MLink REST API

The MLink REST API is implemented as a standard HTTP/RESTful service accessible at:

• Real-time data - https://mlink-live.nms.saturn.spiderrockconnect.com/rest/
• Delayed data - https://mlink-delay.nms.saturn.spiderrockconnect.com/rest/

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.

Authentication to MLink

You can authenticate to MLink through 2 different methods: Login or API Key. The Login method is intended for humans to access MLink via only a WebSocket connection. The API key method is intended for machines to access MLink through either a WebSocket connection or a REST API connection.

1. Login (Rest): Use this method to authenticate your application by challenging humans to login with their SpiderRock Connect ID credentials along with multi-factor authentication (MFA).

   • The SpiderRock Client Support Desk will issue you a SpiderRock Connect ID, by which you will receive an invitation to your registered email. From there, you will complete your setup and select with MFA method you want: Authenticator App or SMS. Upon completion of sign up you will have access to MLink as determined by your configuration.

   • Session Keys: a Session Key looks similar to an API key but is issued for each valid session after login. Therefore, once a user authenticates with their SpiderRock Connect ID credentials their Session Key will be automatically issued and used for the remainder of the session.

2. API Key (Rest): Use this method to authenticate your application directly to MLink if there is no ability to use MFA or you only require a single data feed.

   • The SpiderRock Client Support Desk will issue an M2MUser user as a datafeed profile, by which we will generate an API Key scoped to the permissions requested by the customer.

   • Using an API Key via REST: Add your API Key to the querystring as "apikey": https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json?apikey=1234-5678-9012-31415

REST Commands:

Query parameters are a set of key/value pairs (not case-sensitive):

Name	Parameter	Description
cmd	c	c="command" - the type of command, see list below
msgType	mt	mt="message type" - either the string or numeric label of an SR Data Object class
pkey	pk	pk="primary key" - a string representation of the primary key of a specific SR Data Object instance
limit	l	l="limit" - a number between 1 and 10,000 and acts to limit the number of messages in the response body
secret	secret	secret="secret" - the client-supplied API Password (if any) [only used with getapikey]
view	v	v="view clause" - a string in the form of "field1 field2 field3"
where	w	w= "where clause" - a string in the form "field1:eq:value" or "(field1:ne:value1 & field1:ne:value2)
order	order	(optional) order clause eg. "(bidsize:DESC | bidexch:ASC | bidprice:DESC:ABS | askprice:ASC:ABS)" (default is unordered; default is faster)
postaction	pa	is the action: (I)nsert, (U)pdate, (R)eplace, or (D)elete to apply to the messages in the post body. Required.
postmerge	pm	(Yes or No) will attempt to merge the message being posted with the previous message

Commands:

Command	Description	Parameters
getapikey	creates/updates MLink API key	secret
getmsgtypes	returns all available message types	view, where
getschema	returns a single message schema	msgType, view
getmsg	returns a single message by PrimaryKey	msgType, pkey, view
getmsgs	returns all available messages for a message type	msgtype, pkey, limit, view, where, order
getaggregate	returns summarized or aggregated data based on specified criteria	msgtype, group, measure
getcount	returns the count of records for a message type	msgType, where
postmsgs	to post a message to MLink	postaction, postmerge

Where Clause

"WHERE" clauses can contain the following comparison symbols:

• :gt: is greater than
• :ge: is greater than or equal to
• :lt: is less than
• :le: is less than or equal to
• :eq: is equal
• :ne: is not equal
• %26 is an AND statement
• | is an OR statement
• :sw: is starts with
• :ew: is ends with
• :cv: is contains values
• :nv: is does not contain value
• :cb: is contained between (two dates for instance) separated by '$'

GetAggregate

"getAggregate" takes in both group and measure with a msgType:

• Group types can be the following; examples: Numeric Quantile: { "cmd", "getaggregate" }, { "msgtype", "OptionNbboQuote" }, { "group", "bidprice:Q:9" }, { "measure", "bidprice" }

  Numeric Range: { "cmd", "getaggregate" },{ "msgtype", "OptionNbboQuote" },{ "group", "bidprice:RANGE:3" }, { "measure", "bidprice" }

  DateTimeRange: { "cmd", "getaggregate" }, { "msgtype", "OptionPrint" },{ "group", $"timestamp:TIMEHIST:3#STARTDATE#ENDDATE" },{ "measure", "prtprice" }

  String Top N: { "cmd", "getaggregate" }, { "msgtype", "OptionNbboQuote" }, { "group", "bidexch:top:3" }, { "measure", "bidprice|askprice|bidsize|asksize" }

• You can set measureTypes in group parameters such that: { "cmd", "getaggregate" }, { "msgtype", "OptionNbboQuote" }, { "group", "bidexch:top:3:asksize:max" }, { "measure", "bidprice|askprice|bidsize|asksize"}

Note that measureTypes can be of cnt, min, max, sum, avg

Rest Examples

Obtain your session Key (first needs UserName, PassWord, and MFA):

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "cmd": "logon",
    "user": "USERNAME",
    "pw": "PASSWORD",
    "pin":
    }
}

Get all messages available:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgtypes"
  }
}

Get field definitions for a message:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getschema",
    "msgtype": "OptionNbboQuote"
  }
}

Filtering for an Option Key:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgs",
    "msgtype": "OptionNbboQuote",
    "where": "okey:eq:SPX-NMS-EQT-2024-03-15-4550-C"
  }
}

Filtering for a Ticker Key:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgs",
    "msgtype": "StockBookQuote",
    "where": "ticker:eq:AAPL-NMS-EQT"
  }
}

or

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgs",
    "msgtype": "OptionNbboQuote",
    "where": "okey.tk:eq:AAPL"
  }
}

Filtering with a View:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgs",
    "msgtype": "OptionNbboQuote",
    "view": "okey|bidprice|askprice"
  }
}

Complex filtering:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsgs",
    "msgtype": "OptionNbboQuote",
    "where": "(bidsize:eq:1&asksize:eq:1)|(bidsize:eq:10&asksize:eq:1)",
    "view": "okey|bidprice|askprice|asksize|bidsize"
  }
}

Complex Primary Keys:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getmsg",
    "msgtype": "LiveSurfaceCurve",
    "pkey": "AAPL-NMS-EQT-2023-12-01|Live"
  }
}

• Note that in this example the pkey is a repeater with en Expiry Key + SurfaceType

Simple getAggregate:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getaggregate",
    "msgtype": "OptionNbboQuote",
    "measure": "bidprice|askprice|bidsize|asksize"
  }
}

GetAggregate by Bid Exchange:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getaggregate",
    "msgtype": "OptionNbboQuote",
    "group": "bidexch",
    "measure": "bidprice|askprice|bidsize|asksize"
  }
}

GetAggregate by Bid Exchange Top3:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getaggregate",
    "msgtype": "OptionNbboQuote",
    "group": "bidexch:top:3",
    "measure": "bidprice|askprice|bidsize|asksize"
  }
}

GetAggregate by bidPrice Range:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getaggregate",
    "msgtype": "OptionNbboQuote",
    "group": "bidprice:RANGE:3",
    "measure": "bidprice"
  }
}

GetAggregate complex:

{
  "url": "https://mlink-live.nms.saturn.spiderrockconnect.com/rest/json",
  "method": "GET",
  "params": {
    "apikey": "your_api_key_token",
    "cmd": "getaggregate",
    "msgtype": "OptionPrint",
    "group": "timestamp:TRANGE:3",
    "measure": "prtsize",
    "where": "timestamp:cb:value1$value2"
  }
}