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DDALY avatar image
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GetOptionL1Value() failing

Hi all, I'm having trouble getting L1 data for options. Please see code below. GetL1Value() returns true (and the correct price) but GetOptionL1Value() returns false (and no price). I have access to the options data in the UI so I can see the bid/ask in the Option Series window. Is it a permissions thing - maybe a separate permission setting for options L1 data via API? Thanks.


    Dim L1Cache As New RediLib.CacheControl
    Dim vTable, vwhere, verr, tmpVal, askPx As Variant
    vTable = "L1"
    vwhere = "true"
    tmpVal = L1Cache.Submit(vTable, vwhere, verr)
    ' equity
    tmpVal = L1Cache.GetL1Value("VICI US", "Ask", askPx)
    Debug.Print askPx
    ' option
    tmpVal = L1Cache.GetOptionL1Value("VICI M2023D350000", "PUT_AskPrice", askPx)
    Debug.Print askPx



redi-api
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8 Answers

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brian.mullane avatar image
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@DDALY ,

Got it...here's what I'd suggest:

1) Try reinstalling the REDI Excel add in (you can do this via the REDIStart launcher app...Tools menu)

2) Always uncheck any VB references that say "missing".

3) Check with your account representative to ensure you're entitled for REDI API DDE links.

-Brian

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brian.mullane avatar image
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Hi @DDALY ,

To verify permissions, please run this Excel example to see if you can options market data from the REDI API.

Assuming you're correctly entitled, please try "L1OPT" instead of "L1".

-Brian

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DDALY avatar image
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Hi @brian.mullane, Thanks for getting back. That file doesn't work. Looks like it can't find the addin/exe it needs. Installation issue?


1630934052902.png


1630934052902.png (82.8 KiB)
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brian.mullane avatar image
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Hi @DDALY ,

There are expired options in that screenshot. If you enter valid options, do you still see the issue?

-Brian

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DDALY avatar image
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Hi Brian, I tried this one and getting Not Found.

1631023991669.png

Side Issue: I had to manually relink the REDIAddIn.xla to point to my AppData folder. I assume that's not how it's supposed to work, every user has to relink to their own folder?

1631024156900.png

Thanks! Dermot


1631023991669.png (21.1 KiB)
1631024156900.png (56.6 KiB)
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DDALY avatar image
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@brian.mullane, I don't believe I have access to the REDIStart launcher app so I'll check with the account rep. on that as well. RE: point (3), is permission to the REDI API DDE links the same permission required to load the data using GetOptionL1Value()?

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brian.mullane avatar image
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@DDALY yes...there are actually a few entitlements for the REDI API...your account rep can ensure you're set up

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DDALY avatar image
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@brian.mullane, permissions have been set up and GetOptionL1Value() is now working. Thank You!

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