How to pull Indicative Opening Auction Price and Indicative Opening Auction Volume via REDI using...

How to pull Indicative Opening Auction Price and Indicative Opening Auction Volume via REDI using .NET API?

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Accepted answers

You can use the CacheControl object to pull L1 market data from REDI's back-end. The list of available fields is in Appendix A REDI Data Fields in the REDI API Specification.

However, I couldn't find the "Indicative Opening Auction Price" and "Indicative Opening Auction Volume" in the list.

The following code demonstrates how to pull bid price for IBM.

CacheControl orderCache = new CacheControl();

object BidPrice = null;

object exec_err = null;

orderCache.Submit("L1", "true", ref exec_err);

orderCache.GetL1Value("IBM", "Bid", ref BidPrice);

Console.WriteLine(BidPrice.ToString());

Can you pull the "Indicative Opening Auction Price" and "Indicative Opening Auction Volume" from the REDIPlus UI?

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Jirapongse

You can use the CacheControl object to pull L1 market data from REDI's back-end. The list of available fields is in Appendix A REDI Data Fields in the REDI API Specification.

However, I couldn't find the "Indicative Opening Auction Price" and "Indicative Opening Auction Volume" in the list.

The following code demonstrates how to pull bid price for IBM.

CacheControl orderCache = new CacheControl();

object BidPrice = null;

object exec_err = null;

orderCache.Submit("L1", "true", ref exec_err);

orderCache.GetL1Value("IBM", "Bid", ref BidPrice);

Console.WriteLine(BidPrice.ToString());

Can you pull the "Indicative Opening Auction Price" and "Indicative Opening Auction Volume" from the REDIPlus UI?

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