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DDE Linking - Excel Sample

DDE stands for Dynamic Data Exchange which allows two or more programs to share information. Using eSignal you can export data from the Data Manager to Microsoft® Excel*, or any other application that supports DDE. We currently only have support for use with Microsoft Excel. Note: Microsoft no longer supports DDE technology and while it still functions in most operating systems, it's considered obsolete technology.

Opening the Excel Sample
Sigtool™ Icons
How To Create A New Spreadsheet

DDE Link - Data FAQ

Opening the Excel Sample
We offer a sample spreadsheet that it is available under Start / Programs / eSignal / Excel Sample.

Clicking Excel Sample it will open the Excel application with the following Security Warning window, Click Enable Macros

Once you click Enable Macros, it will open a toolbar called SigTools™. SigTools is an Excel add-in that automatically generates DDE links within your spreadsheet, and was created by Montgomery Investment Technology, Inc.

To open an Excel sample spreadsheet, click the Sample Matrix icon. Make sure that the Data Manager is open before opening the sample spreadsheet.
Please note that the sample spreadsheet contains columns with field names such as "Symbol" and "Last", and at the bottom there are tabs such as "Qualifiers" and "Qualifiers Description". You can find an updated sample spreadsheet under the eSignal Sample Screenshots File Sharing Group.

SigTool™ Icons
Below is the explanation for the three most used icons in the SigTool™ toolbar. To find the version being used click the About icon.  The Help icon opens the SigTool™ Help File. The SigTool™ Help File will give you access to the following:

Sample Matrix Icon
Opens a new workbook containing a sample matrix. If you change any of the Symbols or Qualifiers, update the DDE links using the DDE MatrixFill Icon.
The second sheet in the sample matrix file has a list of all the available qualifiers.  The qualifiers are listed across the top to make it easy to copy and paste as many of them as you need. The third sheet has the same list of qualifiers with a description of their function.

DDE Matrix Fill
This feature is used to update the DDE links after you have changed or added any symbol or qualifier. Select any cell containing a symbol or qualifier.
Click the DDE MatrixFill icon. The matrix will automatically be updated with DDE links based on the specified symbols and qualifiers.

DDE Hot Link
This feature is used to paste DDE link(s) to a single or multiple cells. Click the DDE Hot Link icon. The DDE Hot Links dialog box will appear.
Input the Symbol or specify the reference cell(s). Select the qualifier from the drop-down list. In the Paste to Cell box, specify the destination cell(s). The current cell or cells is the default destination.

If more than one symbol is referenced:
1) If the destination is specified as a single cell, hot links will be pasted vertically or horizontally according to the symbol range reference direction.
2) If the destination is specified as a range of cells, hot links will be pasted to the selection. The destination range may be horizontal or vertical.
3) The destination range may only be one dimension.

How To Create a New Spreadsheet
1) To create a matrix, input the list of qualifiers in a row and the symbols in a column as shown below. The upper left-hand corner of the matrix may be named "Symbol" or may be left blank.

    An example of a valid Matrix:

2) Select any symbol or qualifier.

3) Then click the DDE MartrixFill icon, data will show and update in the cells for the corresponding symbols.

4) To update a matrix that includes an empty cell in the qualifier row or symbols column, simply highlight the entire matrix and click the DDE MatrixFill icon.

DDE Link - Data FAQ

Is it possible to utilize data from the regional exchanges for NYSE and AMEX? 
Yes, eSignal has regional symbols for each listed stock. In a quote sheet, IBM=N will get you NYSE data only, where IBM alone shows data from all regional exchanges. In DDE, you'd do the same but enclose the symbol in single quotation marks ( ' ). for ex: =WINROS|BID!'IBM=N'

Note: You'll need to manually enter these regional symbols as both the DDE Matrix Fill-in and DDE Hot link options (on the SigTools menu) don't properly recognize these special regional symbols. If you use the DDE Hot Link tool, enter in the composite symbol (i.e. IBM) and then using the edit function of Excel (F2), change the symbol to 'IBM=N' or whatever symbol you choose.

How do I create a DDE link for a Futures contract or an option? I can't get them to update.
If the symbol you are entering has a space in it or is an index, you'll need to enclose the entire symbol in single quotation marks for the DDE link to work. For options, you also need to use the short form symbol. For example:


Can I capture each tick with DDE? 
With issues moving as fast as they do, our DDE links are not really designed to capture each tick. You can easily set-up DDE links to capture data on a 1 or 5 minute interval basis though.
Can I download historical data from your servers using DDE? 
Currently there is no way to use basic DDE links to connect directly to our history servers. You can trap and collect current data using DDE but you can't retreive historical data. We have added an export feature in eSignal where you are able to export all the data in your advanced chart and bring it into Excel or a number of other programs for analysis. To read more about this feature please click here. If you are trying to collect daily data, you can also access history data for Stocks and Mutual Funds via the Traders Toolbox and save that data for use in Excel.

If when clicking Excel Sample, the sample spreadsheet does not open, it is likely that the Microsoft® Excel security settings are too high. To change the settings, click on Tools, Macro, Security.

The DDE MatrixFill utility does not check the validity of the symbols you have provided. If a Symbol is not valid, an error message "#No Data.," will be returned. Make sure the symbol is a valid symbol. The maximum number of DDE hot links within an Excel work sheet is 2500. For example 500 symbols would be limited to five qualifiers or columns (500 symbols x 5 columns = 2500 hotlinks). You can however have multiple sheets containing up to 2500 entries per sheet. To illustrate; you could create sheet 1 with 500 symbols and 5 columns. Assuming you are signed up for a 1000 symbol limit; sheet two could contain another 500 symbols with 5 columns each . This will allow you to use the full number of symbols when running Excel / DDE links.

If a blank row has been left blank or if the highlighted cell is an empty cell when the DDE Matrix Fill icon is clicked the following error message will be displayed. Remove the empty cell and then click the DDE Matrix Fill. Clicked one of the symbols in the spreadsheet and then click the DDE Matrix Fill icon.

Other DDE Alternatives
ICE XL is a RealTimeData (RTD) add-on service that makes it quick and simple to download real-time, streaming data into your Excel worksheets. You can then perform further analysis suited to your market and your strategies for trading that market.

  • Fast and easy RTD data integration 
  • Historical and bar data that allows tracking and deep analysis of price action over time, so you can use Excel’s spreadsheets and built-in mathematical functions to your advantage
  • Snapshot and Time & Sales functions that supply your Excel-based portfolios with our reliable data and let you monitor real-time, streaming trades and quotes
  • An easy-to-use toolbar that ties all of ICE XLs components together in a clean, intuitive, user-friendly way and with all report request types a single click away 
  • A built-in RTD API when you need to create direct formula entries for use with Excel’s Visual Basic for Applications programming language 
  • A unique toolbar that automatically integrated with Excel, making your analysis of the markets specific to your needs

    Click here to read the ICE XL Help Menu.  

    Our Technical Support team will help you set-up an active DDE link and make sure data can be retrieved from the Data Manager. We typically do this by opening-up eSignal, then Excel, then entering a single DDE link into a cell in Excel (i.e. =WINROS|LAST!IBM ). If that link updates properly, then we know DDE is functioning and that's the point at which our DDE support ends. The other way to test this is by clicking Start / All Programs / eSignal / Excel Sample.

    Further support for macros, formulas or other DDE-applications should be directed to Microsoft or the third party software vendor in question.

    *Microsoft and Windows are either registered trademarks or trademarks of Microsoft Corporation in the United States and/or other countries