DDE and updating

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 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

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.

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

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
>

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]

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
>

Ardus,

You're a Gentleman, Scholar and Saint.

Thank you, mate.

Grant.

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.

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