Need Quote software that can handle lots of DDE links

Discussion in 'Automated Trading' started by cashonly, Dec 9, 2005.

  1. Allow me some comments on the last posts

    1) About C (Nitro post)

    Using C and considering the way you explained certainly suits yourself perfectly, but it is an extreme approach not accessible to everyone and also in general people tend to be either good in C or good in trading.
    Instead of coding everything in a fast but difficult programming language it is possible to build just the critical blocks. An example of this are option pricing functions that we have in QuoteLink. These functions can be invoked through a COM or .NET interface and are coded to be simple and the fastest possible (they are also available in Excel as worksheet functions). Everything that is not critical should be written in a ‘glue’ language like VB, C#, Python. For trader programmers to build the fastest blocks I recommend C# because it is fast and you can use it to get real time data (using QuoteLink or APIs from other vendors). For the glue code I would recommend VB, Python or even c# depending on the degree of flexibility needed . The use of a interpreted language like VB or Python as glue language is far more flexible with a minimal impact on performance.

    2) About ‘Using Excel as real time tool’ and ‘the conceptual idea around Excel’ (Nitro and Cash posts):

    As Nitro said Excel is a front end tool and as such I believe it should be always plugged to the brain of the trader not to the feeds. Excel follows a spreadsheet paradigm related to functional programming that makes it appealing to non-programmer traders. This gives those traders an edge, because through Excel they can express themselves in way that would not be possible for them otherwise. To allow Excel to be used in real time scenarios and to avoid frustration, extreme care must be taking to not affect it and keep Excel strictly as a front-end tool that respects its original paradigm. This implies that data collection or anything depending on the rhythm of the feed, like any synchronous calculations, must be done without using those spreadsheet paradigms. In other words do it in other threads using some classic procedural approach and pass the results using RTD.
    In practice this is achieved using Excel as the final tool where the trader has is ‘hands on’, complemented with modules written in a faster language. These modules can come from a vendor or written by the trader himself as above.

    Antonio Leite

    p.s.
    About my posts in general I would like to say that my objective is to participate in the discussions when it concerns subjects related to QuoteIN and QuoteLink with two fundamental objectives, first to state my opinions equilibrating the discussions and second to read other opinions so that I can finalize and improve QuoteLink. I would give back any customers that eventually came through ET if that would avoid any incident, it looks thus pathetic to me that someone may expect me to be grateful because of any post. Specially for posts that obviously I consider wrong .
     
    #21     Dec 12, 2005


  2. What is pathetic is not understanding that a customer was telling you about their actual experience with your product and you are telling them they are wrong...

    Traders need and demand first class data feeds - what was written was correct, true, accurate and bang on about the lack of them with your product...

    My company builds enterprise level software business solutions (VB, C++, C#, boring, etc) and if one part of any of our integrated solutions is weak we get cremolated with problems... We make sure that very rarely happens...

    With your lack of due dilligence on the sum of the parts of your whole product design you are <b>begging</b> for competitors who will eaisly out class you regardless of how well you place braces...

    cj...

    :)

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #22     Dec 12, 2005
  3. H2O

    H2O

    Talking about Excel, RTD and updating...

    I have the following problem:

    I have EXCEL (2003) running and feed real time quotes into it by using RTD. I want to run a Macro every time a specific cell changes its value (updated by RTD)

    Excel doesn't recognize the RTD update as Worksheet-Change event because there is no manual entry etc..

    If I use the Worksheet_Calculate event, this may cause a huge workload on my system....

    Any solutions?
     
    #23     Dec 12, 2005
  4. How do I run a macro every time a certain cell changes its value?

    There is an event called Worksheet_Change which is triggered when a value is entered (it will not fire when a formula result changes). One of the arguments to this event is 'Target' which is a reference to what changed. Since this event will occur whenever a value changes - you can use the target to see if it is the cell you are interested in:

    Private Sub Worksheet_Change(ByVal Target As Range)
    If Intersect(Target, Range("C5")) Is Nothing Then
    Exit Sub
    Else
    'The cell you are monitoring has changed!
    'Do whatever you need to do...
    End If
    End Sub

    hths

    cj...

    :)

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #24     Dec 12, 2005
  5. H2O

    H2O

    That's what I said....

    I cannot use the worksheet_change event because excel doesn;t trigger if the value of the cell (updated through RTD) changes...

    Any other solutions?
     
    #25     Dec 12, 2005
  6. Customers have always received the best treatment and the best effort as been made to serve them within their budget you know that even if you were not really a customer. Many feeds exist at the different prices and all of them must be respected since all of them have interesting points as I explained in a one of the previous posts. With the DDE Gateway many of DDE feeds that were available only through DDE may now be accessed now through RTD and API. With a custom solution virtually any feed may be used.
    Basically what you saying is I’m the best, I’ve tested all, failed with all and in the end you start to insult everybody. Sure you are free to do so but that’s not the way to go. Even if the first insults didn’t target QuoteIN I’m not going to work with people with those principles period. If you want to get any respect, before insulting anyone start by first looking to what you are doing to review everything finally approach the others(business, people, whoever) in polite manner to pass any message you might have and to get some help.

    Antonio Leite



     
    #26     Dec 12, 2005
  7. Crike Antonio - Where's da Love....

    ...okay i will speak up...

    <b><font size =4>Traders need and demand first class data feeds...

    What i wrote was correct, true, accurate and bang on
    about the lack of a first class data feed with your product... </b></font>

    tried for six weeks to be a customer but found you did not have anyting for sale... please reCheck your Biz plan... many thanks...

    I am truly sorry about your hearing problem... all the best...

    God Bless The Swiss...

    cj...

    :D

    __________________
    HAVE STOP - WILL TRADE

    If You Have The Vision We Have The Code
     
    #27     Dec 12, 2005
  8. Hi H20,
    is that a calculated cell (formula cell) ?
     
    #28     Dec 12, 2005
  9. tntneo

    tntneo Moderator

    there are all kind of data providers.
    if you are not happy with one, try another one.
    flaming won't help and there are rules about that.
    btw there are also rules against promoting software and not paid advertising.
     
    #29     Dec 12, 2005
  10. cashonly

    cashonly Bright Trading, LLC

    Have another cell reference the RTD cell (ie: =A1 ). Then, when the RTD changes, that cell will and it should trigger the change event.

    Cash
     
    #30     Dec 13, 2005