DDE Response Structures
Requests made using our Excel DDE will respond in single variable structures such that a single value will be returned to a given cell. In other scenarios, requests will handle responses through an array passed to Visual Basic. These array value responses must be handled through Visual Basic to assign a range of cells in your sheet to assign the data.
Single value responses
It is possible to view live quotes for multiple products updating real time within Excel. Requests via the TWS DDE API are nothing but Excel formulas (DDE data links) each of them serving a very specific purpose. Market Data retrieval requires at least two different DDE links: one to start the market data subscription and another one which will be receiving the specific tick type.
In many instances, customers are able to designate a single cell and print out values as they are retrieved from the DDE Socket Bridge as they are produced. These are single variable responses, such as data ticks to retrieve specifically a “LAST” or “BID” value.
Array Value Responses
In many cases, you will find that data may be returned to visual basic in an array of values rather than as a single value. In these instances, we must implement Visual Basic to receive and distribute this data throughout the sheet. This can not be done using a formula alone.