Websocket API

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:

• Real-time Data: wss://mlink-live.nms.saturn.spiderrockconnect.com
• Delayed Data: wss://mlink-delay.nms.saturn.spiderrockconnect.com

Query parameters are URL-encoded and passed in the querystring. If successful, responses are sent back via the HTTP request body section. The URL also determines the protocol.

These are the lists of WebSockets that come with the product:

1- MLinkStream:

a. StockBookQuote (Stock quote stream for ticker AAPL) – can change where clause in the message bodies to change ticker

{
            "header": {
                "mTyp": "MLinkStream"
            },
            "message": {
                "queryLabel": "StockBookQuoteTest",
                "activeLatency": 0,
                "msgName": "StockBookQuote", 
                "where": "ticker.tk:eq:AAPL"
            }
        }

b. OptionNbboQuote (Option Quote stream for AAPL Options) – can change where clause in the message body to change option ticker

{
            "header": {
                "mTyp": "MLinkStream"
            },
            "message": {
                "queryLabel": "OptionNbboQuoteTest",
                "activeLatency": 1,
                "msgName": "OptionNbboQuote", 
                "where": "okey.tk:eq:AAPL"
            }
        }

2- MLinkSubscribe

a. MLinkSubscribe to specific stock quotes (10 tickers)

{
    "header": {
        "mTyp": "MLinkSubscribe"
    },
    "message": {
        "activeLatency": 10000,
        "doReset": "No",
        "View": [
            {
                "msgName": "StockBookQuote",
                "view": "updateType|askPrice1|askSize1|bidPrice1|bidSize1"
            }
        ],
        "Subscribe": [
            {
                "msgName": "StockBookQuote",
                "msgPKey": "AAPL-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "MRNA-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "TSLA-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "SPY-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "MSFT-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "JPM-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "QQQ-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "ROKU-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "AMZN-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "META-NMS-EQT"
            }
        ]
    }
}

b. MLinkSubscribe (unsubscribe) to 7 of those tickers in the type of message (stock quotes)

{
    "header": {
        "mTyp": "MLinkSubscribe"
    },
    "message": {
        "activeLatency": 10000,
        "doReset": "No",
        "View": [
            {
                "msgName": "StockBookQuote",
                "view": "updateType|askPrice1|askSize1|bidPrice1|bidSize1"
            }
        ],
        "Unsubscribe": [
            {
                "msgName": "StockBookQuote",
                "msgPKey": "AAPL-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "MSFT-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "JPM-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "QQQ-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "ROKU-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "AMZN-NMS-EQT"
            },
            {
                "msgName": "StockBookQuote",
                "msgPKey": "META-NMS-EQT"
            }
        ]
    }
}

3- MLinkStream + SignalReady

a. MLinkStream + ActiveLatency of 0 for liveimpliedquotes (SpiderRock quotes + greeks + vols) to allow for signalReady to be sent in order for client end to receive data again (allows to fetch on demand) – Ticker is SPY (ALL SPY options)

{
    "header": {
        "mTyp": "MLinkStream"
    },
    "message": {
        "queryLabel": "LiveImpliedQuoteTest",
        "activeLatency": 0,
        "msgName": "LiveImpliedQuote", 
        "where": "ticker.tk:eq:SPY"
    }
}

b. SignalReady message to send when client is ready to receive new updates.

{
    "header": {
        "mTyp": "MLinkSignalReady"
    },
    "message": {
        "readyScan": "FullScan" 
    }
}