Schema: SpdrParentExecutionV2 (ID: 4086)

SpdrParentExecution records are published every time a parent order execution is received. They also update as additional post execution mark information is available at F+1m and F+10m.

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=	fillNumber	long		SpiderRock execution number (globally unique over trailing 10 days)
100	sysRealm	enum : SysRealm
103	sysEnvironment	enum : SysEnvironment
106	runStatus	enum : RunStatus
109	version	byte		record version number;starts at zero and goes up every time an execution record is re-published (eg, bust, +1m marks, +10m marks, etc)
112	routingCode	text1		SpiderRock market routing code
115	execStatus	enum : ExecStatus		SpiderRock execution status (Fill,Bust,Correct,Reject,SysRej)
118	execShape	enum : ExecShape
121	origExecID	text1		original execution ID string (child order)
124	lastExecID	text1		most recent execution ID (same as origExecID unless CANCEL/CORRECTION has been processed)
127	remoteText	text1		text comment from remote endpoint (if any)
130	integrityError	text1		line integrity error (if any) on this execution
133	parentNumber	long		SR parent number
136	parentVersion	short		SPDR order instance number (1 = original order; 2 = 1st cancel/replace, etc)
139	baseParentNumber	long		SPDR order number (initial number in cancel/replace sequence) (also, source parent for dynamically generated orders;eg auto-hedges)
142	clOrdId	long		SR child order clOrdID resulting in fill
145	streetClOrdId	string(24)		street side clOrdId (clOrdId or equivalent of the street side order) [SR/street gateway generated]
148	streetOrderId	string(24)		street side orderId (orderId or equivalent of the street side order) [from street side execReport]
151	crossClOrdId	long
154	faceSideClOrdId	long		Cross Side ClOrdId. From ChildOrder.custClOrdId, or ChildOrder.FaceSideList.alloclOrdID
157	reviewClOrdId	string(24)		review session clOrdId (usually from inbound review FIX session)
160	altFillId	long		alternate fill ID (usually from AwayTktGateway.pkey.clientFillID)
163	altOrderId	string(24)		alternate order ID (usually clOrdId from client)
166	altCrossId	string(24)
169	altLegRefId	string(24)
172	altAccnt	string(32)		alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
175	altUserName	string(24)		alternate (client assigned) user name (optional) [used to map between client and SR account strings]
178	srcRoutingCode	text1		inbound FIX routing code, if any
181	riskGroupId	long		riskGroupId (parent order group ID) for this execution report
184	triggerGroupId	long		WaitTrigger group Id
187	triggerTimestamp	long		WaitTrigger trigger timestamp (nanoseconds since epoch)
190	packageId	long		SR package Id
193	parentShape	enum : SpdrOrderShape		shape of originating parent order
196	ticker	TickerKey		base stock key (used for symbol risk aggregation)
199	secKey	OptionKey		execution security key
202	secType	enum : SpdrKeyType		execution security type [Stock, Future, Option]
205	accnt	string(16)		SpiderRock trading accnt [broker pkey]
208	clientFirm	string(16)		SR client firm
211	orderSide	enum : BuySell		order side
214	spdrSource	enum : SpdrSource		SpiderRock parent order source code [broker pkey]
217	groupingCode	long		SpiderRock parent broker number [broker pkey]
220	engineName	string(32)		SpiderRock execution engine that handled the parent order
223	gatewayName	string(20)		StreetGateway server than handled the child order (if any)
226	execRole	enum : ExecRole		SpiderRock relationship to this execution record
229	execBrkrCode	string(16)		SR Assigned executing broker code
232	execBrkrMPID	string(8)		FINRA/Assigned exec broker MPID (if any)
235	userName	string(24)		user name associated with the parent order
238	strategyAccnt	string(16)		SR strategy account (optional; copied from parent order)
241	coreClientFirm	string(16)
244	sponsorClientFirm	string(16)
247	fillTransactDttm	DateTime		transaction date/time as reported by exchange or down stream broker
250	fillTs	double		fill report ts (seconds since startup; 100 nanosec resolution)
253	fillDttm	DateTime		Date/time of fill arrival (SRDateTime)
256	fillExch	string(12)		ExDest code from child order execution report
259	fillExecId	text1		street side execution Id
262	fillExecRefId	text1		street side execution ref Id (only used when busting an execution)
265	fillLegRefId	long		legRefId for multileg fills
268	fillLegRatio	int		legRatio (if spread order)
271	fillExchFee	float		SpiderRock estimate of the exchange fee based on liquidity tags (best effort)
274	fillMarket	string(8)		usually from execReport.lastMkt as reported by child order venue
277	fillPrice	double		fill price
280	fillQuantity	int		fill quantity
283	fillReportDetail	text1		extra detail (if any) from child execution
286	fillFirmType	enum : FirmType		fill order firm type [Customer, ProCust, Firm, MM, etc] (as reported by street)
289	fillOrderCapacity	enum : OrderCapacity		fill order capacity (as reported by street)
292	fillBid	double		market bid @ fill arrival
295	fillAsk	double		market ask @ fill arrival
298	fillMark	double		mid-market (or SR surface price if option) @ fill arrival
301	fillFairWidth	double		model fair width @ fill time
304	fillUMark	double		underlier mark @ fill arrival
307	fillUBid	double		underlier market bid @ fill arrival
310	fillUAsk	double		underlier market bid @ fill arrival
313	fillVolAtm	float		atm volatility @ fill arrival
316	fillMark1M	double		mid-market (or SR surface price if option) @ fill arrival + 1m
319	fillMark10M	double		mid-market (or SR surface price if option) @ fill arrival + 10m
322	fillBid1M	double		market bid @ fill arrival + 1m
325	fillAsk1M	double		market ask @ fill arrival + 1m
328	fillBid10M	double		market bid @ fill arrival + 10m
331	fillAsk10M	double		market ask @ fill arrival + 10m
334	fillUMark1M	double		underlier mark @ fill arrival + 1m
337	fillUMark10M	double		underlier mark @ fill arrival + 10m
340	fillVolAtm1M	float		atm volatility (options only) + 1m
343	fillVolAtm10M	float		atm volatility (options only) + 10m
346	fillState1M	enum : FillMarkState
349	fillState10M	enum : FillMarkState
352	fillVol	float		fill volatility @ fillLimitRefUPrc & fillLimitRefSDiv
355	fillVolS	float		fill volatility @ surfaceUPrc & surfaceSDiv
358	fillProb	float		T+10m probability for the fill @ fill arrival send time
361	fillLimitRefUPrc	double		limit reference underlier price @ fill arrival time
364	fillLimitRefSDiv	double		limit reference sdiv value @ fill arrival time
367	fillLimitPrc	double		parent order limit price @ fill arrival time
370	fillVe	float		fill vega
373	fillGa	float		fill gamma
376	fillDe	float		fill delta
379	fillTh	float		fill theta
382	fillVeRatio	float		fill ve / fill atm ve
385	fillBeta	float		SpiderRock estimate of beta to SPX
388	fillProcDetail	text1		fill processing detail (SR internal)
391	priceType	enum : PriceType
394	execBrkrAccnt	string(16)		account at executing broker (if any)
397	execBrkrClFirm	string(16)		client/firm at executing broker (if any)
400	execBrkrUserName	string(16)		userName at execution broker (if any)
403	clearingFlipType	enum : FlipType		Clearing Flip Type (None, ExecBroker, CMTA, Giveup, DTCC, QSR, etc)
406	clearingFlipFirm	string(6)		Clearing Flip Firm (if any)
409	clearingFlipAccnt	string(10)		Clearing Flip Account (if any)
412	clearingAgent	string(10)		Clearing Agent (if any)
415	clearingTaxID	string(10)		Clearing TaxID (if any)
418	clearingBrkrMPID	string(8)		Clearing Broker MPID (equity only)
421	badge	string(16)
424	spdrOrderStatus	enum : SpdrOrderStatus
427	spdrCloseReason	enum : SpdrCloseReason
430	cumFillQuantity	int		cumulative fills (this parent number only)
433	avgFillPrice	double
436	cumLegFillQuantity	int		cumulative fills (spread only)
439	avgLegFillPrice	double
442	leavesQty	int
445	childShape	enum : SpdrOrderShape
448	childOrderStatus	enum : OrderStatus
451	childSize	int		child order size
454	childPrice	double		child order price
457	childDttm	DateTime		child order generation date/time
460	childExch	int		child order exchange (SR exchange number)
463	childExDest	string(16)		child order exchange destination code
466	childFaceSide	enum : FaceSide
469	childFaceShape	enum : FaceShape
472	childExecBroker	string(8)		executing broker that child order was routed to
475	childIsDirected	enum : YesNo		child order isDirected flag
478	childIsoSweep	enum : YesNo		child order ISO sweep flag
481	childTimeInForce	enum : TimeInForce
484	childOrderHandling	string(24)		order handling string from the algo that generated the child order
487	childAlgoHandler	enum : ChildHandler		algo handler for this child order
490	childCreateReason	enum : ChildCreateReason
493	childCancelReason	enum : ChildCancelReason
496	childMakerTaker	enum : MakerTaker
499	childUBid	double		underlier market bid at @ child order send time
502	childUAsk	double		underlier market ask at @ child order send time
505	childBid	double		market bid at the @ child order send time
508	childAsk	double		market ask at the @ child order send time
511	childMark	double		mid-market (SR surface price if option) @ child order send time
514	childFairWidth	double		model fair width @ child order create
517	childVol	float		child order volatility @ childLimitRefUPrc
520	childProb	float		SR probability for the child order @ child order send time
523	childLimitRefUPrc	double		limit reference underlier price @ child order send time
526	childLimitPrc	double		parent order limit price @ child order send time
529	childVolAtm	float		atm volatility @ child order send time
532	childFirmType	enum : FirmType		child order firm type [Customer, ProCust, Firm, MM, etc]
535	childOrderCapacity	enum : OrderCapacity		child order capacity
538	childPosType	enum : PositionType		child order position type
541	childFirmOptPosition	int		effective firm option position @ child order send time
544	childSSaleFlag	enum : ShortSaleFlag		short sale flag
547	childFirmStkPosition	int		effective firm stock position @ child order send time
550	childFirmOpenSellSh	int		open sell orders counted in marking @ child order send time
553	childLocateQuan	int		available locate quantity (if selling short) @ child order send time
556	childLocateFirm	string(6)		firm granting the locate
559	childLocatePool	string(16)		locate pool @ firm granting locate
562	childMktStance	enum : MktStance		child order was expected to be marketable @ child send time
565	childRiskCxl	enum : YesNo		cancel was generated from risk controls
568	childCxlAttempted	enum : YesNo		cancel attempt was made on the child order prior to receiving this fill
571	childCxlText	text1
574	childCxlFillLatency	float		cancel attempt -to- fill report latency (in seconds)
577	childMethod	string(8)		execution method string
580	childSource	string(12)		execution source string
583	priAggGroup	string(16)		primary aggregation group
586	secAggGroup	string(16)		secondary aggregation group
589	directedClientFirm	string(16)
592	noticeCommission	float
595	hasNoticeComm	enum : YesNo		noticeCommision contains responder auction commission; otherwise, commission is as agreed elsewhere
598	custCommPaying	enum : YesNo		client is commission paying (to the responder)
601	responseType	string(4)		usually an exch auction response type
604	completionType	enum : CompletionType		None, DAC, POC, TAS, TACO, BTIC
607	completionState	enum : CompletionState
610	completionPrice	double		completion trade price (final trade price)
613	completionSecKey	OptionKey		final settlement secKey (contract that DAC, TAS, TACO, etc. will convert to; might not be valid until completed)
616	completionSecType	enum : SpdrKeyType		usually Future or Option (None if not yet valid)
619	riskVega	float		risk vega
622	riskWtVega	float		risk gamma
625	riskNValue	float		risk delta
628	riskDelta	float		risk delta
631	riskDDelta	float		risk ddelta
634	riskRm1	float		user defined (from parent order) [used to manage order groups]
637	riskRm2	float		user defined (from parent order) [used to manage order groups]
640	riskRm3	float		user defined (from parent order) [used to manage order groups]
643	riskRm4	float		user defined (from parent order) [used to manage order groups]
646	riskRm5	float		user defined (from parent order) [used to manage order groups]
649	riskRm6	float		user defined (from parent order) [used to manage order groups]
652	riskRm7	float		user defined (from parent order) [used to manage order groups]
655	marginUDnVDn	float		underlier down, vol down
658	marginUDnVUp	float		underlier down, vol up
661	marginUUpVDn	float		underlier up, vol down
664	marginUUpVUp	float		underlier up, vol up
667	riskU15Dn	float		underlier dn 15% shock slide
670	riskU15Up	float		underlier up 15% shock slide
673	riskU50Dn	float		underlier dn 50% shock slide
676	riskU50Up	float		underlier up 50% shock slide
679	fillBrkrRate	float		billing brokerage rate (tier 1)
682	fillRoutingRate	float		billing routing rate (tier 1)
685	mmPrefCode	string(6)		market maker preference code (if any)
688	mmCredit	float		expected market maker credit (if any)
691	riskCode	enum : RiskCode		SpiderRock Risk Code (if any)
694	billingSecType	enum : BillingSecType		SpiderRock billing security type
697	billingCategory	enum : BillingCategory		SpiderRock billing category
700	spdrLiquidityTag	string(2)		SpiderRock normalized liquidity tag
703	exchLiquidityTag	string(4)		liquidity tag as reported by downstream venue (if any)
706	fillExchDetail	text1		other fix tags (tag:value#tag:value) [additional detail used for analysis]
709	crossSide	enum : CrossSide		indicates if this order was the initiator or responder of the cross fill (None if not cross)
712	isCrossBreakupFill	enum : YesNo		cross order was broken up on exchange, and this execution was filled by party not specified on the original cross order
715	exchFirmType	string(6)		used to reflect field from a downstread execution back up to upstream fill report
718	extExecBroker	string(12)		used to reflect field from a downstream destination back up to and upstream fill report
721	relationshipType	enum : RelationshipType		type of SR <-> client relationship
724	clearingFirm	string(4)		clearing firm
727	clearingAccnt	string(12)		clearing firm account (if any)
730	clArriveMark	float		client specified arrival mark (passed through from parent order)
733	parentDttm	DateTime		parent order creation date/time
736	parentOrderSize	int		parent order size
739	parentUBid	double		underlier market bid @ parent order arrival
742	parentUAsk	double		underlier market ask @ parent order arrival
745	parentUMark	double		underlier mid mark @ parent order arrival
748	parentBid	double		market bid @ parent order arrival
751	parentAsk	double		market ask @ parent order arrival
754	parentMark	double		mid-market (or SR surface price) @ parent order arrival
757	parentFairWidth	double		model fair width @ parent order arrival
760	parentSurfVol	double		SR surf vol @ parent order arrival
763	parentLimitType	enum : SpdrLimitType		Primary Limit Type (Prc, Vol, Rel, Market, Smrt, etc)
766	parentLimitVol	float		parent order limit volatilty (if any)
769	parentLimitPrc	double		parent order limit price @ fill arrival
772	parentLimitRefUPrc	double		limit reference underlier price @ fill arrival
775	parentTheoVol	float		client supplied theoretical volatility (used for markup only) [copied from parent order]
778	parentTheoPrc	float		option price corresponding parentTheoVol @ fillUMark
781	parentPosType	enum : PositionType		parent order position type
784	parentSSaleFlag	enum : ShortSaleFlag		short sale flag on parent order
787	parentStrategy	string(36)		client strategy [usually client supplied]
790	noticeNumber	long		RFR / Auction noticeNumber (if any)
793	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
796	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
797	pricingVersion	enum : PricingVersion		pricing library version
799	autoHedge	enum : AutoHedge		auto-hedge algorithm (if any)
802	hedgeSecKey	ExpiryKey		auto-hedge sec key (if any)
805	hedgeSecType	enum : SpdrKeyType		auto-hedge sec type (if any)
808	hedgeBetaRatio	float		portion of executed $delta to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0])
811	hedgeScope	enum : HedgeScope		hedge group scope
814	years	float		years to expiration
817	underliersPerCn	int		option delivery underliers per contract
820	underlierType	enum : UnderlierType		type of underlier (affects $greek calculations)
823	tickValue	float		$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
826	pointValue	float		$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
829	pointCurrency	enum : Currency
832	uPrcRatio	float		UPrcRatio (SymbolRatio) from product definition
835	minTickSize	float		minimum market price variation (dnTickSize if on a boundary)
838	priceFormat	enum : PriceFormat		SpiderRock price display format code
841	uPriceFormat	enum : PriceFormat		SpiderRock underlier price display format code
844	priceNotional	double		fillQuantity * fillPrice (Stk)
847	uPrcNotional	double		FillSize * Underlying Price (mid market) * Underliers Per Contract * pointValue (Opt only)
850	strikeNotional	double		FillSize * Strike Price * Underliers Per Contract * pointValue (Opt only)
853	realmCurrency	enum : Currency		Base currency of realm execution recieved in
856	pointToRealmRate	double		FOREX rate from pointCurrency to realm base currency at time of execution
859	contraMPID	string(4)		contra exchange member ID
862	contraPositionType	enum : SRPosType
865	contraOrderCapacity	enum : OrderCapacity		cust, proCust, firm, etc.
868	contraClearFirm	string(5)		contra clearing (CMTA) instructions
871	contraClearAccnt	string(5)
874	contraMarketMaker	string(10)		contra market maker ID (if any)
877	contraDetail	text1		additional contra side detail
880	uRefType	enum : URefType
883	uPrcTriggerLevel	double
886	cxlUPrc	double		uPrc @ cancel (or cancel/replace) trigger (compare to uPrcTriggerLevel)
889	cxlSource	enum : CancelSource
892	cxlSrcTimestamp	long		exchange or SIP (claimed) cxl trigger timestamp (from an underlier print or quote market data event)
895	cxlEngTimestamp	long		trigger event arrival to an SR (street, sgw, or edge) NIC card
898	cxlSndTimestamp	long		cancel (or cancel/replace) send timestamp
901	fillUPrcDriftMs25	double		underlier price drift (fillUPrc + 25ms to fillUPrc) (+=beneficial, -=detrimental)
904	uSlip	float		dir * sign(de) * dContigency; dContigency = uPrc slip through cxl trigger or zero (>= 0)
907	opxSlip	float		abs(de) * uSlip + 0.5 * ga * uSlip * uSlip (>= 0)
910	volSlip	float		0.01 * opxSlip / ve
913	prtUBid	float		live uBid/uAsk at the time print event was received
916	prtUAsk	float
919	prtSize	int
922	prtTimestamp	long		printEvent.srcTimestamp
925	srcTimestamp	long		street/exchange (claimed) print time
928	sgwTimestamp	long		print arrival to an SR (street or edge) NIC card
931	engTimestamp	long		print arrival in an SR (execution or edge) engine
934	liveUPrc	double		SpiderRock internal use only
937	liveMark	double		SpiderRock internal use only
940	timestamp	DateTime		timestamp of this record [not necessarily the timstamp of the fill itself]

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 = 'SpdrParentExecutionV2'

# 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=SpdrParentExecutionV2'

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 = 'SpdrParentExecutionV2'

# 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 = 'sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|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 = 'streetClOrdId: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=SpdrParentExecutionV2' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|timestamp' \
--data-urlencode 'where=streetClOrdId: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 = 'SpdrParentExecutionV2'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|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 = 'streetClOrdId: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 = 'sysRealm: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=SpdrParentExecutionV2' \
--data-urlencode 'view=sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|timestamp' \
--data-urlencode 'where=streetClOrdId:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysRealm: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 = 'SpdrParentExecutionV2'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|runStatus|execStatus|execShape|parentShape|secType|orderSide|spdrSource|execRole|fillFirmType|fillOrderCapacity|fillState1M|fillState10M|priceType|clearingFlipType|spdrOrderStatus|spdrCloseReason|childShape|childOrderStatus|childFaceSide|childFaceShape|childIsDirected|childIsoSweep|childTimeInForce|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childFirmType|childOrderCapacity|childPosType|childSSaleFlag|childMktStance|childRiskCxl|childCxlAttempted|hasNoticeComm|custCommPaying|completionType|completionState|completionSecType|riskCode|billingSecType|billingCategory|crossSide|isCrossBreakupFill|relationshipType|parentLimitType|parentPosType|parentSSaleFlag|pricingVersion|autoHedge|hedgeSecType|hedgeScope|underlierType|pointCurrency|priceFormat|uPriceFormat|realmCurrency|contraPositionType|contraOrderCapacity|uRefType|cxlSource'

# 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 = 'streetClOrdId: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=SpdrParentExecutionV2' \
--data-urlencode 'measure=sysRealm|sysEnvironment|runStatus|version|routingCode|execStatus|execShape|origExecID|lastExecID|remoteText|integrityError|parentNumber|parentVersion|baseParentNumber|clOrdId|streetClOrdId|streetOrderId|crossClOrdId|faceSideClOrdId|reviewClOrdId|altFillId|altOrderId|altCrossId|altLegRefId|altAccnt|altUserName|srcRoutingCode|riskGroupId|triggerGroupId|triggerTimestamp|packageId|parentShape|ticker|secKey|secType|accnt|clientFirm|orderSide|spdrSource|groupingCode|engineName|gatewayName|execRole|execBrkrCode|execBrkrMPID|userName|strategyAccnt|coreClientFirm|sponsorClientFirm|fillTransactDttm|fillTs|fillDttm|fillExch|fillExecId|fillExecRefId|fillLegRefId|fillLegRatio|fillExchFee|fillMarket|fillPrice|fillQuantity|fillReportDetail|fillFirmType|fillOrderCapacity|fillBid|fillAsk|fillMark|fillFairWidth|fillUMark|fillUBid|fillUAsk|fillVolAtm|fillMark1M|fillMark10M|fillBid1M|fillAsk1M|fillBid10M|fillAsk10M|fillUMark1M|fillUMark10M|fillVolAtm1M|fillVolAtm10M|fillState1M|fillState10M|fillVol|fillVolS|fillProb|fillLimitRefUPrc|fillLimitRefSDiv|fillLimitPrc|fillVe|fillGa|fillDe|fillTh|fillVeRatio|fillBeta|fillProcDetail|priceType|execBrkrAccnt|execBrkrClFirm|execBrkrUserName|clearingFlipType|clearingFlipFirm|clearingFlipAccnt|clearingAgent|clearingTaxID|clearingBrkrMPID|badge|spdrOrderStatus|spdrCloseReason|cumFillQuantity|avgFillPrice|cumLegFillQuantity|avgLegFillPrice|leavesQty|childShape|childOrderStatus|childSize|childPrice|childDttm|childExch|childExDest|childFaceSide|childFaceShape|childExecBroker|childIsDirected|childIsoSweep|childTimeInForce|childOrderHandling|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childUBid|childUAsk|childBid|childAsk|childMark|childFairWidth|childVol|childProb|childLimitRefUPrc|childLimitPrc|childVolAtm|childFirmType|childOrderCapacity|childPosType|childFirmOptPosition|childSSaleFlag|childFirmStkPosition|childFirmOpenSellSh|childLocateQuan|childLocateFirm|childLocatePool|childMktStance|childRiskCxl|childCxlAttempted|childCxlText|childCxlFillLatency|childMethod|childSource|priAggGroup|secAggGroup|directedClientFirm|noticeCommission|hasNoticeComm|custCommPaying|responseType|completionType|completionState|completionPrice|completionSecKey|completionSecType|riskVega|riskWtVega|riskNValue|riskDelta|riskDDelta|riskRm1|riskRm2|riskRm3|riskRm4|riskRm5|riskRm6|riskRm7|marginUDnVDn|marginUDnVUp|marginUUpVDn|marginUUpVUp|riskU15Dn|riskU15Up|riskU50Dn|riskU50Up|fillBrkrRate|fillRoutingRate|mmPrefCode|mmCredit|riskCode|billingSecType|billingCategory|spdrLiquidityTag|exchLiquidityTag|fillExchDetail|crossSide|isCrossBreakupFill|exchFirmType|extExecBroker|relationshipType|clearingFirm|clearingAccnt|clArriveMark|parentDttm|parentOrderSize|parentUBid|parentUAsk|parentUMark|parentBid|parentAsk|parentMark|parentFairWidth|parentSurfVol|parentLimitType|parentLimitVol|parentLimitPrc|parentLimitRefUPrc|parentTheoVol|parentTheoPrc|parentPosType|parentSSaleFlag|parentStrategy|noticeNumber|userData1|userData2|pricingVersion|autoHedge|hedgeSecKey|hedgeSecType|hedgeBetaRatio|hedgeScope|years|underliersPerCn|underlierType|tickValue|pointValue|pointCurrency|uPrcRatio|minTickSize|priceFormat|uPriceFormat|priceNotional|uPrcNotional|strikeNotional|realmCurrency|pointToRealmRate|contraMPID|contraPositionType|contraOrderCapacity|contraClearFirm|contraClearAccnt|contraMarketMaker|contraDetail|uRefType|uPrcTriggerLevel|cxlUPrc|cxlSource|cxlSrcTimestamp|cxlEngTimestamp|cxlSndTimestamp|fillUPrcDriftMs25|uSlip|opxSlip|volSlip|prtUBid|prtUAsk|prtSize|prtTimestamp|srcTimestamp|sgwTimestamp|engTimestamp|liveUPrc|liveMark|timestamp' \
--data-urlencode 'group=sysRealm|sysEnvironment|runStatus|execStatus|execShape|parentShape|secType|orderSide|spdrSource|execRole|fillFirmType|fillOrderCapacity|fillState1M|fillState10M|priceType|clearingFlipType|spdrOrderStatus|spdrCloseReason|childShape|childOrderStatus|childFaceSide|childFaceShape|childIsDirected|childIsoSweep|childTimeInForce|childAlgoHandler|childCreateReason|childCancelReason|childMakerTaker|childFirmType|childOrderCapacity|childPosType|childSSaleFlag|childMktStance|childRiskCxl|childCxlAttempted|hasNoticeComm|custCommPaying|completionType|completionState|completionSecType|riskCode|billingSecType|billingCategory|crossSide|isCrossBreakupFill|relationshipType|parentLimitType|parentPosType|parentSSaleFlag|pricingVersion|autoHedge|hedgeSecType|hedgeScope|underlierType|pointCurrency|priceFormat|uPriceFormat|realmCurrency|contraPositionType|contraOrderCapacity|uRefType|cxlSource' \
--data-urlencode 'where=streetClOrdId: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 = 'SpdrParentExecutionV2'

# 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 = 'streetClOrdId: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=SpdrParentExecutionV2' \
--data-urlencode 'where=streetClOrdId:eq:ExampleString'