Cache Server - SpiderRock/SRDataFeed GitHub Wiki

The SpiderRock API interfaces to our cache server, as well as live streaming data. You can start-up the API with cache server requests on or off.

If you want the current state of the market when your app starts up, then you’ll want to start up with a cache server request. If you don’t care about current state of the market, you can skip it.

If you start up with cache server request, then you’ll receive all legitimate events only. So, you’ll get both cache server messages and live streaming events simultaneously, and they will all be valid. The API handles the scenario of outdated prices (i.e.- if a live update reaches your host before a cache server price, and the cache server price is therefore obsolete, you’ll never see it).