Version: Upcoming

Schema: MarketHoursConfig (ID: 4485)

Expected trading day market schedule for each TradingPeriod and SecType. Including schedules for equity, futures, and options markets. The NMS schedule is the NYSE announced trading calendar. Other markets are from the listing exchange.

Typically includes records for the current week, previous week and next week

METADATA

Attribute	Value
Topic	4440-product-status
MLink Token	ClientLive
SRSE Product	SRLive

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

BODY

#	Field	Type	Comment
10=	ticker	TickerKey	note: should be "*-ANY-ANY" (wildcard) for the per-TradingPeriod default MarketHoursConfig messages
11=	secType	enum : SpdrKeyType
12=	tradeDate	DateKey
13=	tradingPeriod	enum : TradingPeriod	note: this trading period should be the same for all tradeDates for each [ticker/secType] pair
100	timeZone	enum : SRTimeZone	note: this does not have to match the associated TradingPeriod timeZone (default is TradingPeriod.TimeZone)
101	marketDayType	enum : MarketDayType
102	srCloseMarkTime	TimeSpan	SR Close Mark Time; usually regular market close - 5 minute (C - 5M)
103	hasEarlySession	enum : YesNo	note: early session can start the previous day
104	earlyPreOpenTime	TimeSpan	early session pre-open (orders accepted)
105	earlySessionOpenTime	TimeSpan	early session market open
106	earlySessionCloseTime	TimeSpan	early session market close
107	hasRegularSession	enum : YesNo
108	regPreOpenTime	TimeSpan	regular session pre-open (order accepted)
109	regSessionOpenTime	TimeSpan	regular session open
110	regSessionCloseTime	TimeSpan	regular session close
111	hasLateSession	enum : YesNo
112	latePreOpenTime	TimeSpan	extended session pre-open (orders accepted)
113	lateSessionOpenTime	TimeSpan	extended session open
114	lateSessionCloseTime	TimeSpan	extended session close
115	hasExEarlyClose	enum : YesNo	options have an early close on expiry day (secType = Option only)
116	exEarlyCloseTime	TimeSpan	expiry day early close time
117	timestamp	DateTime

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 = 'MarketHoursConfig'

# 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=MarketHoursConfig'

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 = 'MarketHoursConfig'

# 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 = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|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 = ''

# 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=MarketHoursConfig' \
--data-urlencode 'view=timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|timestamp' \
--data-urlencode 'where='

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 = 'MarketHoursConfig'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|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 = ''

# 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 = 'timeZone: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=MarketHoursConfig' \
--data-urlencode 'view=timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|timestamp' \
--data-urlencode 'where=' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=timeZone: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 = 'MarketHoursConfig'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'timeZone|marketDayType|hasEarlySession|hasRegularSession|hasLateSession|hasExEarlyClose'

# 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 = ''

# 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=MarketHoursConfig' \
--data-urlencode 'measure=timeZone|marketDayType|srCloseMarkTime|hasEarlySession|earlyPreOpenTime|earlySessionOpenTime|earlySessionCloseTime|hasRegularSession|regPreOpenTime|regSessionOpenTime|regSessionCloseTime|hasLateSession|latePreOpenTime|lateSessionOpenTime|lateSessionCloseTime|hasExEarlyClose|exEarlyCloseTime|timestamp' \
--data-urlencode 'group=timeZone|marketDayType|hasEarlySession|hasRegularSession|hasLateSession|hasExEarlyClose' \
--data-urlencode 'where='

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 = 'MarketHoursConfig'

# 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 = ''

# 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=MarketHoursConfig' \
--data-urlencode 'where='

Schema: MarketHoursConfig (ID: 4485)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​