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?

  1. 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).
  2. Download and install the ADVFN DDE software.
  3. 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.
  4. 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.
  5. 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.

CodeExhange
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.

 CodeDescription
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.

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