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?

  1. Subscribe to ADVFN Stealth.
  2. Download and install the ADVFN DDE software.
  3. 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.
  4. 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.
  5. 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

CodeExchange
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

CodeDescription
Price data
CURCurrent price
CHANGEDifference between the current price and yesterday's closing price
CHANGE_PCDifference between the current price and yesterday's closing price, expressed as a percentage (%)
MIDValue half way between the bid and offer prices
BIDPrice the instrument can be sold at
OFFERPrice the instrument can be bought at (also known as the Ask)
OPENPrice the instrument opened at today
HIGHHighest value the current price has hit today
LOWLowest value the current price has hit today
CLOSEThe closing price for an instrument, the last price of the day
VOLUMETotal volume traded today
LAST_CHANGE_TIMELast time the current price changed
Deeper data
YEST_CLOSEYesterday's closing price
YEST_BIDYesterday's bid price when trading finished
YEST_OFFERYesterday's offer price when trading finished
SPREADDifference between the bid and offer prices
SPREAD_PCDifference between the bid and offer prices, expressed as a percentage (%)
OPEN_CHANGEDifference between the open price and the current price
OPEN_CHANGE_PCDifference between the open price and the current price, expressed as a percentage
UNCROSSING_PRICEResulting price of an auction. Will not be present for all markets
UNCROSSING_VOLUMEResulting volume for an auction. Will not be present for all markets
DAILY_VWAPVolume weighted average price for the day. Will not be present for all markets
PERIOD_VWAPVolume weighted average price for the day for an exchange defined period. Will not be present for all stocks
OPEN_INTERESTOpen interest for derivatives. Will not be present for all markets
Trade data
TRADE_PRICE_0Most recent trade price
LAST_TRADE_SIZESize of the last trade
LAST_TRADE_TIMETime of the last trade
LAST_TRADE_TYPEType of the last trade
NUM_TRADESNumber of trades reported today
BUY_VOLUMETotal number of shares traded at a price which was closest to the offer at the time of trading
SELL_VOLUMETotal number of shares traded at a price which was closest to the bid at the time of trading
UNKNOWN_VOLUMETotal number of shares traded at a price which was the mid price, or the trade report was delayed
BUY_PCBuy volume expressed as a percentage of the total volume
SELL_PCSell volume expressed as a percentage of the total volume
UNKNOWN_PCUnknown volume expressed as a percentage of the total volume
TRADE_HIGHHighest traded price
TRADE_LOWLowest trades price
TRADE_PRICE_1Second to last trade price
TRADE_PRICE_2Third to last trade price
TRADE_PRICE_3Fourth to last trade price
TRADE_PRICE_4Fifth to last trade price
Information
NAMEName of the stock
SYMBOLStock symbol
MARKETMarket for the stock
DESCRIPTIONStock description
ISINInternational Securities Identification Number
CURRENCYCurrency 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:

  • 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.

  • You need a subscription to use DDE

    DDE - Excel Integration subscription will give you access to DDE.