RTD links - Quotes

Description

Realtime symbol data may be accessed from other applications (such as Excel) via Real Time Data (RTD) or Dynamic Data Exchange (DDE).

Both these mechanisms provide access to the same information, but RTD is a newer protocol that offers several advantages over DDE, including more flexibility and better performance and reliability.

Requirements

•	Using RTD requires Excel 2002 or later. For older versions of Excel, use DDE links instead.

Please note

•	The RTD Links is only available for symbol quote data – not for trades, history, news or other information

•	Please note that the program must be running in order to provide RTD links

•	Make sure that the application has been started and completely logged in before opening any spreadsheets containing RTD links

Creating RTD links from windows

Step 1

Highlight the area you would like to have updated in Excel from the Market window, Composite window or Orderbook.

DDEArea

Step 2

Click Edit | Copy RTD Link from the main menu, or just press CTRL+R after you have selected the area.

edit2

Step 3

Select Edit | Paste in Excel. Now you have a link to live data in Excel.

Embedding RTD formulas in Excel

The RTD formula for quotes takes five or six parameters:

=RTD(ProgID;Server;Feed;Symbol;Field[;Level])

ProgID	Always set to "ontrade.quotes"
Server	Leave blank ""
Feed	The feed code (e.g. "SSE")
Symbol	The symbol ticker code (e.g. "ERIC B")
Field	The field to be displayed (e.g. "last")
Level	Optional numeric parameter (used for orderbook levels)

The parameters may contain cell references allowing more flexible and maintainable spreadsheets.

Sample RTD formulas

=RTD("ontrade.quotes";"";"HSS";"NES1V";"bid")

=RTD("ontrade.quotes";"";"CHX";"STEV.I";"ask";"2")

=RTD("ontrade.quotes";"";"HSS";$A7;B$3)

=RTD("ontrade.quotes";"";$B$1;$A8;B$3)

Referencing cells in RTD formulas

For increased flexibility, you can adjust the RTD links that have been passed into Excel, by referencing one or more cells in the RTD formula.

For instance, we first paste in a single RTD link (showing formulas only):

RTDSample1

Then we can edit it and reference the Symbol ticker code cell in the formula, like this:

RTDSample2

Now we can copy this row and just change the symbol ticker code in cell B3:

RTDSample3

Now if we turn of the formula display, we can see the correct Last values for the two stocks, updating in realtime:

RTDSample4

We can extend this to use cell references to get the feed and field codes as well:

RTDSample5

By using the RTD links this way, it is very easy to extend or change the symbols and fields you are getting data for.

TIP: By default Excel only updates RTD links every 2 seconds. This limit can be reconfigured, see Microsoft's FAQ (search for "RTD Throttle Interval").

References

•	For more background information on RTD links, see Microsoft's FAQ.

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22/02/2016