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Wing Chun.Chow avatar image
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Does REDI API support Level 2 market data?

Hi Zoya,

I am trying to run the level 2 market data with market depth and exchange information in excel using REDI plugin. Not sure if it is supported?

market-depthlevel-2
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zoya faberov avatar image
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Hi @Wing Chun.Chow,

REDI DDE for Excel includes very basic L2 market data support:

L2 ID,BID, BID SIZE and L2 ID, ASK, ASK SIZE.

When added to REDI DDE Equities example:

redil2.gif

For more information on these, refer to REDI DDE guide with your local installation of REDIPlus desktop.

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However, I may not be up on the very latest, so let me just confirm, in REDIPlus GUI, do you see L2 market depth and exchange information available, please provide more detail?


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