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Date/Time: Wed, 24 Apr 2024 18:46:22 +0000



DDE input for SC

View Count: 918

[2019-08-19 21:26:39]
User672082 - Posts: 60
Hi All,

I am trying to build an excel spread sheet to track my pairs trades. I cant find the DDE requirements for excel for SC charts. I have pasted an example of what I am looking for. Can anyone post a link for me for SC specific DDE inputs for excel? Thank you!

example:
Using RediDDE

When RediPlus starts it registered DDE server with name "RediLink"

Generic syntax to request data from Excel is

  =RediLink|<topic name>!'<key1>;<key2>;<...>;<field 1>,<field 2>,<...>'

example:
  =RediLINK|L1!'IBM;lp,op,cp,sym,vol,ap,bp,as,bs'


DDE currently support requests for level 1 and positions

To request level 1

Topic name = L1

Key = symbol -> example IBM

Fields = any from supported list

  Supported fields:
  LP  - last price
  BP  - bid price
  AP  - ask price
  BS  - bid size
  AS  - ask size
  DH  - day high
  DL  - day low
  VOL  - volume
  OP  - open price
  CP  - close price
  YBP  - yesterday bid price
  YAP - yesterday ask price
  AH - annual high
  AL - annual low
  SYM - symbol
    
example:
  request Microsoft bid, ask and last price
  
  =RediLINK|L1!'MSFT;bp,ap,lp'

options:
  use the base option symbol, a space plus the Opra month/strike codes
example:
  request IBM DS (IBM APR 95 Call) option bid price
  =REDILINK|'L1'!'IBM DS;bp'

To request positions

Topic name = POS

Keys
  first = account -> example 0099AABBCC
  second = symbol -> example IBM

Fields = any from supported list

  Supported fields:
  AC - account
  SYM - symbol
  POS - position
  VAL - value
  PAL - profit and loss
    
example:
  request position for account '123ABC' symbol Microsoft
  
  =RediLINK|POS!'123ABC;MSFT;ac,sym,pos,val,pal'



To enter formula containing multiple fields in an Excel multiple cells must be selected
and formula entered with CTRL+SHIFT+ENTER.

This method requesting an "array" of values in Excel
[2019-08-25 06:00:46]
Sierra Chart Engineering - Posts: 104368
No, Sierra Chart does not support DDE. That is a very out of date protocol. This goes back to 1987 with the release of Windows 2.0. Microsoft has not even touched that protocol for 1 to 2 decades now.

You need to use the DTC protocol server in Sierra Chart:

Data and Trading Communications (DTC) Protocol Server
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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