I am trying to figure out how to pull L2 data from the REDI API. Currently I am able to pull L1 data, but I see nothing in the documentation that explains how to find the field names for L2. Does anyone have a list?
Can you please provide a link to a sample of how to get this information programmatically? I don't understand your answer. What is DDE?
Please proceed to examples on github, either via
Or directly, as I think you are looking for VBA code example:
"QuoteMonitor - DDE (Equities)" and
"QuoteMonitor - DDE (US Options)"