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ADVFN DDE Interface (Anglais)Introduction
How to install the ADVFN DDE Interface
How to use ADVFN DDE
Troubleshooting
Glossary
Introduction
The ADVFN DDE Interface is a program that allows you to import streaming data from your ADVFN service directly into other programs, such as Microsoft Excel. DDE (Dynamic Data Exchange) is a protocol that allows programs to share data and send commands directly to each other. The ADVFN DDE Interface gives you the ability to use Excel's charting and data manipulation facilities to customise and create your own analysis.
How to install the ADVFN DDE Interface
In order to use the ADVFN DDE system, you will need to download the client onto your computer, as this is the application that creates the link between the site and your Excel spreadsheet. You can obtain it directly from ADVFN:
http://www.advfn.com/ddesetup.exe
It is important to obtain it only directly from our servers, to ensure the program is correct. Once downloaded, please run this file, and follow the on-screen prompts to install it.
How to use ADVFN DDE
To start to use the ADVFN DDE Interface, you must create your spreadsheet before enabling the program. Open Microsoft Excel or other DDE-compatible program and start a new sheet.
In each cell, you can create a formula, which states what data it wants to pull from the DDE Interface. The format for this data is:
=ADVFN|Exchange_stock!Information
For example:
=ADVFN|LSE_VOD!CHANGE
subscribes to the change percentage (e.g. -1.2%) for VOD on the LSE exchange.
The formula always starts with =ADVFN|, to denote that it is data from the ADVFN DDE interface.
The second part of the formula is the Exchange and stock that you are after. You can find a full list of the supported exchanges in the Glossary section of this document.
In the example we have used LSE as the exchange, and Vodafone as the stock. The exchange and symbol must be separated by an underscore (“_”) character. The symbol for the stock must be used here, not the stock's full name (i.e. VOD rather than Vodafone PLC), this can be obtained from the ADVFN website. The stock symbol must be followed by an exclamation mark (!) as a separator before the final part.
The final part of the formula indicates which type of information you are after, for instance “Change” for the change percentage. You can find the full list of information types in the Glossary section of this document.
You can of course use any Excel formulas to manipulate the data, summing cell contents with one another for instance, using the ADVFN DDE commands the same as any other resource within the program.
Once you have created and saved your list, close your spreadsheet program, then start the ADVFNDDE.exe program. You will be asked to login at this point. Your login details are the same username and password that you use to login on the ADVFN website. You will see the ADVFN logo in the systems tray when the DDE application is running. Open up the Excel sheet and press update on the pop up to get all the latest prices.
When it is running, it should look something like this:
Download a ready-to-use spreadsheet.
Troubleshooting
I get a lot of stocks displaying “N/A”
It is likely you have entered the code in the cell incorrectly, please double check that. If all your cells display “N/A”, it is also possible there has been a connection error. To reset the system, close your spreadsheet, then close the connection to the ADVFN DDE Interface, by right-clicking the ADVFN logo in your system tray and selecting “Exit”. You can then restart the ADVFN DDE Interface, followed by your spreadsheet.
If this does not solve your problem, please send an email to support@advfn.fr detailing the problem, and including your spreadsheet as an XLS or CSV file if possible.
Glossary
Command format summary
The format for inserting data into cells is:
=ADVFN|Exchange_stock!Information
For example:
=ADVFN|LSE_VOD!CHANGE
ADVFN Exchange codes
This is a list of the codes to use for each of the exchanges in the ADVFN DDE Interface.
LSE - London Stock Exchange
NASDAQ - NASDAQ Stock Exchange
NYSE - New York Stock Exchange
AMEX - American Stock Exchange
EUROP - Paris (EURONEXT)
USBB - OTC BB
USOTC - Other OTC
PLUS - PLUS
RTS - Russian Trading System
TSE - Toronto Stock Exchange
TSX - TSX Venture Exchange
ASE - Athens Stock Exchange
HEX - Helsinki Stock Exchange
CSE - Copenhagen Stock Exchange
ISE - Irish Stock Exchange
XE - XETRA (Deutsche Boerse)
JSE - Johannesburg Stock Exchange
SSE - Stockholm Stock Exchange
WSE - Warsaw Stock Exchange
SGX - Singapore Stock Exchange
BMV - Mexico (Bolsa Mexicana de Valores)
LIFFE - LIFFE Futures and Options Exchange
SG - SG Securities
FX - S&P Combined FOREX
MDE - Montreal Derivatives Exchange
MOE - Montreal Options Exchange
NYMEX - NYMEX Commodities Exchange
COMEX - COMEX Commodities Exchange
WCE - Winnipeg Commodities Exchange
CME - Chicago Mercantile Exchange
ADVFN DDE Commands
This is a list of all the different commands you can use to obtain data from the DDE Interface.
AUCTION_TIME Time that an auction started for this stock. Will not be present for all markets.
BID Bid price.
BID_SIZE Number of shares quotes for at the bid price. Will not be present for all markets.
BUY_PC Buy volume expressed as a percentage of the total volume.
BUY_VOLUME Total number of shares traded at a price which was closest to the offer at the time of trading.
CHANGE Difference between the current price and the closing price from yesterday.
CHANGE_PC Difference between the current price and the closing price from yesterday, expressed as a percentage.
CLOSE Official closing price for a stock (also known as the settlement price).
CUR Current price. This is usually either the last trade price, or the mid price (market dependent).
DAILY_VWAP Volume weighted average price for the day. Will not be present for all markets.
DESCRIPTION Stock description.
FLAGS Exchange flags for this stock.
HIGH Highest value of the current price.
ISIN International Securities Identification Number.
LAST_CHANGE_TIME Last time the current price has changed.
LAST_TRADE_FLAGS Flags for the last trade.
LAST_TRADE_SIZE Size of the last trade.
LAST_TRADE_TIME Time of the last trade.
LAST_TRADE_TYPE Type of the last trade.
LOW Lowest value of the current price.
MARKET Market for the stock.
MID Average of the bid and offer prices.
NAME Name of the stock.
NUM_TRADES Number of trades reported today.
OFFER Offer price (also known as the 'ask' price).
OFFER_SIZE Number of shares quotes for at the offer price. Will not be present for all markets.
OPEN Opening current price of the day.
OPEN_CHANE_PC Difference between the open price and the current price, expressed as a percentage.
OPEN_CHANGE Difference between the open price and the current price.
OPEN_INTEREST Open interest for derivatives. 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.
SELL_PC Sell volume expressed as a percentage of the total volume.
SELL_VOLUME Total number of shares traded at a price which was closest to the bid at the time of trading.
SPREAD Difference between the bid and offer prices.
SPREAD_PC Difference between the bid and offer prices, expressed as a percentage.
SYMBOL Stock symbol.
TRADE_HIGH Highest traded price.
TRADE_LOW Lowest trades price.
TRADE_PRICE_0 Most recent trade 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.
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.
UNKNOWN_PC Unknown volume expressed as a percentage of the total volume.
UNKNOWN_VOLUME Total number of shares traded at a price which was the mid price, or the trade report was delayed.
VOLUME Total volume traded today. Which trades count towards this total are exchange dependent.
YEST_BID Yesterday's bid price.
YEST_CLOSE Yesterday's closing price.
YEST_OFFER Yesterday's offer price.
YEST_VOLUME Yesterday's volume.
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