DDE and updating

[grant606]

Via a dde link, I have a constantly changing (real-time) value in cell A1.

How can I automatically copy and add the latest value every 1 minute into a column?

Any suggestions much appreciated.

[Bondi]

grant606 wrote:
> Via a dde link, I have a constantly changing (real-time) value in cell
> A1.
>
> How can I automatically copy and add the latest value every 1 minute
> into a column?
>
> Any suggestions much appreciated.
>
>
> --
> grant606
> ------------------------------------------------------------------------
> grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077
> View this thread: http://www.excelforum.com/showthread...hreadid=548264

Hi Grant,

Out of curiosity what real time application/feed are you using?
(Reuters or Bloomberg or something else?)

Regards,
Bondi

[grant606]

Dear Bondi,

Reuters or Bloomberg? I wish.

No, I'm using WinBis from a German company, and possibly the cheapest at £68 per month for real-time Eurex futures and options. If there is a cheaper alternative, I'd like to know.

My specific current interest is refining an Excel programme I've built for volatility arbitrage of index options (DAX, STOXX, SMI).

Grant.

[Bondi]

Hi Grant,

So if i understand you, then your goal is to creat an intraday history
with one minute updates on the above listed instruments.

I know for a fact that this is hell to creat in Excel. Even if you have
a live feed. I'm not sure about how it works when reciving from the web
but i cannot belive it will be better.

It also depends on how long series you want to store/analyse.

I'm sorry not to be of any more help but maybe your trades are not spot
and hence you can download historical data from euronext.com or
something like that. I belive they have intraday data.

Regards and good luck,
Bondi

[Ardus Petus]

Paste into a standard module:

'---------------------------------------------------------------------
Option Explicit

Dim dNextExec As Date

Sub CopyValue()
Dim rCell As Range
With Worksheets("Data")
Set rCell = .Cells(Rows.Count, "B").End(xlUp).Offset(1, 0)
rCell.Value = Range("A1").Value
rCell.Offset(0, 1) = Now
End With
dNextExec = Now + TimeSerial(0, 1, 0) 'h, m, s
Application.OnTime dNextExec, "CopyValue"
End Sub

Sub StopTimer()
Application.OnTime dNextExec, "CopyValue", , False
End Sub

'---------------------------------------------------------------------

Cheers,
--
AP
"grant606" <[email protected]> a écrit
dans le message de news:
[email protected]...
>
> Via a dde link, I have a constantly changing (real-time) value in cell
> A1.
>
> How can I automatically copy and add the latest value every 1 minute
> into a column?
>
> Any suggestions much appreciated.
>
>
> --
> grant606
> ------------------------------------------------------------------------
> grant606's Profile:
> http://www.excelforum.com/member.php...o&userid=35077
> View this thread: http://www.excelforum.com/showthread...hreadid=548264
>

[grant606]

Dear Ardus,

VBA is totally alien to me so I’ll explain what I did to show if I got it right (or not)

Opened new file in Excel and named it New Timer.xls.

Opened Visual basic Editor, Insert, Module.

Module headings are left box (General), right box Copy Value.

I then copied/pasted the code.

Option Explicit
Dim dNextExec As Date

A line underlines these two.

(The rest of the codes follows.)

The last three lines:

Sub StopTimer()
Application.OnTime dNextExec, "CopyValue", , False
End Sub

have a line above them.

I will need to wait until tomorrow before I can run it. It is really decent of you to provide this, and greatly appreciated. If I can reciprocate in any way, let me know (are you in the UK?)

Bondi, It's a nightmare to find the data I’m looking for from any source; I’ve looked at all of them. Eurex provides tic data but the files (for a single day) are enormous and contain 90% of data I don’t need. To extract the relevant data is an exercise in itself.

Best regards,

Grant.
[email protected]

[Ardus Petus]

You've done all right.
Now, you must reestablish your DDE link to get real-time data in Worksheet
"Data" cell A1.
Once this is done, you can run CopyValue macro.
To stop it, run StopTimer macro.

HTH
--
AP

"grant606" <[email protected]> a écrit
dans le message de news:
[email protected]...
>
> Dear Ardus,
>
> VBA is totally alien to me so I'll explain what I did to show if I got
> it right (or not)
>
> Opened new file in Excel and named it New Timer.xls.
>
> Opened Visual basic Editor, Insert, Module.
>
> Module headings are left box (General), right box Copy Value.
>
> I then copied/pasted the code.
>
> Option Explicit
> Dim dNextExec As Date
>
> A line underlines these two.
>
> (The rest of the codes follows.)
>
> The last three lines:
>
> Sub StopTimer()
> Application.OnTime dNextExec, "CopyValue", , False
> End Sub
>
> have a line above them.
>
> I will need to wait until tomorrow before I can run it. It is really
> decent of you to provide this, and greatly appreciated. If I can
> reciprocate in any way, let me know (are you in the UK?)
>
> Bondi, It's a nightmare to find the data I'm looking for from any
> source; I've looked at all of them. Eurex provides tic data but the
> files (for a single day) are enormous and contain 90% of data I don't
> need. To extract the relevant data is an exercise in itself.
>
> Best regards,
>
> Grant.
> [email protected]
>
>
> --
> grant606
> ------------------------------------------------------------------------
> grant606's Profile:
> http://www.excelforum.com/member.php...o&userid=35077
> View this thread: http://www.excelforum.com/showthread...hreadid=548264
>

[grant606]

Ardus,

You're a Gentleman, Scholar and Saint.

Thank you, mate.

Grant.

[grant606]

Dear Ardus,

Started programme as instructed; following messages appeared:

On Run CopyValue, “Runtime Error ‘9’ Subscript out of range”

On Run StopTimer, “Runtime Error ‘104’ Method ‘OnTime’ of object_Application failed"

Any suggestions, please?

Regards,

Grant.

[FX42N]

I am also working with a DDE and have questions on updating my data tables. I hope you both don't mind my participation in this thread.

My Dilemma: IF PRICE > HIGH, THEN capture the new HIGH value, ELSE show current HIGH value.

Solution 1: Uncertain how to approach this problem, I attempted to go with something familiar: =IF(PRICE > HIGH, PRICE, HIGH).
Unfortunately, I discovered this does not record the new price. It only confirms the condition that a new HIGH has been reached during the current period.

Solution 2: Create a macro to paste PRICE values to HIGH.
While this solution does record the change in values, I have not been able to automate the macro.

Sub Macro1()
'COPY PRICE
Range("PRICE").Select
Selection.Copy

'PASTE VALUES TO HIGH
Range("HIGH").Select
Selection.PasteSpecial Paste:=xlValues, Operation:=xlNone, SkipBlanks:= _
False, Transpose:=False
ActiveSheet.Paste
Application.CutCopyMode = False
End Sub

My questions are,
1) Is it possible to create a function using the Selection.PasteSpecial Paste:=xlValues vba command?

2) Can vba and macro commands be written into a conditional format or into a Logical Function formula? Into other types of Excel Functions?

3) In your opinion, what is the most effective method for automating the paste values vba command?

4) What skill sets should I review before creating this next solution? By the way, I have access to Jeff Webb's "Using Excel Visual Basic for Applications," "Excel Bible 2003," and "MOS 2003 Study Guide," not to mention access to study sections at sites like ExcelTip, so review and learning shouldn't be much of a problem.

Thanks.

[Ardus Petus]

Change line:
With Worksheets("Data")
and replace "Data" with your worksheet name.

HTH
--
AP

"grant606" <[email protected]> a écrit
dans le message de news:
[email protected]...
>
> Dear Ardus,
>
> Started programme as instructed; following messages appeared:
>
> On Run CopyValue, "Runtime Error '9' Subscript out of range"
>
> On Run StopTimer, "Runtime Error '104' Method 'OnTime' of
> object_Application failed"
>
> Any suggestions, please?
>
> Regards,
>
> Grant.
>
>
> --
> grant606
> ------------------------------------------------------------------------
> grant606's Profile:
> http://www.excelforum.com/member.php...o&userid=35077
> View this thread: http://www.excelforum.com/showthread...hreadid=548264
>

[grant606]

Ardus,

No joy, I'm afraid. Searching for Error Messages via Google, a thousand and one possibilities are presented. However, unbeknown to myself, there seems to be a difference between workbooks, worksheets and files.

One explanation said there had to be a minimum of three sheets to a workbook. All I know is I have a file called MY TIMER.xls - there are no sheets (I set the default to 1). Now I have changed this to 3. In vain.

Should the code still refer to
With Worksheets ("MY TIMER")
(and should I include the .xls suffix)?

Grant.

[[email protected]]

Hi Grant

i would to do exactly the same thing with DDE coming from metatrader
and i know nothing about VB did you achieve your goal ,it' is possible
to have a sample of your script to build a database coming from DDe
link .
i'm trading full time on forex i'm using tick data to get signal ,and
today i have to stay all day in front of my computer to key in data to
build my database of ticks

your help will be much appreciated

thank's in advance

Philip

grant606 wrote:
> Via a dde link, I have a constantly changing (real-time) value in cell
> A1.
>
> How can I automatically copy and add the latest value every 1 minute
> into a column?
>
> Any suggestions much appreciated.
>
>
> --
> grant606
> ------------------------------------------------------------------------
> grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077
> View this thread: http://www.excelforum.com/showthread...hreadid=548264