Version: Upcoming

Schema: MarRiskControlTkOverride (ID: 4551)

MarRiskControlTkOverride records are used to establish ticker-specific risk controls within SpiderRock execution engines. These records are only viewable and editable by users belonging to the same riskFirm as the control records.

METADATA

Attribute	Value
Topic	4535-risk-control
MLink Token	MARRisk
SRSE Product	SRControl

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

BODY

#	Field	Type	Default Value	Comment
10=	riskFirm	string(16)
11=	riskGroup	string(16)
12=	ticker	TickerKey
13=	isTestAccnt	enum : YesNo		if Yes, this control applies only to risk from test accnts
100	stkEnabled	enum : MarState
101	futEnabled	enum : MarState
102	optEnabled	enum : MarState
103	blockShortSales	enum : YesNo		block all short sales
104	orderMaxStkQty	int	-1	number of equity shares that can be bought or sold by a single parent order
105	orderMaxFutQty	int	-1	number of futures contracts that can be bought or sold by a single parent order
106	orderMaxOptQty	int	-1	number of option contracts that can be bought or sold by a single parent order
107	orderMaxStkDDelta	float	-1	maximum (abs) mny per stock parent order; ddelta = shares * pointValue * midPrc
108	orderMaxFutDDelta	float	-1	maximum (abs) mny per future parent order; ddelta = contracts * pointValue * midPrc
109	orderMaxOptDDelta	float	-1	maximum (abs) mny per option parent order; ddelta = contracts * pointValue * ABS(de) * uMidPrc
110	stkCollarPct	float	-1	maximum user limit vs bid/ask price control
111	futCollarPct	float	-1	maximum user limit vs bid/ask price control
112	optCollarPct	float	-1	maximum user limit vs bid/ask price control
113	maxAccFutCnAbs	int	-1	max absolute (net) accnt future
114	maxDayFutCnBot	int	-1	day future contracts bot
115	maxDayFutCnSld	int	-1	day future contracts sld
116	maxDayFutCnAbs	int	-1	max absolute (net) day future contracts
117	modifiedBy	string(24)
118	modifiedIn	enum : SysEnvironment
119	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 = 'MarRiskControlTkOverride'

# 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=MarRiskControlTkOverride'

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 = 'MarRiskControlTkOverride'

# 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 = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm: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 = 'MarRiskControlTkOverride'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|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 = 'riskFirm: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 = 'stkEnabled: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=MarRiskControlTkOverride' \
--data-urlencode 'view=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'where=riskFirm:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=stkEnabled: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 = 'MarRiskControlTkOverride'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stkEnabled|futEnabled|optEnabled|blockShortSales|modifiedIn'

# 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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'measure=stkEnabled|futEnabled|optEnabled|blockShortSales|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|modifiedBy|modifiedIn|timestamp' \
--data-urlencode 'group=stkEnabled|futEnabled|optEnabled|blockShortSales|modifiedIn' \
--data-urlencode 'where=riskFirm: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 = 'MarRiskControlTkOverride'

# 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 = 'riskFirm: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=MarRiskControlTkOverride' \
--data-urlencode 'where=riskFirm: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": "I", # (I)nsert, (U)pdate, (R)eplace, or (D)elete
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "MarRiskControlTkOverride"
    },
    "message": {
        "pkey": {
            "riskFirm": "exampleString", // string
            "riskGroup": "exampleString", // string
            "ticker": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL"
            },
            "isTestAccnt": "enumValue" // enum(YesNo) - None Yes No
        },
        "stkEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "futEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "optEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "blockShortSales": "enumValue", // enum(YesNo) - None, Yes, No
        "orderMaxStkQty": -1, // int. Default=-1
        "orderMaxFutQty": -1, // int. Default=-1
        "orderMaxOptQty": -1, // int. Default=-1
        "orderMaxStkDDelta": -1, // float. Default=-1
        "orderMaxFutDDelta": -1, // float. Default=-1
        "orderMaxOptDDelta": -1, // float. Default=-1
        "stkCollarPct": -1, // float. Default=-1
        "futCollarPct": -1, // float. Default=-1
        "optCollarPct": -1, // float. Default=-1
        "maxAccFutCnAbs": -1, // int. Default=-1
        "maxDayFutCnBot": -1, // int. Default=-1
        "maxDayFutCnSld": -1, // int. Default=-1
        "maxDayFutCnAbs": -1, // int. Default=-1
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000" // yyyy-MM-dd HH:mm:ss.SSSSSS
    }
}

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=I' \ # (I)nsert, (U)pdate, (R)eplace, or (D)elete
--data-urlencode 'postmerge=Y' \ # (Y)es or (N)o
--header 'Content-Type: application/json' \
--data '{
    "header": {
        "mTyp": "MarRiskControlTkOverride"
    },
    "message": {
        "pkey": {
            "riskFirm": "exampleString", // string
            "riskGroup": "exampleString", // string
            "ticker": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL"
            },
            "isTestAccnt": "enumValue" // enum(YesNo) - None Yes No
        },
        "stkEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "futEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "optEnabled": "enumValue", // enum(MarState) - None, Enable, Disabled, CloseOnly
        "blockShortSales": "enumValue", // enum(YesNo) - None, Yes, No
        "orderMaxStkQty": -1, // int. Default=-1
        "orderMaxFutQty": -1, // int. Default=-1
        "orderMaxOptQty": -1, // int. Default=-1
        "orderMaxStkDDelta": -1, // float. Default=-1
        "orderMaxFutDDelta": -1, // float. Default=-1
        "orderMaxOptDDelta": -1, // float. Default=-1
        "stkCollarPct": -1, // float. Default=-1
        "futCollarPct": -1, // float. Default=-1
        "optCollarPct": -1, // float. Default=-1
        "maxAccFutCnAbs": -1, // int. Default=-1
        "maxDayFutCnBot": -1, // int. Default=-1
        "maxDayFutCnSld": -1, // int. Default=-1
        "maxDayFutCnAbs": -1, // int. Default=-1
        "modifiedBy": "exampleString", // string
        "modifiedIn": "enumValue", // enum(SysEnvironment) - None, Neptune, Pluto, V7_Stable, V7_Latest, Saturn, Venus, Mars, SysTest, V7_Current
        "timestamp": "2025-01-01 12:00:00.000000" // yyyy-MM-dd HH:mm:ss.SSSSSS
    }
}'

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

Post Msgs API Call​