Message Patterns

All MLink messages are generated from a common IDL schema and follow common patterns, including the following:

Live Data Objects with Primary Key

These messages have a well-defined primary key (unique per message type) and follow a create/replace pattern such that any new message arriving in MLink will completely replace the previous record with the same primary key, if one exists.

Example: “NBBOOptionQuote” message

Security Keys

Several messages contain security keys (TickerKey, ExpiryKey, and/or OptionKey).

• TickerKey: SSSS-TS-AT where SSSS is the security symbol (eg. AAPL), TS is a ticker source (eg. NMS), and AT is an asset type (eg. EQT).
• ExpiryKey: SSSS-TS-AT-YYYY-MM-DD where YYYY is year, MM is month, and DD is day.
• OptionKey: SSSS-TS-AT-YYYY-MM-DD-XXXX-CP where XXXX is the strike price, and CP is either (Call, Put, or Both).

Ticker Sources (ts) and Asset Types (at) are enumerated.

Special Data Objects

• Spreads: #SSSShhhh where hhhh is a hexadecimal ID number.
• FLEX: encoded as OptionKeys with the security symbol being the standard FLEX root.
• Market Data: distributed with one of the above security keys where the symbol is the exchange trading symbol.
• Synthetics: _SSSS or SSSS_ computed for the purpose of pricing options more accurately.

Admin Data Objects without Primary Keys

Some SR MLink objects do not have natural primary keys and are used as administrative messages between MLink and a client.

HTTP/REST Admin Messages

Messages	Description
MLinkApiKey	Used to return a temporary ApiKey
QueryResult	Futures quote/print metrics
MsgDesc	Message Description
FieldDesc	Field Description (schema)
SummaryNumeric	Summary detail for a numeric field
SummaryString	Summary detail for a string field
PostAck	Post acknowledgment for an individual SR message post attempt

MLink/WebSocket Admin Messages

Messages	Description
MLinkAdmin	Sent in response to a WebSocket connect attempt or MLinkLogon message
MLinkLogon	Used to logon (authenticate)
MLinkStream	Set or update the active subscription query for this session
MLinkStreamAck	Sent in response to an MLinkStream attempt
MLinkStreamCheckPt	Query Check Point
MLinkSignalReady	Used to signal that the client is ready for more messages
MLinkDataAck	Sent in response to a message upload attempt
MLinkSubscribe	Set or update an active subscription for a session by msgPKey
MLinkSubscribeAck	Sent in response to an MLinkSubscribe attempt
MLinkSubscribeCheckPt	Subscription Check Point
MLinkHeartbeat	MLink Connection heartbeat; sent by default every 10 seconds