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SpiderRock MLink API Documentation

The SpiderRock MLink API provides access to live-data objects (Real-Time and delayed data feeds) within the SpiderRock system. SpiderRock data encompasses real-time and delayed information streams related to financial markets and trading. This documentation offers comprehensive explanations and code samples to guide developers on how to connect to MLink and effectively consume the data returned.

MLink offers several options for accessing SpiderRock data:

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Product Categories

There are 6 product categories, each with associated tokens for streaming or querying SpiderRock data.

  1. Stock (Quotes, Trades, Closing Prices, Imbalances)
  2. Options (Quotes, Trades, Closing Prices, Summaries)
  3. Futures (Quotes, Trades, Settlement Prices, Closing Prices, Summaries)
  4. Option Implied Trades (Implied Quotes, Trade Markups)
  5. Equity Option Analytics (Surfaces, Historical Volatilities, Open Prices, Closing Prices & Analytics, Risk Factors)
  6. Future Option Analytics (Surfaces, Historical Volatilities, Open Prices, Closing Prices & Analytics, Risk Factors)

For pricing details and more information, please visit the SpiderRock Market Data API page.

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Message Types

There are 18 tokens available for scoped access to message types. For more details, please visit the message types page.

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Message Delivery Protocols

MLink supports 3 message delivery protocols:

  • JSON
  • Framed JSON
  • Google Protocol Buffers

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Connection Methods

Developers can choose between two connection methods:

  • Query-based (REST)
  • Streaming (Websocket)

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Data Types

Data can be accessed in real-time or with a delay.

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Authentication

Authentication can be done via:

  • API Key
  • SessionKey

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Usage

To utilize MLink effectively, developers should refer to the provided documentation and code samples in this repository.

For detailed instructions on connecting to MLink and consuming data, refer to the relevant sections and code snippets provided.

Message Types