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  DDE Documentation (Anglais)
























































DDE Documentation (Anglais)


ADVFN DDE Interface

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.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_TIMETime that an auction started for this stock. Will not be present for all markets.
BIDBid price.
BID_SIZENumber of shares quotes for at the bid price. Will not be present for all markets.
BUY_PCBuy volume expressed as a percentage of the total volume.
BUY_VOLUMETotal number of shares traded at a price which was closest to the offer at the time of trading.
CHANGEDifference between the current price and the closing price from yesterday.
CHANGE_PCDifference between the current price and the closing price from yesterday, expressed as a percentage.
CLOSEOfficial closing price for a stock (also known as the settlement price).
CURCurrent price. This is usually either the last trade price, or the mid price (market dependent).
DAILY_VWAPVolume weighted average price for the day. Will not be present for all markets.
DESCRIPTIONStock description.
FLAGSExchange flags for this stock.
HIGHHighest value of the current price.
ISINInternational Securities Identification Number.
LAST_CHANGE_TIMELast time the current price has changed.
LAST_TRADE_FLAGSFlags for the last trade.
LAST_TRADE_SIZESize of the last trade.
LAST_TRADE_TIMETime of the last trade.
LAST_TRADE_TYPEType of the last trade.
LOWLowest value of the current price.
MARKETMarket for the stock.
MIDAverage of the bid and offer prices.
NAMEName of the stock.
NUM_TRADESNumber of trades reported today.
OFFEROffer price (also known as the 'ask' price).
OFFER_SIZENumber of shares quotes for at the offer price. Will not be present for all markets.
OPENOpening current price of the day.
OPEN_CHANE_PCDifference between the open price and the current price, expressed as a percentage.
OPEN_CHANGEDifference between the open price and the current price.
OPEN_INTERESTOpen interest for derivatives. Will not be present for all markets.
PERIOD_VWAPVolume weighted average price for the day for an exchange defined period. Will not be present for all stocks.
SELL_PCSell volume expressed as a percentage of the total volume.
SELL_VOLUMETotal number of shares traded at a price which was closest to the bid at the time of trading.
SPREADDifference between the bid and offer prices.
SPREAD_PCDifference between the bid and offer prices, expressed as a percentage.
SYMBOLStock symbol.
TRADE_HIGHHighest traded price.
TRADE_LOWLowest trades price.
TRADE_PRICE_0Most recent trade price.
TRADE_PRICE_1Second to last trade price.
TRADE_PRICE_2Third to last trade price.
TRADE_PRICE_3Fourth to last trade price.
TRADE_PRICE_4Fifth to last trade price.
UNCROSSING_PRICEResulting price of an auction. Will not be present for all markets.
UNCROSSING_VOLUMEResulting volume for an auction. Will not be present for all markets.
UNKNOWN_PCUnknown volume expressed as a percentage of the total volume.
UNKNOWN_VOLUMETotal number of shares traded at a price which was the mid price, or the trade report was delayed.
VOLUMETotal volume traded today. Which trades count towards this total are exchange dependent.





YEST_BIDYesterday's bid price.
YEST_CLOSEYesterday's closing price.
YEST_OFFERYesterday's offer price.
YEST_VOLUMEYesterday's volume.