Dynamic Data Exchange (DDE)

What is DDE?

The DDE (Dynamic Data Exchange) protocol is used by many data vendors including Bloomberg, Reuters, etc.
DDE can be used to exchange data with any statistic or trading programs using it, for instance, Microsoft Excel.
Thousands of applications use DDE, including Microsoft Excel, Word, Lotus 1-2-3, and Visual Basic.


What DDE offers for traders?

Many Chart Program supports Real-Time streaming quotes from DDE-compliant data sources.
However, some of them are not work with SPTrader[1].
The following Programs are verified by us to work properly with SPTrader:

  1. Microsoft Excel
    2. TOPICCOMMAND[2]
    PRICE LINE[3]sptrader|price!sp*
    LASTsptrader|last!sp*
    LAST SIZEsptrader|lastsize!sp*
    BIDsptrader|bid!sp*
    BID SIZEsptrader|bidsize!sp*
    ASKsptrader|ask!sp*
    ASK SIZEsptrader|asksize!sp*
    OPENsptrader|open!sp*
    HIGHsptrader|high!sp*
    LOWsptrader|low!sp*
    CLOSEsptrader|close!sp*
    VOLUMEsptrader|volume!sp*

    Download

    Limitation of DDE boundary setting:
    • Position limit upper boundary cannot be the same or more than the value set.
      e.g. If want the max position to be "1" , then "2" has to be set.
    • The same as for lower boundary.e.g. If want the max position to be "-1" , then "-2" has to be set.
    • Qty and Price boundary can be the same as the value set
    • If set "0" , it is regarded as no boundaries set
    • Cannot perform spread since no 0 or -ve prices can be performed

  2. Multi-chart

    3. To feed DDE data into Multichart, use its Universal DDE function[4].
    For instruction, See: Setting up Universal DDE

    Remember, when you are testing whether the DDE work, in Universal DDE, you enter:

    TOPICCOMMAND
    TRADE / PRICEsptrader|last!sp*
    TRADE SIZEsptrader|lastsize!sp*
    BIDsptrader|bid!sp*
    BID SIZEsptrader|bidsize!sp*
    ASKsptrader|ask!sp*
    ASK SIZEsptrader|asksize!sp*

Remark

  1. Not support OpenOffice.

  2. SP Command: SERVER|TOPIC!ITEM
    SERVER = sptrader
    ITEM = sp + Product Code

  3. Price Line is a set of array including the information of update time, product name, ask, bid, etc.

  4. SPTrader versions from R8.482 support Multi-chart DDE.

: (852) 2127 7421
: info@sharppoint.com.hk
: Units A - C, 20/F, Lockhart Centre, 301 - 307 Lockhart Road, Wanchai, Hong Kong