Pulse - DDE functionality Pulse ver 3.0.100.0

PulseDDE is a DDE Server provided with Pulse.  It is used to feed data into other programs.  Any program which can obtain data from a DDE Server can use PulseDDE to obtain Market Data from Pulse.  The main types of Programs which will get PulseDDE are:

• Spreadsheets.  Programs such as Microsoft Excel or OpenOffice can use PulseDDE to place live market data into spreadsheet cells.
• Real Time Charting and Chart Feeders.  PulseDDE can be used by Real Time Charting programs to obtain intraday real time data for charting purposes.

Note that PulseDDE has to be running for other programs to obtain DDE data from it.  However Pulse itself does not have to be running.

Currently PulseDDE is able to provide the following types of data:

• Security Field data.  Typically this is a field of data as seen in a watchlist cell.  PulseDDE can provide all the fields of data as are available in the Pulse watchlist.
• Course of Sales data.  This provides access to trade data in real time.  For each trade, PulseDDE can provide all trade fields as are available as columns in the Pulse Course of Sales.
• Historical Course of Sales replay.  Provides access to previous days course of sales data which is replayed at a specified rate.  Mainly used by Charting Feed Servers to test their access to PulseDDE.

As with other DDE servers, the data in the PulseDDE server is accessed by specifying 3 parameters: Service, Topic and Item.  When using spreadsheets, DDE data is obtained with functions which require you to specify these 3 parameters.  In PulseDDE, the Service parameter allows generally specifies the type of data.  The services are described below together with what Topic and Item parameters can be used with each service.  Note that none of the parameters are case sensitive

PulseSecurity Service

Provides access to Security Field Data.

Excel formula example:  =pulsesecurity|amp!volume

Parameters:

Service: PulseSecurity

Topic: Security Symbol (eg. BHP)

Item: Specifies which field of data for the security.  Can be one of:

Code SecurityDescription SecurityMarketStatus QuotationBasis Open High Low Close Last Volume OpenInterest LastPriceMovement Change PercentChange VWAP IndicativePrice ValueTraded SurplusVolume EquilibriumVolume SettlementPrice LastTradedTime StatusNote LastPriceBuyVolume LastPriceSellVolume	LastModifiedBuyPrice LastModifiedSellPrice BestBuyPrice BestSellPrice BestBidsVolumeUndisclosed BestAsksVolumeUndisclosed BestBidsNumber BestAsksNumber BuyQuantity SellQuantity NrTrades Suspended OptionType ExpiryDate ExercisePrice ContractMultiplier UnderlyingSecurity ExerciseType GicsSector GicsIndustryGroup SecurityType FirstActive FirstQuoted LastQuoted	SuspensionStart SuspensionEnd TotalClassIssue MarketCapitalisation ParValue PaidUpValueAssetBacking EarningRatePerShare DivRate CalcBase DividendPaidMonths CurrentDivAmount ScripDivAmount DivType DivPayable ExDate FrankedProportion ClassAFrankedAmount ClassBFrankedAmount ClassCFrankedAmount GrossDivAmount ShortSellStatus IndexParticipation Volatility TargetPrice RecommendTradeAction

Course of Sales Service

Provides access to real time trades

Excel formula example:  =pulsecos|bhp!quantity

Parameters:

Service: PulseCos

Topic: Security Symbol (eg. BHP)

Item: Specifies which field of data for a trade.  Can be one of:

Code TradeSequenceNr TradeRecordType BuyBrokerNumber BuyCrossReference SellBrokerNumber SellCrossReference Quantity Price UtcTimeOfTrade	LocalTimeOfTrade SourceTimeOfTrade TradeAttributes ConditionCodes CancelledTradeSequenceNr BuyOrderId SellOrderId BuyLongOrderId SellLongOrderId MetaServerRT

Historical Course of Sales Replay Service

Replays a previous days Course of Sales (Trades) data

Parameters:

Service: PulseHistCos

Topic: Date followed by Security Symbol.  Date is in format of YYYYMMDD (eg. to replay BHP course of sales data on 26 July 2007, use the Topic: 20070726BHP)

Item: Specifies which field of data for a trade.  Can be one of:

Code
TradeSequenceNr
TradeRecordType
BuyBrokerNumber
BuyCrossReference
SellBrokerNumber
SellCrossReference
Quantity
Price
UtcTimeOfTrade
LocalTimeOfTrade
SourceTimeOfTrade
TradeAttributes
ConditionCodes
CancelledTradeSequenceNr
BuyOrderId
SellOrderId
BuyLongOrderId
SellLongOrderId
MetaServerRT
 

ppuSecurity Service

Provides access to Security Field Data.  This service is provided as backwards compatibility with the DDE Server which is currently within Pulse itself.  You should only use it if you require this backwards compatibility.  Otherwise you should use the PulseSecurity service (see above).  Note in this service Topic does NOT specify the Security Symbol

Parameters:

Service: ppuSecurity

Item: Security Symbol (eg. BHP)

Topic: Specifies which field of data for the security.  Can be one of:

Name
Status
Basis
Last
Change
Change
IAP
SV
Equilibrium
Settlement
VWAP
Open
High
Low
Close
Volume
Trades
Value
Buy
Sell
OptionType
BuyVolume
SellVolume
ExpiryDate
ExercisePrice
OpenInterest
ContractMultipler
UnderlyingSecurity
ExerciseType
 

Pulse - DDE functionality Pulse ver 2.6.00

Excel Data Exchange

PULSE  has full capabilities in sharing data with Microsoft Excel. This data sharing is performed using either Dynamic Data Exchange (DDE) or  RealTimeData (RTD). 

For versions of Excel prior to 2002, the DDE method is used to share data with PULSE. Microsoft Excel 2002 provides a new worksheet function that is named RealTimeData (RTD). RTD lets you call a Component Object Model (COM) Automation server within PULSE for retrieving data in real time

This capability of sharing data in real time between PULSE and Excel is very useful for users performing analysis/modelling within Excel. An example of this would be running advanced Portfolio Analysis using Excel statistical functionality. The user can retrieve in real time the last price of each company within the portfolio.

Over 50 fields are available from PULSE for DDE/RTD in Excel.

Not only single values are available. Full time series analysis can be performed. For example, the complete End-Of-Day history for a company can be brought into Excel. The prices for today in the spreadsheet will update in real time via DDE/RTD.

More detail:

How to Start a DDE Session in Excel

How to create a new DDE link

How to create a RTD link

What fields are available to share with Excel

How to set up a Timeseries link.

 

 How to Start a DDE Session in Excel

A simple way to start a DDE session is to use the example Excel spreadsheet shipped with Pulse. Find this under the Start, Paritech menu. Note that DDE links are supported on all versions of Excel.

How to create a new DDE link

In the example DDE spreadsheet shown in the last section, you can get an idea how to enter a DDE link by looking at one of the example formulas.

By clicking on the BHP Last cell, the following formula is visible.

=ppuSecurity|Last!bhp

Using this as an example, you can see how to construct a formula for say Change

=ppuSecurity|Change!bhp

Type this into any cell on the spreadsheet and the Change for BHP will start updating in that cell

What fields are available for DDE
Name
Status
Basis
Last
Change
%Change
IAP
SV
VWAP
Open
High
Low
Close
Volume
Trades
Value
Buy
Sell

OptionType
BuyVolume
SellVolume
ExpiryDate
ExercisePrice
OpenInterest
ContractMultipler
UnderlyingSecurity
ExerciseType
 

How to create a RTD link

To make it easier in Excel 2002 and later, we have created an application within Excel to set up RTD links. To access the application, click on the button within Excel.

The RTD button will bring up a dialog box to enter the link

To enter the link, type in the Security you require, then using  the drop down box for field, select the required field. Note that a large number of fields are available for DDE/RTD from Pulse.

On pressing OK, the RTD link will be set up with Excel.

 

What fields are available to share with Excel

How to set up a Timeseries link.

To set up a time series view, use the Views button in Excel

This button will bring up the View ManagerDialog box

To create a view, press Add (bottom left hand corner of image above)

Then select Price History (bottom left hand corner of image below)

Select the name of the view. The default is Price History1

Next, enter the worksheet you would like the view to be within

Next, the cell number for the top of the time series (ie A1)

Then enter the ticker for the Timeseries. Note you can set up a cell reference to the ticker

Last, select how much history you would like. This can range from today to the full end of day database, which runs back to 1984 for most securities.

If you leave ‘Include Todays Prices’ ticked on, the top row of the spreadsheet will update live during the day.

Here is an example of a Timeseries view