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ADVFN DDE Interface


Introduction

The ADVFN DDE Interface is a program that allows you to import streaming data from your ADVFN service directly into other programs, such as Microsoft Excel. DDE (Dynamic Data Exchange) is a protocol that allows programs to share data and send commands directly to each other. The ADVFN DDE Interface gives you the ability to use Excel's charting and data manipulation facilities to customise and create your own analysis.


How to install the ADVFN DDE Interface

In order to use the ADVFN DDE system, you will need to download the client onto your computer, as this is the application that creates the link between the site and your Excel spreadsheet. You can obtain it directly from ADVFN:

Download ADVFN DDE Installer

It is important to obtain it only directly from our servers, to ensure the program is correct. Once downloaded, please run this file, and follow the on-screen prompts to install it.


How to use ADVFN DDE

To start to use the ADVFN DDE Interface, you must create your spreadsheet before enabling the program. Open Microsoft Excel or other DDE-compatible program and start a new sheet.

In each cell, you can create a formula, which states what data it wants to pull from the DDE Interface. The format for this data is:

In Microsoft Office:        =ADVFN|Exchange_Stock!Information

In Sun OpenOffice:        =DDE("ADVFN";"Exchange_Stock";"Information")

For example:

        =ADVFN|LSE_VOD!CHANGE

        =DDE("ADVFN";"LSE_VOD";"CHANGE")

subscribes to the change percentage (e.g. -1.2%) for VOD on the LSE exchange.

The first part of the formula always contains ADVFN
This is to denote that it is data from the ADVFN DDE interface.

The second part of the formula is the Exchange and stock that you are after. You can find a full list of the supported exchanges in the Glossary section of this document.

In the example we have used LSE as the exchange, and Vodafone as the stock. The exchange and symbol must be separated by an underscore (“_”) character. The symbol for the stock must be used here, not the stock's full name (i.e. VOD rather than Vodafone PLC), this can be obtained from the ADVFN website. The stock symbol must be followed by an exclamation mark (!) as a separator before the final part.

The final part of the formula indicates which type of information you are after, for instance “Change” for the change percentage. You can find the full list of information types in the Glossary section of this document.

You can of course use any Excel formulas to manipulate the data, summing cell contents with one another for instance, using the ADVFN DDE commands the same as any other resource within the program.

Once you have created and saved your list, close your spreadsheet program, then start the ADVFNDDE.exe program. You will be asked to login at this point. Your login details are the same username and password that you use to login on the ADVFN website. You will see the ADVFN logo in the systems tray when the DDE application is running. Open up the Excel sheet and press update on the pop up to get all the latest prices.

When it is running, it should look something like this:

Download a ready-to-use spreadsheet.


Troubleshooting

I get a lot of stocks displaying “N/A”

It is likely you have entered the code in the cell incorrectly, please double check that. If all your cells display “N/A”, it is also possible there has been a connection error. To reset the system, close your spreadsheet, then close the connection to the ADVFN DDE Interface, by right-clicking the ADVFN logo in your system tray and selecting “Exit”. You can then restart the ADVFN DDE Interface, followed by your spreadsheet.

If this does not solve your problem, please send an email to below detailing the problem, and including your spreadsheet as an XLS or CSV file if possible.
help@advfn.com


Glossary

Command format summary

The format for inserting data into cells is:

In Microsoft Office:        =ADVFN|Exchange_Stock!Information

In Sun OpenOffice:        =DDE("ADVFN";"Exchange_Stock";"Information")

For example:

        =ADVFN|LSE_VOD!CHANGE

        =DDE("ADVFN";"LSE_VOD";"CHANGE")


ADVFN Exchange codes

This is a list of the codes to use for each of the exchanges in the ADVFN DDE Interface.

AMEX American Stock Exchange
BIT Italian Stock Exchange
BITMOT Italian Stock Exchange MOT
BMF BM&F - Brazilian Commodities
BOV Brazil Bovespa Exchange
CME Chicago Mercantile Exchange
DBI Deutsche Boerse Indices
DOWI Dow Jones Indices
EU Euronext
FTSE FTSE Indices
FX Forex
LSE London Stock Exchange
NASDAQ NASDAQ
NYSE New York Stock Exchange
OTCBB OTCBB
TSX Toronto Stock Exchange
TSXV TSX Venture Exchange

Note: Other markets codes may also work, and this isn't the definite list. You can try out various codes, or call/email the support team who will help you find the market codes you need.
help@advfn.com


ADVFN DDE Commands

This is a list of all the different commands you can use to obtain data from the DDE Interface.

AUCTION_TIMETime that an auction started for this stock. Will not be present for all markets.
BIDTime that an auction started for this stock. Will not be present for all markets.
BUY_PCBuy volume expressed as a percentage of the total volume.
BUY_VOLUMETotal number of shares traded at a price which was closest to the offer at the time of trading.
CHANGEDifference between the current price and the closing price from yesterday.
CHANGE_PCDifference between the current price and the closing price from yesterday, expressed as a percentage.
CLOSEOfficial closing price for a stock (also known as the settlement price).
CURCurrent price. This is usually either the last trade price, or the mid price (market dependent).
DAILY_VWAPVolume weighted average price for the day. Will not be present for all markets.
DESCRIPTIONStock description.
FLAGSExchange flags for this stock.
HIGHHighest value of the current price.
ISINInternational Securities Identification Number.
LAST_CHANGE_TIMELast time the current price has changed.
LAST_TRADE_FLAGSFlags for the last trade.
LAST_TRADE_SIZESize of the last trade.
LAST_TRADE_TIMETime of the last trade.
LAST_TRADE_TYPEType of the last trade.
LOWLowest value of the current price.
MARKETMarket for the stock.
MIDAverage of the bid and offer prices.
NAMEName of the stock.
NUM_TRADESNumber of trades reported today.
OFFEROffer price (also known as the 'ask' price).
OFFER_SIZENumber of shares quotes for at the offer price. Will not be present for all markets.
OPENOpening current price of the day.
OPEN_CHANE_PCDifference between the open price and the current price, expressed as a percentage.
OPEN_CHANGEDifference between the open price and the current price.
OPEN_INTERESTOpen interest for derivatives. Will not be present for all markets.
PERIOD_VWAPVolume weighted average price for the day for an exchange defined period. Will not be present for all stocks.
SELL_PCSell volume expressed as a percentage of the total volume.
SELL_VOLUMETotal number of shares traded at a price which was closest to the bid at the time of trading.
SPREADDifference between the bid and offer prices.
SPREAD_PCDifference between the bid and offer prices, expressed as a percentage.
SYMBOLStock symbol.
TRADE_HIGHHighest traded price
TRADE_LOWLowest trades price.
TRADE_PRICE_0Most recent trade price.
TRADE_PRICE_1Second to last trade price.
TRADE_PRICE_2Third to last trade price.
TRADE_PRICE_3Fourth to last trade price.
TRADE_PRICE_4Fifth to last trade price.
UNCROSSING_PRICEResulting price of an auction. Will not be present for all markets.
UNCROSSING_VOLUMEResulting volume for an auction. Will not be present for all markets.
UNKNOWN_PCUnknown volume expressed as a percentage of the total volume.
UNKNOWN_VOLUMETotal number of shares traded at a price which was the mid price, or the trade report was delayed.
VOLUMETotal volume traded today. Which trades count towards this total are exchange dependent.
YEST_BIDYesterday's bid price.
YEST_CLOSEYesterday's closing price.
YEST_OFFERYesterday's offer price.
YEST_VOLUMEYesterday's volume.

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