Schemas

SpiderRock schemas and their related live data objects, records, messages, classes, and instances are a key part of the SpiderRock open message architecture. SpiderRock Connect contains hundreds of schemas, and while most schemas and their instance objects or messages can only be viewed or received by clients, some can also be created or updated depending on the schema's permissions and the client's user configurations.

Organization and Access

Schemas are organized into topics for convenience. Each schema is also assigned either an MLink Token or a SRSE Product Code, which determines how it is provisioned and accessed. When you connect through one of our APIs (MLink or SRSE), your access to messages or records is restricted to those for which an associated MLink Token or SRSE Product Code has been provisioned for your username.

Some schemas contain market and related data that is distributed under license from an exchange or other market data organization or vendor. Individual message or record instances are only available if you have the associated access codes provisioned for your username. Finally, many messages or records contain private client information (the schema will either have an accnt or clientFirm field in the message). These messages or records are only visible if your username is provisioned to access them.

The best way to understand SpiderRock schemas, if you are approaching them for the first time, is to familiarize yourself with this Schema documentation site.

Note

Almost all of the information in the Message Schemas section of this site is code-generated and may change as we release newer versions of the system. As a result, when writing code against our APIs, a best practice would be to use techniques that are not 'fragile' to simple schema changes, such as adding a field to a schema or a value to an enum.

Happy exploring!
The SpiderRock Team