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Version: Upcoming

Schema: MarRiskCounter (ID: 4670)

Values in this table represent current (live) SpiderRock MAR risk counters for a risk group/risk firm combination.

A risk group is typically a group of client accounts that have a common beneficial owner. A risk firm is a firm with control of the corresponding risk settings for the risk group.

METADATA

AttributeValue
Topic4625-risk-counter
MLink TokenClientControl
SRSE ProductSRControl

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)
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 = 'MarRiskCounter'

# 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 = 'MarRiskCounter'

# 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|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 = 'MarRiskCounter'

# 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|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 = 'MarRiskCounter'

# 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|counter|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'sysRealm|sysEnvironment'

# 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 = 'MarRiskCounter'

# 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)