DDE streaming provider for Excel/OpenOffice

Modified on 2012/02/01 10:12 by Eugene — Categorized as: Providers

What is it

This provider supports real-time streaming quotes from DDE-compliant applications such as MS Excel and OpenOffice Calc. DDE is just a source of pure real-time streaming quotes. Starting from version 2012.02, the DDE provider supports backfill using historical quotes from any static data provider, in any bar scale.

Facts

There exist so many different DDE implementations, making it impractical to create a universal DDE provider that is capable of working with any data vendor. Fortunately, Microsoft Excel or free OpenOffice/LibreOffice Calc is installed on almost any computer. An Excel/OpenOffice spreadsheet can be set up with DDE links coming from any number of data vendors, thereby linking Wealth-Lab to a source of streaming real-time quotes.

Setup

As a prerequisite, you should subscribe to a DDE-compliant data vendor (e.g. IB, IQFeed, Bloomberg, eSignal, MetaTrader, QUIK terminal and more) and be aware of how to connect their data source to Excel/OpenOffice using DDE.

To configure the provider (starting from version 2012.02), follow these easy steps:


Tab in Data Manager

Tab in Data Manager


  1. Specify your DDE server: in case it's Excel, type in excel; if it's OpenOffice, type in soffice. Note: without quotes or any other extra symbols.
  2. Specify so called "Topic" name which in this case is the path to the XLS/ODS spreadsheet by navigating to the file using the dialog box or typing in the complete path to the file.
  3. Finally, set up Aliases. For example, if Bid quotes of Euro are flowing into the cell "C6" of your Sheet1, create a line with any valid symbol name such as EUR as the Topic, Sheet1 as the Sheet, and C6 as the Cell.
    • Note: Sheet1 is the sheet name with live DDE links and not the name of the file!
    • Excel users: It's not possible to use the links like "C6" with Excel, you have to use absolute addressing only i.e. "R6C3" aka row 6, column 3. Users of international Excel versions - correct this accordingly (e.g. Z6S3 for German Excel).



Tick chart of Euro via DDE

Tick chart of Euro via DDE


Excel/OpenOffice must be running in order to receive streaming updates.


Notes and limitations


Source code for a previous version is provided for educational purposes and your usage is unsupported.

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