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?
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Hello @brian.p.coburn1,
L2 is not supported via API in the same manner as L1 market data.
Up to 5 tiers are supported via DDE.
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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?
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Hello @brian.p.coburn1,
Please proceed to examples on github, either via
REDI API - Documntation - examples
Or directly, as I think you are looking for VBA code example:
see examples
"QuoteMonitor - DDE (Equities)" and
"QuoteMonitor - DDE (US Options)"
