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REDI API Simulator
Is there are particular algorithm that is used in the REDI test simulator for filling orders? We are testing and seeing funny fill behavior, so we need to understand how and why we are receiving particular fills.
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REDI API C# OrderCache duplicate messages
Based on my logging, it appears I am receiving duplicate CacheControl (Ordercache) order/fill events. 2024-05-13 07:59:31,035 [4] INFO OrdMgr - Processing order. Symbol[TME] OrdRefKey[gS012391133] Memo[] Status[Complete] ExecQty[200] ExecPrice[13.6] ... ... 2024-05-13 07:59:31,358 [4] INFO OrdMgr - Processing order.…
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When modifying an order, does the Order Ref Key change?
I am using the REDI C# Order API and modifying an existing order. When I receive the CacheControlAction for this order, the Order Ref Key has changed. Is this expected and normal behavior to receive a new Order Ref Key for a modified order?
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How do I get BuyingPower from Redi API
Using Python I can get my current positions, but I am having trouble getting account wide values. e.g. BuyingPower, ExcessEquity. Any suggestions?
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For the C# REDI API, how do I get the previous day's closing price?
I am using the REDIConsole1 sample application, and added what I thought was the previous close price column name, but it always is returning 0. I see the previous close price (PCls) in the Montage II window. ... PCls = GetCell(quoteCache, row, "PCls", out errCode).ToString(); ... Output is always empty: Symbol=TSLA…
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Redi API not showing positions
I have the Redi API running but it's only showing values for 2 positions and others are giving a Ref error. This is despite the Ref column being a copy paste of ticker format from the Redi portal itself. I have spoken to customer service multiple times they have not been able to resolve this. I have also used the Redi API…
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Order will not submit. Results is always and null
I am trying to submit a test order via C#. I am always getting success = false and err = null FWIW. I can place orders via the REDIPlus > Montage Monitor. Also, I can read Positions via my C#. So I know my code is ok. ORDER ptOrder = new ORDER(); Object err = null; bool success; ptOrder.Symbol = "IBM"; ptOrder.Side =…
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Cannot install registry setting for REDI API
While following Quick Start | Devportal (refinitiv.com), I saw in step 5: "Install registry settings for API from following FTP site. sftp.redi.com/api.reg". However, that link does not work. It seems like this is required to be able to use the REDI python API. Without it, this code gives me the error "Invalid class…
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Quote for stock and options
Very basic skills in VBA. Looking for something very simple: Cell A1 is a stock symbol or option symbol Cell A2 is bid Cell A3 is ask Cell A4 is last trade Any help?
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Cell referencing using Redi API
I had looked at an previous answer provided in which the user had to create a function (Eval) as part of the process. I did this but it doesnt consistently return values. I wonder if there might be a better way that is now available as that solution was written a few years back =RediLink|'L1'!'1605.T;BP,DH,DL' so for…
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Not sure why certain values are not getting returned in Excel. Is there a capacity limit?
=RediLink|'L1'!'8411.T;ADV5' This is returning zero. Does this mean an underlying table has not updated or something?
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Where can I see a list of fields available for REDI API that can be used in Excel?
Where can I see a list of fields available for REDI API that can be used in Excel?
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REDI API L1 Market Data Close/Last
Hello Community, This question is related to REDI API L1 Market Data, Python, Windows. Would appreciate clarification re price data provided under "Close" and "Last", on tick Level granularity (Bid/Ask) and on bar Level granularity (OHLC). We are unclear as to which of these fields provide the Adjusted Close prices. Thank…
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REDI Order Entry: Formulating Commissions
Hello Community, This is related to REDI API Python on Windows, wind32com. (i) Is there a way to preset commissions in a REDI.Order such as o.Commissions? If not, (ii) Is there a way to formulate Commissions in REDI, whether as part of a Ticket or as a Doneaway entry to complement a "specific order/trade". (iii) While we…
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REDI API L1 Stream
Hello Community, This question is related to REDI API Python application on Windows using win32com. I've been trying to stream L1 pricing data for a single instrument but keep getting the following error message. Would appreciate any guidance you may be able to offer. Thank you, Berat Pehlivanoglu. (mach) PS C:\code\redi>…
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Enable pre market trading in the spread trader (REDI) via VBA
Hi team, Can I enable the Pre-Market Trading (see pictures) in the advanced parameters via VBA? Thanks!
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REDI L1 market data in Python
Can you provide an example to get L1 market data from python using REDI api? I cannot find any example.
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Send a Redi Excel VBA "Stop Limit" order with Goldman Sachs.
I'm trying to send "Stop Limit" Order with Excel VBA to Goldman Smart Order Routing platform. While debugging the certain fields are either "Invalid" or not populated. The current examples are inadequate, and are not real world function examples. Using the Redi Montage the field that work set by hand: Side = Buy Symbol =…
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Spread Trader Update
Hi REDI API specialist, Our client tried to send the spreads to REDI from excel, but they can only send normal spreads where they trade both leg 1 and leg 2. They cant send a spread if trade leg 1 only, and the leg is a reference only leg. Can shed some lights here? Thanks
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Can not send the order via python.
Hi Team, I've 3 accounts to send the order via API of r1XXXX5,r1XXXX7 and r1XXXX8. But only r1XXXX5 is work fine, the result message return "true". how can I do with another two account to send the order via API?? here is my code to run for these 3 account import pythoncom import win32com.client # import pyodbc from time…
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Is there a way to pull realtime positions from REDI into Excel?
Is there a way to pull realtime positions from REDI into Excel?
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COMPLEXORDER - "Side is Required" Error
In production we're getting a "Side is Required" error from the code below however it works fine in the test environment. Any ideas welcome. Thanks! Private Function SendOptionsOrder() As Integer '=============================================================== ' Send diagonal options order to REDI.…
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Is there a way to upload list of shorts locate to Redi Plus using Python ?
Hi, Is there a way to send a list of located short stocks to Redi to notify it that these stocks are already located? or to send the Request to locate a list of stocks with quantities required. I'm using Python.
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Not getting all positions in API
I am trading an account that has a dozen or so positions and am trying to get a current list of all of them. I ran a version of the code at https://github.com/Refinitiv-API-Samples/Example.REDI.CSharp.Examples/blob/master/REDIConsolePositions/RediConsolePositions.cs The problem is that I'm not sure how many positions I…
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Possible values of tif
When I create a new ORDER object in c# what values can I put in order.TIF? I tried ORDER order = new ORDER(); order.TIF = "IOC"; but I get an error when I submit: Invalid TIF. Is there a somewhere of what values are valid?
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OPTIONORDER.GetExchangeCount() returns no exchanges
Hi, ORDER.GetExchangeCount() returns a full count of destinations for me but OPTIONORDER.GetExchangeCount() does not. NOTE: I can see the destinations for options orders in the UI. The actual return value of these functions is Empty for ORDER and False for OPTIONORDER. Permissions issue? Thanks
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Is there a way to send COMPLEXORDERs to the UI using REDI API?
DisplayOptionSeries() is available for OPTIONORDERs. I'd like to do the same for COMPLEXORDERs, just set up the order details and send it to the UI and let the user make the final decision on submitting. Is there any way to do this? Thanks
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COMPLEXORDER - Invalid Exchange Error on REDI API
I'm trying to send the diagonal options order below via the API but get Invalid Exchange error. NOTE:- 1. I have successfully entered the exact same order via the UI including destination and account. 2. I can successfully enter a single options order via API using the same account and exchange. Please advise solution -…
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How to find OPRA code using stock+exp+strike via REDI API
GetOptionL1Value() requires the OPRA code as below:- tmpVal = L1Cache.GetOptionL1Value("VICI M2023D350000", "PUT_AskPrice", askPx) But if I only have the stock+exp+strike how can I find the OPRA code? Is there a lookup function? Thanks
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How to enter a "Custom Eq" order via REDI API
Hi, I want to trade the attached trade via the REDI API. It's a diagonal options trade with an equity leg. On the UI it becomes a "Custom Eq" trade but that's not a valid entry for COMPLEXORDER.Strategy. Is it possible to structure this kind of order via the API? Thanks
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GetOptionL1Value() failing
Hi all, I'm having trouble getting L1 data for options. Please see code below. GetL1Value() returns true (and the correct price) but GetOptionL1Value() returns false (and no price). I have access to the options data in the UI so I can see the bid/ask in the Option Series window. Is it a permissions thing - maybe a separate…
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FX Prices return zero
Hi, Could you provide a sample on how to pull an FX quote using Excel? After reading the DDE usage guide, i tried =RediLink|FXQ!'AUD/USD;CROSS,SB' which will return the pair in the first cell (as desired) and then zero as the spot bid. It does the same when i replace SB with SA for spot ask. Thanks
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How to get rediorderid in Python?
Firstly, I want to get RediOrderID from my Python. After i run the script of ordersending as : msg = win32com.client.VARIANT(win32com.client.pythoncom.VT_BYREF | win32com.client.pythoncom.VT_VARIANT, None) res = o.Submit(msg) The returned result as res have value only "True" or "False" but i expect to get OrderID. Then i…
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Looking for traders that use REDI for options trading to help us understand/use the system better (w
Looking for someone who knows how to use REDI / REDI Plus well. If you could show us how to best use the program for our options trading. We are willing to pay for a lesson or two.
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REDI CacheControl: "Date" field
I'm developing a C# app to work with the REDI API. It uses the CacheControl object to subscribe to CacheEvents, and I've used your example as a starting point: https://github.com/Refinitiv-API-Samples/Example.REDI.CSharp.Examples/tree/master/REDIConsoleOrders One of the data fields in each CacheEvent is called "Date". My…
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CacheEvent - purpose of Action == 'Delete' or 'Release'?
I'm using the CacheControl object in the REDI API to subscribe to trade events. There are 5 documented values of the "Action" parameter: My question is: What is the purpose of the 'Delete' and the 'Release' actions? Why would I want to delete an order from the trade history? I can look at OrdStat to get the status of the…
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What does Action==7 mean
Hi, I'm developing a C# app to work with the REDI API, and I've used your example as a starting point: https://github.com/Refinitiv-API-Samples/Example.REDI.CSharp.Examples/tree/master/REDIConsoleOrders When I monitor the CacheControl events that are triggered, I see numerous events with Action == 7: But this is…
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Error occurred whilst connecting Redi API via Python
Downloaded the Python script provided in the FTP, however, when I tried to run the Python program, named ‘Order Entry – Equities Futures.py’, it gave me the following error messages: File "C:\Users\Admin\anaconda3\lib\site-packages\win32com\client\dynamic.py", line 89, in _GetGoodDispatch IDispatch =…
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Redi - C# library based on Framework from 2002!
The dotnet library for Redi is targeting runtime v2.0.50727 / x86 and framework v3.5 (circa 2002!) Being 32 bit, and against the framework, it prevents ANY application using it from being written in .net core (which is the direction for all dotnet development going forward since 5+ years ago) Is there an update or anything…
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REDI CacheControl Cell Names List
Hello! I am using the C# example programs (REDIConsoleOrders from Github) as a template, and I am trying to subscribe to all system behavior for a group a traders. That is working as expected. I am, however, confused about the names used to denote the "cells" available when calling CacheControl.GetCell. I have written a…