DDE and updating

  • Thread starter Thread starter grant606
  • Start date Start date
G

grant606

Via a dde link, I have a constantly changing (real-time) value in cell
A1.

How can I automatically copy and add the latest value every 1 minute
into a column?

Any suggestions much appreciated.
 
grant606 said:
Via a dde link, I have a constantly changing (real-time) value in cell
A1.

How can I automatically copy and add the latest value every 1 minute
into a column?

Any suggestions much appreciated.
Click to expand...

Hi Grant,

Out of curiosity what real time application/feed are you using?
(Reuters or Bloomberg or something else?)

Regards,
Bondi
 
Dear Bondi,

Reuters or Bloomberg? I wish.

No, I'm using WinBis from a German company, and possibly the cheapest
at £68 per month for real-time Eurex futures and options. If there is a
cheaper alternative, I'd like to know.

My specific current interest is refining an Excel programme I've built
for volatility arbitrage of index options (DAX, STOXX, SMI).

Grant.
 
Hi Grant,

So if i understand you, then your goal is to creat an intraday history
with one minute updates on the above listed instruments.

I know for a fact that this is hell to creat in Excel. Even if you have
a live feed. I'm not sure about how it works when reciving from the web
but i cannot belive it will be better.

It also depends on how long series you want to store/analyse.

I'm sorry not to be of any more help but maybe your trades are not spot
and hence you can download historical data from euronext.com or
something like that. I belive they have intraday data.

Regards and good luck,
Bondi
 
Paste into a standard module:

'---------------------------------------------------------------------
Option Explicit

Dim dNextExec As Date

Sub CopyValue()
Dim rCell As Range
With Worksheets("Data")
Set rCell = .Cells(Rows.Count, "B").End(xlUp).Offset(1, 0)
rCell.Value = Range("A1").Value
rCell.Offset(0, 1) = Now
End With
dNextExec = Now + TimeSerial(0, 1, 0) 'h, m, s
Application.OnTime dNextExec, "CopyValue"
End Sub

Sub StopTimer()
Application.OnTime dNextExec, "CopyValue", , False
End Sub

'---------------------------------------------------------------------

Cheers,
 
Dear Ardus,

VBA is totally alien to me so I’ll explain what I did to show if I go
it right (or not)

Opened new file in Excel and named it New Timer.xls.

Opened Visual basic Editor, Insert, Module.

Module headings are left box (General), right box Copy Value.

I then copied/pasted the code.

Option Explicit
Dim dNextExec As Date

A line underlines these two.

(The rest of the codes follows.)

The last three lines:

Sub StopTimer()
Application.OnTime dNextExec, "CopyValue", , False
End Sub

have a line above them.

I will need to wait until tomorrow before I can run it. It is reall
decent of you to provide this, and greatly appreciated. If I ca
reciprocate in any way, let me know (are you in the UK?)

Bondi, It's a nightmare to find the data I’m looking for from an
source; I’ve looked at all of them. Eurex provides tic data but th
files (for a single day) are enormous and contain 90% of data I don’
need. To extract the relevant data is an exercise in itself.

Best regards,

Grant.
(e-mail address removed)
 
You've done all right.
Now, you must reestablish your DDE link to get real-time data in Worksheet
"Data" cell A1.
Once this is done, you can run CopyValue macro.
To stop it, run StopTimer macro.

HTH
 
Dear Ardus,

Started programme as instructed; following messages appeared:

On Run CopyValue, “Runtime Error ‘9’ Subscript out of range”

On Run StopTimer, “Runtime Error ‘104’ Method ‘OnTime’ o
object_Application failed"

Any suggestions, please?

Regards,

Grant
 
I am also working with a DDE and have questions on updating my data
tables. I hope you both don't mind my participation in this thread.

My Dilemma: IF PRICE > HIGH, THEN capture the new HIGH value, ELSE
show current HIGH value.

Solution 1: Uncertain how to approach this problem, I attempted to go
with something familiar: =IF(PRICE > HIGH, PRICE, HIGH).
Unfortunately, I discovered this does not record the new price. It
only confirms the condition that a new HIGH has been reached during the
current period.

Solution 2: Create a macro to paste PRICE values to HIGH.
While this solution does record the change in values, I have not been
able to automate the macro.

Sub Macro1()
'COPY PRICE
Range("PRICE").Select
Selection.Copy

'PASTE VALUES TO HIGH
Range("HIGH").Select
*Selection.PasteSpecial Paste:=xlValues*, Operation:=xlNone,
SkipBlanks:= _
False, Transpose:=False
ActiveSheet.Paste
Application.CutCopyMode = False
End Sub

My questions are,
1) Is it possible to create a function using the
*Selection.PasteSpecial Paste:=xlValues * vba command?

2) Can vba and macro commands be written into a conditional format or
into a Logical Function formula? Into other types of Excel Functions?

3) In your opinion, what is the most effective method for automating
the paste values vba command?

4) What skill sets should I review before creating this next solution?
By the way, I have access to Jeff Webb's "Using Excel Visual Basic for
Applications," "Excel Bible 2003," and "MOS 2003 Study Guide," not to
mention access to study sections at sites like ExcelTip, so review and
learning shouldn't be much of a problem.

Thanks.
 
Change line:
With Worksheets("Data")
and replace "Data" with your worksheet name.

HTH
 
Ardus,

No joy, I'm afraid. Searching for Error Messages via Google, a thousan
and one possibilities are presented. However, unbeknown to myself, ther
seems to be a difference between workbooks, worksheets and files.

One explanation said there had to be a minimum of three sheets to
workbook. All I know is I have a file called MY TIMER.xls - there ar
no sheets (I set the default to 1). Now I have changed this to 3. I
vain.

Should the code still refer to
With Worksheets ("MY TIMER")
(and should I include the .xls suffix)?

Grant
 
Hi Grant

i would to do exactly the same thing with DDE coming from metatrader
and i know nothing about VB did you achieve your goal ,it' is possible
to have a sample of your script to build a database coming from DDe
link .
i'm trading full time on forex i'm using tick data to get signal ,and
today i have to stay all day in front of my computer to key in data to
build my database of ticks

your help will be much appreciated

thank's in advance

Philip
 
Back
Top