Version: Upcoming

Schema: RootDefinition (ID: 4365)

RootDefinition records are sourced from the listing exchange for future options and from OCC for US equity options. Records are updated as SpiderRock receives changes.

METADATA

Attribute	Value
Topic	4335-product-definition
MLink Token	OptionDefinition
SRSE Product	SRLive, SRAnalytics

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

BODY

#	Field	Type	Comment
10=	root	TickerKey
100	ticker	TickerKey	master underlying (can be a stock/product group; eg. @ES)
103	osiRoot	string(8)	long version of the root. the short version is used in the TickerKey (for example RYAAY1, not RYAA1)
106	ccode	TickerKey
109	uPrcDriverKey	ExpiryKey	(optional) option underlier price driver (all option expiries) (overrides optExpiryDefinition)
112	uPrcDriverType	enum : SpdrKeyType	Stock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
115	uPrcDriverKey2	ExpiryKey	(optional) alternate option underlier price driver (all option expiries) (overrides optExpiryDefinition)
118	uPrcDriverType2	enum : SpdrKeyType	Stock or Future (note: if Future and uPrcDriverKey does not have an expiry month then FrontMonth will be used)
121	uPrcBoundCCode	enum : YesNo	if Yes and if a future exists with ccode=CCode and futExpiry = optExpiry the use this future as a pricing bound
124	expirationMap	enum : ExpirationMap	determines the underlying future (if any)
127	underlierMode	enum : UnderlierMode
130	optionType	enum : OptionType	indicator for option type
133	multihedge	enum : Multihedge	indicates type of multihedge (None = standard root; all other root types are not None)
136	exerciseTime	enum : ExerciseTime	Exercise time type
139	exerciseType	enum : ExerciseType	Exercise style
142	timeMetric	enum : TimeMetric	trading time metric - 252 or 365 trading days or a weekly cycle type
223	tradingPeriod	enum : TradingPeriod
145	pricingModel	enum : PricingModel
148	moneynessType	enum : MoneynessType	moneyness (xAxis) convention: PctStd = (K / fUPrc - 1) / (axisVol * RT), LogStd = LOG(K/fUPrc) / (axisVol * RT), NormStd = (K - fUPrc) / (axisVol * RT)
151	priceQuoteType	enum : PriceQuoteType	quoting style for the option series on the exchange, price (standard price quote) or volatility quoted (vol points)
154	volumeTier	enum : VolumeTier
157	positionLimit	int	max contract limit
160	exchanges	string(24)	exchange codes
163	tickValue	float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
166	pointValue	float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
169	pointCurrency	enum : Currency
172	strikeScale	double	manual strike price adjustment multiplier (used for some CME products if set, otherwise displayFactor is used) (okey_xx = strikePrice * manualStrikeScale)
175	strikeRatio	float	note: effective strike = strike * strikeRatio - cashOnExercise
178	cashOnExercise	float	note: cashOnExercise is positive if it decreases the effective strike price
181	underliersPerCn	int	note: always 100 if underlying list is in use
184	premiumMult	double	note: OCC premium/strike multiplier (usually 100)
222	symbolRatio	float	note: currently used when AdjConvention is None, value of 0 implies symbolRatio is 1
187	adjConvention	enum : AdjConvention
190	optPriceInc	enum : OptPriceInc
193	priceFormat	enum : PriceFormat	price display format
196	tradeCurr	enum : Currency
199	settleCurr	enum : Currency
202	strikeCurr	enum : Currency
205	defaultSurfaceRoot	TickerKey	fallback ticker to use for option surfaces if no native surfaces are available
218	ricRoot	string(6)	RIC Root
225	regionalCompositeRoot	TickerKey	regional composite ticker - set on European contributor products only
208	timestamp	DateTime

REPEATING FIELDS

Underlying

Field	Type	Comment
214	ticker	TickerKey
217	spc	float

Exchange

Field	Type	Comment
220	optExch	enum : OptExch
224	root	TickerKey

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 = 'RootDefinition'

# 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=RootDefinition'

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 = 'RootDefinition'

# 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 = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:valuse" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'osiRoot: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=RootDefinition' \
--data-urlencode 'view=ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp' \
--data-urlencode 'where=osiRoot: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 = 'RootDefinition'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp'

# Replace with your desired where clause.
# a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
# "WHERE" clauses can contain the following comparison symbols:
# :gt: is greater than
# :ge: is greater than or equal to
# :lt: is less than
# :le: is less than or equal to
# :eq: is equal
# :ne: is not equal
# %26 is an AND statement
# | is an OR statement
# :sw: is starts with
# :ew: is ends with
# :cv: is contains values
# :nv: is does not contain value
# :cb: is contained between (two dates for instance) separated by '$'
WHERE = 'osiRoot: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 = 'ticker: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=RootDefinition' \
--data-urlencode 'view=ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp' \
--data-urlencode 'where=osiRoot:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=ticker: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 = 'RootDefinition'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'uPrcDriverType|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|pointCurrency|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr'

# 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 = 'osiRoot: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=RootDefinition' \
--data-urlencode 'measure=ticker|osiRoot|ccode|uPrcDriverKey|uPrcDriverType|uPrcDriverKey2|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|positionLimit|exchanges|tickValue|pointValue|pointCurrency|strikeScale|strikeRatio|cashOnExercise|underliersPerCn|premiumMult|symbolRatio|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr|defaultSurfaceRoot|ricRoot|regionalCompositeRoot|timestamp' \
--data-urlencode 'group=uPrcDriverType|uPrcDriverType2|uPrcBoundCCode|expirationMap|underlierMode|optionType|multihedge|exerciseTime|exerciseType|timeMetric|tradingPeriod|pricingModel|moneynessType|priceQuoteType|volumeTier|pointCurrency|adjConvention|optPriceInc|priceFormat|tradeCurr|settleCurr|strikeCurr' \
--data-urlencode 'where=osiRoot: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 = 'RootDefinition'

# 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 = 'osiRoot: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=RootDefinition' \
--data-urlencode 'where=osiRoot:eq:ExampleString'

Schema: RootDefinition (ID: 4365)

METADATA​

BODY​

REPEATING FIELDS​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​