Upon opening up a WebSocket connection to MLink, Authenticating, and requesting to stream a message (msgName) with user specified conditions (view, where, etc), the MLinkServer will initially clear cache. This means it will forward the latest updates to all of the primary keys in your message before it starts streaming.

​
MLinkServer Communication Sequence:

  1. Authentication State: MLinkServers send an MLinkAdmin message with the authentication state upon authentication.

  2. Acknowledgement: MLinkServers acknowledge reception of the message request by sending an Acknowledgement message of type MLinkStreamAck.

  3. First Checkpoint: MLinkServers send a first checkpoint MLinkStreamCheckPt with a message body state of begin, indicating the start of cache clearing.

  4. Cached Records: MLinkServers send the cached records.

  5. Secondary Checkpoint (Active): A secondary checkpoint MLinkStreamCheckPt is sent with a message body state of Active, indicating that the request is active.

  6. Completion Checkpoint: Another MLinkStreamCheckPt is sent with a message body state of Complete, alerting the client side that cache has cleared.

  7. Streaming Begins: MLink starts streaming.

​
Example Request: Streaming AMZN Stock Quote

msg = {
                        "header": {
                            "mTyp":"MLinkStream"
                        },
                        "message": { 
                            "queryLabel":"ExampleStockBookQuote",
                            "activeLatency": 1,
                            "msgName":"stockbookquote",
                            "where":"ticker.tk:eq:AMZN"
                        }
                    }

Response Order

{'header': {'mTyp': 'MLinkAdmin', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 0, 'kLen': 0, 'mLen': 0, 'seqN': 0, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:23.464116', 'encT': '2023-11-09 15:26:23.464120', 'git': 'b981c14047'}, 'message': {'state': 'LoggedOn'}} 

{'header': {'mTyp': 'MLinkStreamAck', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 0, 'kLen': 0, 'mLen': 0, 'seqN': 0, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:23.573021', 'encT': '2023-11-09 15:26:23.573023', 'git': 'b981c14047'}, 'message': {'msgName': 'stockbookquote', 'result': 'OK'}}

{'header': {'mTyp': 'MLinkStreamCheckPt', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 0, 'kLen': 0, 'mLen': 0, 'seqN': 0, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:23.573034', 'encT': '2023-11-09 15:26:23.573035', 'git': 'b981c14047'}, 'message': {'state': 'Begin', 'timestamp': '2023-11-09 15:26:23.566996'}}

{'header': {'mTyp': 'StockBookQuote', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 18409, 'kLen': 0, 'mLen': 0, 'seqN': 206, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:29.699590', 'encT': '2023-11-09 15:26:29.707677', 'git': 'b981c14047'}, 'message': {'pkey': {'ticker': {'at': 'EQT', 'ts': 'NMS', 'tk': 'AMZN'}}, 'updateType': 'PrcChange', 'marketStatus': 'Open', 'bidPrice1': 141.69, 'bidSize1': 9, 'bidExch1': 'EDGX', 'bidMask1': 18240, 'askPrice1': 141.7, 'askSize1': 1, 'askExch1': 'MPRL', 'bidPrice2': 141.68, 'bidSize2': 1, 'bidExch2': 'IEX', 'askPrice2': 141.71, 'askSize2': 8, 'askExch2': 'EDGX', 'askMask2': 18240, 'srcTimestamp': 1699543589698404599, 'netTimestamp': 1699543589698443200}}

{'header': {'mTyp': 'MLinkStreamCheckPt', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 0, 'kLen': 0, 'mLen': 0, 'seqN': 0, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:23.573034', 'encT': '2023-11-09 15:26:45.596555', 'git': 'b981c14047'}, 'message': {'state': 'Active', 'numMessagesSent': 1, 'timestamp': '2023-11-09 15:26:45.592286'}}

{'header': {'mTyp': 'MLinkStreamCheckPt', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 0, 'kLen': 0, 'mLen': 0, 'seqN': 0, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:23.573034', 'encT': '2023-11-09 15:26:45.596582', 'git': 'b981c14047'}, 'message': {'state': 'Complete', 'waitElapsed': -22.0229465, 'queryElapsed': 22.0229815, 'tryFwdElapsed': -1.5e-05, 'flushElapsed': 1.5e-05, 'timestamp': '2023-11-09 15:26:45.592286'}}

{'header': {'mTyp': 'StockBookQuote', 'sEnv0': 'Saturn', 'sRlm0': 'NMS', 'sID': 18409, 'kLen': 0, 'mLen': 0, 'seqN': 93, 'appN': 'MLinkServer.Prod.B.Extern', 'mn': 'SROCKNY5-130', 'sTim': '2023-11-09 15:26:47.543689', 'encT': '2023-11-09 15:26:47.611402', 'git': 'b981c14047'}, 'message': {'pkey': {'ticker': {'at': 'EQT', 'ts': 'NMS', 'tk': 'AMZN'}}, 'updateType': 'PrcChange', 'marketStatus': 'Open', 'bidPrice1': 141.64, 'bidSize1': 22, 'bidExch1': 'EDGX', 'bidMask1': 18240, 'askPrice1': 141.66, 'askSize1': 18, 'askExch1': 'EDGX', 'askMask1': 18240, 'bidPrice2': 141.62, 'bidSize2': 1, 'bidExch2': 'IEX', 'askPrice2': 141.71, 'askSize2': 1, 'askExch2': 'PSX', 'askMask2': 4096, 'srcTimestamp': 1699543607542434826, 'netTimestamp': 1699543607542516100}}
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