Universal DDE request rules  [SOLVED]

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AAY
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Universal DDE request rules

Postby AAY » 16 Apr 2014

Hello

In Universal DDE, what is the difference between Standard and Advanced request rules? If I receive data from CQG with DDE, what should I use, Standard or Advanced?

Thanks

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Andrew MultiCharts
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Re: Universal DDE request rules  [SOLVED]

Postby Andrew MultiCharts » 18 Apr 2014

Hello AAY,

Long story short:
  • Standard: price and volume are updated simultaneously.
  • Advanced: price and volume are updated independently.
If you need more details, let me know.

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Re: Universal DDE request rules

Postby AAY » 18 Apr 2014

What is faster?

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Andrew MultiCharts
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Re: Universal DDE request rules

Postby Andrew MultiCharts » 21 Apr 2014

If by "faster" you mean the frequency of updates, the advanced method should be the faster one, as it may give more updates than standard one.

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Re: Universal DDE request rules

Postby AAY » 21 Apr 2014

But it's more CPU-intensive?

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Andrew MultiCharts
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Re: Universal DDE request rules

Postby Andrew MultiCharts » 21 Apr 2014

Well, the more updates, the more resources are used.

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Re: Universal DDE request rules

Postby AAY » 22 Apr 2014

Ok, thank you Andrew.

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Re: Universal DDE request rules

Postby jules190 » 06 Aug 2014

Could you please elaborate on the difference between standard and advanced?

I don't see that it makes a difference if the price/volume is updated independently, surely if you receive a volume update without a price update, it just assigns that volume to the last traded price? What difference does it make which of these options is selected?

Thanks

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Re: Universal DDE request rules

Postby Henry MultiСharts » 06 Aug 2014

Could you please elaborate on the difference between standard and advanced?

I don't see that it makes a difference if the price/volume is updated independently, surely if you receive a volume update without a price update, it just assigns that volume to the last traded price? What difference does it make which of these options is selected?

Thanks
Some rough technical details:
1. When “Standard Request Rule” is selected - price and volume are requested independently. First the price is requested, then when the price update is received the corresponding Volume snapshot is requested.

2. When “Advanced Request Rule” is selected - price and volume are requested simultaneously. I.e. the values are updated independently. When the price update is received the corresponding Volume snapshot is requested (like in “Standard” mode). When the volume update is received it is checked if the price is already received. If it is not and the current volume is different from the previous volume then we form a quote with the previous price. If it is already received then do nothing.

In both modes the quotes are formed when both the price and volume updates are received together.

Long story short: two modes exist due to the difference of DDE servers. In the past when some DDE feeds did not work - new request mode has been added to perform connection to such servers. If one mode works ok for you then there is no need in switching it.


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