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REDI API L1 Market Data Close/Last

Hello Community,

This question is related to REDI API L1 Market Data, Python, Windows.

Would appreciate clarification re price data provided under "Close" and "Last", on tick Level granularity (Bid/Ask) and on bar Level granularity (OHLC). We are unclear as to which of these fields provide the Adjusted Close prices.

Thank you.

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@beratp1

Thanks for reaching out to us.

I checked the document and was unable to find the Adjusted Close prices field in the document.

You can contact the REDI support team directly via MyRefinitiv to verify if this field is available in REDIPlus. Then, we can check if it is accessible via the API.


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Hi @Jirapongse,

Thank you for looking into this. I will reach out to the REDI support team for clarification. Just to recap;

(i) Eikon: get_timeseries function includes a "corax (Corporate Adjustments)" parameter that makes "adjusted" and "unadjusted" values optional.

(ii) Refinitiv Data: historical_pricing function includes the same "corax" parameter that again makes "adjusted" and "unadjusted" values optional.

(iii) Redi: GetL1Value (L1MarketDataSubscription) returns "Close" and "Last" values. We are unclear what Close, TodaysClose, Last, LastAtClose values specifically represent.

Would value any additional guidance on these specific fields.

Thank you.

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