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lattanzi avatar image
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London Stock Exchange - order prices

Hi all,

when getting order prices via REDI API for UK stocks I got some prices in pounds and some in pennies.

For example for stocks ISA.L and BRBY.L -in REDI we see both prices in pennies

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image.pngAfter getting price in our trading application using REDI API we see that ISA.L is in pennies image.pngbut for stock BRBY.L the price is in pounds image.pngCan you please have a look into it? What can I do to have all prices in the same format? Thanks. Best, Riccardo
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lattanzi avatar image
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Hi,

I have tried to use executions table to query and now I have the same price in REDI and in our platform, so the issue is solved. However the execution price for LNSE stocks are still very strange:

But that should probably be caused by the DEMO DMA execution.

Thanks for your assistance

Best,

Riccardo


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Brian.Mullane1 avatar image Brian.Mullane1

@lattanzi great to hear

Yes, the DEMO DMA simulator can have unusual behavior and not totally mimic a real exchange.

Please reach out if you have other question. Thanks!

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Brian.Mullane1 avatar image
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Hi @lattanzi,

Can you please confirm the destination you're using? Is it "DEMO DMA"?

When you make your API request, are you specifying the message type? (e.g. you can choose to query for 10 (orders), 14 (executions), etc (see page 45 on the API specs)

Thanks,

Brian

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lattanzi avatar image
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Hi,

I use destination "DEMO DMA" and MsgType 10.

Thanks.

Riccardo

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Brian.Mullane1 avatar image Brian.Mullane1

@lattanzi

DEMO DMA - good, that's the right one

If you're querying for executions, can you please try querying for 14? (14=executions)

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