Binary Market Data (TCP) Stream

This section describes the implementation and protocol of the TCP Unicast functionality present in the Binary Market Data Gateway.

The Binary Market Data Gateway can be configured to listen for Streaming requests from a TCP Endpoint. Market Data updates received from the Cluster will be made available to clients which request streams from this endpoint.

When a client connects to the streaming endpoint it will receive a Snapshot, followed by a number of streamed updates. The connection remains active until the client decides to disconnect or the Gateway disconnects from the Cluster.

Authentication

The login token is comprised of your username and passphrase and in your request should be passed in this format: username:passphrase.

Sequence Example

Successful Login

Rejected Login

Protocol Definition

Header

Offset	Length	Description
0	1	Message Type
1	2	Message Length

Login Request

Offset	Length	Description
0	1	Message Type (1)
1	2	Message Length
3	n	Login Token

Login Request Accepted

Offset	Length	Description
0	1	Message Type (2)
1	2	Message Length

Login Request Rejected

Offset	Length	Description
0	1	Message Type (3)
1	2	Message Length
3	1	Rejected Reason

Rejected Reason Values

Ascii Value	Length
'T'	Bad Token
'A'	Authentication Failure

Snapshot Header

Indicates the start of a snapshot stream.

Offset	Length	Description
0	1	Message Type (4)
1	2	Message Length

Snapshot Data Message

Offset	Length	Description
0	1	Message Type (5)
1	2	Message Length
3	n	Payload

Snapshot Footer

Indicates the end of a snapshot stream.

Offset	Length	Description
0	1	Message Type (6)
1	2	Message Length

Stream Data Message

Offset	Length	Description
0	1	Message Type (7)
1	2	Message Length
3	n	Payload

Streaming Session Start Message

Offset	Length	Description
0	1	Message Type (8)
1	2	Message Length
3	8	Session ID