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

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How to pull Indicative Opening Auction Price and Indicative Opening Auction Volume via REDI using .NET API?
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  • Jirapongse
    Jirapongse ✭✭✭✭✭
    Answer ✓

    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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