Data point mapping questions

AxelTech

Hi all,

After reviewing Appendix A Data Fields of REDI API Spec, we have some questions on data point mappings.

Market Data:

Is there a data point that tracks the percentage change of a security's current price compared to the last price?

Position Data:

Is there a data point that tracks the net intraday execution in shares of an account?

Is there a data point that tracks the cumulative intraday sell short in shares of an account?

Documentation:

Where can we find the detailed definition of data points that are being offered by the API?

Implementation:

We assumed that to use REDIplus, we have to have some windows instance running REDI and our app will live there (that's the nature of COM)
Can that Windows be in the cloud or does REDI licensing protect against that, meaning we need dedicated machines?

Thanks in advance for the help.

zoya faberov

Hello @AxelTech,

Please find the answers from REDI team:

Market Data: Is there a data point that tracks the
percentage change of a security's current price compared to the last price?

Is this a request for Bid/Ask vs Last Trade? Or Pct Change
vs Prev Close?

Position Data: Is there a data point that tracks the net
intraday execution in shares of an account?

Is this a request for "Quantity Bought" and
"Quantity Sold"? This will show what was done for the current day.

Code can be written to aggregate this.

Position Data: Is there a data point that tracks the
cumulative intraday sell short in shares of an account?

Again, it is possible to build in your program using
position data. We do not offer a specific data point.

Documentation: Where can we find the detailed definition
of data points that are being offered by the API? Thanks in advance for the
help.

The best resource is the REDI API spec, which we will continue
making updates and improvements to. If there is something you need that cannot
be answered here please let us know.

AxelTech

@""

Thanks for the reply.

"Bid/Ask vs Last Trade Or Pct Change vs Prev Close"

Are these two represented in percentage format? Is "Prev Close" referencing the previous day close price? We are looking for an intraday market price percent change data point.

Can you please also share some insights on the question below?

"Implementation:

We assumed that to use REDIplus, we have to have some windows instance running REDI and our app will live there (that's the nature of COM)
Can that Windows be in the cloud or does REDI licensing protect against that, meaning we need dedicated machines?"

zoya faberov

Hello @AxelTech,

I think what you are looking for is "PercentChange"

Yes on the last, your REDI API app will run on the same machine as REDIPlus desktop is running on and connect via COM interface.

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Please note, that empty tag "@" does not apply as a tag.

AxelTech

@""zoya.farberov

Thanks for the help. Can you confirm whether if the API and the APP can be set up in a remotely hosted cloud machine or local desktop server?

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zoya faberov

Hello @AxelTech,

REDI API is is a local, COM-based API .

It is designed to run on the same local machine where REDIPlus desktop is running.