Easy To Implement Market Data & Analytics

Introducing SpiderStream Over MLink

US Equities, Futures and Options data with analytics for trading and fintech platforms

Release fast with a cutting-edge API or multicast stream designed to empower developers and streamline data consumption.

See MLink API Documentation

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Don’t waste time organizing & maintaining data. Let us do it for you.

  • Stream or query real-time and delayed market data across six product categories, including stocks, options, futures, options implied quotes, equity options and futures options analytics
  • MLink supports both WebSocket and REST connections, allowing you to select the appropriate connection type for your needs
  • This API is currently available in common programming languages such as C++, C#, Python,  JavaScript.

Use Cases

i

Build and test trading strategies and modeling using our highly accurate data

Effectively evaluate risk with the most up-to-date market data and analytics

U

Identify real-time trading opportunities and optimize market strategies

A

Gain access to options data with implied volatility metrics

Get The Equity Prices, Options Data, and Real-Time Futures Data You Need

supported stocks

Stocks

  • Real-time quotes

  • Trade details

  • Closing prices

  • Market summary

  • Order imbalances

options

Options

  • Real-time quotes

  • Trade details

  • Closing prices

  • Market summary

futures

Futures

  • Real-time quotes

  • Trade details

  • Settlement prices

  • Closing prices

  • Market summary

option implied trades

Option Implied Trades

  • Options implied quotes
  • Trade details
equity option analytics

Equity Options Analytics

  • Real-time volatility surfaces
  • Historical volatilities
  • Opening prices
  • Closing prices & analytics
  • Risk factors
futures options analytics

Future Options Analytics

  • Real-time volatility surfaces
  • Historical volatilities
  • Opening prices
  • Closing prices & analytics
  • Risk factors
Tell us what data you need

Built on world-class technology used by top institutional investment firms

  • We use market-tested proprietary methodology to deliver superior processing speed, throughput and accuracy to protect your trading edge.
  • We offer a client-side API suitable for turning multicast packets into individual message events within your software
  • Our API is optimized for the efficient processing of very high packet volumes and very low latencies.
  • This API is currently available in C++ and C# versions.
Technical questions? Ask us anything

Get An Experienced Team On Your Side

  • We have comprehensive trading experience across all assets classes
  • We are a team who has a rapid response time and the capacity to handle fast markets.
  • We proactively monitor systems for potential failures and react ahead of your call to minimize impact and reduce your risk.

FAQs About Our Real Time Market Data API

How do you get your real time stock & options data?

SpiderRock connects to multiple and redundant data feed sources in large financial market datacenters. Some connections are direct to exchange venues for proprietary feeds. For consolidated feeds we connect to secondary suppliers who distribute feeds to institutional buyers.

Why are some real time market data quotes delivered on a 15 minutes delay?

Market data is typically supplied in real-time, delayed, and historical formats from exchanges through licensed distributors. For most market data, delayed data and historical data are not generally fee liable, although you may need to register your use with the exchange. As a result of this licensing structure, it is popular to distribute market prices delayed to users who don’t require it in real-time.

What is the latency on your live market data API?

The use of any API will increase the latency of market data. Normalizing or processing the feed is a trade-off between ease of access and speed. The latency impact on any feed is highly variable depending on locations and feed bandwidth at a given time. The typical latency for a SpiderRock API is around 1 ms or less.

How does SpiderRock normalize the market data?

We transform data into structures suited to common processing tasks. For example, we offer a version of an OPRA feed that includes the best and second-best prices and sizes in the marketplace and a bitmask of all participating exchanges. Transformed in this way, it is possible to process the full OPRA feed using a single thread of a single core on a current-generation machine.

All SpiderRock normalized feed products are disseminated in native ticker formats and include the ticker source information in each packet that allows seamless integration of data from multiple sources, even when native tickers collide. In addition, we offer normalized exchange product definition information to help you manage a diverse product environment.

What is the OPRA price feed?

The Options Price Reporting Authority (OPRA) is responsible for aggregating and disseminating price quotations for listed options contracts in the U.S. OPRA provides data feeds to financial firms, brokers, and traders, displaying the national best bid and offer for an options contract or series.

High Quality Data For Your Needs

Looking for a specific dataset? Reach out today and our team will get back to your as soon as possible.

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