Does anyone know if the data appearing on the IB DDE Excel sheets (such as quote data, status data) will automatically update when the corresponding data changes on the TWS? Can it be made to do so?
It's really a pitty they chose DDE for order entry. Not only does it make it Windows specific, but DDE is also a broadcast protocol without acknowledgement: DDE is designed to broadcast streams of data (such as quotes) without having to worry about if every bit of data arrives. While it's OK to lose a quote or two it's not OK to lose an order or two. I will have to experiment with their implementation to see if they have some sort of acknowledgement of receipt build in. Most of this can probably be worked around by checking order status, fill status etc. on a timer.
Any idea how it is implemented? I'm guessing that the windows DLL takes care of all the client communication and just talks to the applet via a well defined API. In that case it would be at least theoretically possible to create a better plugin which talks to the applet.
Thanks for the reply. The existence of synchronized auto-updating cells is good news. It would be useful to get events in vbasic or VBA when these cells change. I don't know if that is possible with conventional DDE in vbasic or with the Windows DDE API (useable from vbasic). PeterCabus referenced www.rahminisys.com who offers a more capable vbasic DDE client having events available to trigger code as data changes. It is in the form of a vbasic control. With this you can configure your system to operate with or without Excel.
I guess using "Private Sub Worksheet_Change(ByVal Target As Range)" you can react to a cell being changed by DDE.
I have the following questions 1) Will IB allow the same number of quotes in excel as in the current TWS (40 tickers times 24 or 25 pages). Currently there is only one excel page thus a maximum of only 40 tickers. 2) will IB do something to allow more than one TWS per person to link to excel (people with multiple accounts)? 3) currenlty IB allows us to view the bid/ask/last via DDE. Will they allow us to see the bid/ask size and the bid/ask Exchange at some point?
i don't know any of those answers but i'll try to find out. it may take a day or two for me to route your questions to the appropriate person.
Hi, def will we have breadth data like nyse advancing and decline issue in the future? thanks cheers Jason
Am I the only idiot who can't figure out how to use IB Excel integration? I downloaded the latest TWS, the DDL, the sample spreadsheet, enabled Excel integration. I even get the sample spreadsheet to display market data of the symbols already in the sample by pressing ctrl+r. So why can't I use the TWS control button? I got error messages when I clicked the tws toolbar. I could get the "create ticker" macro to work only by selecting from the macro menu, not by the hot key (ctrl+e). And I couldn't get the spreadsheet to display data of the symbols I created. I feel stupid. Any help is deeply appreciated.