Differences

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--- desktop:desktop_dde [2021/12/21 16:23] – rob
+++ desktop:desktop_dde [2023/09/21 19:58] (current) – external edit 127.0.0.1
@@ Line 8: / Line 8: @@
 Again, the market must be displayed in the Quote Board window BEFORE it is linked to your spreadsheet. This also applies if you are loading a saved spreadsheet.
 ====== Getting Data Into Excel ======
-<WRAP center round info 60%>
+<WRAP center round info 100%>
 IMPORTANT: In order to pull data via DDE from T4, you first need to have T4 open and subscribed to the desired markets. A subscription can be made by adding the desired markets to a quote board. It is good practice to open T4 first, then open Excel; and to close Excel first, then close T4.
 </WRAP>
@@ Line 22: / Line 22: @@
 <value> is the data value of the market that you want, for example last trade price. The valid values are shown below:
-Value	Meaning
+<datatables>
-Description	The name of the market.
+^ Value ^ Meaning ^
-Numerator	The smallest amount that the price of a market can move by, in ticks.
+| Description   | The name of the market.  |
-Denominator	The denominator used for converting ticks into price and vice-versa.
+| Numerator   | The smallest amount that the price of a market can move by, in ticks.  |
-Settlement_Price,Settlement_Ticks	The last settlement price received.
+| Denominator   | The denominator used for converting ticks into price and vice-versa.  |
-Open_Price,Open_Ticks	The opening trade price for the day.
+| Settlement_Price,Settlement_Ticks   | The last settlement price received.  |
-High_Price,High_Ticks	The highest traded price for the day.
+| Open_Price,Open_Ticks   | The opening trade price for the day.  |
-Low_Price,Low_Ticks	The lowest traded price for the day.
+| High_Price,High_Ticks	   | The highest traded price for the day.  |
-Mode	The current market state, e.g. PreOpen, Open, Closed etc.
+| Low_Price,Low_Ticks   | The lowest traded price for the day.  |
-Total_Traded_Volume	The total volume traded by this market today.
+| Mode   | The current market state, e.g. PreOpen, Open, Closed etc.   |
-Last_Trade_Volume	The last volume traded at the current price. If the frontend is set to show the total traded at this price since the last price changed then that value will be sent, otherwise the volume just traded will be sent.
+| Total_Traded_Volume   | The total volume traded by this market today.  |
-Last_Trade_Price,Last_Trade_Ticks	The price of the last trade to occur.
+| Last_Trade_Volume  | The last volume traded at the current price. If the frontend is set to show the total traded at this price since the last price changed then that value will be sent, otherwise the volume just traded will be sent.   |
-Bid_Volume	The volume of the current best bid.
+| Last_Trade_Price,Last_Trade_Ticks   | The price of the last trade to occur.  |
-Bid_Price,Bid_Ticks	The price of the current best bid.
+| Bid_Volume   | The volume of the current best bid.   |
-Offer_Volume	The volume of the current best offer.
+| Bid_Price,Bid_Ticks   | The price of the current best bid.  |
-Offer_Price,Offer_Ticks	The price of the current best offer.
+| Offer_Volume   | The volume of the current best offer.  |
-Net_Change_Price,Net_Change_Ticks	The net change from the last settlement price to the last trade price.
+| Offer_Price,Offer_Ticks   | The price of the current best offer.  |
+| Net_Change_Price,Net_Change_Ticks  | The net change from the last settlement price to the last trade price.   |
+</datatables>
 The last trade information will include trades in outrights due to spreads trading if the frontend is configured to show that information itself.
@@ Line 59: / Line 60: @@
 <value> is the data value of the account that you want, for example P&L. The valid values are shown below:
-Value	Meaning
+<datatables>
-Description	The name of the account.
+^ Value ^ Meaning ^
-Account	The account number.
+| Description  | The name of the account.  |
-Firm	The firm this account belongs to.
+| Account  | The account number.  |
-Status	The status of this account, e.g. OK, Blocked etc.
+| Firm  | The firm this account belongs to.  |
-PL	The total P&L of all the positions for this account
+| Status  | The status of this account, e.g. OK, Blocked etc.   |
-UPL	The total unrealized P&L of all the positions for this account.
+| PL  | The total P&L of all the positions for this account  |
-RPL	The total realized P&L of all the positions for this account.
+| UPL   | The total unrealized P&L of all the positions for this account.   |
-Overnight_UPL	The total unrealized P&L due to fills carried over from the previous trading day of all the positions for this account.
+| RPL  | The total realized P&L of all the positions for this account.   |
-Cash	The amount of available cash the account has available to trade with. Takes into consideration the Balance, P&L and Margin.
+| Overnight_UPL   | The total unrealized P&L due to fills carried over from the previous trading day of all the positions for this account.   |
-Net_Equity	The balance of the account if all positions were closed. Takes into consideration the Balance and P&L.
+| Cash   | The amount of available cash the account has available to trade with. Takes into consideration the Balance, P&L and Margin.  |
-Margin	The total margin requirement for all the positions for this account.
+| Net_Equity  | The balance of the account if all positions were closed. Takes into consideration the Balance and P&L.   |
-Balance	The start of day balance of the account.
+| Margin  | The total margin requirement for all the positions for this account. |
+| Balance   | The start of day balance of the account.   |
+</datatables>
 The DDE link format for position data in Excel is:
@@ Line 86: / Line 88: @@
 <value> is the data value of the position that you want, for example P&L or net position. The valid values are shown below:
-Value	Meaning
+<datatables>
-Description	The name of the market this position is for.
+^ Column A ^ Column B ^
-Net	The net position of this account in this market.
+| Description| The name of the market this position is for.  |
-PL	The total P&L of this position.
+| Net  | The net position of this account in this market.   |
-UPL	The unrealized P&L from the open position.
+| PL   | The total P&L of this position.  |
-RPL	The realized P&L from the closed position.
+| UPL   | The unrealized P&L from the open position.  |
-Overnight_UPL	The unrealized P&L due to positions carried over from the previous trading day.
+| RPL   | The realized P&L from the closed position.  |
-Margin	The margin requirement for this position.
+| Overnight_UPL | The unrealized P&L due to positions carried over from the previous trading day.  |
-Buys	The total number of contracts bought.
+| Margin  | The margin requirement for this position. |
-Sells	The total number of contracts sold.
+| Buys   | The total number of contracts bought.  |
-Working_Buys	The number of buy contracts that are working.
+| Sells   | The total number of contracts sold.  |
-Working_Sells	The number of sell contracts that are working.
+| Working_Buys  | The number of buy contracts that are working.   |
+| Working_Sells   | The number of sell contracts that are working.  |
+</datatables>
 ====== DDE Commands ======
+You can control some aspects of the T4 frontend via DDE commands. These are aimed at people programming applications within Excel that interact with T4.
+====== Opening a Contract Window======
+You can cause T4 to activate or open a Contract window with a specific market displayed. To do this you need to enter the following in a cell:
+=T4Screen|'CW_<MarketID>'!SHOW
+where <MarketID> is the id of the market to display.
+e.g. =T4Screen|'CW_CME_20130700_OZCN3_SPACE_C0680'!SHOW
+Sending this command will cause the frontend to look for the most recently used Contract window for that Contract and bring it on top of any other application, making the specified market the active market. If no Contract window is found for that Contract then it will open a new Contract window and display it with that market active.
+If you wish to repeatedly display the same market (e.g. user clicks a cell to display the contract window, then closes the contract window and clicks the cell again) then you need to replace the above cell contents with:
+=T4Screen|'CW_<MarketID>'!CLEAR
+where <MarketID> is the id of the market.
+This clears out the last command processed and will allow the previous command to be sent again as a new command.
+If the command succeeds then the value '<Command Succeeded>' will be returned to Excel, if the market is not found then '<Market Not Found>' is returned.
+====== Changing the DDE Advertise Interval ======
+You can change the timer interval that DDE advertisements are sent on. An advertisement is sent when a piece of data you are interested in has changed, e.g. last trade price. This is set at 10ms by default. If you want to slow down the updates then you can change this to be anything up to 60,000ms.
+To change the timer you need to enter the following into a cell:
+=T4Screen|'TMR_<Interval>'!SET
+where <Interval> is the timer interval to set, in milliseconds, between 10 and 60000.
+e.g. =T4Screen|'TMR_500'!SET will set the timer interval to be 500ms.
+If the command succeeds then the value '<Command Succeeded>' will be returned to Excel.
+If you close T4 desktop and reopen it then you would need to execute this command again for it to take effect.
 ====== Breaking DDE Links ======
+Excel will allow a user to manually edit excel links. This provides the opportunity for end user error in the form of a typo as Excel DDE links are case sensitive. If a typo occurs the user will have no choice but to remove the broken link and create it correctly from scratch. This is a limitation in Excel.
+An example would be if the month is changed using lower case charactors. Excel won't allow the correction of the formula and the formula will never again work.
+In Excel 2010 go to the Data tab and click Edit Links.
+A dialog will be displayed.
+Find the broken link and click "Break Link" and close the dialog.
+Use T4 to generate the correct link so that there is no chance of a typo.
+{{:desktop:breaklink.png|}}