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Version: Upcoming

Schema: SymbolRiskDetailV5 (ID: 4860)

SymbolRiskDetail records contain semi-static markup detail for SymbolRiskSummary records.

METADATA​

AttributeValue
Topic4740-risk-v5
MLink TokenClientRisk
SRSE ProductSRRisk

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

BODY​

#FieldTypeComment
10=tickerTickerKey
11=accntstring(16)
12=tradeDateDateKey
13=clientFirmstring(16)SR assigned client firm
103clientTagstext2(optional) user defined account tag(s) (eg. tag,tag,tag,tag) [max of 10,000 total chars (including seps)]
106stkStatusenum : StkStatusStock trading status indicator (user controlled;used by the HedgeTool and by trade controllers) [SymbolControl.stkStatus]
109optStatusenum : OptStatusOption trading status indicator (user controlled;only used by trade controllers) [SymbolControl.optStatus]
112riskClassstring(8)Symbol Risk Class Code (user supplied) [SymbolControl.riskClass]
115theoModelstring(16)SR assigned theo model tag (associated with user supplied theo surfaces) [AccountConfig.theoModel]
118theoModel2string(16)SR assigned theo model#2 tag (associated with user supplied theo surfaces) [AccountConfig.theoModel2]
121hedgeDeltaRuleenum : HedgeDeltaRuleHedgeDelta Source (IVol = use SR implied surface (sticky strike), IvS = use SR surface (sticky delta), TVol = use user supplied theo surface (sticky strike), TvS = use user supplied theo surface and atm veSlope (sticky delta)) [AccountConfig.hedgeDelta]
124holdReasonenum : HoldReasonUser supplied description (only informational) [SymbolControl.holdReason]
127binaryDaysfloatFractional days [0 - 5.0] prior to expiration after which hedgeDeltas become binary [-1.0, -0.5, 0, +0.5, +1.0] [SymbolControl.binaryDays]
130ctrlUpdateDateTimelast update dttm of SymbolControl record [SymbolControl.timestamp]
133periodEndTimeDateTimeDTTM of the end of the current trading period
136symbolTypeenum : SymbolTypeSymbolType (Equity, ETF, ShortETF, ADR, CashIndex, FutureComplex)
139namestring(16)Symbol name/description
142industryint
145sectorstring(16)
148betafloatbeta (usually beta to SPX; see AccountConfig.betaSource)
151betaSourceenum : BetaSource
154stkVolumefloattrailing 30 day average daily stock volume
157optVolumefloattrailing 30 day average daily option volume
160tapeCodeenum : TapeCodemarket data tape code
163marginTypeenum : MarginTypemargin slide type: NMS_Equity = +/- 15%, NMS_Index = -8%/+6%, NMS_Medium = +/-10%
166pointCurrencyenum : Currency
169dAmtfloat$amount of the next expected dividend
172dDaysshortdays to next expected dividend (negative indicates days from a recent ex-date)
175eDaysshortdays to next expected earnings (negative indicates days from a recent announcement)
178locateQuanintstarting locate quantity in this symbol befores trades
181availableLocateQuanintavailable equity locate quantity in this symbol after trades
184gcFlagenum : YesNois this symbol a general collateral name (no special borrow rate)
187gcRatefloatexpected overnight rate if general collateral (usually FF overnight rate)
190borrowRatefloatexpected overnight borrow rate (special borrrow)
193stMinIVolfloatminimum atm implied volatility (all expirations with a position)
196stMaxIVolfloatmaximum atm implied volatility (all expirations with a position)
199earnMultfloatexpected earnings multiplier (affects some risk slides) [1.0 - 8.0]
202earnMultErrfloat
205baseVolfloatfrom earn mult fit (<0.75 yrs)
208tailVolfloatweighted toward max expiration
211timestampDateTime

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 = 'SymbolRiskDetailV5'

# 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 = 'SymbolRiskDetailV5'

# 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 = 'clientTags|stkStatus|optStatus|riskClass|theoModel|theoModel2|hedgeDeltaRule|holdReason|binaryDays|ctrlUpdate|periodEndTime|symbolType|name|industry|sector|beta|betaSource|stkVolume|optVolume|tapeCode|marginType|pointCurrency|dAmt|dDays|eDays|locateQuan|availableLocateQuan|gcFlag|gcRate|borrowRate|stMinIVol|stMaxIVol|earnMult|earnMultErr|baseVol|tailVol|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)

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 = 'SymbolRiskDetailV5'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'clientTags|stkStatus|optStatus|riskClass|theoModel|theoModel2|hedgeDeltaRule|holdReason|binaryDays|ctrlUpdate|periodEndTime|symbolType|name|industry|sector|beta|betaSource|stkVolume|optVolume|tapeCode|marginType|pointCurrency|dAmt|dDays|eDays|locateQuan|availableLocateQuan|gcFlag|gcRate|borrowRate|stMinIVol|stMaxIVol|earnMult|earnMultErr|baseVol|tailVol|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 = 'clientTags: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 = 'SymbolRiskDetailV5'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'clientTags|stkStatus|optStatus|riskClass|theoModel|theoModel2|hedgeDeltaRule|holdReason|binaryDays|ctrlUpdate|periodEndTime|symbolType|name|industry|sector|beta|betaSource|stkVolume|optVolume|tapeCode|marginType|pointCurrency|dAmt|dDays|eDays|locateQuan|availableLocateQuan|gcFlag|gcRate|borrowRate|stMinIVol|stMaxIVol|earnMult|earnMultErr|baseVol|tailVol|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'stkStatus|optStatus|hedgeDeltaRule|holdReason|symbolType|betaSource|tapeCode|marginType|pointCurrency|gcFlag'

# 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)

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 = 'SymbolRiskDetailV5'

# 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)