Page History: DDE - Getting data into Microsoft Excel
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Page Revision: 2012/01/26 07:30
T4 supports sending data via DDE to other applications, such as Microsoft Excel.
To send quote data you need to have an open Quote Board window containing the markets that you want to see, then click the ‘DDE’ button and go to Excel. Right click on a cell in Excel and choose the ‘Paste’ menu item. This will paste a table of links to T4 that contain the same markets and columns as your Quote Board. Alternatively, you can right click on a single value in the Quote Board and select the ‘Copy DDE Link’ menu item, then paste into Excel and only that value will be linked.
Note: For Excel to get quotes the Market MUST be displayed in the T4 frontend somewhere, either in a Quote Board or contract window BEFORE it is linked to from Excel. This also applies if you are loading a saved Excel spreadsheet.
The DDE link format for market data in Excel is:
=T4Screen|MKT_
!
Where:
is the unique identifier for the market in T4. This does not match any exchange published symbol. You can only obtain these by using the above method of copying the link for a value from T4 and pasting it into Excel or some other application.
is the data value of the market that you want, for example last trade price. The valid values are shown below:
|
| Value | Meaning |
|
| Description | The name of the market. |
|
| Numerator | The smallest amount that the price of a market can move by, in ticks. |
|
| Denominator | The denominator used for converting ticks into price and vice-versa. |
|
| Settlement_Price,Settlement_Ticks | The last settlement price received. |
|
| Open_Price,Open_Ticks | The opening trade price for the day. |
|
| High_Price,High_Ticks | The highest traded price for the day. |
|
| Low_Price,Low_Ticks | The lowest traded price for the day. |
|
| Mode | The current market state, e.g. PreOpen, Open, Closed etc. |
|
| Total_Traded_Volume | The total volume traded by this market today. |
|
| Last_Trade_Volume | The last volume traded at the current price. If the frontend is set to show the total traded at this price since the last price changed then that value will be sent, otherwise the volume just traded will be sent. |
|
| Last_Trade_Price,Last_Trade_Ticks | The price of the last trade to occur. |
|
| Bid_Volume | The volume of the current best bid. |
|
| Bid_Price,Bid_Ticks | The price of the current best bid. |
|
| Offer_Volume | The volume of the current best offer. |
|
| Offer_Price,Offer_Ticks | The price of the current best offer. |
|
| Net_Change_Price,Net_Change_Ticks | The net change from the last settlement price to the last trade price. |
|