STREAMING SHARE PRICES IN EXCEL
With ADVFN, you can stream share prices directly into an Excel spread sheet.
Many different values are available, from current price, bid and offer to the volume of shares flagged as sells or yesterday's closing bid price.
See below for a full description of what's available.
How Do I Get Live Streaming Share Prices in Excel?
- Subscribe to ADVFN Stealth.
- Download and install the ADVFN DDE software.
- Download your Monitor list as a spread sheet using the box below. Make a note of where you're saving the file; you'll need to find it later (the default is normally the Downloads folder). The spread sheet will contain all the symbols in your monitor available via DDE as well as all the columns available via the platform. See below for more details on the markets and bits of information you can get in DDE.
- Run the DDE software by going to the Start menu at the bottom left of your screen > All programs > ADVFNDDE and clicking on the ADVFNDDE program. You'll need to enter your normal ADVFN username and password.
- Open your Monitor spread sheet. You might be prompted to update and enable links to other data sources or something similar (depending on the version of Excel you are using). Click Update or OK and prices will start to stream into your spread sheet.
Do I Have To Use Excel?
Excel is great, but can be a little pricey. If you don't have access to Excel, there are a couple of great free pieces of software you can try, OpenOffice and LibreOffice. Both include free versions of word processing, spread sheet and presentation software.
As DDE is a widely used technology, you may be able to get ADVFN prices into other software. We concentrate on and support it in Excel, OpenOffice and LibreOffice.
Can I Customise My Spreadsheet?
Any formulas, charts, styles, conditional formatting, or anything else available in your spread sheet software can be applied to the figures you stream from ADVFN.
Being able to apply your own customised analysis to the figures is one of the most useful things about getting price data streaming into a spread sheet and you can do pretty much anything you like by combining Excel with ADVFN DDE.
Can I Build a Spreadsheet From Scratch?
Yes. You can build up your own sheet of streaming prices by entering the formula corresponding to the bit of data you after into each cell. The formula is slightly different depending on whether you're using Excel or OpenOffice/LibreOffice, but you'll quickly get the hang of it.
A handy tool for generating the code you need is below:
If you're feeling a bit more adventurous, you can put the formulae together yourself. The basic formats for the formula are:
Excel | =ADVFN|EXCHANGE_SYMBOL!COMMAND |
OpenOffice & LibreOffice | =DDE("ADVFN";"EXCHANGE_SYMBOL";"COMMAND") |
Whilst this might seem daunting initially, have a closer look and you'll see that there are only 3 things you need to put in to get the value you want EXCHANGE, SYMBOL & COMMAND. The rest of the formula stays the same every time.
EXCHANGE is the market the symbol trades on. For instance, you would use LSE if your stock trades on the London Stock Exchange.
SYMBOL is what you'd normally use on the site to get a quote. For instance, VOD if you want to see a quote for Vodafone.
COMMAND is the bit of data you want. For instance, you would use CHANGE if you want to know the change value.
Excel | =ADVFN|LSE_VOD!CHANGE |
OpenOffice & LibreOffice | =DDE("ADVFN";"LSE_VOD";"CHANGE") |
Exchange codes
Use the code in the left hand column to specify the EXCHANGE
Code | Exchange |
---|---|
LSE | London Stock Exchange |
NASDAQ | NASDAQ |
NYSE | New York Stock Exchange |
AMEX | American Stock Exchange |
BIT | Italian Stock Exchange |
BITA | Afterhour Italy |
BITMOT | Italian Stock Exchange MOT |
EU | Euronext |
FTSE | FTSE Indices |
NASDAQI | NASDAQ Indices |
DOWI | Dow Jones Indices |
SPI | Standard & Poors Indices |
USOTC | OTCMarkets |
FX | Forex |
TSX | Toronto Stock Exchange |
TSXV | TSX Venture Exchange |
DBI | Deutsche Boerse Indices |
ASE | Athens Stock Exchange |
ASI | Athens Indices |
NYMEX | |
COMEX | |
ASX | Australian Stock Exchange |
BOV | Brazil Bovespa Exchange |
BMF | BM&F - Brazilian Commodities |
BITI | Italian Stock Exchange Indices |
COIN | Cryptocurrency |
AQSE | Aquis Stock Exchange |
USI | US Indices |
TG | Tradegate (DE) |
Command codes
Use the code in the left hand column to specify the COMMAND
Code | Description | |
---|---|---|
Price data | ||
CUR | Current price | |
CHANGE | Difference between the current price and yesterday's closing price | |
CHANGE_PC | Difference between the current price and yesterday's closing price, expressed as a percentage (%) | |
MID | Value half way between the bid and offer prices | |
BID | Price the instrument can be sold at | |
OFFER | Price the instrument can be bought at (also known as the Ask) | |
OPEN | Price the instrument opened at today | |
HIGH | Highest value the current price has hit today | |
LOW | Lowest value the current price has hit today | |
CLOSE | The closing price for an instrument, the last price of the day | |
VOLUME | Total volume traded today | |
LAST_CHANGE_TIME | Last time the current price changed |
Deeper data | |
---|---|
YEST_CLOSE | Yesterday's closing price |
YEST_BID | Yesterday's bid price when trading finished |
YEST_OFFER | Yesterday's offer price when trading finished |
SPREAD | Difference between the bid and offer prices |
SPREAD_PC | Difference between the bid and offer prices, expressed as a percentage (%) |
OPEN_CHANGE | Difference between the open price and the current price |
OPEN_CHANGE_PC | Difference between the open price and the current price, expressed as a percentage |
UNCROSSING_PRICE | Resulting price of an auction. Will not be present for all markets |
UNCROSSING_VOLUME | Resulting volume for an auction. Will not be present for all markets |
DAILY_VWAP | Volume weighted average price for the day. Will not be present for all markets |
PERIOD_VWAP | Volume weighted average price for the day for an exchange defined period. Will not be present for all stocks |
OPEN_INTEREST | Open interest for derivatives. Will not be present for all markets |
Trade data | |
---|---|
TRADE_PRICE_0 | Most recent trade price |
LAST_TRADE_SIZE | Size of the last trade |
LAST_TRADE_TIME | Time of the last trade |
LAST_TRADE_TYPE | Type of the last trade |
NUM_TRADES | Number of trades reported today |
BUY_VOLUME | Total number of shares traded at a price which was closest to the offer at the time of trading |
SELL_VOLUME | Total number of shares traded at a price which was closest to the bid at the time of trading |
UNKNOWN_VOLUME | Total number of shares traded at a price which was the mid price, or the trade report was delayed |
BUY_PC | Buy volume expressed as a percentage of the total volume |
SELL_PC | Sell volume expressed as a percentage of the total volume |
UNKNOWN_PC | Unknown volume expressed as a percentage of the total volume |
TRADE_HIGH | Highest traded price |
TRADE_LOW | Lowest trades price |
TRADE_PRICE_1 | Second to last trade price |
TRADE_PRICE_2 | Third to last trade price |
TRADE_PRICE_3 | Fourth to last trade price |
TRADE_PRICE_4 | Fifth to last trade price |
Information | |
---|---|
NAME | Name of the stock |
SYMBOL | Stock symbol |
MARKET | Market for the stock |
DESCRIPTION | Stock description |
ISIN | International Securities Identification Number |
CURRENCY | Currency unit |
Bear in mind that not all commands can be used for all markets and symbol. The data might not exist or just not be available.
Where Can I Get Help Using DDE?
If you get stuck, call us on 1-888-992-3836, send us an email to help@advfn.com, use the chat button at the bottom of this page or ask a question on the DDE forum.
Things To Remember:
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Always start the ADVFN DDE software before you start up your spread sheet
Starting the spread sheet first will make your computer think there is no data available to stream.
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You need a subscription to use DDE
DDE - Excel Integration subscription will give you access to DDE.