REDIApi RediLib market data

I create an instance of CacheControl.
I believe saying something like CacheControl.Submit("L1", "True", errorMsg) begins listening.
To get a value for a symbol I do something like this: CacheControl.GetL1Value("SPY", "Bid", L1_BidPx)
That gets me a bid of SPY at the moment.
Is there an event which gets fired with a given field is updated? For instance Bid changed from 234.56 to 234.57
is there an example of it being used?
What is the use for CacheControl.CacheEvent? How is it used?
Best Answer
-
Hello @ichernyavskiy,
Yes, one is able to either retrieve the data once, or to register a custom event handler to be called on the events.
The callback should fire, it should be getting the updates.
Please verify if the project includes the required references, to the latest REDI Addin and REDI tlb. If you are not 100% sure, would recommend following the quick tutorial Getting Started in C#.
If they are included, I would suggest learning about REDI Cache Control and events by following one of our tutorials, I would go with Monitor Orders In C#.
Alternatively, the REDI API Spec includes all the details as well. The tutorial, in general, is a quicker way to absorb the approach, and to get the L1 updates.
... note, REDIPlus should be running on the box and logged in, to be able to interact with the CacheControl. The logged in user should be permissioned for API access to L1 market data in order to access it via API.
Hope this helps?
0
Answers
-
Hello @ichernyavskiy,
Yes, you can use the CacheControl to subscribe to the updates via REDI C#, and to set an event handler to process them asynchronously.
Please look at the example REDIConsoleL1 on github.
0 -
Thank you, Zoya.
In your example, when I subscribe, I add an eventHandler. However, it doesn't fire when prices change. Also even if I don't addwatch or submit, I can still pull data using GetL1Value. What is the point for AddWatch and Submit? redilibsubscribe.pngHow do I get the event to fire when prices change?
0 -
Hi zoya, please see my comment below.
0 -
Zoya, is there an email address I can use to send you the ID? I don't know if this comment is visible or private
0
Categories
- All Categories
- 3 Polls
- 6 AHS
- 37 Alpha
- 166 App Studio
- 6 Block Chain
- 4 Bot Platform
- 18 Connected Risk APIs
- 47 Data Fusion
- 34 Data Model Discovery
- 697 Datastream
- 1.5K DSS
- 632 Eikon COM
- 5.2K Eikon Data APIs
- 12 Electronic Trading
- 1 Generic FIX
- 7 Local Bank Node API
- 4 Trading API
- 2.9K Elektron
- 1.4K EMA
- 256 ETA
- 563 WebSocket API
- 39 FX Venues
- 15 FX Market Data
- 1 FX Post Trade
- 1 FX Trading - Matching
- 12 FX Trading – RFQ Maker
- 5 Intelligent Tagging
- 2 Legal One
- 25 Messenger Bot
- 3 Messenger Side by Side
- 9 ONESOURCE
- 7 Indirect Tax
- 60 Open Calais
- 281 Open PermID
- 46 Entity Search
- 2 Org ID
- 1 PAM
- PAM - Logging
- 6 Product Insight
- Project Tracking
- ProView
- ProView Internal
- 23 RDMS
- 2K Refinitiv Data Platform
- 749 Refinitiv Data Platform Libraries
- 4 LSEG Due Diligence
- LSEG Due Diligence Portal API
- 4 Refinitiv Due Dilligence Centre
- Rose's Space
- 1.2K Screening
- 18 Qual-ID API
- 13 Screening Deployed
- 23 Screening Online
- 12 World-Check Customer Risk Screener
- 1K World-Check One
- 46 World-Check One Zero Footprint
- 45 Side by Side Integration API
- 2 Test Space
- 3 Thomson One Smart
- 10 TR Knowledge Graph
- 151 Transactions
- 143 REDI API
- 1.8K TREP APIs
- 4 CAT
- 27 DACS Station
- 123 Open DACS
- 1.1K RFA
- 107 UPA
- 194 TREP Infrastructure
- 229 TRKD
- 918 TRTH
- 5 Velocity Analytics
- 9 Wealth Management Web Services
- 96 Workspace SDK
- 11 Element Framework
- 5 Grid
- 19 World-Check Data File
- 1 Yield Book Analytics
- 48 中文论坛