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
3
●1 ●1 ●6
London Stock Exchange - order prices
3
●1 ●1 ●6
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
@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!
410
●1 ●0 ●1
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
3
●1 ●1 ●6
Hi,
I use destination "DEMO DMA" and MsgType 10.
Thanks.
Riccardo
DEMO DMA - good, that's the right one
If you're querying for executions, can you please try querying for 14? (14=executions)
