Does REDI API support Level 2 market data?

Wing Chun.Chow
Wing Chun.Chow
in REDI API

Hi Zoya,

I am trying to run the level 2 market data with market depth and exchange information in excel using REDI plugin. Not sure if it is supported?

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Best Answer

  • zoya faberov
    zoya faberov
    Answer ✓

    Hi @Wing Chun.Chow,

    REDI DDE for Excel includes very basic L2 market data support:

    L2 ID,BID, BID SIZE and L2 ID, ASK, ASK SIZE.

    When added to REDI DDE Equities example:

    redil2.gif

    For more information on these, refer to REDI DDE guide with your local installation of REDIPlus desktop.

    ---

    However, I may not be up on the very latest, so let me just confirm, in REDIPlus GUI, do you see L2 market depth and exchange information available, please provide more detail?

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