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yakirhersko avatar image
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Quote information

Hi all,

We are currently looking for way to retrieve data based on the C# examples on ftp. after these code lines:

quoteCache.CacheEvent += quoteCacheHandler;

quoteCache.AddWatch(WatchType.L1OPT, Symbol, null, ref err);

quoteCache.Submit("L1", Symbol, ref err);

I should be able to get the following data on the callback(quoteCacheHandler):

*Trade time

*Daily number of trades

*Daily total quantity

I know about the fields in the attached link

, but there is no the fields im looking for. in addition, where can i find the description about L2 market data

l1-market-data.png

c#redi-api
l1-market-data.png (78.4 KiB)
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veerapath.rungruengrayubkul avatar image   veerapath.rungruengrayubkul

Hi @yakirhersko,
Thank you for your participation in the forum. Is the reply below satisfactory in resolving your query?
If so, please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.
Thanks,
AHS

moragodkrit.chumsri_1 avatar image   moragodkrit.chumsri_1

Hi @yakirhersko,

Is the reply below satisfactory in resolving your query?

If so please can you click the 'Accept' text next to the appropriate reply. This will guide all community members who have a similar question.

Thanks,

AHS

Jirapongse avatar image   Jirapongse

@yakirhersko

Hi,

Please be informed that a reply has been verified as correct in answering the question, and has been marked as such.

Thanks,

AHS

1 Answer

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zoya faberov avatar image
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Hello @yakirhersko,

If I understand correctly, you are looking to monitor REDI market data in C#.

If this is the case, it may be helpful to review Monitor L1 Quotes in C# tutorial, and the corresponding code example.

For the fields available in L1, please see REDI API Spec, section "L1 Market Data Subscription".

Please keep in mind, that some of the market data fields are relevant for equities, others- for options. The tutorial shows how to monitor both, and gives an example how field names can differ.

L2 market data is not supported at this time.

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