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Historical DDE

The table "DDE" is related to the historic data update function from DDE Server. Inside this function should be defined the DDE sources used to update the archives.

It is possible to create any number of DDE sources. Typically three or four will be used.

New Create a new DDE.
Copy Copy the selected DDE to a new one.
Delete Delete the selected DDE.
Save Confirm and apply all modifications done so far. Until this key is not pressed, the modification will not be effective.
Exit Exit from the window.


A classic example of DDE server is Microsoft Excel. Let's see in details all the necessary steps to use this data source.

  1. Position the cursor on the DDE table and create a DDE pressing the button New from the vertical menu on the left. A new DDE is created with a default name (e.g. DDE_1) which is possible to modify at any time.

  2. Specify the name of the DDE Server which in this case is Excel.exe.

  3. For each security for which data should be read from the excel worksheet, follow these steps:

    • press the icon New just above the name of the DDE server. A new security is created to which it is possible to assign a name.

    • on the grid below specify the security list, the Excel cells containing the security data, and define for each field (date, time, open, close etc) the DDE connection string using this syntax:

      filename.xls!R(row_number)C(column_number)

      An example:

          Data.xls!R1C1

      where Data.xls is the name of the Excel file containing the data. R1C1 defines the cell on row 1, column one.
      The two elements are separated from the character "!" (exclamation mark).

    • define all format properties (data and time formats, field separator, string delimiter etc.)



    let's see in more details the fields to set:

    Symbol It is the Security symbol. This is clearly mandatory.
    Periodicity It is the Security Periodicity. Mandatory.
    Date

    A string which defines the path to reach the security Date.

    It is mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Time

    A string which defines the path to reach the security Time. It is mandatory only in case of intraday periodicity. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Open

    A string which defines the path to reach the security open value. Not Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    High

    A string which defines the path to reach the security Max value. Not Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Low

    A string which defines the path to reach the security Minimum value. Not Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Close

    A string which defines the path to reach the security Close value. Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Volume

    A string which defines the path to reach the security trade Volume. Not Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Open Interest

    A string which defines the path to reach the security Open Interest value. Not Mandatory. The Path is the same format as the one seen above:

    filename.xls!R(row_number)C(column_number)

    Date format It is a string which defines the Date Format found on the DDE Server. Mandatory.
    Time Format It is a string which defines the Time Format found on the DDE Server. Mandatory.
    Decimal Separator

    It is the character used as a decimal separator in the data to load. This is mandatory.

    Thousands Separator It is the character used as a thousand separator in the data to load. Not Mandatory.



    NB

    The string which defines the Date and Time Format could be for example mm/dd/yy where mm are two digits for the month, dd two digits for the day, and yy two digits for the year.

    Let's see some more examples.

    If in the text file, the data is in the format 20020701 where 2002 is the year, 07 is the month, and 01 is the day, the correct format to insert is yyyymmdd.

    If in the text file, the data is in the format 2002-07-01 where 2002 is the year, 07 is the month, and 01 it the day, the correct format to insert is yyyy-mm-dd.

    The same applies to the time format.

    If in the text file the time is in the format 123001 where 12 is the hour, 30 are the minutes, and 01 are the seconds, the correct time format to insert is hhmmss.

    If in the text file the time is in the format 13:23:01, where 13 is the hour, 23 are the minutes, and 01 are the seconds, the correct time format to insert is hh:mm:ss.




To remove a security from the list, after selecting it press the button Remove just above the name of the DDE Server.

To add a security to the list, copying it from an existing one, select the security to copy then press the button Copy just above the name of the DDE Server.

When using it the DDE Server must already by active. In case of Excel, this must have already been lunched and the file .xls containing the data must be already open on the first worksheet.

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