Excel API with Open E Cry

FutureTrader10 · Jan 3, 2007

Good news for those who use Interactive Brokers' Excel API:

I found out Open E Cry has Excel API capability, similar to Interactive Brokers'. Only minor changes on Interactive Brokers' Excel API software are needed to hook up with Open E Cry's Excel DDE connection. One benefit I noticed is that Open E Cry's quotes are almost few seconds faster than Interactive Brokers' quotes. It's just my brief observation.

syswizard · Jan 3, 2007

I wouldn't bother...I have reviewed the IB Excel-TWS code and it is the worst crap I have ever witnessed.
Barf-maximus. Needs to be totally rewritten.
Must have been out-sourced.

OddTrader · Jan 4, 2007

Quote from syswizard:

I wouldn't bother...I have reviewed the IB Excel-TWS code and it is the worst crap I have ever witnessed.
Barf-maximus. Needs to be totally rewritten.
Must have been out-sourced.

Any beter alternatives you would suggest? TIA.

syswizard · Jan 4, 2007

I am reviewing AnalyzerXL right now. It is well architected and indeed a credible piece of work. It would have to be modified to support realtime tick data however.
I'll keep you abreast of my findings as I wade thru the 10,000+ line of code.

EdgeHunter · Jan 4, 2007

Quote from syswizard:

I am reviewing AnalyzerXL right now. It is well architected and indeed a credible piece of work. It would have to be modified to support realtime tick data however.
I'll keep you abreast of my findings as I wade thru the 10,000+ line of code.

I use an RTD (New fangled DDE Model) Excel Spreadsheet and throw the data into Sierra Charts every 2 seconds

Sierra Charts costs me $15 a month... works great...

Here is a link to a pic of the Advanced Decline on the SP500 (only 500 stocks)... rather than watching the AD / Decl of 3000 stocks (NYSE ADD)... this is update every 2 seconds rather than the NYSE updates of every 6 or more seconds... gives you a touch of a head start...

http://www.enflow.com/FastAD_DECL.gif

Sierra Charts has all the hundreds of basic indicators and such... BBands, MACD, etc. etc...

cj...

HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE

syswizard · Jan 5, 2007

Quote from EdgeHunter:

I use an RTD (New fangled DDE Model) Excel Spreadsheet and throw the data into Sierra Charts every 2 seconds

When you say "new fangled", what do you mean ? DDE is an old, old technology that was supposed to be supplanted by OLE, now called ActiveX. DDE stayed around obviously...probably because of performance issues with ActiveX. Indeed, the latest Tradestation 8.x ActiveX interface is way, way slower than the older DLL interface.

EdgeHunter · Jan 5, 2007

Quote from syswizard:

When you say "new fangled", what do you mean ? DDE is an old, old technology that was supposed to be supplanted by OLE, now called ActiveX. DDE stayed around obviously...probably because of performance issues with ActiveX. Indeed, the latest Tradestation 8.x ActiveX interface is way, way slower than the older DLL interface.

Hi SysWiz,

RTD is the replacement for DDE

http://support.microsoft.com/kb/285888

http://www.add-in-express.com/add-in-net/excel-rtd-servers.php

I have 1600 stocks on my RTD sheet running in real time one second updates after i replaced my DDE sheet with it...

cj...

HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE

syswizard · Jan 5, 2007

RTD...very cool, but as usual, the docs really stink from Microsoft:

After you configure the RTD server on both the local client computer and the remote server, start Excel on the local client and enter the "RTD function" into a cell on a worksheet. Use the second parameter of the RTD function to specify the remote server on which the RTD server is installed:
=RTD( "RTDEXE.RTDServer", "RemoteServer", "AAA" )

1) RTD function ? Don't they mean executable ?
2) "AAA" - no mention made of the 3rd parameter.

Also, no performance claims relative to DDE made either.
Once again, Bill Gates, as with all of his software, just does the bare minimum to build it and document it.

fullmoon · Jan 5, 2007

Quote from syswizard:

RTD...very cool, but as usual, the docs really stink from Microsoft:

After you configure the RTD server on both the local client computer and the remote server, start Excel on the local client and enter the "RTD function" into a cell on a worksheet. Use the second parameter of the RTD function to specify the remote server on which the RTD server is installed:
=RTD( "RTDEXE.RTDServer", "RemoteServer", "AAA" )

1) RTD function ? Don't they mean executable ?
2) "AAA" - no mention made of the 3rd parameter.

Also, no performance claims relative to DDE made either.
Once again, Bill Gates, as with all of his software, just does the bare minimum to build it and document it.

http://support.microsoft.com/kb/285339/

ER2Freedom · Jan 6, 2007

Quote from FutureTrader10:

Good news for those who use Interactive Brokers' Excel API:

I found out Open E Cry has Excel API capability, similar to Interactive Brokers'. Only minor changes on Interactive Brokers' Excel API software are needed to hook up with Open E Cry's Excel DDE connection. One benefit I noticed is that Open E Cry's quotes are almost few seconds faster than Interactive Brokers' quotes. It's just my brief observation.

Hmm, I would like to check this out but can't find any documentation! Anybody care to share a working sample?