Data point mapping questions

AxelTech
AxelTech Newcomer
in REDI API

Hi all,


After reviewing Appendix A Data Fields of REDI API Spec, we have some questions on data point mappings.

Market Data:

Is there a data point that tracks the percentage change of a security's current price compared to the last price?

Position Data:

Is there a data point that tracks the net intraday execution in shares of an account?

Is there a data point that tracks the cumulative intraday sell short in shares of an account?

Documentation:

Where can we find the detailed definition of data points that are being offered by the API?

Implementation:

We assumed that to use REDIplus, we have to have some windows instance running REDI and our app will live there (that's the nature of COM)
Can that Windows be in the cloud or does REDI licensing protect against that, meaning we need dedicated machines?

Thanks in advance for the help.

Tagged:

Best Answer

  • zoya faberov
    zoya faberov ✭✭✭✭✭
    Answer ✓

    Hello @AxelTech

    Please find the answers from REDI team:

    Market Data: Is there a data point that tracks the
    percentage change of a security's current price compared to the last price?

    Is this a request for Bid/Ask vs Last Trade? Or Pct Change
    vs Prev Close?

    Position Data: Is there a data point that tracks the net
    intraday execution in shares of an account?

    Is this a request for "Quantity Bought" and
    "Quantity Sold"? This will show what was done for the current day.

    Code can be written to aggregate this.

    Position Data: Is there a data point that tracks the
    cumulative intraday sell short in shares of an account?

    Again, it is possible to build in your program using
    position data. We do not offer a specific data point.

    Documentation: Where can we find the detailed definition
    of data points that are being offered by the API? Thanks in advance for the
    help.

    The best resource is the REDI API spec, which we will continue
    making updates and improvements to. If there is something you need that cannot
    be answered here please let us know.

Answers

  • AxelTech
    AxelTech Newcomer

    @zoya faberov

    Thanks for the reply.

    "Bid/Ask vs Last Trade Or Pct Change vs Prev Close"

    Are these two represented in percentage format? Is "Prev Close" referencing the previous day close price? We are looking for an intraday market price percent change data point.

    Can you please also share some insights on the question below?

    "Implementation:

    We assumed that to use REDIplus, we have to have some windows instance running REDI and our app will live there (that's the nature of COM)
    Can that Windows be in the cloud or does REDI licensing protect against that, meaning we need dedicated machines?"

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @AxelTech,

    I think what you are looking for is "PercentChange"

    Yes on the last, your REDI API app will run on the same machine as REDIPlus desktop is running on and connect via COM interface.

    ---

    Please note, that empty tag "@" does not apply as a tag.

  • AxelTech
    AxelTech Newcomer

    @zoya faberovzoya.farberov

    Thanks for the help. Can you confirm whether if the API and the APP can be set up in a remotely hosted cloud machine or local desktop server?

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    I am using chrome but not sure why every time I @ you it became blank

  • zoya faberov
    zoya faberov ✭✭✭✭✭

    Hello @AxelTech,

    REDI API is is a local, COM-based API .

    It is designed to run on the same local machine where REDIPlus desktop is running.

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