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Connect APIs

Our development acceleration suite includes a common API for C++ and .NET, Python APIs (both for event-based market data subscription and publishing, and a separate dedicated Jupyter notebook integration), an R interface and a comprehensive JavaScript API for web/mobile use.

Connect APIs

Local APIs

Locally-installed Connect components include APIs (ConnectAPI) giving a simple and straightforward programmatic interface to all MDXT Connect functionality.

  • Available for C++ (ConnectAPI C++), .NET (ConnectAPI .NET), Python (PyConnectIf) and R.

  • Allows the direct programmatic use of all Connect providers on a workstation or server without any additional infrastructure requirements.

  • Consistent, platform-agnostic APIs used for all supported platforms.

Connect Server APIs

Connect Server enables the use of additional APIs and API-like interfaces without local installation of Connect components:

  • JavaScript API - A full JavaScript-only implementation of the ConnectStream over BSON protocol, as exposed by the WebSocket Connector.

  • REST API - The REST API Connect Server component provides access to snapshot and history requests through a simple REST API.

  • JSON over WebSocket Feed - The WSJConnector Connect Server component provides a simple JSON over WebSocket data feed for subscription, snapshots and history requests.

  • Python Jupyter Notebook Interface - The dedicated Jupyter Notebook Python API retrieves data through the Connect Server REST API, requiring only the installation of a Python package within Jupyter.