London Stock Exchange - order prices

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Question by lattanzi · Nov 21, 2018 at 09:03 AM · currency conversion rates london

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

After getting price in our trading application using REDI API we see that ISA.L is in pennies

but for stock BRBY.L the price is in pounds

Can 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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Answer 1 · 2018-11-27T05:22:36Z

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Answer by lattanzi · Nov 27, 2018 at 05:22 AM

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.Mullane · Nov 27, 2018 at 09:23 AM 0

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@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!

Answer 2 · 2018-11-26T09:04:27Z

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Answer by Brian.Mullane · Nov 26, 2018 at 09:04 AM

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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Answer 3 · 2018-11-26T09:11:26Z

Answer by lattanzi · Nov 26, 2018 at 09:11 AM

Hi,

I use destination "DEMO DMA" and MsgType 10.

Thanks.

Riccardo

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Brian.Mullane · Nov 26, 2018 at 09:15 AM 0

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@lattanzi

DEMO DMA - good, that's the right one

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

London Stock Exchange - order prices

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