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#1
Posted to microsoft.public.excel.misc
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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 ------------------------------------------------------------------------ grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077 View this thread: http://www.excelforum.com/showthread...hreadid=548264 |
#2
Posted to microsoft.public.excel.misc
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DDE and updating
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 |
#3
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DDE and updating
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. -- grant606 ------------------------------------------------------------------------ grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077 View this thread: http://www.excelforum.com/showthread...hreadid=548264 |
#4
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DDE and updating
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 |
#5
Posted to microsoft.public.excel.misc
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DDE and updating
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" a écrit dans le message de news: ... 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 |
#6
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DDE and updating
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. -- grant606 ------------------------------------------------------------------------ grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077 View this thread: http://www.excelforum.com/showthread...hreadid=548264 |
#8
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DDE and updating
Ardus, You're a Gentleman, Scholar and Saint. Thank you, mate. Grant. -- grant606 ------------------------------------------------------------------------ grant606's Profile: http://www.excelforum.com/member.php...o&userid=35077 View this thread: http://www.excelforum.com/showthread...hreadid=548264 |
#9
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DDE and updating
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 |
#10
Posted to microsoft.public.excel.misc
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DDE and updating
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 |
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