DDE DATA PLUGIN

AmiBroker Now supports Real-Time streaming quotes from DDE-compliant data sources.
Note: DDE plugin is provided freely on 'as-is' basis. No 'hand holding' is provided especially with regards to configuring 3rd party applications / 3rd party DDE servers. The information below is everything what is offered. As DDE real-time streaming varies from source to source and each data vendor using its own format / methods / different implementation it may or may not work for you (i.e. for particular data vendor). You can find the sample tested configurations at the end of this page. We do not guarantee the operation for untested sources. It is always way better to find a broker or data vendor that has dedicated plugin available

WHAT IS DDE

DDE (Dynamic Data Exchange) is a Windows protocol used to allow applications to exchange data. For example, when you change a form in your database program or a data item in a spreadsheet program, they can be set up to also change these forms or items anywhere they occur in other programs you may use. DDE uses a client/server model in which the application requesting data is considered the client and the application providing data is considered the server.
Thousands of applications use DDE, including Microsoft's Excel, Word, Lotus 1-2-3, and Visual Basic.

For more information about DDE as communication mechanism in Windows please follow this link:
http://msdn.microsoft.com/library/en-us/winui/WinUI/WindowsUserInterface/DataExchange/DynamicDataExchange/AboutDynamicDataExchange.asp

How to work with Real-Time data plugins One-time setup In order to use AmiBroker with any real-time data source you have to set up the database with appropriate data plug-in first. This is required only once at the database creation time. Instructions for setting up are available here: eSignal, myTrack, IQFeed, QuoteTracker.

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What DDE offers for traders? Basically real time streaming quotes. There is NO BACKFILL via DDE. Many real-time data providers and brokerages provide ability to get real-time data by means of DDE. You should ask your brokerage/real-time data vendor if they offer DDE link. The DDE plugin now available for AmiBroker allows to link to (almost) any DDE source (server) supplying real-time quotes. This makes it attractive option for all data sources that do not have dedicated plugin.

WHEN NOT TO USE DDE PLUGIN

If you are using eSignal, IQFeed, Quote.com, MarketCast, and any other source that has dedicated plugin - you should use this dedicated plugin instead of DDE. This is so because dedicated plugins are ALWAYS better option (provide more features plus they are faster) than generic DDE.

DDE PLUGIN FEATURES SUMMARY

user-definable DDE server/topic/item for each field (open, high, low, close, volume, trade size, total volume, bid, bid size, ask, ask size, time)
supports upto 500 streaming symbols in real time (version 1.1.0)
supports all base time intervals: daily, hourly, 15-,5-,1-minute, 15-,5-second, tick
NO BACKFILL (due to the fact that most DDE sources do not provide backfill)

HISTORY

1.2.2 - includes 'Time shift' field in the context dialog, stores configuration per-database in dde.config file instead of in the registry plus other small improvements
1.2.1 - fixed problem with 'type mismatch'
1.2.0 - by default plugin uses regional settings numeric format now
and CPU load is decreased
1.1.0 - symbol limit increased from 40 to 500
1.0.0 - initial release (BETA)

INSTRUCTIONS

To use DDE data plugin with AmiBroker you need to:

if you have 32-bit AmiBroker installed, download DDE plugin from http://www.amibroker.com/bin/DDE.dll (32 bit version) and copy it to PLUGINS subfolder of AmiBroker directory. Current version of DDE.DLL (32bit): 1.2.1 (Jan 5, 2007)
if you have 64-bit AmiBroker installed, download
http://www.amibroker.com/x64/DDE.dll (64 bit version) and copy it to PLUGINS subfolder of AmiBroker directory. Current version of DDE.DLL (64bit): 1.3.0 (Sep 27, 2013)
Enable DDE in the 3rd party software you are using as DDE server (consult data vendor/brokerage software documentation for details on how to enable DDE)
Run AmiBroker and create new database with 'DDE universal data plugin' as a data source, following these steps:

Run AmiBroker
Choose File->New database
Type a new folder name (for example: C:Program FilesAmiBrokerDDE ) and click Create as shown in the picture below:
Choose DDE universal data plugin from Data source combo and 'Enable' from Local data storage
Enter 10000 or more into 'Number of bars to load' field
Now choose Base time interval. Supported intervals are: EOD, hourly, 15-minute, 5-minute, 1-minute. Professional Edition of AmiBroker allows also to select Tick, 5-second, 15-second intervals.
Click CONFIGURE button - IMPORTANT: in the 'CONFIGURE' dialog you have to setup all fields following the description of your data vendor. Please check also paragraph below ('CONFIGURING DDE PLUGIN TO WORK WITH YOUR VENDOR') for detailed description. ATTENTION: you can not skip this part - without setting up fields specifically for your data vendor, the DDE WILL NOT WORK.
Click OK.<

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