All MLink messages are generated from a common IDL schema and follow common patterns, including the following:
These messages have a well-defined primary key (unique per message type) and follow a create/replace pattern such that any new message arriving in MLink will completely replace the previous record with the same primary key, if one exists.
Example: “NBBOOptionQuote” message
Several messages contain security keys (TickerKey, ExpiryKey, and/or OptionKey).
SSSS-TS-AT
where SSSS is the security symbol (eg. AAPL), TS is a ticker source (eg. NMS), and AT is an asset type (eg. EQT).SSSS-TS-AT-YYYY-MM-DD
where YYYY is year, MM is month, and DD is day.SSSS-TS-AT-YYYY-MM-DD-XXXX-CP
where XXXX is the strike price, and CP is either (Call, Put, or Both).Ticker Sources (ts) and Asset Types (at) are enumerated.
#SSSShhhh
where hhhh is a hexadecimal ID number._SSSS
or SSSS_
computed for the purpose of pricing options more accurately.Some SR MLink objects do not have natural primary keys and are used as administrative messages between MLink and a client.
Messages | Description |
---|---|
MLinkApiKey | Used to return a temporary ApiKey |
QueryResult | Futures quote/print metrics |
MsgDesc | Message Description |
FieldDesc | Field Description (schema) |
SummaryNumeric | Summary detail for a numeric field |
SummaryString | Summary detail for a string field |
PostAck | Post acknowledgment for an individual SR message post attempt |
Messages | Description |
---|---|
MLinkAdmin | Sent in response to a WebSocket connect attempt or MLinkLogon message |
MLinkLogon | Used to logon (authenticate) |
MLinkStream | Set or update the active subscription query for this session |
MLinkStreamAck | Sent in response to an MLinkStream attempt |
MLinkStreamCheckPt | Query Check Point |
MLinkSignalReady | Used to signal that the client is ready for more messages |
MLinkDataAck | Sent in response to a message upload attempt |
MLinkSubscribe | Set or update an active subscription for a session by msgPKey |
MLinkSubscribeAck | Sent in response to an MLinkSubscribe attempt |
MLinkSubscribeCheckPt | Subscription Check Point |
MLinkHeartbeat | MLink Connection heartbeat; sent by default every 10 seconds |