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Version: Upcoming

Schema: MarRiskComposite (ID: 4675)

Values in this table represent current (live) SpiderRock MAR risk counters and controls for a risk group/risk firm combination. Values are non-editable.

METADATA​

AttributeValue
Topic4625-risk-counter
MLink TokenClientControl

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

BODY​

#FieldTypeComment
10=tickerTickerKey'*-ANY-ANY' represents the entire control group
11=riskGroupstring(16)
12=riskFirmstring(16)client firm that can view/edit this record
13=isTestAccntenum : YesNo
100sysRealmenum : SysRealm
101sysEnvironmentenum : SysEnvironmentoriginal (source) sys environment [Stable, Current, etc]
102riskEnginestring(32)EE engine name
103liveMarginAccfloatlive net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
104liveMarginDayfloatlive net (per symbol) day portfolio (day trades only) margin (can include external sources)
105liveOpenExposurefloatlive abs open child order $Delta (no netting) (open child orders only)
116dayFutCnBotintday future contracts bot
117dayFutCnSldintday future contracts sld
118accFutCnNetintaccnt future contracts (net) [can be +/-] (start-of-day positions + day trades)
106dayMarginUDnVDnfloatday margin (UPrcDn/VolDn)
107dayMarginUDnVUpfloatday margin (UPrcDn/VolUp)
108dayMarginUUpVDnfloatday margin (UPrcUp/VolDn)
109dayMarginUUpVUpfloatday margin (UPrcUp/VolUp)
110accMarginUDnVDnfloatacc margin (UPrcDn/VolDn)
111accMarginUDnVUpfloatacc margin (UPrcDn/VolUp)
112accMarginUUpVDnfloatacc margin (UPrcUp/VolDn)
113accMarginUUpVUpfloatacc margin (UPrcUp/VolUp)
258stkEnabledenum : MarStateEnabled or not for equities (None=disabled)
259futEnabledenum : MarStateEnabled or not for futures (None=disabled)
260optEnabledenum : MarStateEnabled or not for options (None=disabled)
261marginLimitAccfloatMaximum net (per symbol) total portfolio (start-of-day positions + day trades) margin (can include external sources)
262marginLimitDayfloatMaximum net (per symbol/day) day portfolio (day trades only) margin (can include external sources)
263openExposureLimitfloatMaximum abs open child order $Delta (no netting) (open child orders only)
276maxAccFutCnAbsintMaximum absolute (net) account future contracts
277maxDayFutCnBotintDay future contracts bot
278maxDayFutCnSldintDay future contracts sld
279maxDayFutCnAbsintMaximum absolute (net) day future contracts
265orderMaxStkQtyintNumber of equity shares that can be bought or sold by a single parent order
266orderMaxFutQtyintNumber of futures contracts that can be bought or sold by a single parent order
267orderMaxOptQtyintNumber of option contracts that can be bought or sold by a single parent order
268orderMaxStkDDeltafloatMaximum (abs) mny per stock parent order; ddelta = 0.01 * shares * pointValue * midPrc
269orderMaxFutDDeltafloatMaximum (abs) mny per future parent order; ddelta = 0.01 * contracts * pointValue * midPrc
270orderMaxOptDDeltafloatMaximum (abs) mny per option parent order; ddelta = 0.01 * contracts * pointValue * ABS(de) * uMidPrc
271stkCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
272futCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
273optCollarPctfloatMaximum user limit vs bid/ask price control - percentage as a number between 0 and 1 in decimals
274allowStkOddLotsenum : YesNoAllow parent stock orders with an order size below 100
209allowLimitOnCloseenum : YesNoAllow limit on close orders - similar to MOC order, with the addition of a price limit
206allowMarketOnCloseenum : YesNoAllow market on close orders - special order type which is executed as close to the close of trading as possible
212allowShortSaleExemptenum : YesNoAllow short sale option orders to be marked exempt, as per Rule 201
215allowInterMarketSweepenum : YesNoAllow intermarket sweep orders
275blockShortSalesenum : YesNoBlock all short sales
151modifiedBystring(24)User that last modified corresponding MarRiskControl
154modifiedInenum : SysEnvironmentEnvironment corresponding MarRiskControl was last updated in
114counterint
115timestampDateTimetimestamp of latest change

Get Schema API Call​

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 = 'MarRiskComposite'

# 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)

Get Msg API Call​

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 = 'MarRiskComposite'

# Replace with your pkey value for getting the specific message desired
PKEY = 'ReplaceThisValueForTheQueryToWork'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned. 
VIEW = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowShortSaleExempt|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup: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)

Get Msgs API Call​

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 = 'MarRiskComposite'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowShortSaleExempt|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|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 = 'riskGroup:eq:ExampleString'

# Replace with your desired limit of how many messages you receive. The default limit is 500
LIMIT = 500

# Order clause eg. "(field1:DESC | field1:ASC | field2:DESC:ABS | field2:ASC:ABS" (default is unordered; default is faster)
ORDER = 'sysRealm:ASC'

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

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

Get Aggregate API Call​

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 = 'MarRiskComposite'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|riskEngine|liveMarginAcc|liveMarginDay|liveOpenExposure|dayFutCnBot|dayFutCnSld|accFutCnNet|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|accMarginUDnVDn|accMarginUDnVUp|accMarginUUpVDn|accMarginUUpVUp|stkEnabled|futEnabled|optEnabled|marginLimitAcc|marginLimitDay|openExposureLimit|maxAccFutCnAbs|maxDayFutCnBot|maxDayFutCnSld|maxDayFutCnAbs|orderMaxStkQty|orderMaxFutQty|orderMaxOptQty|orderMaxStkDDelta|orderMaxFutDDelta|orderMaxOptDDelta|stkCollarPct|futCollarPct|optCollarPct|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowShortSaleExempt|allowInterMarketSweep|blockShortSales|modifiedBy|modifiedIn|counter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment|stkEnabled|futEnabled|optEnabled|allowStkOddLots|allowLimitOnClose|allowMarketOnClose|allowShortSaleExempt|allowInterMarketSweep|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 = 'riskGroup: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)

Get Count API Call​

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 = 'MarRiskComposite'

# 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 = 'riskGroup: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)