DDE Symbol

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Nick
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DDE Symbol

Postby Nick » 26 Sep 2006

Can I feed MC with a symbol from Excel using Universal DDE? Are there instructions anywhere?

Its actauly order book stuff from TWS but i figured as there are 5 levels on the bid and 5 on the ask it would be easier to take them into excel first to sum them.

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Alex Kramer
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Postby Alex Kramer » 26 Sep 2006

Yes, you can find a tutorial at

http://tssupport.com/products/multichar ... _Excel.htm

Please write back if you need assistance.

Nick
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Postby Nick » 29 Sep 2006

Thanks,

That looks like it will work. :D

To cut out a link in the chain could i do something similar straight from IB? As I say it is order book /Depth of market info I want and I dont think MC supports that directly at the moment?

Cheers,
Nick.

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Alex Kramer
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Postby Alex Kramer » 29 Sep 2006

Could you please tell the DDE request that will return this kind of data, we'll take a look.

Nick
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Postby Nick » 04 Oct 2006

=acnt|mktDepth!id0?price?0_BID
=acnt|mktDepth!id0?price?1_BID
=acnt|mktDepth!id0?price?2_BID
=acnt|mktDepth!id0?price?3_BID
=acnt|mktDepth!id0?price?4_BID

=acnt|mktDepth!id0?price?0_ASK
=acnt|mktDepth!id0?price?1_ASK
=acnt|mktDepth!id0?price?2_ASK
=acnt|mktDepth!id0?price?3_ASK
=acnt|mktDepth!id0?price?4_ASK

Are the Depth Links.

I could not get this working via Excel...maybe I misunderstand something.

I have these 10 links I sum them and generate a ratio for bid/ask in excel. I then try and link this cell (The summed one) into MC. It returns an error. Any idea?

Cheers,
Nick.


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