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Default Download with Active X

Hello! I download data from the Bloomberg professional (the program not the
website) using DDE. I am told that DDE is not very good and that Active X is
preffered. However I do not know anything about Active X (like where and how
to write the code). Can someone give me a tip about links etc. Preferably if
there is any code examples of how to use Active X for downloading from the
Bloomberg. Any help appreciated! Thanks alot in advance!
 
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