DDE streaming provider
Author: Eugene
Creation Date: 6/21/2010 8:23 AM
profile picture

Eugene

#1
DDE streaming data provider, which is a part of Community.Providers, is available for installation from our web site. Its source code is open to any known customer interested in creating their own RT provider (downloadable from the Community.Providers home page).

DDE streaming provider - installation link

Be sure to read the online setup guide first: DDE streaming provider in the Wiki
profile picture

Eugene

#2
DDE streaming provider for Excel/OpenOffice updated to 2010.09

This is an important release for those who wants to use its open source code as an example of building a streaming data provider for Wealth-Lab 6. The internals have been refactored while we were working with the Fidelity developers to address some StreamingDataProvider interface issues in 5.6. It's safe to follow this new design pattern when creating a Wealth-Lab 6 streaming provider.

Summary of changes:

Changed: new streaming provider design (rewritten to comply with internal changes in WL6)
Changed: possible to install in Wealth-Lab 6
Fixed: streaming provider bugs
Fixed: GetMarketInfo
profile picture

Eugene

#3
Note: if you have trouble connecting to an otherwise valid DDE source, please run Wealth-Lab explicitly as admin by right-clicking its shortcut.
profile picture

Eugene

#4
DDE streaming provider for Excel/OpenOffice updated to 2010.10

Summary of changes:

Fixed: problems affecting some Excel users (verified with Excel 2010)
Changed: suppressed exception message boxes
Updated: open source code in the Wealth-Lab Wiki
profile picture

Assenzio

#5
Hello,

I am first using the DDE as descripted in the Wiki link and everything goes fine. There is only one problem. Qhen I stop the Stream, WLD lose the historical quotes being collected since then. Clicking stream again it start collect new data from a black chart. Is this normal or I have to setup something to mantain the historical real time data being collected ?

And, another question, how to add the "volume" to the "last" via DDE ?
profile picture

Eugene

#6
QUOTE:
Is this normal or I have to setup something to mantain the historical real time data being collected ?

It's stressed on the extension download page: DDE does not have backfill, in other words, there can be no historical data with this provider. The demo provider's source code is open, so anyone motivated can try to add this feature on their own. (However, it's not recommended with DDE feeds due to their nature: usually, there's no guarantee of data integrity. Unless the vendor provides backfill, where the affair starts making sense.
QUOTE:
And, another question, how to add the "volume" to the "last" via DDE ?

Volume is not supported.
profile picture

claudio.tapie

#7
When I use the DDE streaming provider, seems that it consumes all computer's RAM memory. Is there a way to change the memory alocation for the DDE streaming provider?
profile picture

Eugene

#8
Could you be as detailed as possible about your usage pattern i.e. which exact activity is making Wealth-Lab to consume all RAM? Everything from your DDE data source to the number of active visualizers can be helpful.
profile picture

Christos

#9
I am trying to use DDE streaming provider and I am really frustrated with respect to the program's crashes. First of all is there are no DDE data in the chart and I open a strategy wealth lab crashes. Although I do not anymore do that after a few bars are completed although the program runs minimized it crashes with no obvious (at least to me) reason.

I get most crashes with ten minute bars. It seems to be working much better with one minute bar but even in this case I get some crashes every now and then (mostly when I am coding something in a different strategy window).

What kind of inforamtion would be relevant to give you so as to help me protect from such sudden crashes?
profile picture

Eugene

#10
There are many pieces to the DDE puzzle. The provider just retransmits the quotes and in my testing has done it pretty well and without crashes, even though it's not a supported item. *

Have you disabled the 3 streaming indices (Preferences > Streaming > Streaming symbols) if they are not present in your data feed?
Which spreadsheet software are you using (Excel, Open/LibreOffice)?
Which version of it? Which DDE data feed?
How many RAM do you have?
How many 1/10-min streaming symbols are you charting?
Do they have any special characters?

* Several years ago Fidelity has withdrawn the static/streaming provider API manual but customers kept asking for some guidance on data provider development. Then an idea was born in my head to release an open source streaming data provider. The DDE provider was built mainly for this purpose: as an illustration, not for production environment. After all there's no companion static data provider and no backfill.
profile picture

Christos

#11

QUOTE:
Have you disabled the 3 streaming indices (Preferences > Streaming > Streaming symbols) if they are not present in your data feed?

I suppose that you refer to the streaming ticker symbols text box. If this is the case - yes I have removed them
QUOTE:
Which spreadsheet software are you using (Excel, Open/LibreOffice)?

I use excel 2007
QUOTE:
Which DDE data feed?

If you refer to which "data vendor" as stated in the relevant wiki page I have managed to use Bloomberg succesfully (see the streaming charts) and IB unsuccesfully (couldn't even see the chart & more crashes)
QUOTE:
How many RAM do you have?
4GB
QUOTE:
How many 1/10-min streaming symbols are you charting?
Just one
QUOTE:
Do they have any special characters?
I suppose that "_" (underscore) is considered a special character

Is there any way to pass bloomberg or IB data into wealthlab without using the DDE Streaming Data Provider?

Thanks
profile picture

Eugene

#12
QUOTE:
I suppose that "_" (underscore) is considered a special character

Yes. I don't see how could they cause a problem but since this is at your full control, as an experiment you can try without them.

Also if it's feasible, try installing Open/LibreOffice and reconfiguring the provider (Data Manager tab > "soffice" vs. "excel" as DDE server name). OOo reads Excel files and in my experience, does DDE pretty much stable.
QUOTE:
Is there any way to pass bloomberg or IB data into wealthlab without using the DDE Streaming Data Provider?

Good question. See MTiQs provider (download their installer package) for an unsupported solution to stream various data sources including IB data. BTW a static/streaming provider for Interactive Brokers has been in the works (low priority).
profile picture

Christos

#13
QUOTE:
BTW a static/streaming provider for Interactive Brokers has been in the works (low priority).

That's very good news Eugene (although low priority)...

Many thanks for your instant and helpful reply
profile picture

Eugene

#14
After a long pause, here comes a noticeable update of the DDE streaming provider: version 2012.02.

Prior to 2012.02, our DDE provider had a limitation: there was no backfill. Except for learning how to create your own streaming data providers using this open source project, or viewing occasional streaming charts or using it in a Quotes window, your options were pretty limited.

Now, with the old "DDE Dummy" DataSets depreciated and left in the past, the provider can re-use any static chart by any data provider in any bar scale for historical backfill. Follow the Wiki online guide to set the DDE links in the Data Manager (this process hasn't changed), enable "DDE Streaming Provider", and just open a historical chart. If the DataSet symbol "agrees" with the DDE alias you set up on the "DDE Data" tab, then most likely, the DDE streaming provider will pick up the historical data and append the partial bars.