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Version: Upcoming

Schema: VolTimeCalculator (ID: 5065)

This table allows custom span risk calculations based on either user or SR supplied input values.

METADATA​

AttributeValue
Topic5030-srse-calculators
MLink TokenSRMLinkAnalytics
MLink EndpointMLink-Live
SRSE ProductSRAnalytics

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

BODY​

#FieldTypeDefault ValueComment
10=tickerTickerKey
11=secTypeenum : SpdrKeyType
12=endDateDateKeyperiod end date (CST)
13=userNamestring(24)
100endTimeTimeSpan16:00:00period end time (CST)
103nowDttmDateTime2000-01-01period start time (CST)
106nowSrcenum : FieldSrcDefaultdefault is clock time when selecting
109timeMetricenum : TimeMetricD252
112timeMetricSrcenum : FieldSrcDefault
115holidayCalendarenum : CalendarCodeNYSE
118holidayCalendarSrcenum : FieldSrcDefault
121yearsdouble0volatility years from nowDttm to endDate + endDttm using TradingCalendar (SR Trading/Volatility Calendar)
124years365double0years calculation using an Act/365 daycount between nowDttm and endDate
127partialDaysint0number of partial trading days (half-days) between endpoints.
130holidayDaysint0number of holidays (days that would otherwise be trading days) between endpoints.
133completeDaysint0number of complete trading days between endpoints.
136trdMinutesintnumber of market trading minutes between endpoints.
139clkMinutesintnumber of non-market trading minutes between endpoints.
142trdMeasuredoublevolatility years per trdMinute (expressed as multiple of 10^-6)
145clkMeasuredoublevolatility years per clkMinute (expressed as multiple of 10^-6)
148errorstring(32)calculation error
151timestampDateTime2000-01-01

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 = 'VolTimeCalculator'

# 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 = 'VolTimeCalculator'

# 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 = 'endTime|nowDttm|nowSrc|timeMetric|timeMetricSrc|holidayCalendar|holidayCalendarSrc|years|years365|partialDays|holidayDays|completeDays|trdMinutes|clkMinutes|trdMeasure|clkMeasure|error|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 = 'userName: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 = 'VolTimeCalculator'

# Replace with your desired view. A "|" separated list of views can be provided
# If no view is provided, all views will be returned
VIEW = 'endTime|nowDttm|nowSrc|timeMetric|timeMetricSrc|holidayCalendar|holidayCalendarSrc|years|years365|partialDays|holidayDays|completeDays|trdMinutes|clkMinutes|trdMeasure|clkMeasure|error|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 = 'userName: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 = 'endTime: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 = 'VolTimeCalculator'

# Replace with fields you want to see aggregate values for. A "|" separated list of measures should be provided
MEASURE = 'endTime|nowDttm|nowSrc|timeMetric|timeMetricSrc|holidayCalendar|holidayCalendarSrc|years|years365|partialDays|holidayDays|completeDays|trdMinutes|clkMinutes|trdMeasure|clkMeasure|error|timestamp'

# Replace with fields you want to see aggregated. A "|" separated list of fields should be provided
GROUP = 'nowSrc|timeMetric|timeMetricSrc|holidayCalendar|holidayCalendarSrc'

# 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 = 'userName: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 = 'VolTimeCalculator'

# 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 = 'userName: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)

Post 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'

# Request Parameters
params = {
    # Required Parameters
    "apiKey": API_KEY,
    "cmd": 'postmsgs',
    "postaction": "I", # (I)nsert, (R)eplace, (U)pdate, or (D)elete
    "postmerge": "Y", # (Y)es or (N)o
}

payload = {
    "header": {
        "mTyp": "VolTimeCalculator"
    },
    "message": {
        "pkey": {
            "ticker": {
                "at": "EQT",
                "ts": "NMS",
                "tk": "AAPL"
            },
            "secType": "enumValue", // enum(SpdrKeyType) - None, Stock, Future, Option, MLeg
            "endDate": "2025-01-01", // yyyy-MM-dd
            "userName": "exampleString" // string
        },
        "endTime": "12:00:00.000000", // HH:mm:ss.SSSSSS
        "nowDttm": "2025-01-01 12:00:00.000000", // yyyy-MM-dd HH:mm:ss.SSSSSS
        "nowSrc": "Default", // enum(FieldSrc) - Default, User. Default=Default
        "timeMetric": "D252", // enum(TimeMetric) - None, D252, D365, SRV6. Default=D252
        "timeMetricSrc": "Default", // enum(FieldSrc) - Default, User. Default=Default
        "holidayCalendar": "NYSE", // enum(CalendarCode) - None, NYSE, EUREX, CBOE_EU, NXAM, NXBR, NXLS, NXML, NXOS, NXP, ICEFE, CME, NYMEX, COMEX, MGEX, BXE, CXE, DXE, SCE, EU_AT, EU_BE, EU_CH, EU_DE, EU_DK, EU_FI, EU_FR, EU_GB, EU_IE, EU_IT, EU_NL, EU_NO, EU_PT, EU_SE, EU_ES, EU_CZ, EU_HU, EU_PL. Default=NYSE
        "holidayCalendarSrc": "Default", // enum(FieldSrc) - Default, User. Default=Default
        "years": 0, // double. Default=0
        "years365": 0, // double. Default=0
        "partialDays": 0, // int. Default=0
        "holidayDays": 0, // int. Default=0
        "completeDays": 0, // int. Default=0
        "trdMinutes": 1, // int
        "clkMinutes": 1, // int
        "trdMeasure": 1.0, // double
        "clkMeasure": 1.0, // double
        "error": "exampleString", // string
        "timestamp": "2025-01-01 12:00:00.000000" // yyyy-MM-dd HH:mm:ss.SSSSSS
    }
}

response = requests.post(MLINK_PROD_URL, params=params, json=payload)