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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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Thanks, AHS
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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?
