Does anyone know if this is possible and if so, what the Excel Code is. I'm trying to automate some strategys but it seems like there are a lot of data retrieval limitations with DDE. Is this possible with DDE on IB TWS or Esignal: 1. Can I get yesterdays High, Low, Open, Close? 2. I get the High, Low, Open, Close for the xth number bar in 5-min, 15-min bar for today? Thanks!
If you read the help files you would already know. > 1. Can I get yesterdays High, Low, Open, Close? eSignal yes on previous close. TWS no. > 2. I get the High, Low, Open, Close for the xth number bar in 5-min, 15-min bar for today? of course not Although NeoTicker can do that and we do have users using the DDE link, personally I do not recommend that because Microsoft has not updated its DDE services for WinXP thus there are many known situations that DDE connection will not be stable, say, connecting to Excel. It is even mentioned at msdn.microsoft.com that there is no plan to fix those "known issues".