L2 data field strings

brian.p.coburn1

I am trying to figure out how to pull L2 data from the REDI API. Currently I am able to pull L1 data, but I see nothing in the documentation that explains how to find the field names for L2. Does anyone have a list?

zoya faberov

Hello @brian.p.coburn1,

L2 is not supported via API in the same manner as L1 market data.

Up to 5 tiers are supported via DDE.

brian.p.coburn1

Can you please provide a link to a sample of how to get this information programmatically? I don't understand your answer. What is DDE?

zoya faberov

Hello @brian.p.coburn1,

Please proceed to examples on github, either via

REDI API - Documntation - examples

Or directly, as I think you are looking for VBA code example:

GITHUB REDI.VB.ExcelExamples

see examples

"QuoteMonitor - DDE (Equities)" and

"QuoteMonitor - DDE (US Options)"