Version: Upcoming

Schema: SpdrParentOrder (ID: 4095)

SpdrParentOrder records are visible in SRSE immediately after receipt. Parent orders received via FIX, SRSE or SpiderRock GUI tools, or 3rd party vendor systems are all visible in this table.

Parent orders can be for stocks, futures, options or spreads. And they can be one-sided (agency) or two-sided (facilitation) orders. Parent order records should be immutable and not update.

SpdrParentOrder records are published to the SpiderRock elatic cluster on arrival.

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=	parentNumber	long		SPDR order number
100	sysEnvironment	enum : SysEnvironment		original (source) sys environment [Stable, Current, etc]
103	runStatus	enum : RunStatus		original (source) run status [Prod,Beta]
106	spdrActionType	enum : SpdrActionType
109	parentShape	enum : SpdrOrderShape
112	clientSeqNumIn	int		inbound client seq number (FIX orders only)
115	altOrderId	string(24)		alternate order ID (usually clOrdId from client)
118	altPrevOrderId	string(24)		alternate prev order ID (usually origClOrdId from client during cxl/replace)
124	altAutoHedgeId	string(24)		alternate order ID for child autohedge orders (if any)
127	altAccnt	string(32)		alternate (client assigned) "long" account string (optional) [used to map between client and SR account strings]
130	altUserName	string(24)		alternate (client assigned) user name (optional) [used to map between client and SR account strings]
133	srcRoutingCode	text1		inbound FIX routing code or SRSE/tool server appID (if any)
136	packageId	long		references spread orderNumber, if a legged spread order or auto-hedge order
139	secKey	OptionKey		Composite Security Key
142	secType	enum : SpdrKeyType		Security Type [Stock, Future, Option]
145	securityDesc	text1		additional security description
148	accnt	string(16)		SR trading account
151	clientFirm	string(16)		SR client firm
1045	strategyAccnt	string(16)		SR strategy account (option; if exists will be validated)
154	spdrSource	enum : SpdrSource
157	groupingCode	long		unique broker code;broker.pkey = (key + accnt + spdrSource + groupingCode)
1039	execBrkrCode	string(16)		overrides the default executing broker for this parent order
1040	externExDest	string(16)		routing code for orders directed to an external order router (default = null); must match an exDest associated with a RouteDefinition
166	externParams	text1		external algo names/parameters (usually just an algo name)
169	strategy	string(36)		client-supplied strategy string;visible on SpiderRock GUI tools and other order reports.
172	userName	string(24)		name of the user entering the order
1047	visibleInSV	enum : YesNo		allow order to be visible in SV (do not use for high volume of orders)
1031	userSource	enum : SpdrSource		SpdrSource of this order (assumed to be the same as spdrSource if None)
178	orderDttm	DateTime		order entry time (from client;if any)
181	orderSide	enum : BuySell
184	orderSize	int		maximum fill size (contracts)
187	orderActiveSize	int		total activated size (total size released for execution) (-1 = all available size)
190	curCumFillQuantity	int		set order size = orderSize - Max(0, curCumFillQty - ee.cumFillQty) (used to ensure integrity of submitted cxl/replace orders)
193	addCumFillQuantity	enum : YesNo		If Yes then OrderSize is calculated @ order arrival as requested OrderSize + existing 'CumFillQuantity'.
196	maxExposureSize	int		maximum simultaneous cumulative child order public size exposure (-1 = orderActiveSize) [order can overfill if > orderActiveSize and numMakeExchanges > 1]
199	numMakeExchanges	byte		number of exchanges (1 - 4) on which to publish public making orders. Effective number might be less than requested number if sufficient exchanges are not available.
202	publicSize	enum : PublicSizeHandling		public order size handling: None=algo default; Randomize=randomize public size; MktSize=expose typical market size; FullSize=expose entire order size where possible; FullSizeR=randomize full size
205	canOverlapCxlRepl	enum : YesNo		can execution engines overlap cancel/replace operations [order can overfill if YES] (at most one active overlapping cxl/replace operation for each parent order)
208	progressRule	enum : ProgressRule		Immediate = all size immediately available; TWAP = work from arrival to expiration; VWAP = work order not faster than participation rate
1067	atsVisibility	enum : AtsVisibility		for BlockAuction orders, visibility (to responders) is neither, side only, or side + price
214	progressSliceCnt	byte		number of slices to use (default = 4 or 8) [max 20]
217	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)
220	vwapParticipation	float		target vwap participation rate (target % of trade activity)
223	minMktOnClosePct	byte		Minimum pct [0 - 100] of order reserved for the on-close (MOC) auction
226	triggerType	enum : TriggerType		type of trigger (PrintVol/SurfVol only for options) [print = print or actionable quote]
229	triggerLevel	float		stop/trigger level for parent order to go active (can be either a price or vol)
232	auctionResponder	enum : AuctionResponder		if set, parent order can be an auction responder
235	maxMakeExchFee	float		maximum making exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
238	maxTakeExchFee	float		maximum taking exchange fee (in point value) [zero = no limit; use non-zero number for limit to apply]
241	incTakeExchFee	enum : IncExchFee		include exchange fee in probability and surface based take limit calculations
244	incMakeExchFee	enum : IncExchFee		include exchange fee in probability and surface based make limit calculations
247	makeExchRule	enum : MakeExchRule		ActiveMaker exch preference: 'MaxPart' = max participation; 'FeeOrder' = minimize fees [max rebates]; 'ImprvOnly' will only make when improving NBBO; 'RoundRobin' will rotate through exch list; 'ProRataOptim' will post on pro-rata only.
250	cxlUPrcRange	enum : UPrcCxl		cancel parent order if/when outside the uPrice range [ _Halt = also cancel if halted ]
253	minUBid	float		[optional]
256	maxUAsk	float		[optional] (< $0.01 = none)
259	minMaxType	enum : MinMaxType		if Prc minUBid/maxUAsk are expressed as prices; if Pct then they are expresses as pct change since parent order arrival
262	minOptionPx	float		[optional] option price floor for tied to stock orders
265	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]
1048	exchMask	long		eligible exchanges (0 = all)
271	spdrStageType	enum : SpdrStageType		note: stageType != None implies both KeepAlive behavior and makes the order visible on tools
1032	marketSession	enum : MarketSession
277	startDttm	DateTime		[optional] (parent order start time)
280	orderDuration	int		[optional] (number of seconds)
1033	activeDuration	int
283	goodTillDttm	DateTime		[optional] (default: 2099-01-01)
286	startType	enum : StartType		WaitTrigger associates this order with a triggerGroupId. The initial wave of child orders from the TriggerGroup will be send when a (final) parent order with startType=TriggerAll or when an external trigger signal is received.
289	triggerGroupId	long		triggerGroupId is required if startType=WaitTrigger; note that child orders from all parent orders in the trigger group will be organized and released optimally when the triggerGroup is released
292	triggerTimestamp	long		WaitTrigger trigger timestamp (nanoseconds since epoch)
298	parentOrderHandling	enum : ParentOrderHandling
301	parentBalanceHandling	enum : ParentBalanceHandling
304	orderLimitType	enum : SpdrLimitType
307	takeLimitClass	enum : SpdrLimitClass		Simple = LimitPrice +/- offset, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit), SurfProb = BEST(LimitPrice, SurfLimit, ProbLimit)
310	makeLimitClass	enum : SpdrLimitClass		Simple = LimitPrice +/- offset, Surface = BEST(LimitPrice, SurfLimit), Probability = BEST(LimitPrice, ProbLimit), SurfProb = BEST(LimitPrice, SurfLimit, ProbLimit)
313	takeReachRule	enum : ReachRule		None = size 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]
316	orderPrcLimit	double		Applies if LimitType = Prc[]
319	orderRefUPrc	double		default=underlier.mid
322	orderRefDelta	float		default=option.delta
325	orderRefGamma	float		default=option.gamma
328	orderVolLimit	float		Applies if LimitType = Vol[] [uses SR dividends and borrow rates]
331	rateOverride	float		zero = ignore; > zero = override
334	sdivOverride	float
337	ddivOverride	text1		discrete dividend string override ([yearsToExpiry,divYears:divAmount,divYears:divAmount, ...])
340	overrideCode	enum : OverrideCode
343	orderPrcOffset	double		default=0 [surface, relX and pegX limit offsets]
346	stateModel	enum : StateModel
349	uStateModel	enum : StateModel
352	takeAlphaType	enum : AlphaType		Applies if takeLimitClass = Probability
355	makeAlphaType	enum : AlphaType		Applies if makeLimitClass = Probability
358	takeAlphaFactor	float		[-2,+2] takeProbLimit = MAX(takeProbability, takeProbAvg + takeAlphaFactor * takeProbStd) [if AlphaType = Relative]
361	makeAlphaFactor	float		[-2,+2] makeProbLimit = MAX(makeProbability, makeProbAvg + makeAlphaFactor * makeProbStd) [if AlphaType = Relative]
364	takeProbability	float		takeProbLimit = takeProbability [if AlphaType = Static]
367	makeProbability	float		makeProbLimit = makeProbability [if AlphaType = Static]
370	takeSurfPrcOffset	double		default=0
373	takeSurfVolOffset	float		default=0
376	takeSurfWidthOffset	float		[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
379	makeSurfPrcOffset	double		default=0
382	makeSurfVolOffset	float		default=0
385	makeSurfWidthOffset	float		[-1.x to +1.x] -1.0 = -0.5 * avgMktWidth, +1.0 = +0.5 * avgMktWidth
388	orderRefEventMult	float		expected underlier abs move (0.01 = 1%) @ orderRefEventDttm
391	orderRefEventDttm	DateTime		Date/time of the next event. Note that events are usually earnings but are not required to be.
1044	nbboCap	enum : NbboCap		indicates if order price is capped at NBBO (or 1, 5, 10 pennies through). Primarily for when parentOrderHandling = BlockAuction
394	autoHedge	enum : AutoHedge
397	hedgeInstrument	enum : HedgeInst	Default	Default=actual underlier (EQT or FUT) [IndexOptions use ETF]; FrontMonth=actual underlier (EQT) or front month (FUT) [IndexOptions use FM Fut]; Stock=hedgeSecKey.TickerKey; Future=hedgeSecKey.ExpiryKey
400	hedgeSecKey	ExpiryKey		autohedge instrument (can be a TickerKey (stock) or ExpiryKey (future)) [required for Stock and Future]
403	hedgeBetaRatio	float		portion of executed $money to auto-hedge (can be 1.0 / Beta for beta hedging) [-4.0 to +4.0]
406	hedgeScope	enum : HedgeScope		hedge group scope [RiskGroup or Accnt]
1034	hedgeSession	enum : MarketSession		market session for the autohedge order [defaults to pOrder.marketSession]
1041	externHedgeExDest	string(16)		external broker exDest (only used if orderHandling=Extern) # Should match FixRoutingTable.destination type (eg. #Nighthawk)
415	externHedgeParams	text1		external algo names/parameters (usually just an algo name) # usually copied from the FixRoutingTable.externParams
1046	hedgeFillUMarkLmtPrc	enum : YesNo		set a price limit on the autohedge order based on the most recent option fillUMark
418	firmType	enum : FirmType		used to override firmType in account config
421	orderCapacity	enum : OrderCapacity
424	positionType	enum : PositionType	Auto
427	ssaleFlag	enum : ShortSaleFlag		used to determine stock auto-hedge flags
1042	locateFirm	string(6)		firm granting the locate (also locate firm used on street FIX orders) (required if selling short and no auto-locate is available)
1043	locatePool	string(16)		locate pool @ firm granting the locate
430	noCrossGroup	string(16)
433	exchTraderId	string(16)
436	largeTraderId	string(16)
439	tradingLocation	string(16)
484	leadSide	enum : BuySell		for legged orders, which side to lead with. (optional, None ok)
487	maxCompletionSlippage	double		maximum price slippage to complete an open basket
490	orderRefPremium	float		reference premium (mleg orders only)
1038	noticeNumber	long		required when parentOrderHandling = BlockResponse
1049	noticeCommission	float
1050	hasNoticeComm	enum : YesNo
1051	pkgRefPremPct	float		BlockPCV: package premium as a % of underlier closing price (fixed by initiator)
496	theoVol	float		client supplied theoretical volatility (used for markup only)
499	clArriveMark	float		client specified arrival mark (passed through to ParentExecution; markup only)
502	riskGroupId	long		all orders with the same riskGroupId share a common set of risk counters;.Grp. risk limits apply to these shared counters
1036	reqAuxRiskGroupCtrl	enum : YesNo
442	refRMetric1Src	enum : RMetricSource
445	refRMetric2Src	enum : RMetricSource
448	refRMetric3Src	enum : RMetricSource
451	refRMetric4Src	enum : RMetricSource
454	refRMetric5Src	enum : RMetricSource
457	refRMetric6Src	enum : RMetricSource
460	refRMetric7Src	enum : RMetricSource
463	orderRefRMetric1	float		user supplied RMetric1 value (used in RiskGroupID risk controls) [netRMetric1 = sum(fillQty * orderRefRMetric1 * underlierPerCn)]
466	orderRefRMetric2	float		user supplied RMetric2 value (used in RiskGroupID risk controls) [netRMetric2 = sum(fillQty * orderRefRMetric2 * underlierPerCn)]
469	orderRefRMetric3	float		user supplied RMetric3 value (used in RiskGroupID risk controls) [netRMetric3 = sum(fillQty * orderRefRMetric3 * underlierPerCn)]
472	orderRefRMetric4	float		user supplied RMetric4 value (used in RiskGroupID risk controls) [netRMetric4 = sum(fillQty * orderRefRMetric4 * underlierPerCn)]
475	orderRefRMetric5	float		user supplied RMetric5 value (used in RiskGroupID risk controls) [netRMetric5 = sum(fillQty * orderRefRMetric5 * underlierPerCn)]
478	orderRefRMetric6	float		user supplied RMetric6 value (used in ExpDay risk controls) [netRMetric6 = sum(fillQty * orderRefRMetric6 * underlierPerCn)]
481	orderRefRMetric7	float		user supplied RMetric7 value (used in SymDay risk controls) [netRMetric7 = sum(fillQty * orderRefRMetric7 * underlierPerCn)]
529	expDayWtVegaOffset	float	-1	max acct+symbol day wtVega offset (target)
523	maxExpDayWtVegaLn	float	-1	max accnt+expiration day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
526	maxExpDayWtVegaSh	float	-1	max accnt+expiration day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
559	maxExpDayRMetric6Ln	float	-1	max acct+expiration day rMetric6 long (positive number;-1=no limit);risk limit = max limit - current net counter
562	maxExpDayRMetric6Sh	float	-1	max acct+expiration day rMetric6 short (positive number;-1=no limit);risk limit = max limit + current net counter
556	symDayDDeltaOffset	float	-1	max acct+symbol day $delta offset (target)
550	maxSymDayDDeltaLn	float	-1	max acct+symbol day $delta long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
553	maxSymDayDDeltaSh	float	-1	max acct+symbol day $delta short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
538	symDayVegaOffset	float	-1	max acct+symbol day vega offset (target)
532	maxSymDayVegaLn	float	-1	max acct+symbol day vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
535	maxSymDayVegaSh	float	-1	max acct+symbol day vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
547	symDayWtVegaOffset	float	-1	max acct+symbol day wtVega offset (target)
541	maxSymDayWtVegaLn	float	-1	max acct+symbol day (time weighted) vega long (positive number;-1=no limit);risk limit = max limit - (current net counter - offset)
544	maxSymDayWtVegaSh	float	-1	max acct+symbol day (time weighted) vega short (positive number;-1=no limit);risk limit = max limit + (current net counter - offset)
568	maxSymDayRMetric7Ln	float	-1	max acct+symbol day rMetric7 long (positive number;-1=no limit);risk limit = max limit - current net counter
571	maxSymDayRMetric7Sh	float	-1	max acct+symbol day rMetric7 short (positive number;-1=no limit);risk limit = max limit + current net counter
577	maxGrpDayDDeltaLn	float	-1	max acct+riskGroup day $delta long (positive number;-1=no limit);risk limit = max limit - current net counter
580	maxGrpDayDDeltaSh	float	-1	max acct+riskGroup day $delta short (positive number;-1=no limit);risk limit = max limit + current net counter
586	maxGrpDayVegaLn	float	-1	max acct+riskGroup day vega long (positive number;-1=no limit);risk limit = max limit - current net counter
589	maxGrpDayVegaSh	float	-1	max acct+riskGroup day vega short (positive number;-1=no limit);risk limit = max limit + current net counter
592	maxGrpDayVegaAbs	float	-1	max acct+riskGroup day vega abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
595	grpDayVegaRatio	float	1.0	target bot / sld ratio (eg ratio=2.0 means that neutral is bot vega = 2x sld vega)
646	maxGrpDayContractsLn	int	-1	max acct+riskGroup day opt contracts long (positive number;-1=no limit);risk limit = max limit - current net counter
649	maxGrpDayContractsSh	int	-1	max acct+riskGroup day opt contracts short (positive number;-1=no limit);risk limit = max limit + current net counter
652	maxGrpDayContractsAbs	int	-1	max acct+riskGroup day opt contracts abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
610	maxGrpDayRMetric1Ln	float	-1	max acct+riskGroup day rMetric1 long (positive number;-1=no limit);risk limit = max limit - current net counter
613	maxGrpDayRMetric1Sh	float	-1	max acct+riskGroup day rMetric1 short (positive number;-1=no limit);risk limit = max limit + current net counter
616	maxGrpDayRMetric1Abs	float	-1	max acct+riskGroup day rMetric1 abs (positive number;-1=no limit);risk limit = max limit - abs(current net counter)
619	grpDayRMetric1Ratio	float	1.0	target bot / sld ratio (eg ratio=0.5 means that neutral is bot rMetric1 = 0.5x sld rMetric1)
622	maxGrpDayRMetric2Ln	float	-1	max acct+riskGroup day rMetric2 long (positive number;-1=no limit);risk limit = max limit - current net counter
625	maxGrpDayRMetric2Sh	float	-1	max acct+riskGroup day rMetric2 short (positive number;-1=no limit);risk limit = max limit + current net counter
628	maxGrpDayRMetric3Ln	float	-1	max acct+riskGroup day rMetric3 long (positive number;-1=no limit);risk limit = max limit - current net counter
631	maxGrpDayRMetric3Sh	float	-1	max acct+riskGroup day rMetric3 short (positive number;-1=no limit);risk limit = max limit + current net counter
634	maxGrpDayRMetric4Ln	float	-1	max acct+riskGroup day rMetric4 long (positive number;-1=no limit);risk limit = max limit - current net counter
637	maxGrpDayRMetric4Sh	float	-1	max acct+riskGroup day rMetric4 short (positive number;-1=no limit);risk limit = max limit + current net counter
640	maxGrpDayRMetric5Ln	float	-1	max acct+riskGroup day rMetric5 long (positive number;-1=no limit);risk limit = max limit - current net counter
643	maxGrpDayRMetric5Sh	float	-1	max acct+riskGroup day rMetric5 short (positive number;-1=no limit);risk limit = max limit + current net counter
655	symEmaCxlDDeltaLn	float	-1	max acct+symbol 60s EMA $delta long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
658	symEmaCxlDDeltaSh	float	-1	max acct+symbol 60s EMA $delta short (positive number; <= 0 is no limit)
661	symEmaCxlWtVegaLn	float	-1	max acct+symbol 60s EMA wtVega long (positive number; <= 0 is no limit) [will immediately cxl all option orders in a symbol if any order in the symbol breaches]
664	symEmaCxlWtVegaSh	float	-1	max acct+symbol 60s EMA wtVega short (positive number; <= 0 is no limit)
667	lastFillDttm	DateTime
670	userData1	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
673	userData2	text1		client supplied data field; passes through to parent and child executions and reports as well as FIX drops
676	childData	text1		client supplied data field; passes through to down stream child orders
679	srcTimestamp	long
682	sgwTimestamp	long
685	timestamp	DateTime
1037	includeSRNetwork	enum : InclExclDisclose

REPEATING FIELDS

DirectedCounterParty

#	Field	Type	Default Value	Comment
697	clientFirm	string(16)
700	inclExcl	enum : InclExclDisclose

ClearingFlip

#	Field	Type	Comment
1053	exDest	string(16)	exDest (eg. CBOEOPT, NMS $OPT, NMS$ STK, CMX$FUT)
1054	clrFlipType	enum : FlipType	type of clearing corp delivery
1055	clrFlipFirm	string(6)	deliverTo clearing member (eg. OCC#, NSCC#, MPID, or InstitutionID)
1056	clrFlipAccnt	string(10)	deliverTo client account (eg. OCC AID# or a DVP FBO code)
1057	clrAgent	string(10)	deliverTo agent (eg. DVP Agent Bank ID)
1058	clrTaxID	string(10)	deliverTo taxID (eg. DVP TaxID)
1059	clrBrkrMPID	string(8)	stock clearing broker
1060	badge	string(16)	exchange memembership and badge id

OrderLegs

#	Field	Type	Comment
754	ticker	TickerKey	stock ticker
757	stockSide	enum : BuySell	[Buy
760	stockShares	int	number of shares included (zero if none)
763	stockLegId	long	SR stock leg ID
766	altStkLegId	string(24)	client stock leg ID (usually from a FIX order)
769	ssaleFlag	enum : ShortSaleFlag	stock short sale flag
775	refUPrc	float	reference underlier price (PrcDe orders)
778	numLegs	byte	number of valid legs below
781	secKey1	OptionKey	leg #1
784	secType1	enum : SpdrKeyType
787	mult1	ushort
790	side1	enum : BuySell
793	legId1	long	SR leg Id
796	altLegId1	string(24)	client leg Id (usually from a FIX order)
799	posType1	enum : PositionType
805	ssaleFlag1	enum : ShortSaleFlag
811	vega1	float
814	refUPrc1	double	reference underlier price (PrcDe orders)
817	refDelta1	float	reference delta (for PrcDe order handling)
820	refEarnCnt1	byte	reference # of earnings moves before expiration
1061	legStrikeType1	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)
823	secKey2	OptionKey	leg #2
826	secType2	enum : SpdrKeyType
829	mult2	ushort
832	side2	enum : BuySell
835	legId2	long	SR leg Id
838	altLegId2	string(24)	client leg Id (usually from a FIX order)
841	posType2	enum : PositionType
847	ssaleFlag2	enum : ShortSaleFlag
853	vega2	float
856	refUPrc2	double	reference underlier price (PrcDe orders)
859	refDelta2	float	reference delta (for PrcDe order handling)
862	refEarnCnt2	byte	reference # of earnings moves before expiration
1062	legStrikeType2	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)
865	secKey3	OptionKey	leg #3
868	secType3	enum : SpdrKeyType
871	mult3	ushort
874	side3	enum : BuySell
877	legId3	long	SR leg Id
880	altLegId3	string(24)	client leg Id (usually from a FIX order)
883	posType3	enum : PositionType
889	ssaleFlag3	enum : ShortSaleFlag
895	vega3	float
898	refUPrc3	double	reference underlier price (PrcDe orders)
901	refDelta3	float	reference delta (for PrcDe order handling)
904	refEarnCnt3	byte	reference # of earnings moves before expiration
1063	legStrikeType3	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)
907	secKey4	OptionKey	leg #4
910	secType4	enum : SpdrKeyType
913	mult4	ushort
916	side4	enum : BuySell
919	legId4	long	SR leg Id
922	altLegId4	string(24)	client leg Id (usually from a FIX order)
925	posType4	enum : PositionType
931	ssaleFlag4	enum : ShortSaleFlag
937	vega4	float
940	refUPrc4	double	reference underlier price (PrcDe orders)
943	refDelta4	float	reference delta (for PrcDe order handling)
946	refEarnCnt4	byte	reference # of earnings moves before expiration
1064	legStrikeType4	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)
949	secKey5	OptionKey	leg #5
952	secType5	enum : SpdrKeyType
955	mult5	ushort
958	side5	enum : BuySell
961	legId5	long	SR leg Id
964	altLegId5	string(24)	client leg Id (usually from a FIX order)
967	posType5	enum : PositionType
973	ssaleFlag5	enum : ShortSaleFlag
979	vega5	float
982	refUPrc5	double	reference underlier price (PrcDe orders)
985	refDelta5	float	reference delta (for PrcDe order handling)
988	refEarnCnt5	byte	reference # of earnings moves before expiration
1065	legStrikeType5	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)
991	secKey6	OptionKey	leg #6
994	secType6	enum : SpdrKeyType
997	mult6	ushort
1000	side6	enum : BuySell
1003	legId6	long	SR leg Id
1006	altLegId6	string(24)	client leg Id (usually from a FIX order)
1009	posType6	enum : PositionType
1015	ssaleFlag6	enum : ShortSaleFlag
1021	vega6	float
1024	refUPrc6	double	reference underlier price (PrcDe orders)
1027	refDelta6	float	reference delta (for PrcDe order handling)
1030	refEarnCnt6	byte	reference # of earnings moves before expiration
1066	legStrikeType6	enum : StrikeType	BlockPOC/PCV: Percent = PctOfClose, PctVariable = PctOfClose (response strike)

Get Schema API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrParentOrder'

# Request Parameters for Get Schema Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getschema',
    "msgType": MSG_TYPE, 
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getschema' \
--data-urlencode 'msgType=SpdrParentOrder'

Get Msg API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrParentOrder'

# 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 = 'sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork'

# 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 = 'altOrderId:eq:ExampleString'

# Request Parameters for getmsg Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsg',
    "pkey": PKEY,
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsg' \
--data-urlencode 'pkey=ReplaceThisValueForTheQueryToWork' \
--data-urlencode 'msgType=SpdrParentOrder' \
--data-urlencode 'view=sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId:eq:ExampleString'

Get Msgs API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrParentOrder'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork'

# 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 = 'altOrderId: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 = 'sysEnvironment:ASC'

# Request Parameters for getmsgs Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getmsgs',
    "msgType": MSG_TYPE,
    # Optional Parameters
    "view": VIEW, 
    "where": WHERE,
    "limit": LIMIT,
    "order": ORDER
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getmsgs' \
--data-urlencode 'msgType=SpdrParentOrder' \
--data-urlencode 'view=sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'where=altOrderId:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysEnvironment:ASC'

Get Aggregate API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrParentOrder'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysEnvironment|runStatus|spdrActionType|parentShape|secType|spdrSource|visibleInSV|userSource|orderSide|addCumFillQuantity|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|triggerType|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|stateModel|uStateModel|takeAlphaType|makeAlphaType|nbboCap|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|leadSide|hasNoticeComm|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|includeSRNetwork'

# 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 = 'altOrderId:eq:ExampleString'

# Request Parameters for getaggregate Of The MsgType
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'getaggregate',
    "msgType": MSG_TYPE,
    "measure": MEASURE,
    "group": GROUP,
    # Optional Parameters
    "where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getaggregate' \
--data-urlencode 'msgType=SpdrParentOrder' \
--data-urlencode 'measure=sysEnvironment|runStatus|spdrActionType|parentShape|clientSeqNumIn|altOrderId|altPrevOrderId|altAutoHedgeId|altAccnt|altUserName|srcRoutingCode|packageId|secKey|secType|securityDesc|accnt|clientFirm|strategyAccnt|spdrSource|groupingCode|execBrkrCode|externExDest|externParams|strategy|userName|visibleInSV|userSource|orderDttm|orderSide|orderSize|orderActiveSize|curCumFillQuantity|addCumFillQuantity|maxExposureSize|numMakeExchanges|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|progressSliceCnt|progressExposeTime|vwapParticipation|minMktOnClosePct|triggerType|triggerLevel|auctionResponder|maxMakeExchFee|maxTakeExchFee|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minUBid|maxUAsk|minMaxType|minOptionPx|maxChildOrders|exchMask|spdrStageType|marketSession|startDttm|orderDuration|activeDuration|goodTillDttm|startType|triggerGroupId|triggerTimestamp|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|orderPrcLimit|orderRefUPrc|orderRefDelta|orderRefGamma|orderVolLimit|rateOverride|sdivOverride|ddivOverride|overrideCode|orderPrcOffset|stateModel|uStateModel|takeAlphaType|makeAlphaType|takeAlphaFactor|makeAlphaFactor|takeProbability|makeProbability|takeSurfPrcOffset|takeSurfVolOffset|takeSurfWidthOffset|makeSurfPrcOffset|makeSurfVolOffset|makeSurfWidthOffset|orderRefEventMult|orderRefEventDttm|nbboCap|autoHedge|hedgeInstrument|hedgeSecKey|hedgeBetaRatio|hedgeScope|hedgeSession|externHedgeExDest|externHedgeParams|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|locateFirm|locatePool|noCrossGroup|exchTraderId|largeTraderId|tradingLocation|leadSide|maxCompletionSlippage|orderRefPremium|noticeNumber|noticeCommission|hasNoticeComm|pkgRefPremPct|theoVol|clArriveMark|riskGroupId|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|orderRefRMetric1|orderRefRMetric2|orderRefRMetric3|orderRefRMetric4|orderRefRMetric5|orderRefRMetric6|orderRefRMetric7|expDayWtVegaOffset|maxExpDayWtVegaLn|maxExpDayWtVegaSh|maxExpDayRMetric6Ln|maxExpDayRMetric6Sh|symDayDDeltaOffset|maxSymDayDDeltaLn|maxSymDayDDeltaSh|symDayVegaOffset|maxSymDayVegaLn|maxSymDayVegaSh|symDayWtVegaOffset|maxSymDayWtVegaLn|maxSymDayWtVegaSh|maxSymDayRMetric7Ln|maxSymDayRMetric7Sh|maxGrpDayDDeltaLn|maxGrpDayDDeltaSh|maxGrpDayVegaLn|maxGrpDayVegaSh|maxGrpDayVegaAbs|grpDayVegaRatio|maxGrpDayContractsLn|maxGrpDayContractsSh|maxGrpDayContractsAbs|maxGrpDayRMetric1Ln|maxGrpDayRMetric1Sh|maxGrpDayRMetric1Abs|grpDayRMetric1Ratio|maxGrpDayRMetric2Ln|maxGrpDayRMetric2Sh|maxGrpDayRMetric3Ln|maxGrpDayRMetric3Sh|maxGrpDayRMetric4Ln|maxGrpDayRMetric4Sh|maxGrpDayRMetric5Ln|maxGrpDayRMetric5Sh|symEmaCxlDDeltaLn|symEmaCxlDDeltaSh|symEmaCxlWtVegaLn|symEmaCxlWtVegaSh|lastFillDttm|userData1|userData2|childData|srcTimestamp|sgwTimestamp|timestamp|includeSRNetwork' \
--data-urlencode 'group=sysEnvironment|runStatus|spdrActionType|parentShape|secType|spdrSource|visibleInSV|userSource|orderSide|addCumFillQuantity|publicSize|canOverlapCxlRepl|progressRule|atsVisibility|triggerType|auctionResponder|incTakeExchFee|incMakeExchFee|makeExchRule|cxlUPrcRange|minMaxType|spdrStageType|marketSession|startType|parentOrderHandling|parentBalanceHandling|orderLimitType|takeLimitClass|makeLimitClass|takeReachRule|overrideCode|stateModel|uStateModel|takeAlphaType|makeAlphaType|nbboCap|autoHedge|hedgeInstrument|hedgeScope|hedgeSession|hedgeFillUMarkLmtPrc|firmType|orderCapacity|positionType|ssaleFlag|leadSide|hasNoticeComm|reqAuxRiskGroupCtrl|refRMetric1Src|refRMetric2Src|refRMetric3Src|refRMetric4Src|refRMetric5Src|refRMetric6Src|refRMetric7Src|includeSRNetwork' \
--data-urlencode 'where=altOrderId:eq:ExampleString'

Get Count API Call

Python
cUrl

import requests 

# Replace with your desired MLINK URL 
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Replace with your desired MsgType.  
MSG_TYPE = 'SpdrParentOrder'

# 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 = 'altOrderId:eq:ExampleString'

# Request Parameters for getCount Of The MsgType
params = {
# Required Parameters
"apiKey": API_KEY,
"cmd": 'getcount',
"msgType": MSG_TYPE,
# Optional Parameters
"where": WHERE,
}

response = requests.get(MLINK_PROD_URL, params=params)

curl -G 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=getcount' \
--data-urlencode 'msgType=SpdrParentOrder' \
--data-urlencode 'where=altOrderId:eq:ExampleString'

Post Msgs API Call

Python
cUrl

import requests

# Replace with your desired MLINK URL
MLINK_PROD_URL = 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json'

# Replace with your MLINK API Key
API_KEY = 'XXXX-XXXX-XXXX-XXXX'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "U", # (U)pdate, (I)nsert, or (R)eplace
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "SpdrParentOrder"
    },
    "message": {
        "sysEnvironment": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "runStatus": "enumValue", // enum(RunStatus) - None, Prod, Beta, UAT, SysTest
        "spdrActionType": "enumValue", // enum(SpdrActionType) - Add, AddReplace, Replace, Cancel, Modify
        "parentShape": "enumValue", // enum(SpdrOrderShape) - None, Single, Cross, MLeg, MLegCross
        "clientSeqNumIn": 1, // int
        "altOrderId": "exampleString", // string
        "altPrevOrderId": "exampleString", // string
        "altAutoHedgeId": "exampleString", // string
        "altAccnt": "exampleString", // string
        "altUserName": "exampleString", // string
        "srcRoutingCode": "exampleString", // text1
        "packageId": 1, // long
        "secKey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01",
            "xx": 1,
            "cp": "Call"
        },
        "secType": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
        "securityDesc": "exampleString", // text1
        "accnt": "exampleString", // string
        "clientFirm": "exampleString", // string
        "strategyAccnt": "exampleString", // string
        "spdrSource": "enumValue", // enum(SpdrSource) - None, SpdrTicket, SpdrSingle, SRSE, FIX, HedgeTool, TradeHedge, OpenHedge, AutoHedge, Orphan, RiskManager, OrderManager, ManagedOrder, RFQRespSrvr, Legger, SRSEDrop, FixDrop, TicketDrop, SysTest, RFRResponse, AllocOmni, AllocClient, CertGateway, MLegResponse, LeggerX, DropManager, AutoHedgeSrvr, AuctionStrategySrvr, AllocBlockFace, AllocBlockCust, IceChatGateway, EXS2SRC, MLinkResponse, AutoResponderVD, AutoResponderRC, AutoResponderSN, AutoResponderBX, MLink, SymChatGateway, RiskDrop, PolicyOpn, PolicyTrd, PolicyExe
        "groupingCode": 1, // long
        "execBrkrCode": "exampleString", // string
        "externExDest": "exampleString", // string
        "externParams": "exampleString", // text1
        "strategy": "exampleString", // string
        "userName": "exampleString", // string
        "visibleInSV": "enumValue", // enum(YesNo) - None, Yes, No
        "userSource": "enumValue", // enum(SpdrSource) - None, SpdrTicket, SpdrSingle, SRSE, FIX, HedgeTool, TradeHedge, OpenHedge, AutoHedge, Orphan, RiskManager, OrderManager, ManagedOrder, RFQRespSrvr, Legger, SRSEDrop, FixDrop, TicketDrop, SysTest, RFRResponse, AllocOmni, AllocClient, CertGateway, MLegResponse, LeggerX, DropManager, AutoHedgeSrvr, AuctionStrategySrvr, AllocBlockFace, AllocBlockCust, IceChatGateway, EXS2SRC, MLinkResponse, AutoResponderVD, AutoResponderRC, AutoResponderSN, AutoResponderBX, MLink, SymChatGateway, RiskDrop, PolicyOpn, PolicyTrd, PolicyExe
        "orderDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "orderSide": "enumValue", // enum(BuySell) - None, Buy, Sell
        "orderSize": 1, // int
        "orderActiveSize": 1, // int
        "curCumFillQuantity": 1, // int
        "addCumFillQuantity": "enumValue", // enum(YesNo) - None, Yes, No
        "maxExposureSize": 1, // int
        "numMakeExchanges": 1, // byte
        "publicSize": "enumValue", // enum(PublicSizeHandling) - None, Randomize, MktSize, FullSize, MktSizeA, MktSizeB, MktSizeC, FullSizeR, Max25Pct, Max50Pct, Max75Pct, NoSize
        "canOverlapCxlRepl": "enumValue", // enum(YesNo) - None, Yes, No
        "progressRule": "enumValue", // enum(ProgressRule) - None, Twap, Vwap, TwapReset, VwapReset, FastReset, SlowReset, TwapAlpha, VwapAlpha, TwapAlphaC, VwapAlphaC, AutoComplete, AllowImmediate, Manual, SpdrPulse, IOC, FlashMakeTake
        "atsVisibility": "enumValue", // enum(AtsVisibility) - None, Neither, Side, SidePrice
        "progressSliceCnt": 1, // byte
        "progressExposeTime": 1, // int
        "vwapParticipation": 1.0, // float
        "minMktOnClosePct": 1, // byte
        "triggerType": "enumValue", // enum(TriggerType) - None, PrintPrc, PrintVol, SurfVol, PrtSurfVol
        "triggerLevel": 1.0, // float
        "auctionResponder": "enumValue", // enum(AuctionResponder) - None, Any
        "maxMakeExchFee": 1.0, // float
        "maxTakeExchFee": 1.0, // float
        "incTakeExchFee": "enumValue", // enum(IncExchFee) - None, ExclFee, IncFee
        "incMakeExchFee": "enumValue", // enum(IncExchFee) - None, ExclFee, IncFee
        "makeExchRule": "enumValue", // enum(MakeExchRule) - None, MaxPart, FeeOptimal, ImprvOnly, FeeStrict, RoundRobin, ProRataOptim
        "cxlUPrcRange": "enumValue", // enum(UPrcCxl) - None, Yes, No, YesHalt, NoHalt
        "minUBid": 1.0, // float
        "maxUAsk": 1.0, // float
        "minMaxType": "enumValue", // enum(MinMaxType) - None, Prc, Pct
        "minOptionPx": 1.0, // float
        "maxChildOrders": 1, // int
        "exchMask": 1, // long
        "spdrStageType": "enumValue", // enum(SpdrStageType) - None, ModifyAny, ModifyAlgo
        "marketSession": "enumValue", // enum(MarketSession) - None, PreMkt, RegMkt, PostMkt, PreRegMkt, RegPostMkt, AllDay
        "startDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "orderDuration": 1, // int
        "activeDuration": 1, // int
        "goodTillDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "startType": "enumValue", // enum(StartType) - None, WaitTrigger, TriggerAll
        "triggerGroupId": 1, // long
        "triggerTimestamp": 1, // long
        "parentOrderHandling": "enumValue", // enum(ParentOrderHandling) - None, ActiveTaker, PostOnly, DMA, MktOnOpn, MktOnCls, Facilitate, Matrix, Legger, Seeker, SeekerLegger, CrossResponse, AuctionResponse, MLegAuctionResp, RFQRequest, AwayAlgo, ExchPing, BlockAuction, AtsResponse, SweepTake, CobMaker, FaceOmni, TestParent, FlashAuction, BlockAuctionDAC, BlockAuctionPOC, BlockAuctionPCV
        "parentBalanceHandling": "enumValue", // enum(ParentBalanceHandling) - None, PostWith, PostTurn, PostImprove, PostLimit, MaxIntern, PostWthF, PostImprvR, PostFlash, PostFlashW, PostPeg, PostFlashI
        "orderLimitType": "enumValue", // enum(SpdrLimitType) - None, Market, MarketArrival, Prc, PrcDe, PrcDeX, PrcDeT, PrcDeP, PrcDeXT, PrcDeXP, Vol, VolX, PrcV, PrcVX, NoLimit, RelMid, RelJoin, RelCross, SmrtFast, SmrtNorm, RelTurn, PrcDeEm, VolEm, Aux, UPrcPct, PkgNeutral, RcPrem, SynthLimitMM, SynthLimitBW, SynthLimitWW, UPrcPctStrike
        "takeLimitClass": "enumValue", // enum(SpdrLimitClass) - Simple, Surface, Probability, SurfProb
        "makeLimitClass": "enumValue", // enum(SpdrLimitClass) - Simple, Surface, Probability, SurfProb
        "takeReachRule": "enumValue", // enum(ReachRule) - None, Delayed, Passive, WeakOnly, RespondOnly, FullSize, ISOSweep, AllOrNone, QtyOrMore, UpToQty, AtMost25, AtMost50, MinTakeFee
        "orderPrcLimit": 1.0, // double
        "orderRefUPrc": 1.0, // double
        "orderRefDelta": 1.0, // float
        "orderRefGamma": 1.0, // float
        "orderVolLimit": 1.0, // float
        "rateOverride": 1.0, // float
        "sdivOverride": 1.0, // float
        "ddivOverride": "exampleString", // text1
        "overrideCode": "enumValue", // enum(OverrideCode) - None, SDivOnly, DDivOnly, Both
        "orderPrcOffset": 1.0, // double
        "stateModel": "enumValue", // enum(StateModel) - None, M1, M2, M3, M4
        "uStateModel": "enumValue", // enum(StateModel) - None, M1, M2, M3, M4
        "takeAlphaType": "enumValue", // enum(AlphaType) - None, Static, Eagle, Hawk, Falcon, Relative
        "makeAlphaType": "enumValue", // enum(AlphaType) - None, Static, Eagle, Hawk, Falcon, Relative
        "takeAlphaFactor": 1.0, // float
        "makeAlphaFactor": 1.0, // float
        "takeProbability": 1.0, // float
        "makeProbability": 1.0, // float
        "takeSurfPrcOffset": 1.0, // double
        "takeSurfVolOffset": 1.0, // float
        "takeSurfWidthOffset": 1.0, // float
        "makeSurfPrcOffset": 1.0, // double
        "makeSurfVolOffset": 1.0, // float
        "makeSurfWidthOffset": 1.0, // float
        "orderRefEventMult": 1.0, // float
        "orderRefEventDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "nbboCap": "enumValue", // enum(NbboCap) - None, NoCap, Nbbo, Penny, FivePennies, TenPennies
        "autoHedge": "enumValue", // enum(AutoHedge) - None, Static, AutoMid, AutoCrx, AutoTrn, SpdrAuto, Spdr10S, Spdr30S, Spdr90S, Spdr5M, Spdr30M, SpdrDay, SmartFast, SmartNorm, FastCrx, FastDark, SlowDark, AlphaVwap1pct, AlphaVwap2pct, AlphaVwap5pct, AlphaVwap25pct, Custom, AwayAlgo, EuMsAlgo, Policy
        "hedgeInstrument": "Default", // enum(HedgeInst) - None, Default, FrontMonth, Stock, Future. Default=Default
        "hedgeSecKey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01"
        },
        "hedgeBetaRatio": 1.0, // float
        "hedgeScope": "enumValue", // enum(HedgeScope) - None, Accnt, RiskGroup
        "hedgeSession": "enumValue", // enum(MarketSession) - None, PreMkt, RegMkt, PostMkt, PreRegMkt, RegPostMkt, AllDay
        "externHedgeExDest": "exampleString", // string
        "externHedgeParams": "exampleString", // text1
        "hedgeFillUMarkLmtPrc": "enumValue", // enum(YesNo) - None, Yes, No
        "firmType": "enumValue", // enum(FirmType) - None, Customer, Firm, MarketMaker, ProCustomer, BrokerDealer, AwayMM, FirmJBO, BrkrDlrCust
        "orderCapacity": "enumValue", // enum(OrderCapacity) - None, Agency, Principal, Individual, Proprietary, AgentOtherMember, RisklessPrincipal, MarketMaker
        "positionType": "Auto", // enum(PositionType) - None, Opening, Closing, Auto. Default=Auto
        "ssaleFlag": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
        "locateFirm": "exampleString", // string
        "locatePool": "exampleString", // string
        "noCrossGroup": "exampleString", // string
        "exchTraderId": "exampleString", // string
        "largeTraderId": "exampleString", // string
        "tradingLocation": "exampleString", // string
        "leadSide": "enumValue", // enum(BuySell) - None, Buy, Sell
        "maxCompletionSlippage": 1.0, // double
        "orderRefPremium": 1.0, // float
        "noticeNumber": 1, // long
        "noticeCommission": 1.0, // float
        "hasNoticeComm": "enumValue", // enum(YesNo) - None, Yes, No
        "pkgRefPremPct": 1.0, // float
        "theoVol": 1.0, // float
        "clArriveMark": 1.0, // float
        "riskGroupId": 1, // long
        "reqAuxRiskGroupCtrl": "enumValue", // enum(YesNo) - None, Yes, No
        "refRMetric1Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric2Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric3Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric4Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric5Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric6Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric7Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "orderRefRMetric1": 1.0, // float
        "orderRefRMetric2": 1.0, // float
        "orderRefRMetric3": 1.0, // float
        "orderRefRMetric4": 1.0, // float
        "orderRefRMetric5": 1.0, // float
        "orderRefRMetric6": 1.0, // float
        "orderRefRMetric7": 1.0, // float
        "expDayWtVegaOffset": -1, // float. Default=-1
        "maxExpDayWtVegaLn": -1, // float. Default=-1
        "maxExpDayWtVegaSh": -1, // float. Default=-1
        "maxExpDayRMetric6Ln": -1, // float. Default=-1
        "maxExpDayRMetric6Sh": -1, // float. Default=-1
        "symDayDDeltaOffset": -1, // float. Default=-1
        "maxSymDayDDeltaLn": -1, // float. Default=-1
        "maxSymDayDDeltaSh": -1, // float. Default=-1
        "symDayVegaOffset": -1, // float. Default=-1
        "maxSymDayVegaLn": -1, // float. Default=-1
        "maxSymDayVegaSh": -1, // float. Default=-1
        "symDayWtVegaOffset": -1, // float. Default=-1
        "maxSymDayWtVegaLn": -1, // float. Default=-1
        "maxSymDayWtVegaSh": -1, // float. Default=-1
        "maxSymDayRMetric7Ln": -1, // float. Default=-1
        "maxSymDayRMetric7Sh": -1, // float. Default=-1
        "maxGrpDayDDeltaLn": -1, // float. Default=-1
        "maxGrpDayDDeltaSh": -1, // float. Default=-1
        "maxGrpDayVegaLn": -1, // float. Default=-1
        "maxGrpDayVegaSh": -1, // float. Default=-1
        "maxGrpDayVegaAbs": -1, // float. Default=-1
        "grpDayVegaRatio": 1.0, // float. Default=1.0
        "maxGrpDayContractsLn": -1, // int. Default=-1
        "maxGrpDayContractsSh": -1, // int. Default=-1
        "maxGrpDayContractsAbs": -1, // int. Default=-1
        "maxGrpDayRMetric1Ln": -1, // float. Default=-1
        "maxGrpDayRMetric1Sh": -1, // float. Default=-1
        "maxGrpDayRMetric1Abs": -1, // float. Default=-1
        "grpDayRMetric1Ratio": 1.0, // float. Default=1.0
        "maxGrpDayRMetric2Ln": -1, // float. Default=-1
        "maxGrpDayRMetric2Sh": -1, // float. Default=-1
        "maxGrpDayRMetric3Ln": -1, // float. Default=-1
        "maxGrpDayRMetric3Sh": -1, // float. Default=-1
        "maxGrpDayRMetric4Ln": -1, // float. Default=-1
        "maxGrpDayRMetric4Sh": -1, // float. Default=-1
        "maxGrpDayRMetric5Ln": -1, // float. Default=-1
        "maxGrpDayRMetric5Sh": -1, // float. Default=-1
        "symEmaCxlDDeltaLn": -1, // float. Default=-1
        "symEmaCxlDDeltaSh": -1, // float. Default=-1
        "symEmaCxlWtVegaLn": -1, // float. Default=-1
        "symEmaCxlWtVegaSh": -1, // float. Default=-1
        "lastFillDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "userData1": "exampleString", // text1
        "userData2": "exampleString", // text1
        "childData": "exampleString", // text1
        "srcTimestamp": 1, // long
        "sgwTimestamp": 1, // long
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "includeSRNetwork": "enumValue", // enum(InclExclDisclose) - None, Include, Exclude, Disclose
        "DirectedCounterParty": [ // Repeating Field
            {
                "clientFirm": "exampleString", // string
                "inclExcl": "enumValue" // enum(InclExclDisclose) - None, Include, Exclude, Disclose
            }
        ],
        "ClearingFlip": [ // Repeating Field
            {
                "exDest": "exampleString", // string
                "clrFlipType": "enumValue", // enum(FlipType) - None, CMTA, Giveup, QSR, NSCC_Flip, DVP, BrkrAccnt
                "clrFlipFirm": "exampleString", // string
                "clrFlipAccnt": "exampleString", // string
                "clrAgent": "exampleString", // string
                "clrTaxID": "exampleString", // string
                "clrBrkrMPID": "exampleString", // string
                "badge": "exampleString" // string
            }
        ],
        "OrderLegs": [ // Repeating Field
            {
                "ticker": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL"
                },
                "stockSide": "enumValue", // enum(BuySell) - None, Buy, Sell
                "stockShares": 1, // int
                "stockLegId": 1, // long
                "altStkLegId": "exampleString", // string
                "ssaleFlag": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "refUPrc": 1.0, // float
                "numLegs": 1, // byte
                "secKey1": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType1": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult1": 1, // ushort
                "side1": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId1": 1, // long
                "altLegId1": "exampleString", // string
                "posType1": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag1": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega1": 1.0, // float
                "refUPrc1": 1.0, // double
                "refDelta1": 1.0, // float
                "refEarnCnt1": 1, // byte
                "legStrikeType1": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey2": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType2": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult2": 1, // ushort
                "side2": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId2": 1, // long
                "altLegId2": "exampleString", // string
                "posType2": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag2": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega2": 1.0, // float
                "refUPrc2": 1.0, // double
                "refDelta2": 1.0, // float
                "refEarnCnt2": 1, // byte
                "legStrikeType2": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey3": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType3": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult3": 1, // ushort
                "side3": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId3": 1, // long
                "altLegId3": "exampleString", // string
                "posType3": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag3": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega3": 1.0, // float
                "refUPrc3": 1.0, // double
                "refDelta3": 1.0, // float
                "refEarnCnt3": 1, // byte
                "legStrikeType3": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey4": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType4": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult4": 1, // ushort
                "side4": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId4": 1, // long
                "altLegId4": "exampleString", // string
                "posType4": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag4": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega4": 1.0, // float
                "refUPrc4": 1.0, // double
                "refDelta4": 1.0, // float
                "refEarnCnt4": 1, // byte
                "legStrikeType4": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey5": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType5": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult5": 1, // ushort
                "side5": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId5": 1, // long
                "altLegId5": "exampleString", // string
                "posType5": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag5": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega5": 1.0, // float
                "refUPrc5": 1.0, // double
                "refDelta5": 1.0, // float
                "refEarnCnt5": 1, // byte
                "legStrikeType5": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey6": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType6": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult6": 1, // ushort
                "side6": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId6": 1, // long
                "altLegId6": "exampleString", // string
                "posType6": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag6": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega6": 1.0, // float
                "refUPrc6": 1.0, // double
                "refDelta6": 1.0, // float
                "refEarnCnt6": 1, // byte
                "legStrikeType6": "enumValue" // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
            }
        ]
    }
}

response = requests.post(MLINK_PROD_URL, params=params, json=payload)

curl -X POST 'https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json' \
--data-urlencode 'apiKey=XXXX-XXXX-XXXX-XXXX' \
--data-urlencode 'cmd=postmsgs' \
--data-urlencode 'postaction=U' \ # (U)pdate, (I)nsert, or (R)eplace
--data-urlencode 'postmerge=Y' \ # (Y)es or (N)o
--header 'Content-Type: application/json' \
--data '{
    "header": {
        "mTyp": "SpdrParentOrder"
    },
    "message": {
        "sysEnvironment": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "runStatus": "enumValue", // enum(RunStatus) - None, Prod, Beta, UAT, SysTest
        "spdrActionType": "enumValue", // enum(SpdrActionType) - Add, AddReplace, Replace, Cancel, Modify
        "parentShape": "enumValue", // enum(SpdrOrderShape) - None, Single, Cross, MLeg, MLegCross
        "clientSeqNumIn": 1, // int
        "altOrderId": "exampleString", // string
        "altPrevOrderId": "exampleString", // string
        "altAutoHedgeId": "exampleString", // string
        "altAccnt": "exampleString", // string
        "altUserName": "exampleString", // string
        "srcRoutingCode": "exampleString", // text1
        "packageId": 1, // long
        "secKey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01",
            "xx": 1,
            "cp": "Call"
        },
        "secType": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
        "securityDesc": "exampleString", // text1
        "accnt": "exampleString", // string
        "clientFirm": "exampleString", // string
        "strategyAccnt": "exampleString", // string
        "spdrSource": "enumValue", // enum(SpdrSource) - None, SpdrTicket, SpdrSingle, SRSE, FIX, HedgeTool, TradeHedge, OpenHedge, AutoHedge, Orphan, RiskManager, OrderManager, ManagedOrder, RFQRespSrvr, Legger, SRSEDrop, FixDrop, TicketDrop, SysTest, RFRResponse, AllocOmni, AllocClient, CertGateway, MLegResponse, LeggerX, DropManager, AutoHedgeSrvr, AuctionStrategySrvr, AllocBlockFace, AllocBlockCust, IceChatGateway, EXS2SRC, MLinkResponse, AutoResponderVD, AutoResponderRC, AutoResponderSN, AutoResponderBX, MLink, SymChatGateway, RiskDrop, PolicyOpn, PolicyTrd, PolicyExe
        "groupingCode": 1, // long
        "execBrkrCode": "exampleString", // string
        "externExDest": "exampleString", // string
        "externParams": "exampleString", // text1
        "strategy": "exampleString", // string
        "userName": "exampleString", // string
        "visibleInSV": "enumValue", // enum(YesNo) - None, Yes, No
        "userSource": "enumValue", // enum(SpdrSource) - None, SpdrTicket, SpdrSingle, SRSE, FIX, HedgeTool, TradeHedge, OpenHedge, AutoHedge, Orphan, RiskManager, OrderManager, ManagedOrder, RFQRespSrvr, Legger, SRSEDrop, FixDrop, TicketDrop, SysTest, RFRResponse, AllocOmni, AllocClient, CertGateway, MLegResponse, LeggerX, DropManager, AutoHedgeSrvr, AuctionStrategySrvr, AllocBlockFace, AllocBlockCust, IceChatGateway, EXS2SRC, MLinkResponse, AutoResponderVD, AutoResponderRC, AutoResponderSN, AutoResponderBX, MLink, SymChatGateway, RiskDrop, PolicyOpn, PolicyTrd, PolicyExe
        "orderDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "orderSide": "enumValue", // enum(BuySell) - None, Buy, Sell
        "orderSize": 1, // int
        "orderActiveSize": 1, // int
        "curCumFillQuantity": 1, // int
        "addCumFillQuantity": "enumValue", // enum(YesNo) - None, Yes, No
        "maxExposureSize": 1, // int
        "numMakeExchanges": 1, // byte
        "publicSize": "enumValue", // enum(PublicSizeHandling) - None, Randomize, MktSize, FullSize, MktSizeA, MktSizeB, MktSizeC, FullSizeR, Max25Pct, Max50Pct, Max75Pct, NoSize
        "canOverlapCxlRepl": "enumValue", // enum(YesNo) - None, Yes, No
        "progressRule": "enumValue", // enum(ProgressRule) - None, Twap, Vwap, TwapReset, VwapReset, FastReset, SlowReset, TwapAlpha, VwapAlpha, TwapAlphaC, VwapAlphaC, AutoComplete, AllowImmediate, Manual, SpdrPulse, IOC, FlashMakeTake
        "atsVisibility": "enumValue", // enum(AtsVisibility) - None, Neither, Side, SidePrice
        "progressSliceCnt": 1, // byte
        "progressExposeTime": 1, // int
        "vwapParticipation": 1.0, // float
        "minMktOnClosePct": 1, // byte
        "triggerType": "enumValue", // enum(TriggerType) - None, PrintPrc, PrintVol, SurfVol, PrtSurfVol
        "triggerLevel": 1.0, // float
        "auctionResponder": "enumValue", // enum(AuctionResponder) - None, Any
        "maxMakeExchFee": 1.0, // float
        "maxTakeExchFee": 1.0, // float
        "incTakeExchFee": "enumValue", // enum(IncExchFee) - None, ExclFee, IncFee
        "incMakeExchFee": "enumValue", // enum(IncExchFee) - None, ExclFee, IncFee
        "makeExchRule": "enumValue", // enum(MakeExchRule) - None, MaxPart, FeeOptimal, ImprvOnly, FeeStrict, RoundRobin, ProRataOptim
        "cxlUPrcRange": "enumValue", // enum(UPrcCxl) - None, Yes, No, YesHalt, NoHalt
        "minUBid": 1.0, // float
        "maxUAsk": 1.0, // float
        "minMaxType": "enumValue", // enum(MinMaxType) - None, Prc, Pct
        "minOptionPx": 1.0, // float
        "maxChildOrders": 1, // int
        "exchMask": 1, // long
        "spdrStageType": "enumValue", // enum(SpdrStageType) - None, ModifyAny, ModifyAlgo
        "marketSession": "enumValue", // enum(MarketSession) - None, PreMkt, RegMkt, PostMkt, PreRegMkt, RegPostMkt, AllDay
        "startDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "orderDuration": 1, // int
        "activeDuration": 1, // int
        "goodTillDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "startType": "enumValue", // enum(StartType) - None, WaitTrigger, TriggerAll
        "triggerGroupId": 1, // long
        "triggerTimestamp": 1, // long
        "parentOrderHandling": "enumValue", // enum(ParentOrderHandling) - None, ActiveTaker, PostOnly, DMA, MktOnOpn, MktOnCls, Facilitate, Matrix, Legger, Seeker, SeekerLegger, CrossResponse, AuctionResponse, MLegAuctionResp, RFQRequest, AwayAlgo, ExchPing, BlockAuction, AtsResponse, SweepTake, CobMaker, FaceOmni, TestParent, FlashAuction, BlockAuctionDAC, BlockAuctionPOC, BlockAuctionPCV
        "parentBalanceHandling": "enumValue", // enum(ParentBalanceHandling) - None, PostWith, PostTurn, PostImprove, PostLimit, MaxIntern, PostWthF, PostImprvR, PostFlash, PostFlashW, PostPeg, PostFlashI
        "orderLimitType": "enumValue", // enum(SpdrLimitType) - None, Market, MarketArrival, Prc, PrcDe, PrcDeX, PrcDeT, PrcDeP, PrcDeXT, PrcDeXP, Vol, VolX, PrcV, PrcVX, NoLimit, RelMid, RelJoin, RelCross, SmrtFast, SmrtNorm, RelTurn, PrcDeEm, VolEm, Aux, UPrcPct, PkgNeutral, RcPrem, SynthLimitMM, SynthLimitBW, SynthLimitWW, UPrcPctStrike
        "takeLimitClass": "enumValue", // enum(SpdrLimitClass) - Simple, Surface, Probability, SurfProb
        "makeLimitClass": "enumValue", // enum(SpdrLimitClass) - Simple, Surface, Probability, SurfProb
        "takeReachRule": "enumValue", // enum(ReachRule) - None, Delayed, Passive, WeakOnly, RespondOnly, FullSize, ISOSweep, AllOrNone, QtyOrMore, UpToQty, AtMost25, AtMost50, MinTakeFee
        "orderPrcLimit": 1.0, // double
        "orderRefUPrc": 1.0, // double
        "orderRefDelta": 1.0, // float
        "orderRefGamma": 1.0, // float
        "orderVolLimit": 1.0, // float
        "rateOverride": 1.0, // float
        "sdivOverride": 1.0, // float
        "ddivOverride": "exampleString", // text1
        "overrideCode": "enumValue", // enum(OverrideCode) - None, SDivOnly, DDivOnly, Both
        "orderPrcOffset": 1.0, // double
        "stateModel": "enumValue", // enum(StateModel) - None, M1, M2, M3, M4
        "uStateModel": "enumValue", // enum(StateModel) - None, M1, M2, M3, M4
        "takeAlphaType": "enumValue", // enum(AlphaType) - None, Static, Eagle, Hawk, Falcon, Relative
        "makeAlphaType": "enumValue", // enum(AlphaType) - None, Static, Eagle, Hawk, Falcon, Relative
        "takeAlphaFactor": 1.0, // float
        "makeAlphaFactor": 1.0, // float
        "takeProbability": 1.0, // float
        "makeProbability": 1.0, // float
        "takeSurfPrcOffset": 1.0, // double
        "takeSurfVolOffset": 1.0, // float
        "takeSurfWidthOffset": 1.0, // float
        "makeSurfPrcOffset": 1.0, // double
        "makeSurfVolOffset": 1.0, // float
        "makeSurfWidthOffset": 1.0, // float
        "orderRefEventMult": 1.0, // float
        "orderRefEventDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "nbboCap": "enumValue", // enum(NbboCap) - None, NoCap, Nbbo, Penny, FivePennies, TenPennies
        "autoHedge": "enumValue", // enum(AutoHedge) - None, Static, AutoMid, AutoCrx, AutoTrn, SpdrAuto, Spdr10S, Spdr30S, Spdr90S, Spdr5M, Spdr30M, SpdrDay, SmartFast, SmartNorm, FastCrx, FastDark, SlowDark, AlphaVwap1pct, AlphaVwap2pct, AlphaVwap5pct, AlphaVwap25pct, Custom, AwayAlgo, EuMsAlgo, Policy
        "hedgeInstrument": "Default", // enum(HedgeInst) - None, Default, FrontMonth, Stock, Future. Default=Default
        "hedgeSecKey": {
            "at": "EQT",
            "ts": "NMS",
            "tk": "AAPL",
            "dt": "2025-01-01"
        },
        "hedgeBetaRatio": 1.0, // float
        "hedgeScope": "enumValue", // enum(HedgeScope) - None, Accnt, RiskGroup
        "hedgeSession": "enumValue", // enum(MarketSession) - None, PreMkt, RegMkt, PostMkt, PreRegMkt, RegPostMkt, AllDay
        "externHedgeExDest": "exampleString", // string
        "externHedgeParams": "exampleString", // text1
        "hedgeFillUMarkLmtPrc": "enumValue", // enum(YesNo) - None, Yes, No
        "firmType": "enumValue", // enum(FirmType) - None, Customer, Firm, MarketMaker, ProCustomer, BrokerDealer, AwayMM, FirmJBO, BrkrDlrCust
        "orderCapacity": "enumValue", // enum(OrderCapacity) - None, Agency, Principal, Individual, Proprietary, AgentOtherMember, RisklessPrincipal, MarketMaker
        "positionType": "Auto", // enum(PositionType) - None, Opening, Closing, Auto. Default=Auto
        "ssaleFlag": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
        "locateFirm": "exampleString", // string
        "locatePool": "exampleString", // string
        "noCrossGroup": "exampleString", // string
        "exchTraderId": "exampleString", // string
        "largeTraderId": "exampleString", // string
        "tradingLocation": "exampleString", // string
        "leadSide": "enumValue", // enum(BuySell) - None, Buy, Sell
        "maxCompletionSlippage": 1.0, // double
        "orderRefPremium": 1.0, // float
        "noticeNumber": 1, // long
        "noticeCommission": 1.0, // float
        "hasNoticeComm": "enumValue", // enum(YesNo) - None, Yes, No
        "pkgRefPremPct": 1.0, // float
        "theoVol": 1.0, // float
        "clArriveMark": 1.0, // float
        "riskGroupId": 1, // long
        "reqAuxRiskGroupCtrl": "enumValue", // enum(YesNo) - None, Yes, No
        "refRMetric1Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric2Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric3Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric4Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric5Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric6Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "refRMetric7Src": "enumValue", // enum(RMetricSource) - None, User, Vega, WVega, WTVega, TVega, Theta, Gamma, DGamma, DDeltaIvS, BDDelta, OptDDelta, Premium, Notional, Quantity, StrictPremium
        "orderRefRMetric1": 1.0, // float
        "orderRefRMetric2": 1.0, // float
        "orderRefRMetric3": 1.0, // float
        "orderRefRMetric4": 1.0, // float
        "orderRefRMetric5": 1.0, // float
        "orderRefRMetric6": 1.0, // float
        "orderRefRMetric7": 1.0, // float
        "expDayWtVegaOffset": -1, // float. Default=-1
        "maxExpDayWtVegaLn": -1, // float. Default=-1
        "maxExpDayWtVegaSh": -1, // float. Default=-1
        "maxExpDayRMetric6Ln": -1, // float. Default=-1
        "maxExpDayRMetric6Sh": -1, // float. Default=-1
        "symDayDDeltaOffset": -1, // float. Default=-1
        "maxSymDayDDeltaLn": -1, // float. Default=-1
        "maxSymDayDDeltaSh": -1, // float. Default=-1
        "symDayVegaOffset": -1, // float. Default=-1
        "maxSymDayVegaLn": -1, // float. Default=-1
        "maxSymDayVegaSh": -1, // float. Default=-1
        "symDayWtVegaOffset": -1, // float. Default=-1
        "maxSymDayWtVegaLn": -1, // float. Default=-1
        "maxSymDayWtVegaSh": -1, // float. Default=-1
        "maxSymDayRMetric7Ln": -1, // float. Default=-1
        "maxSymDayRMetric7Sh": -1, // float. Default=-1
        "maxGrpDayDDeltaLn": -1, // float. Default=-1
        "maxGrpDayDDeltaSh": -1, // float. Default=-1
        "maxGrpDayVegaLn": -1, // float. Default=-1
        "maxGrpDayVegaSh": -1, // float. Default=-1
        "maxGrpDayVegaAbs": -1, // float. Default=-1
        "grpDayVegaRatio": 1.0, // float. Default=1.0
        "maxGrpDayContractsLn": -1, // int. Default=-1
        "maxGrpDayContractsSh": -1, // int. Default=-1
        "maxGrpDayContractsAbs": -1, // int. Default=-1
        "maxGrpDayRMetric1Ln": -1, // float. Default=-1
        "maxGrpDayRMetric1Sh": -1, // float. Default=-1
        "maxGrpDayRMetric1Abs": -1, // float. Default=-1
        "grpDayRMetric1Ratio": 1.0, // float. Default=1.0
        "maxGrpDayRMetric2Ln": -1, // float. Default=-1
        "maxGrpDayRMetric2Sh": -1, // float. Default=-1
        "maxGrpDayRMetric3Ln": -1, // float. Default=-1
        "maxGrpDayRMetric3Sh": -1, // float. Default=-1
        "maxGrpDayRMetric4Ln": -1, // float. Default=-1
        "maxGrpDayRMetric4Sh": -1, // float. Default=-1
        "maxGrpDayRMetric5Ln": -1, // float. Default=-1
        "maxGrpDayRMetric5Sh": -1, // float. Default=-1
        "symEmaCxlDDeltaLn": -1, // float. Default=-1
        "symEmaCxlDDeltaSh": -1, // float. Default=-1
        "symEmaCxlWtVegaLn": -1, // float. Default=-1
        "symEmaCxlWtVegaSh": -1, // float. Default=-1
        "lastFillDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "userData1": "exampleString", // text1
        "userData2": "exampleString", // text1
        "childData": "exampleString", // text1
        "srcTimestamp": 1, // long
        "sgwTimestamp": 1, // long
        "timestamp": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "includeSRNetwork": "enumValue", // enum(InclExclDisclose) - None, Include, Exclude, Disclose
        "DirectedCounterParty": [ // Repeating Field
            {
                "clientFirm": "exampleString", // string
                "inclExcl": "enumValue" // enum(InclExclDisclose) - None, Include, Exclude, Disclose
            }
        ],
        "ClearingFlip": [ // Repeating Field
            {
                "exDest": "exampleString", // string
                "clrFlipType": "enumValue", // enum(FlipType) - None, CMTA, Giveup, QSR, NSCC_Flip, DVP, BrkrAccnt
                "clrFlipFirm": "exampleString", // string
                "clrFlipAccnt": "exampleString", // string
                "clrAgent": "exampleString", // string
                "clrTaxID": "exampleString", // string
                "clrBrkrMPID": "exampleString", // string
                "badge": "exampleString" // string
            }
        ],
        "OrderLegs": [ // Repeating Field
            {
                "ticker": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL"
                },
                "stockSide": "enumValue", // enum(BuySell) - None, Buy, Sell
                "stockShares": 1, // int
                "stockLegId": 1, // long
                "altStkLegId": "exampleString", // string
                "ssaleFlag": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "refUPrc": 1.0, // float
                "numLegs": 1, // byte
                "secKey1": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType1": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult1": 1, // ushort
                "side1": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId1": 1, // long
                "altLegId1": "exampleString", // string
                "posType1": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag1": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega1": 1.0, // float
                "refUPrc1": 1.0, // double
                "refDelta1": 1.0, // float
                "refEarnCnt1": 1, // byte
                "legStrikeType1": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey2": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType2": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult2": 1, // ushort
                "side2": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId2": 1, // long
                "altLegId2": "exampleString", // string
                "posType2": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag2": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega2": 1.0, // float
                "refUPrc2": 1.0, // double
                "refDelta2": 1.0, // float
                "refEarnCnt2": 1, // byte
                "legStrikeType2": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey3": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType3": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult3": 1, // ushort
                "side3": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId3": 1, // long
                "altLegId3": "exampleString", // string
                "posType3": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag3": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega3": 1.0, // float
                "refUPrc3": 1.0, // double
                "refDelta3": 1.0, // float
                "refEarnCnt3": 1, // byte
                "legStrikeType3": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey4": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType4": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult4": 1, // ushort
                "side4": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId4": 1, // long
                "altLegId4": "exampleString", // string
                "posType4": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag4": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega4": 1.0, // float
                "refUPrc4": 1.0, // double
                "refDelta4": 1.0, // float
                "refEarnCnt4": 1, // byte
                "legStrikeType4": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey5": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType5": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult5": 1, // ushort
                "side5": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId5": 1, // long
                "altLegId5": "exampleString", // string
                "posType5": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag5": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega5": 1.0, // float
                "refUPrc5": 1.0, // double
                "refDelta5": 1.0, // float
                "refEarnCnt5": 1, // byte
                "legStrikeType5": "enumValue", // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
                "secKey6": {
                    "at": "EQT",
                    "ts": "NMS",
                    "tk": "AAPL",
                    "dt": "2025-01-01",
                    "xx": 1,
                    "cp": "Call"
                },
                "secType6": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
                "mult6": 1, // ushort
                "side6": "enumValue", // enum(BuySell) - None, Buy, Sell
                "legId6": 1, // long
                "altLegId6": "exampleString", // string
                "posType6": "enumValue", // enum(PositionType) - None, Opening, Closing, Auto
                "ssaleFlag6": "enumValue", // enum(ShortSaleFlag) - None, Long, Short, Exempt, Auto, Open, Close, Cover, NA
                "vega6": 1.0, // float
                "refUPrc6": 1.0, // double
                "refDelta6": 1.0, // float
                "refEarnCnt6": 1, // byte
                "legStrikeType6": "enumValue" // enum(StrikeType) - None, DollarAmt, Percent, PctVariable
            }
        ]
    }
}'

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

Post Msgs API Call​