IB's DDE Excel Syntax question

Discussion in 'Automated Trading' started by travis, Feb 17, 2006.

  1. travis


    You can ask a lot of information about a stock through your IB DDE-Linked Spreadsheet:


    Request today's high price: server + tik + idn + high
    Request today's low price: server + tik + idn + low
    Request last close price: server + tik + idn + close...

    My question is this - how do I request yesterday's high price and low price? Thank you
  2. zuijlen


    Most DDE interfaces do not support historical data requests, so I assume that is the case for IB's interface as well.
  3. travis


    I solved the problem by using the following method.

    Instead of using a new sheet each time, I will start using the same sheet day after day, and at the end of each day, at 22.00 Central European Time (16.00 EST), I tell the sheet that today's high and low will have to be copied onto yesterday's high and low cells. In order to have a cell saying "today's 22.00" without having to change that cell's date each day, I used this (it seems to work):