Messages
Message Types
Messages (streams or “tables”) can be referred to as Message Types, which are grouped and permissioned by the following Tokens. Each token groups specific message types:
Token | Description |
---|---|
EqtMktData | Stock quote and prints |
FutMktData | Futures quote and prints |
OptMktData | Options quote and prints |
SpreadMktData | Spread quote and markups |
SpreadExchData | Live public spread orders for each exchange (if available) |
EqtSummaryData | Stock market summaries |
FutSummaryData | Futures market summaries |
OptSummaryData | Options market summaries |
EqtMarkData | Stock open and close marks |
FutMarkData | Futures open and close (settlement) marks |
OptMarkData | Options open and close marks (includes surface marks and closing greeks) |
EqtExchImbalance | Stock market auction imbalances |
OptSurface | Options surfaces, at-the-money volatility and related |
OptAnalytics | Options implied quotes and risk slides |
OptionDefinition | Production definitions for options |
FutureDefinition | Production definitions for futures |
EquityDefinition | Production definitions for equities |
GlobalDefinition | Dividends, EarningsCalendars, Rates, StockBetas |
MLinkWs | MLink WebSocket admin messages |
MLinkRest | MLink HTTP/REST admin messages |
OptExchAuction | Live consolidated auction notice feed |