IEX Streaming Market Data Adapter

Introduction

The Spotfire Streaming Adapter for IEX Streaming Market Data allows a StreamBase application to connect to the IEX stock exchange and subscribe to streaming market data.

Adapter Properties

This section describes the properties you can set for this adapter, using the various tabs of the Properties view in StreamBase Studio.

General Tab

Name: Use this required field to specify or change the name of this instance of this component. The name must be unique within the current EventFlow module. The name can contain alphanumeric characters, underscores, and escaped special characters. Special characters can be escaped as described in Identifier Naming Rules. The first character must be alphabetic or an underscore.

Adapter: A read-only field that shows the formal name of the adapter.

Class name: Shows the fully qualified class name that implements the functionality of this adapter. If you need to reference this class name elsewhere in your application, you can right-click this field and select Copy from the context menu to place the full class name in the system clipboard.

Start options: This field provides a link to the Cluster Aware tab, where you configure the conditions under which this adapter starts.

Enable Error Output Port: Select this checkbox to add an Error Port to this component. In the EventFlow canvas, the Error Port shows as a red output port, always the last port for the component. See Using Error Ports to learn about Error Ports.

Description: Optionally, enter text to briefly describe the purpose and function of the component. In the EventFlow Editor canvas, you can see the description by pressing Ctrl while the component's tooltip is displayed.

Adapter Properties Tab

Property Type Description
Publishable Token string Publishable Token of IEX Cloud account.
Secret Token string Secret Token of IEX Cloud account.
Trading Version API radio button Can be Cloud V1 or Cloud V1 Sandbox mode.
Enable TOPS checkbox If checked the TOPS port will be enabled for querying of TOPS data.
Enable LAST checkbox If checked the LAST port will be enabled for querying of LAST data.
Enable Trade Status checkbox If checked the Trade Status port to will be enable for querying of Trade Status data.
Enable Book checkbox If checked the Book port to will be enable for querying of Book data.
Enable Operational Halt Status checkbox If checked the Operational Halt Status port to will be enable for querying of Operational Halt Status data.
Enable Security Event checkbox If checked the Security Event port to will be enable for querying of Security Event data.
Enable Auction checkbox If checked the Auction port to will be enable for querying of Auction data.
Enable SSR Status checkbox If checked the SSR Status port to will be enable for querying of SSR Status data.
Enable System Event checkbox If checked the System Event port to will be enable for querying of System Event data.
Enable Trade Brake checkbox If checked the Trade Brake port to will be enable for querying of Trade Brake data.
Enable News checkbox If checked the News port to will be enable for querying of News data.
Enable Quote checkbox If checked the Quote port to will be enable for querying of Quote data.
Enable Crypto Quote checkbox If checked the Crypto Quote port to will be enable for querying of Crypto Quote data.
Enable Crypto Events checkbox If checked the Crypto Events port to will be enable for querying of Crypto Events data.
Enable Crypto Book Event checkbox If checked the Crypto Book Event port to will be enable for querying of Crypto Book Event data.
Enable Sentiment checkbox If checked the Sentiment port to will be enable for querying of Sentiment data.

Cluster Aware Tab

Use the settings in this tab to enable this operator or adapter for runtime start and stop conditions in a multi-node cluster. During initial development of the fragment that contains this operator or adapter, and for maximum compatibility with releases before 10.5.0, leave the Cluster start policy control in its default setting, Start with module.

Cluster awareness is an advanced topic that requires an understanding of StreamBase Runtime architecture features, including clusters, quorums, availability zones, and partitions. See Cluster Awareness Tab Settings on the Using Cluster Awareness page for instructions on configuring this tab.

Concurrency Tab

Use the Concurrency tab to specify parallel regions for this instance of this component, or multiplicity options, or both. The Concurrency tab settings are described in Concurrency Options, and dispatch styles are described in Dispatch Styles.

Caution

Concurrency settings are not suitable for every application, and using these settings requires a thorough analysis of your application. For details, see Execution Order and Concurrency, which includes important guidelines for using the concurrency options.

Input Port

The input port is used to perform requests for data. The input schema is:

  • Command

    • Subscribe - .

    • Unsubscribe - .

  • Type - The type of data to subscribe to

    • TOPS - provides IEX’s aggregated best quoted bid and offer position in near real time for all securities on IEX’s displayed limit order book. TOPS is ideal for developers needing both quote and trade data. When no symbols are given all are returned.

    • Last - Last provides trade data for executions on IEX. It is a near real time, intraday API that provides IEX last sale price, size and time. Last is ideal for developers that need a lightweight stock quote. When no symbols are given all are returned.

    • TradeStatus - The Trading status message is used to indicate the current trading status of a security. One to ten symbols must be provided.

    • Book - Book shows IEX’s bids and asks for given symbols. One to ten symbols must be provided.

    • Trade - Trade report messages are sent when an order on the IEX Order Book is executed in whole or in part. One to ten symbols must be provided.

    • OperationalHaltStatus - The Exchange may suspend trading of one or more securities on IEX for operational reasons and indicates such operational halt using the Operational halt status message. One to ten symbols must be provided.

    • SecurityEvent - The Security event message is used to indicate events that apply to a security. A Security event message will be sent whenever such event occurs. One to ten symbols must be provided.

    • Auction - Auction Information Message every one second between the Lock-in Time and the auction match for Opening and Closing Auctions, and during the Display Only Period for IPO, Halt, and Volatility Auctions. Only IEX listed securities are eligible for IEX Auctions. One to ten symbols must be provided.

    • SsrStatus - In association with Rule 201 of Regulation SHO, the Short Sale Price Test Message is used to indicate when a short sale price test restriction is in effect for a security. One to ten symbols must be provided.

    • SystemEvent - The System event message is used to indicate events that apply to the market or the data feed. There will be a single message disseminated per channel for each System Event type within a given trading session.

    • TradeBrake - Trade break messages are sent when an execution on IEX is broken on that same trading day. Trade breaks are rare and only affect applications that rely upon IEX execution based data. One to ten symbols must be provided.

    • News - If Symbols is null or empty then market wide news is returned, if a symbol is specified its news is returned.

    • Quote - A quote for a specific symbol. All response attributes related to 15 minute delayed market-wide price data are only available to paid subscribers.

    • CryptoQuotes - This returns the quote for a specified cryptocurrency.

    • CryptoEvents - This returns a streaming list of event updates such as new and canceled orders.

    • CryptoBookEvent - you will get a full representation of the book updated as often as the book changes.

    • SentimentEvent - This endpoint provides social sentiment data from StockTwits. Data can be viewed as a daily value, or by minute for a given date.

  • Symbols - Used with the commands to specify symbols