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Dynamic Linking to Other Programs

Posted 10 years ago
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Hi,

How do you dynamically link to a data feed from a Trading/Financial program?  These types of programs use DDE Links to push dynamic data to Excel. It would be useful to directly link to Mathematica.

Example: http://support.marketdelta.com/entries/116671-How-To-Use-DDE-Dynamic-Data-Exchange-in-MarketDelta

Thank you. 
POSTED BY: Scott Calabria
4 Replies
Posted 9 years ago
There is source code provided in the old Bloomberg/Mathematica link that may prove useful to you.

http://www.wheels.org/monkeywrench/?p=737


update, March 4, 2016 -- there's a new version coming soon. Source code available at
this GitHub link.
POSTED BY: Michael Stern
I am not familiar with programming using DDE, but if you were writing in  a .NET language, which you would be doing most likely if you were using DDE, you can use Mathematica's .NETLink.  

These products have already written the code necessary for their product and excel to interact, but likely haven't written the code needed to get their product and Mathematica to interact.
POSTED BY: Sean Clarke
Posted 10 years ago
Here is antother example of a program using DDE:

http://www.ctsfutures.com/wiki/T4%20Client%20Guide.DDE%20-%20Getting%20data%20into%20Microsoft%20Excel.ashx

Why is it so easy to communicate with Excel and not Mathematica, using DDE ? 
POSTED BY: Scott Calabria
DDE appears to be an old, but still available version of .NET's COM for interprocess communication (http://en.wikipedia.org/wiki/Dynamic_Data_Exchange).
Communicating with a program using DDE requires writing a program using DDE, unless that program has already been written. What source for market data or program were you looking to link to? The code/feasibly will depend on the program you are talking about.

Mathematica provides .NET/Link which would be a good place to start writing code to work with DDE or COM/OLE. You would need to learn to program C# first however.

In some cases, we have provided packages which allow you to communicate with otther programs. For example, the Wolfram Finance Platform comes with a package that allows you to pull data from a bloomberg terminal installation on your machine and there is a package availabel that allows Mathematica to communicate with Excel.
POSTED BY: Sean Clarke
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