REST Commands

Query parameters

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 or bidexch:ASC or bidprice:DESC:ABS or askprice:ASC:ABS (default is unordered; default is faster)“

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

Comparison Symbols

“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