupId	long		all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters
115	triggerGroupId	long
613	completionType	enum : CompletionType		None, DAC, POC, TAS, TACO, BTIC
614	completionState	enum : CompletionState		None, Pending, Complete
615	avgCompletionPrice	double		completion trade price (final trade price) [also avg completion price]
616	completionSecKey	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
617	completionSecType	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
118	strategy	string(36)		parent order strategy string (can be user supplied)
608	strategyAccnt	string(16)		SR strategy account (option; if exists will be validated)
606	execBrkrCode	string(16)		execBrkrCode attached to parent order (if any)
121	altOrderId	text1		alternate order ID (usually clOrdId from client)
124	packageId	long		groups related order/brokers together (eg. Legger w/MLeg Parent)
127	altAccnt	text1		alternate (client assigned) "long" account string (optional)
130	altUserName	string(24)		alternate (client assigned) user name (optional)
133	stageType	enum : SpdrStageType		parent is a staged order [ToolVisible]
136	isFlagged	enum : YesNo		broker state records is flagged for action (user alert only)
139	ticker	TickerKey		underlier ticker
142	uPrc	double		underlier price (usually mid-market)
145	uPrcOrder	double		underlier price at the time of last parent order arrival
148	nbboBid	double		current option nbbo bid (at time of record publish)
151	nbboAsk	double		current option nbbo ask (at time of record publish)
154	nbboBidSz	int		current option nbbo cum bid size (at time of record publish)
157	nbboAskSz	int		current option nbbo cum ask size (at time of record publish)
160	surfacePrc	float		SR surface price @ record publish
163	surfaceVol	float		SR surface volatility @ record publish
166	orderRefSDiv	float
169	orderRefSDivType	enum : RefSDivType
172	spdrBrokerStatus	enum : SpdrBrokerStatus
175	spdrOrderStatus	enum : SpdrOrderStatus		status of the most recent parent order handled by this broker
178	spdrCloseReason	enum : SpdrCloseReason		close reason of most recent parent order
181	spdrRejectReason	enum : SpdrRejectReason		reject reason (if any) of most recent parent order
599	spdrRejectLevel	enum : SpdrRiskLevel		reject level (if any) of most recent parent order
618	activeHoldState	enum : ActiveHoldState
619	activeHoldReason	text1
184	isPermanentlyClosed	enum : YesNo		indicates that this broker is permanently closed (cannot be cxl/replaced or re-opened) [auto-hedge orders only]
187	numExternRiskHold	int		num external risk management rejects received
190	lastExternRiskText	text1		last external (exch?) risk management reject
193	lastExternRiskReject	DateTime
196	spdrComment	text1
199	orderSize	int		order size of most recent parent order
202	orderActiveSize	int		total activated size (total size released for execution) (-1 = all available size)
600	activeDuration	int		[optional] (number of seconds)
205	updateDttm	DateTime
208	goodTillDttm	DateTime		order expiration date/time (most recent parent order in cxl/replace chain)
211	leavesQuantity	int		current child order leaves quantity (quantity actively working in the market;all child orders)
214	avgFillPrice	double		average fill price
217	avgFillUPrice	double		average fill underlier price
220	cumFillQuantity	int		cumulative fill quantity
223	avgFillVol	float		average fill volatility
226	cumFillVega	float		cumulative fill vega
229	cumFillTheta	float		cumulative fill theta
232	cumFillDDelta	float		cumulative fill $Delta
235	cumExchFee	float		cumulative fill exch fee
238	cumM10Pnl	float
241	cumArrivalPnl	float
244	lastFillDttm	DateTime
612	locateFirm	string(6)		firm granting the locate (also locate firm used on street FIX orders)
247	riskLimitSize	int		risk limit size (maximum size to nearest risk limit)
250	riskLimitDesc	enum : SpdrRisk		reason for size reduction
601	riskLimitLevel	enum : SpdrRiskLevel		risk limit level responsible for reduction
602	riskLimitDetail	text1		risk limit detail
253	limitPrice	double		simple limit
605	limitRefUPrc	double
256	limitErr	enum : LimitError
259	limitErrDesc	text1
262	bestLimitOffset	float		(possible price improvement) (gap between best price and init/limit price) (Face/Matrix orders)
265	makeProbLimit	float
268	makeSurfOffset	float
271	makeLimitPrice	double		make limit
274	makeLimitErr	enum : LimitError
277	takeProbLimit	float
280	takeSurfOffset	float
283	takeLimitPrice	double		take limit
286	takeLimitErr	enum : LimitError
289	autoHedge	enum : AutoHedge
292	hedgeInstrument	enum : HedgeInst		auto-hedge instrument (from parent order)
295	hedgeSecKey	ExpiryKey		auto-hedge sec key (if any)
298	hedgeSecType	enum : SpdrKeyType		auto-hedge sec type (Stock or Future)
301	hedgeBetaRatio	float		auto-hedge ratio [from parent order (if supplied) or computed by SR]
304	hedgeScope	enum : HedgeScope		hedge group scope [RiskGroup or Accnt]
603	hedgeSession	enum : MarketSession		market session for the autohedge order
607	externHedgeExDest	string(16)		external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
313	externHedgeParams	text1		external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
609	hedgeFillUMarkLmtPrc	enum : YesNo		set a price limit on the autohedge order based on the most recent option fillUMark
316	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
319	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
322	maxProgress	enum : MaxProgress		maximum point of progress for most recent parent order
325	maxProgressDetail	text1		additional detail on point of maximum progress
328	maxProgressTime	DateTime		time of last max progress advance
331	brokerState	enum : BrokerState		broker monitor state
334	brokerCounter	int		number of times order checked by broker monitor (note: most checks result in no action)]
337	makeState	enum : AlgoState		[enum] current state of non-marketable order handler (maker)
340	makeCounter	int		number of times order checked by post handler (note: most checks result in no action)
343	takeState	enum : AlgoState		[enum] current state of marketable order handler (taker)
346	takeCounter	int		number of times order checked by take handler (note: most checks result in no action)
349	mktRespState	enum : MktRespState		[enum] current state of response handler (if any)
352	mktRespCounter	int		number of times order checked by market response handler (note: most checks result in no action)
355	mktCrossState	enum : MktCrossState		[enum] current state of mkt cross handler (if any)
358	mktCrossCounter	int		number of times order checked by market cross handler (note: most checks result in no action)
361	progressRuleDetail	text1		Twap/Vwap progress detail
364	lastChildEvent	enum : ChildEvent		[enum] last event code from broker/child order handler(s)
367	lastChildRejectDttm	DateTime		last child order reject dttm (if any)
370	lastChildRejectText	text1		last child order reject reason/text (if any)
373	spdrMktState	enum : SpdrMarketState		[enum] market state
376	cpx1	float		child price level #1
379	csz1	int		cumulative size represented at this price
610	cex1	long		bit mask of all exchanges where we are at this price
385	cnt1	byte		number of child orders at price level #1
388	cpx2	float		child price level #2
391	csz2	int		cumulative size represented at this price
611	cex2	long		bit mask of all exchanges where we are at this price
397	cnt2	byte		number of child orders at price level #2
400	cMore	byte		number of additional child orders at inferior prices (if any)
406	cnVol	float
409	cnYrs	float
412	cnUPrc	float
415	cnDe	float		delta per contract
418	cnDd	float		$delta per contract
421	cnVe	float		vega per contract
424	cnGa	float
427	cnTh	float
430	cnPr	float		premium per contract
433	ddMult	float
436	priceFormat	enum : PriceFormat		option price format code
439	uPriceFormat	enum : PriceFormat		underlier price format code
442	underliersPerCn	int		option delivery underliers per contract
445	underlierType	enum : UnderlierType		type of underlier (affects $greek calculations)
448	tickValue	float		$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
451	pointValue	float		$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
454	pointCurrency	enum : Currency
511	theoVol	float
514	theoPrc	float
517	numNewOrders	int		number of child orders generated by this broker (all parent orders)
520	numParentLimits	ushort		number of parent limit messages received for this broker
523	brokerVwapMark	float		trade weighted average price (duration of parent order)
526	brokerVwapUMark	float		option-trade weighted average underlier price (duration of parent order)
529	brokerQwapMark	float		average quote mid-market (duration of parent order)
532	brokerQwapUMark	float		average underlier quote mid-market (duration of parent order)
535	vwapPnL	float		dir * qty * (brokerVwapMark - avgFillPrice)
538	vwapDnPnL	float		vwapPnL - uDriftVwapPnL
541	uDriftVwapPnL	float		(dir * (de * qty * (brokerVwapUMark - avgFillUPrice)))
544	qwapPnL	float		dir * qty * (brokerQwapMark - avgFillPrice)
547	qwapDnPnL	float		qwapPnL - uDriftQwapPnL
550	uDriftQwapPnL	float		(dir * (de * qty * (brokerQwapUMark - avgFillUPrice)))
553	numImprvChld	int		number of child orders that improved an existing market
556	activeSeconds	float		number of seconds that the parent order was active
559	withSeconds	float		number of seconds with one or more working child orders that are with of nbbo
562	aloneSeconds	float		number of seconds with one or more working child orders that make up 100% of nbbo
565	workingSeconds	float		number of child order seconds (can be greater than activeSeconds if working on more than one exchange)
568	numRiskCancels	int		number of child orders cancels for risk reasons
571	riskHoldSeconds	float		number of seconds with parent order active but on risk hold (zero child order risk size)
574	riskThrtlSeconds	float		number of seconds with parent order active but in risk throttle condition (temporary hold after fast/mass risk cancel)
577	numMakeThrottleSkips	int		number of childs orders not send to market dues to outbound lines being in a queued/throttled state
580	sumMakeThrottleDelay	float		cumulative seconds of queue skip delay (seconds that a child order was not in the market dues to outbound lines being in a queued/throttled state)
583	uPrcDrift	float		underlier drift (since parent order start)
586	sVolDrift	float		surface vol drift (since parent order start)
589	updateSrc	enum : UpdateSource
592	numUpdates	int		number of record updates (cumulative for the day)
595	timestamp	DateTime		SR system timestamp

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 = 'SpdrParentBrkrState'

# 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=SpdrParentBrkrState'

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 = 'SpdrParentBrkrState'

# 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 = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|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=SpdrParentBrkrState' \
--data-urlencode 'view=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|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 = 'SpdrParentBrkrState'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|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 = 'userName: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=SpdrParentBrkrState' \
--data-urlencode 'view=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=userName: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 = 'SpdrParentBrkrState'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'completionType|completionState|completionSecType|stageType|isFlagged|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|isPermanentlyClosed|riskLimitDesc|riskLimitLevel|limitErr|makeLimitErr|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|maxProgress|brokerState|makeState|takeState|mktRespState|mktCrossState|lastChildEvent|spdrMktState|priceFormat|uPriceFormat|underlierType|pointCurrency|updateSrc'

# 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=SpdrParentBrkrState' \
--data-urlencode 'measure=userName|parentNumber|baseParentNumber|modifyNumber|noticeNumber|riskGroupId|triggerGroupId|completionType|completionState|avgCompletionPrice|completionSecKey|completionSecType|strategy|strategyAccnt|execBrkrCode|altOrderId|packageId|altAccnt|altUserName|stageType|isFlagged|ticker|uPrc|uPrcOrder|nbboBid|nbboAsk|nbboBidSz|nbboAskSz|surfacePrc|surfaceVol|orderRefSDiv|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|activeHoldReason|isPermanentlyClosed|numExternRiskHold|lastExternRiskText|lastExternRiskReject|spdrComment|orderSize|orderActiveSize|activeDuration|updateDttm|goodTillDttm|leavesQuantity|avgFillPrice|avgFillUPrice|cumFillQuantity|avgFillVol|cumFillVega|cumFillTheta|cumFillDDelta|cumExchFee|cumM10Pnl|cumArrivalPnl|lastFillDttm|locateFirm|riskLimitSize|riskLimitDesc|riskLimitLevel|riskLimitDetail|limitPrice|limitRefUPrc|limitErr|limitErrDesc|bestLimitOffset|makeProbLimit|makeSurfOffset|makeLimitPrice|makeLimitErr|takeProbLimit|takeSurfOffset|takeLimitPrice|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|userData1|userData2|maxProgress|maxProgressDetail|maxProgressTime|brokerState|brokerCounter|makeState|makeCounter|takeState|takeCounter|mktRespState|mktRespCounter|mktCrossState|mktCrossCounter|progressRuleDetail|lastChildEvent|lastChildRejectDttm|lastChildRejectText|spdrMktState|cpx1|csz1|cex1|cnt1|cpx2|csz2|cex2|cnt2|cMore|cnVol|cnYrs|cnUPrc|cnDe|cnDd|cnVe|cnGa|cnTh|cnPr|ddMult|priceFormat|uPriceFormat|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|theoVol|theoPrc|numNewOrders|numParentLimits|brokerVwapMark|brokerVwapUMark|brokerQwapMark|brokerQwapUMark|vwapPnL|vwapDnPnL|uDriftVwapPnL|qwapPnL|qwapDnPnL|uDriftQwapPnL|numImprvChld|activeSeconds|withSeconds|aloneSeconds|workingSeconds|numRiskCancels|riskHoldSeconds|riskThrtlSeconds|numMakeThrottleSkips|sumMakeThrottleDelay|uPrcDrift|sVolDrift|updateSrc|numUpdates|timestamp' \
--data-urlencode 'group=completionType|completionState|completionSecType|stageType|isFlagged|orderRefSDivType|spdrBrokerStatus|spdrOrderStatus|spdrCloseReason|spdrRejectReason|spdrRejectLevel|activeHoldState|isPermanentlyClosed|riskLimitDesc|riskLimitLevel|limitErr|makeLimitErr|takeLimitErr|autoHedge|hedgeInstrument|hedgeSecType|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|maxProgress|brokerState|makeState|takeState|mktRespState|mktCrossState|lastChildEvent|spdrMktState|priceFormat|uPriceFormat|underlierType|pointCurrency|updateSrc' \
--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 = 'SpdrParentBrkrState'

# 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=SpdrParentBrkrState' \
--data-urlencode 'where=accnt:eq:ExampleString'