The following examples show you how to set up DDE links with live data in Microsoft Excel or Open Office. However, in most cases it is easier to simply use the Copy command from your TeleTrader WorkStation document to create a live DDE link (see Copying Live Quote Data to Microsoft Excel). We recommend to use the Copy command for live quote data – this will create a separate DDE connection for every cell, which means that you can copy and paste the content more easily inside your spreadsheet.

If you want to use historical data in your spreadsheet, or a combination of historical and current data (for example, the last 10 ticks of a symbol), you have to use another type of DDE link: See Setting up a DDE Link with Historical Data.

To request live quote data manually in Microsoft Excel (single data field)

▪       Open a Microsoft Excel spreadsheet.

▪       In the cell where you want the data field to appear, type (or copy) the following formula:

=ProfDDE|Live!'AAPL_0FSPC,Last'

▪       The requested data will appear in the Microsoft Excel cell. The request above will for example fetch the Last price of the Apple stock.

To request live quote data manually in Microsoft Excel (multiple data fields)

▪       Open a Microsoft Excel spreadsheet.

▪       Highlight an area in the Excel spreadsheet that is big enough to hold the data fields that you want to request. For the following example, highlight an area that is eight columns wide and one row high.

▪       Click into the formula bar in Microsoft Excel and type (or copy) the following formula:

=ProfDDE|Live!'{458917},Name,Last,PercChg,Change,VolLast,Volume,Date,Time'

▪       Press the keys Ctrl + Shift + Enter to insert the quote data as an array into the selected area.

Note             The formula should now be surrounded with braces { } in the Excel formula bar to show that it has been inserted as an array formula. You can only edit the array in whole, not single cells that are part of it. To find more information about Excel arrays, please consult the documentation for Microsoft Excel.

▪       The requested data will appear in the highlighted area in Microsoft Excel. The request above will for example fetch live data for multiple fields of the Deutsche Post stock.

Syntax for DDE links to live quote data

In your spreadsheet software, certain formulas are used to create the DDE links. If you use the Copy command, all DDE links are created automatically for you. If you set up the links manually, you have to use the following syntax to request live quote data:

=ProfDDE|Live!'<Symbol>,<Field1>[,<Field2>,...]'

Note             In this user guide, the syntax for Microsoft Excel is used for all examples. In Open Office, the syntax needs to be changed as follows:

=DDE("PROFDDE";"Live";"<Symbol>,<Field1>[,<Field2>,...]")

Symbol

Internal identification of the symbol. You can either use the symbol identification number (for example {829802} ) or its unique name (for example MSFT_0FSPC). To find out the identification of a symbol, click in the row of the symbol in a price page and press F2. Identification number and unique name can also be displayed in the price page columns TID and TUN or in the Chart Properties dialog for a symbol.

Field(s)

Name of the data field(s) that should be retrieved. The name is equal to the heading of the corresponding column in the TeleTrader WorkStation price page.

If you want to retrieve more than one data field, separate the field names with a comma. You have to use the array command (Ctrl + Shift + Enter) after typing the formula in your spreadsheet to retrieve multiple data fields at once. See Available Field Names.

Market Depth Fields

For market depth data, the following fields can be used – the number in square brackets signifies the depth level, starting with 0:

MDBidSize[depth_level]         For example, MDBidSize[2] for the third depth level

MDBidCount[depth_level]

MDBid[depth_level]

MDAsk[depth_level]

MDAskCount[depth_level]

MDAskSize[depth_level]

Note             It is not possible to display market depth data from NASDAQ via DDE.

VWAP Fields

When retrieving data from a calculated VWAP column (see Adding, Removing and Customizing the VWAP Columns for details), the following data field syntax is used:

VWAP(Type,DateTimeF,DateTimeT,VolF,VolT,PriceF,PriceT)[OutputName]

Type                        Time period used for VWAP calculations: This can be D (Daily), LH (Last Hour), C (Custom), N (None) or F (Freeze).

DateTimeF/T        Begin and end date and time of a custom time period (C) in ISO format YYYY-MM-DDThh:mm:ss

VolF/T                    Lower and upper boundaries for the volume range (optional)

PriceF/T               Lower and upper boundaries for the price range (optional)

OutputName          Defines the VWAP value that should be returned: Price, StdDev, TotalVol, AvgVol, NumTicks, DateF, DateT, TimeF, TimeT, VolF, VolT, PriceF, PriceT

Examples for retrieving VWAP data:

=ProfDDE|Live!'{459237},VWAP(LH)[StdDev]'

=ProfDDE|Live!'{458757},VWAP(C,2010-04-08T22:00:00,2010-04-09T10:00:00,0,100000,40.00,45.00)[Price]'