Recent content by Alex123

Thanks, PocketChange, but I'm with IB at the mo. I'm also finding that DDE is not really up to sratch (the data keeps returning empyt after a DDERequest call and DDESetLinkOnData doesn't seem to fire on every change of data?...) for what I'm looking to do, so am probably goona go with ActiveX...

Hi, crmorris. Good to have you join back in. I need to have 2 macros running at the same time: one to increment values in Out.xlsm workbook to simulate, say, price changes on a server, and another to process these changes. The only way to do it is to have two instances of Excel running. At...

Not sure what you mean by this “default”. Could you elaborate, please? It's in a different sub. Here's my complete set up: 1) Create two Excel Wrokbooks (“Out.xlsm” and “In.xlsm”) and run them in two separate instances of Excel; 2) In “Out.xlsm” set cell A1 on Sheet1 to 0...

OK. I have run a couple experiments and I’m afraid I was unable to confirm your statements with regard to DDEInitiate or DDERequest calls forcing data in the cells to be updated even for the links that were requested for in DDERequest, let alone for other links. Here is the setup that I have...

Just had another thought. Instead of using DDERequest every time SetLinkOnData triggers a macro, store links that were triggered in an array (have an array for all links and assign 1 if it was triggered) then wait until some time elapses after a last SetLinkOnData trigger (how long should one...

Thanks for the feedback. Not sure if I’ve got everything clear in my head on this yet, but here is my planned implementation and I would be grateful if you were to give any comments on this (good or bad): 1) Populate worksheet cells with DDE links; 2) Assign the same macro...

PocketChange, Thanks for coming back on this. However, I'm still not quite clear on a few issues and would greatly appreciate if you could share your knowledge and experince on them. Many thanks. First, if a single call with DDERequest on one symbol results in any other dde link with...

I'm confused here too. Could you spell it out please. Is this what happens: 1. SetLinkOnData triggers a macro 2. This macro uses DDERequest to request data for the link that triggered the macro 3. This DDERequest forces all links, including those that did not trigger the macro and hence...

Is it true that on US option exchanges there is a rule that prohibits “orders that have been created and communicated electronically without any manual intervention”?!.. Does this apply to all customers or can those designated as Professional use algos?

But do they offer only those combos that are supported on an exchange? And how are they able to provide a guarantee that all legs will be executed (like, say, IB does for some combos)?

spindr0, Thank you for the synthetic tip and for reading and replying to my post. I would be grateful if you could clarify some of your statements and if possible provide some further information. “…if the multi-leg position doesn't exist as a single order…” I have looked at the...

rmorse, Thank you for reading and replying to my post. I would be grateful if you could clarify some of your statements and if possible provide some further information. “You will need a platform that allows you to enter your orders into the complex order book…” What are these...

Dear fellow trades, I am looking for some know-how on trading multi-leg options and would greatly appreciate any advice and pointers you would be willing to share on this. I am interested in all details: discovering market price, execution, leg risks, regulatory constraints, brokers, direct...

Dolemite, thank you for taking the time to read and reply to my post. I often observe that the mid price is 0, so if one where to place a sell order with a price more aggressive then the mid, one would end up paying. Frankly, I find this whole situation with negative bids (and positive offers...