SignalR Reference: Data Hub

Data Hub: snapshots and server-streaming market and portfolio data

• Hub URL: /hubs/data/v1

Snapshot methods return an API envelope (MesoLiveApiResponse<T>). Stream methods yield items until cancelled or disconnected.

Envelope fields: MesoLiveApiResponse

note

Stream methods send updates via a bounded channel. If the client can't keep up, older updates may be dropped.

StreamPositionData

Stream live prices/greeks/pnl updates for a position (and optionally its legs/leg groups).

Args model: StreamPositionDataArgs

Field	Type	Required	Nullable	Default	Description
PositionId	int	Yes	No		Live position id to stream.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
IncludePosition	LiveDataInclude	Yes	No		Which blocks to include for the position itself.
IncludeLegs	LiveDataInclude	Yes	No		Which blocks to include for legs belonging to the position.
IncludeLegGroups	LiveDataInclude	Yes	No		Which blocks to include for leg groups belonging to the position.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): PositionDataEntry

Field	Type	Required	Nullable	Default	Description
PositionPrices	LivePrices	Yes	Yes		Live prices for the position. null when IncludePosition does not include Prices.
PositionGreeks	LiveGreeks	Yes	Yes		Live greeks for the position. null when IncludePosition does not include Greeks.
PositionPnLs	LivePnL	Yes	Yes		Live PnL for the position. null when IncludePosition does not include PnL.
LegPrices	dict[int, LivePrices]	Yes	Yes		Per-leg live prices keyed by live leg id. null when IncludeLegs does not include Prices.
LegGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg live greeks keyed by live leg id. null when IncludeLegs does not include Greeks.
LegPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg live PnL keyed by live leg id. null when IncludeLegs does not include PnL.
LegGroupPrices	dict[int, LivePrices]	Yes	Yes		Per-leg-group live prices keyed by leg group id. null when IncludeLegGroups does not include Prices.
LegGroupGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg-group live greeks keyed by leg group id. null when IncludeLegGroups does not include Greeks.
LegGroupPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg-group live PnL keyed by leg group id. null when IncludeLegGroups does not include PnL.

GetPositionSnapshot

Get a point-in-time snapshot of prices/greeks/pnl for a position (and optionally its legs/leg groups).

Args model: GetPositionSnapshotArgs

Field	Type	Required	Nullable	Default	Description
PositionId	int	Yes	No		Live position id to snapshot.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
IncludePosition	LiveDataInclude	Yes	No		Which blocks to include for the position itself.
IncludeLegs	LiveDataInclude	Yes	No		Which blocks to include for legs belonging to the position.
IncludeLegGroups	LiveDataInclude	Yes	No		Which blocks to include for leg groups belonging to the position.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetPositionSnapshotResult

Field	Type	Required	Nullable	Default	Description
PositionPrices	LivePrices	Yes	Yes		Live prices for the position. null when IncludePosition does not include Prices.
PositionGreeks	LiveGreeks	Yes	Yes		Live greeks for the position. null when IncludePosition does not include Greeks.
PositionPnLs	LivePnL	Yes	Yes		Live PnL for the position. null when IncludePosition does not include PnL.
LegPrices	dict[int, LivePrices]	Yes	Yes		Per-leg live prices keyed by live leg id. null when IncludeLegs does not include Prices.
LegGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg live greeks keyed by live leg id. null when IncludeLegs does not include Greeks.
LegPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg live PnL keyed by live leg id. null when IncludeLegs does not include PnL.
LegGroupPrices	dict[int, LivePrices]	Yes	Yes		Per-leg-group live prices keyed by leg group id. null when IncludeLegGroups does not include Prices.
LegGroupGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg-group live greeks keyed by leg group id. null when IncludeLegGroups does not include Greeks.
LegGroupPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg-group live PnL keyed by leg group id. null when IncludeLegGroups does not include PnL.

StreamLegData

Stream live prices/greeks/pnl updates for a single leg.

Args model: StreamLegDataArgs

Field	Type	Required	Nullable	Default	Description
LegId	int	Yes	No		Live leg id to stream.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
Include	LiveDataInclude	Yes	No		Which blocks to include for the leg.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): LegDataEntry

Field	Type	Required	Nullable	Default	Description
LegPrices	LivePrices	Yes	Yes		Live prices for the leg. null when Include does not include Prices.
LegGreeks	LiveGreeks	Yes	Yes		Live greeks for the leg. null when Include does not include Greeks.
LegPnLs	LivePnL	Yes	Yes		Live PnL for the leg. null when Include does not include PnL.

GetLegSnapshot

Get a point-in-time snapshot of prices/greeks/pnl for a single leg.

Args model: GetLegSnapshotArgs

Field	Type	Required	Nullable	Default	Description
LegId	int	Yes	No		Live leg id to snapshot.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
Include	LiveDataInclude	Yes	No		Which blocks to include for the leg.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetLegSnapshotResult

Field	Type	Required	Nullable	Default	Description
LegPrices	LivePrices	Yes	Yes		Live prices for the leg. null when Include does not include Prices.
LegGreeks	LiveGreeks	Yes	Yes		Live greeks for the leg. null when Include does not include Greeks.
LegPnLs	LivePnL	Yes	Yes		Live PnL for the leg. null when Include does not include PnL.

StreamLegsData

Stream live prices/greeks/pnl updates for multiple legs.

Args model: StreamLegsDataArgs

Field	Type	Required	Nullable	Default	Description
LegIds	list[int]	Yes	No		Live leg ids to stream.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
Include	LiveDataInclude	Yes	No		Which blocks to include for the legs.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): LegsDataEntry

Field	Type	Required	Nullable	Default	Description
LegPrices	dict[int, LivePrices]	Yes	Yes		Per-leg live prices keyed by live leg id. null when Include does not include Prices.
LegGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg live greeks keyed by live leg id. null when Include does not include Greeks.
LegPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg live PnL keyed by live leg id. null when Include does not include PnL.

GetLegsSnapshot

Get a point-in-time snapshot of prices/greeks/pnl for multiple legs.

Args model: GetLegsSnapshotArgs

Field	Type	Required	Nullable	Default	Description
LegIds	list[int]	Yes	No		Live leg ids to snapshot.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
PnlFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for PnL.
Include	LiveDataInclude	Yes	No		Which blocks to include for the legs.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetLegsSnapshotResult

Field	Type	Required	Nullable	Default	Description
LegPrices	dict[int, LivePrices]	Yes	Yes		Per-leg live prices keyed by live leg id. null when Include does not include Prices.
LegGreeks	dict[int, LiveGreeks]	Yes	Yes		Per-leg live greeks keyed by live leg id. null when Include does not include Greeks.
LegPnLs	dict[int, LivePnL]	Yes	Yes		Per-leg live PnL keyed by live leg id. null when Include does not include PnL.

StreamComboContractsData

Stream live quotes for an arbitrary combo specified by its component contracts.

note

Provider is required by the server for this method.

Args model: StreamComboContractsDataArgs

Field	Type	Required	Nullable	Default	Description
ComboLegs	dict[str, ComboLegSpec]	Yes	No		Combo legs keyed by leg name. Values include contract + quantity (ratio) for aggregation.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
Include	LiveDataInclude	Yes	No		Which blocks to include for the combo (contract-level and aggregated).
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): ComboContractsDataEntry

Field	Type	Required	Nullable	Default	Description
ComboContractPrices	dict[str, LivePrices]	Yes	Yes		Per-leg contract prices keyed by combo leg name. null when Include does not include Prices.
ComboContractGreeks	dict[str, LiveGreeks]	Yes	Yes		Per-leg contract greeks keyed by combo leg name. null when Include does not include Greeks.
ComboPrices	LivePrices	No	Yes		Aggregated combo prices across legs using provided quantities. null when Include does not include Prices.
ComboGreeks	LiveGreeks	No	Yes		Aggregated combo greeks across legs using provided quantities. null when Include does not include Greeks.

GetComboContractsSnapshot

Get a point-in-time snapshot of quotes for an arbitrary combo specified by its component contracts.

note

Provider is required by the server for this method.

Args model: GetComboContractsSnapshotArgs

Field	Type	Required	Nullable	Default	Description
ComboLegs	dict[str, ComboLegSpec]	Yes	No		Combo legs keyed by leg name. Values include contract + quantity (ratio) for aggregation.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
Include	LiveDataInclude	Yes	No		Which blocks to include for the combo (contract-level and aggregated).
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetComboContractsSnapshotResult

Field	Type	Required	Nullable	Default	Description
ComboContractPrices	dict[str, LivePrices]	Yes	Yes		Per-leg contract prices keyed by combo leg name. null when Include does not include Prices.
ComboContractGreeks	dict[str, LiveGreeks]	Yes	Yes		Per-leg contract greeks keyed by combo leg name. null when Include does not include Greeks.
ComboPrices	LivePrices	No	Yes		Aggregated combo prices across legs using provided quantities. null when Include does not include Prices.
ComboGreeks	LiveGreeks	No	Yes		Aggregated combo greeks across legs using provided quantities. null when Include does not include Greeks.

StreamContractData

Stream live quotes for a single contract.

note

Provider is required by the server for this method.

Args model: StreamContractDataArgs

Field	Type	Required	Nullable	Default	Description
Contract	LiveContract	Yes	No		Contract to stream quotes for.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
Include	LiveDataInclude	Yes	No		Which blocks to include for the contract.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): ContractDataEntry

Field	Type	Required	Nullable	Default	Description
ContractPrices	LivePrices	Yes	Yes		Live prices for the contract. null when Include does not include Prices.
ContractGreeks	LiveGreeks	Yes	Yes		Live greeks for the contract. null when Include does not include Greeks.

GetContractSnapshot

Get a point-in-time snapshot of quotes for a single contract.

note

Provider is required by the server for this method.

Args model: GetContractSnapshotArgs

Field	Type	Required	Nullable	Default	Description
Contract	LiveContract	Yes	No		Contract to snapshot quotes for.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
GreekFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for greeks.
Include	LiveDataInclude	Yes	No		Which blocks to include for the contract.
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetContractSnapshotResult

Field	Type	Required	Nullable	Default	Description
ContractPrices	LivePrices	Yes	Yes		Live prices for the contract. null when Include does not include Prices.
ContractGreeks	LiveGreeks	Yes	Yes		Live greeks for the contract. null when Include does not include Greeks.

StreamUnderlyingData

Stream live quotes for an underlying (e.g. SPX, GLD).

note

Provider is required by the server for this method.

Args model: StreamUnderlyingDataArgs

Field	Type	Required	Nullable	Default	Description
Underlying	LiveUnderlying	Yes	No		Underlying to stream quotes for.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Yields (stream): UnderlyingDataEntry

Field	Type	Required	Nullable	Default	Description
UnderlyingPrices	LivePrices	Yes	No		Live prices for the underlying.

GetUnderlyingSnapshot

Get a point-in-time snapshot of quotes for an underlying (e.g. SPX, GLD).

note

Provider is required by the server for this method.

Args model: GetUnderlyingSnapshotArgs

Field	Type	Required	Nullable	Default	Description
Underlying	LiveUnderlying	Yes	No		Underlying to snapshot quotes for.
PriceFields	LiveQuoteFields	No	No	LiveQuoteFields.All	Quote fields to include for prices (bid/ask/last/mark).
Provider	DataProviderType	No	Yes		Optional override for which market data provider to use. null = server default.

Returns (payload): GetUnderlyingSnapshotResult

Field	Type	Required	Nullable	Default	Description
UnderlyingPrices	LivePrices	Yes	No		Live prices for the underlying.