Is there a way to pull realtime positions from REDI into Excel?
Best Answer
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Hello @ddavenport70 ,
Review Position Monitor example found in REDI.VB.ExcelExamples on GitHub, is this the what you are looking for?
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Answers
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thank you, that is a great start, but it seems to limit the amount of accounts I can pull back for. I have 40+ accounts that I need to monitor. Also, can I see the aggregate Positions across all accounts?
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Hello @ddavenport70 ,
This example is part of REDI starter example deck, and is intended as a starter, so it will not fulfill all the requirements for most of the client use cases, you may need to build up to your requirements with any of the starter examples.
In this specific case, the additional requirements are not in terms of creating additional functionality in code, rather, the safeguards you see in place are there for performance reasons, and these are the parameters that the starter example was tested with.
40+ accounts is a significant increase. You can test increasing the max number of allowed accounts via MaxAcctSize, and if number of positions is not sufficient per use case, then also number of positions via MaxPosSize from Initialize(). As you do so, you would need to verify for any performance issues per Excel manifesting during your testing, especially at high market, in my view.
Hope this information helps.
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