ADVFN DDE InterfaceIntroduction
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.com 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. |