Spider Rock MLink

SpiderRock

Contact us

MLink Stream

The SpiderRock MLink API provides access to live-data objects (Real-Time and delayed data feeds) within the SpiderRock system. This repo provides documentation and code samples for how developers can connect to MLink and consume the data returned.

Introduction

Message Types

Message Patterns

Authentication

The REST API should be used for applications that need to query data from time to time, this connection type allows for more conservative message consumption which keeps costs lower. The MLink REST API is implemented as a standard HTTP/RESTful service accessible at:

REST API

Protocol Usage

REST Commands

REST Examples

The Websocket connection should be used for applications that require a live subscription to data, this connection type flows data to the screen automatically and tends to consume more messages as a result.The MLink Websocket API is implemented as a standard HTTP WebSocket service accessible at:

Field Name	Field Type	Description
`msgName`	`MessageTypeName`	(optional) message name
`view`	`string`	(optional) list (subset) of field names to return with this message
`where`	`string`	(optional) where clause for this message type; eg. “(bidexch:eq:CBOE) & bidsize:ge:100”
`unsubscribe`	`enum:YesNo`	(optional) if set to Yes the specified message type will be unsubscribed and thus no longer return
`sessionID`	`short`	(optional) actions below apply only to the sessionID virtual session; should be zero for non-multiplexed web-socket connections.
`queryID`	`GroupingCode`	(optional) queryID will be reflected back in the corresponding MLinkStreamAck message; nothing is assumed about structure of this number
`queryLabel`	`AppNameString`	query label
`activeLatency`	`int`	(optional) number of milliseconds between active send attempts (1 = minimum delay, 0 = wait for SignalReady) [default = 0]
`sysEnvironment`	`enum`	(optional) records cannot have [sysEnvironment + sysRealm] in their route history (no loops)
`sysRealm`	`enum`
`highwaterTs`	`long`	(optional) records must have a header.sentTs that is later than this value (ns after the UNIX epoch) -1 means start from current server side highwaterTs
`stripeFilter`	`text1`	(optional) if supplied records must be within the specified stripe
`schemaHash`	`long`	(optional) message schema hash [if supplied and matches server schema hash for this message binary encoding will be used]
`localMsgType`	`ushort`	(optional) if != 0 the msgType number will be translated from msgType to localMsgType in the mlink server (binary messages)
`localMsgName`	`MessageTypeName`	(optional) if exists the message name will be translated from msgName to localMsgName in the mlink server (json and protobuf messages)

API Documentation

Connection Types

Data Dictionary

Clients

Interactive Playground

Postman for WebSocket

MLink Stream