Version: Upcoming

Schema: StockPositionRecordV5 (ID: 4850)

StockPositionRecords are live risk records that contain start-of-day positions and all subsequent executions, including executions reported as done away.

These records are published by a CoreRiskServer and represent the position and risk markup detail for a single equity or ETF security.

New records are published immediately when a position changes and about once per minute if no position has changed.

Note that all stock, future and option records for a single ticker are published simultaneously and records for the same chain should have consistent marks.

METADATA

Attribute	Value
Topic	4740-risk-v5
MLink Token	ClientRisk
SRSE Product	SRRisk

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

BODY

#	Field	Type	Comment
10=	ticker	TickerKey
11=	accnt	string(16)
12=	tradeDate	DateKey
13=	riskSession	enum : RiskSession
14=	clientFirm	string(16)	SR assigned client firm
103	riskServerCode	string(6)
106	priAggGroup	string(16)	primary aggregation group
109	secAggGroup	string(16)	secondary aggregation group
112	symbolType	enum : SymbolType
115	tickValue	float	$NLV value of a single tick change in display premium (pointValue = tickValue / tickSize)
118	pointValue	float	$NLV value of a single point change in display premium (pointValue = tickValue / tickSize)
121	pointCurrency	enum : Currency
124	priceFormat	enum : PriceFormat	price display format code
127	stkPrc	float	current stock price (any market session) (persists if market closed/halted)
130	stkBid	float	current stock bid (any market session) (zero if market closed/halted)
133	stkAsk	float	current stock ask (any market session) (zero if market closed/halted)
136	stkMark	double	current stock mark (freezes at SR CloseMarkTime)
139	stkMarkErrCodes	flag : MarkErrorCode
142	stkMarkSource	enum : UMarkSource
145	stkOpnMidMark	double	start-of-day SR stock mark (rotated from prior day record) [corp action adjusted]
148	stkOpnClrMark	double	start-of-day CLR stock mark (supplied by client/clearing firm via clearing position load) [should be corp action adjusted]
151	stkOpnPosPrv	int	start-of-day SR share position (rotated from prior day record) [corp action adjusted]
154	stkOpnPosClr	int	start-of-day CLR share position (supplied by client/clearing firm via clearing position load) [should be corp action adjusted]
157	stkOpnPos	int	start of period share position (effective; can be from either CLR or SR)
160	stkOpnPosSrc	enum : PositionSource	start of period position source
163	shBot	int	number of shares bot today
166	shSld	int	number of shares sld today
169	shSldShrt	int	number of shares sld short today
172	shBotHdg	int	number of shares bot today from hedging (spdrSource=HedgeTool)
175	shSldHdg	int	number of shares sld today from hedging (spdrSource=HedgeTool)
178	shBotTrh	int	number of shares bot today from hedging (spdrSource=TradeHedge)
181	shSldTrh	int	number of shares sld today from hedging (spdrSource=TradeHedge)
184	shBotOpn	int	number of shares bot today from hedging (spdrSource=OpenHedge)
187	shSldOpn	int	number of shares sld today from hedging (spdrSource=OpenHedge)
190	shBotTrd	int	number of shares bot today from any trade hedging source (AutoHedge or Trades loop)
193	shSldTrd	int	number of shares sld today from any trade hedging source (AutoHedge or Trades loop)
196	stkMnyBot	double	sum of settle cash for all buy executions
199	stkMnySld	double	sum of settle cash for all sell executions
202	dayPnl	float
205	opnPnlMidMark	float
208	opnPnlClrMark	float
211	exDivAmt	float	amount of any dividend going ex today
214	borrowRate	float	overnight rate required to borrow stock (if known)
217	beta	float	beta (usually beta to SPX; see AccountConfig.betaSource)
220	betaSource	enum : BetaSource
230	marginUDn	float	Aggregate RiskSlide: uPrc dn
231	marginUUp	float	Aggregate RiskSlide: uPrc up
223	numExecutions	int	number of included SpdrParentExecution records
226	maxExecDttm	DateTime	max (timestamp) of included SpdrParentExecution records
229	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 = 'StockPositionRecordV5'

# 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=StockPositionRecordV5'

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 = 'StockPositionRecordV5'

# 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 = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|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 = 'accnt: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=StockPositionRecordV5' \
--data-urlencode 'view=riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|timestamp' \
--data-urlencode 'where=accnt: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 = 'StockPositionRecordV5'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|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 = 'accnt: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 = 'riskServerCode: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=StockPositionRecordV5' \
--data-urlencode 'view=riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|timestamp' \
--data-urlencode 'where=accnt:eq:ExampleString' \
--data-urlencode 'limit=500' \
--data-urlencode 'order=riskServerCode: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 = 'StockPositionRecordV5'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'symbolType|pointCurrency|priceFormat|stkMarkSource|stkOpnPosSrc|betaSource'

# 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 = 'accnt: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=StockPositionRecordV5' \
--data-urlencode 'measure=riskServerCode|priAggGroup|secAggGroup|symbolType|tickValue|pointValue|pointCurrency|priceFormat|stkPrc|stkBid|stkAsk|stkMark|stkMarkErrCodes|stkMarkSource|stkOpnMidMark|stkOpnClrMark|stkOpnPosPrv|stkOpnPosClr|stkOpnPos|stkOpnPosSrc|shBot|shSld|shSldShrt|shBotHdg|shSldHdg|shBotTrh|shSldTrh|shBotOpn|shSldOpn|shBotTrd|shSldTrd|stkMnyBot|stkMnySld|dayPnl|opnPnlMidMark|opnPnlClrMark|exDivAmt|borrowRate|beta|betaSource|marginUDn|marginUUp|numExecutions|maxExecDttm|timestamp' \
--data-urlencode 'group=symbolType|pointCurrency|priceFormat|stkMarkSource|stkOpnPosSrc|betaSource' \
--data-urlencode 'where=accnt: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 = 'StockPositionRecordV5'

# 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 = 'accnt: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=StockPositionRecordV5' \
--data-urlencode 'where=accnt:eq:ExampleString'

Schema: StockPositionRecordV5 (ID: 4850)

METADATA​

BODY​

Get Schema API Call​

Get Msg API Call​

Get Msgs API Call​

Get Aggregate API Call​

Get Count API Call​