Version: Upcoming

Schema: SpdrRiskCounter (ID: 4660)

Values in this table represent current (live) SpiderRock supervisory risk counters for a corresponding risk control key.

METADATA

Attribute	Value
Topic	4625-risk-counter
MLink Token	ClientControl
SRSE Product	SRControl

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

BODY

#	Field	Type	Comment
10=	ticker	TickerKey	'*-ANY-ANY' represents the entire control group
11=	riskControlKey	string(64)	must be an SRClientAccnt if riskControlLevel=Accnt; must be an SRUser if riskControlLevel=User; ignored if riskControlLevel=ClientFirm
12=	riskControlLevel	enum : RiskControlLevel
13=	riskFirm	string(16)
14=	isTestAccnt	enum : YesNo
100	sysRealm	enum : SysRealm
101	sysEnvironment	enum : SysEnvironment	original (source) sys environment [Stable, Current, etc]
102	riskEngine	string(32)	EE engine name
105	netDayDDelta	float	net day $Delta
106	absDayDDelta	float	absolute day $Delta,
107	netDayVega	float	net day Vega per
108	absDayVega	float	absolute day Vega,
109	netDayWtVega	float	net day WtVega
110	absDayWtVega	float	absolute day WtVega,
111	netDayNValue	float	net day Notional Value
112	absDayNValue	float	absolute day Notional Value,
113	netDayRMetric7	float	net day RiskMetric7
114	absDayRMetric7	float	absolute day RiskMetric7,
115	netDayDDeltaEma	float	60s (half-life) EMA $delta
116	netDayWtVegaEma	float	60s (half-life) EMA wtVega
117	emaTimestamp	double
118	liveMarginDay	float	live net (per symbol) day portfolio (day trades only) margin (can include external sources)
119	liveOpenExposure	float	live abs open child order $Delta (no netting) (open child orders only)
120	dayMarginUDnVDn	float	day margin (UPrcDn/VolDn)
121	dayMarginUDnVUp	float	day margin (UPrcDn/VolUp)
122	dayMarginUUpVDn	float	day margin (UPrcUp/VolDn)
123	dayMarginUUpVUp	float	day margin (UPrcUp/VolUp)
124	numStkChildOrders	int
125	numFutChildOrders	int
126	numOptChildOrders	int
127	numMLegChildOrders	int
128	counter	int
129	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 = 'SpdrRiskCounter'

# 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=SpdrRiskCounter'

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 = 'SpdrRiskCounter'

# 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|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|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 = 'riskControlKey: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=SpdrRiskCounter' \
--data-urlencode 'view=sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|timestamp' \
--data-urlencode 'where=riskControlKey: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 = 'SpdrRiskCounter'

# 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|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|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 = 'riskControlKey: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)

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=SpdrRiskCounter' \
--data-urlencode 'view=sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|timestamp' \
--data-urlencode 'where=riskControlKey:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=sysRealm: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 = 'SpdrRiskCounter'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|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 = 'riskControlKey: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=SpdrRiskCounter' \
--data-urlencode 'measure=sysRealm|sysEnvironment|riskEngine|netDayDDelta|absDayDDelta|netDayVega|absDayVega|netDayWtVega|absDayWtVega|netDayNValue|absDayNValue|netDayRMetric7|absDayRMetric7|netDayDDeltaEma|netDayWtVegaEma|emaTimestamp|liveMarginDay|liveOpenExposure|dayMarginUDnVDn|dayMarginUDnVUp|dayMarginUUpVDn|dayMarginUUpVUp|numStkChildOrders|numFutChildOrders|numOptChildOrders|numMLegChildOrders|counter|timestamp' \
--data-urlencode 'group=sysRealm|sysEnvironment' \
--data-urlencode 'where=riskControlKey: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 = 'SpdrRiskCounter'

# 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 = 'riskControlKey: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=SpdrRiskCounter' \
--data-urlencode 'where=riskControlKey:eq:ExampleString'

Schema: SpdrRiskCounter (ID: 4660)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​

METADATA

BODY

Get Schema API Call

Get Msg API Call

Get Msgs API Call

Get Aggregate API Call

Get Count API Call