DDE

With ADVFN, you can stream share prices directly into an Excel spread sheet.

Many different values are available, from current price, bid and offer to the volume of shares flagged as sells or yesterday's closing bid price.

See below for a full description of what's available.

HOW DO I GET LIVE STREAMING SHARE PRICES IN EXCEL?

Subscribe to ADVFN Stealth. This will let you stream unlimited live LSE prices into a spread sheet. When you're not using your spread sheet, the subscription will also let you get unlimited live prices via the ADVFN apps for Android and iPhone/iPad and on the website (when the boss isn't looking).
Download and install the ADVFN DDE software.
Download your Monitor list as a spread sheet using the box below. Make a note of where you're saving the file; you'll need to find it later (the default is normally the Downloads folder). The spread sheet will contain all the symbols in your monitor available via DDE as well as all the columns available via the platform. See below for more details on the markets and bits of information you can get in DDE.

Subscribe to ADVFN Stealth to download your monitor list. Click here for more information.
Run the DDE software by going to the Start menu at the bottom left of your screen > All programs > ADVFNDDE and clicking on the ADVFNDDE program. You'll need to enter your normal ADVFN username and password.
Open your Monitor spread sheet. You might be prompted to update and enable links to other data sources or something similar (depending on the version of Excel you are using). Click Update or OK and prices will start to stream into your spread sheet.

DO I HAVE TO USE EXCEL?

Excel is great, but can be a little pricey. If you don't have access to Excel, there are a couple of great free pieces of software you can try,OpenOffice and LibreOffice. Both include free versions of word processing, spread sheet and presentation software.

As DDE is a widely used technology, you may be able to get ADVFN prices into other software. We concentrate on and support it in Excel, OpenOffice and LibreOffice.

CAN I CUSTOMISE MY SPREAD SHEET?

Any formulae, charts, styles, conditional formatting, or anything else available in your spread sheet software can be applied to the figures you stream from ADVFN.

Being able to apply your own customised analysis to the figures is one of the most useful things about getting price data streaming into a spread sheet and you can do pretty much anything you like by combining Excel with ADVFN DDE.

CAN I BUILD A SPREAD SHEET FROM SCRATCH?

Yes. You can build up your own sheet of streaming prices by entering the formula corresponding to the bit of data you after into each cell. The formula is slightly different depending on whether you're using Excel or OpenOffice/LibreOffice, but you'll quickly get the hang of it.

A handy tool for generating the code you need is below.

If you're feeling a bit more adventurous, you can put the formulae together yourself. The basic formats for the formula are:

Excel	=ADVFN\|EXCHANGE_SYMBOL!COMMAND
OpenOffice & LibreOffice	=DDE("ADVFN";"EXCHANGE_SYMBOL";"COMMAND")

Whilst this might seem daunting initially, have a closer look and you'll see that there are only 3 things you need to put in to get the value you want: EXCHANGE, SYMBOL & COMMAND. The rest of the formula stays the same every time.

EXCHANGE is the market the symbol trades on. For instance, you would use LSE if your stock trades on the London Stock Exchange.

SYMBOL is what you'd normally use on the site to get a quote. For instance, VOD if you want to see a quote for Vodafone.

COMMAND is the bit of data you want. For instance, you would use CHANGE if you want to know the change value.

Putting these all together, we would get the change value for Vodafone's listing on the London Stock Exchange. Here is what the formula would look like in this case:

Excel	=ADVFN\|LSE_VOD!CHANGE
OpenOffice & LibreOffice	=DDE("ADVFN";"LSE_VOD";"CHANGE")

Exchange codes

Use the code in the left hand column to specify the EXCHANGE.

Code	Exhange
LIFFE	Euronext LIFFE
LSE	London Stock Exchange
FTSE	FTSE Indices
ISE	Irish Stock Exchange
ISI	Irish Indices
NASDAQ	NASDAQ
AMEX	American Stock Exchange
OTCBB	OTCBB
USOTC	Other OTC
DOWI	DOW JONES Indices
NYSE	New York Stock Exchange
NYSEI	New York Stock Exchange Indices
TSX	Toronto Stock Exchange
TSXV	TSX Venture Exchange
BOV	Brazil Bovespa Exchange
BMF	BM&F - Brazilian Commodities
XE	Xetra (Deutsche Boerse)
ASX	Australian Stock Exchange
BITMOT	Italian Stock Exchange MOT
PSE	Philippine Stock Exchange
EU	Euronext
BIT	Italian Stock Exchange
BITA	Afterhour Italy
BITI	Italian Stock Exchange Indices
NIK	Nikkei Indices
NASDAQI	NASDAQ Indices
PLUS	PLUS
SGX	Singapore Exchange
FX	GTIS Forex
SPI	Standard & Poors Indices
BCB	Brazilian Indicators
RTS	Russian Trading System
DBI	Deutsche Boerse Indices
ASE	Athens Stock Exchange
ASI	Athens Indices
SWI	Swiss Indices
NYMEX	NYMEX
COMEX	COMEX
CME	Chicago Mercantile Exchange
TSE	Tokyo Stock Exchange
WSE	Warsaw Exchange
BMV	Bolsa Mexicana de Valores

Command codes

Use the code in the left hand column to specify the COMMAND.

	Code	Description
Price data
	CUR	Current price.
	CHANGE	Difference between the current price and yesterday's closing price.
	CHANGE_PC	Difference between the current price and yesterday's closing price, expressed as a percentage (%).
	MID	Value half way between the bid and offer prices.
	BID	Price the instrument can be sold at.
	OFFER	Price the instrument can be bought at (also known as the Ask).
	OPEN	Price the instrument opened at today.
	HIGH	Highest value the current price has hit today.
	LOW	Lowest value the current price has hit today.
	CLOSE	The closing price for an instrument, the last price of the day.
	VOLUME	Total volume traded today.
	LAST_CHANGE_TIME	Last time the current price changed.

Deeper data
	YEST_CLOSE	Yesterday's closing price.
	YEST_BID	Yesterday's bid price when trading finished.
	YEST_OFFER	Yesterday's offer price when trading finished.
	SPREAD	Difference between the bid and offer prices.
	SPREAD_PC	Difference between the bid and offer prices, expressed as a percentage (%).
	OPEN_CHANGE	Difference between the open price and the current price.
	OPEN_CHANGE_PC	Difference between the open price and the current price, expressed as a percentage.
	UNCROSSING_PRICE	Resulting price of an auction. Will not be present for all markets.
	UNCROSSING_VOLUME	Resulting volume for an auction. Will not be present for all markets.
	DAILY_VWAP	Volume weighted average price for the day. Will not be present for all markets.
	PERIOD_VWAP	Volume weighted average price for the day for an exchange defined period. Will not be present for all stocks.
	OPEN_INTEREST	Open interest for derivatives. Will not be present for all markets.

Trade data
	TRADE_PRICE_0	Most recent trade price.
	LAST_TRADE_SIZE	Size of the last trade.
	LAST_TRADE_TIME	Time of the last trade.
	LAST_TRADE_TYPE	Type of the last trade.
	NUM_TRADES	Number of trades reported today.
	BUY_VOLUME	Total number of shares traded at a price which was closest to the offer at the time of trading.
	SELL_VOLUME	Total number of shares traded at a price which was closest to the bid at the time of trading.
	UNKNOWN_VOLUME	Total number of shares traded at a price which was the mid price, or the trade report was delayed.
	BUY_PC	Buy volume expressed as a percentage of the total volume.
	SELL_PC	Sell volume expressed as a percentage of the total volume.
	UNKNOWN_PC	Unknown volume expressed as a percentage of the total volume.
	TRADE_HIGH	Highest traded price.
	TRADE_LOW	Lowest trades price.
	TRADE_PRICE_1	Second to last trade price.
	TRADE_PRICE_2	Third to last trade price.
	TRADE_PRICE_3	Fourth to last trade price.
	TRADE_PRICE_4	Fifth to last trade price.

Information
	NAME	Name of the stock.
	SYMBOL	Stock symbol.
	MARKET	Market for the stock.
	DESCRIPTION	Stock description.
	ISIN	International Securities Identification Number.

Bear in mind that not all commands can be used for all markets and symbol. The data might not exist or just not be available.

WHERE CAN I GET HELP USING DDE?

If you get stuck, call us on 0207 0700 961, send us an email to support@advfn.com, chat to us by instant messenger or ask a question on the DDE forum. Messenger pigeons will be accepted though might not be returned.

THINGS TO REMEMBER

- Always start the ADVFN DDE software before you start up your spread sheet

Starting the spread sheet first will make your computer think there is no data available to stream. Stoopid computer.

- You need a subscription to use DDE

The ADVFN Stealth subscription will give you access to DDE. It also gives you unlimited live LSE prices on the site and on your mobile with the ADVFN apps for Android and iPhone/iPad.