Saving DDE Data in local Database

[rebermp]

I have searched this forum and did some light research online. I just want to take the data (CBOT Options/Futures) as it comes in and store it locally...and it doesn't matter where I store it, sql server, Access, excel, or other is fine.

[JayF]

You'll likely just need to write some VBA code to pull down the quotes through DDE. An alternative is to use QCollector. An application built to download data into ASCII format on an automated basis.

[rebermp]

I downloaded the QCollector

demo, however it appears that the demo doesn't allow for me to download the CBOT data. I need to be able to collect only the new data, I know how I can collect all data every so often, but I only want new data, if I take all data, then my volatilities will be off.

Is there away that I can download only changes from esignal real-time, every minute, every 5 minutes or whatever. I know I can do it at the end of day, but that doesn't help me.

You mentioned VBA, I know how I could use VBA to basically do a screen scrape, is there another way?

Thank you for you help

[ACM]

rebermp
The Qcollector demo is preset for a few symbols only but it has no limitations with those so that one can try it out as if it were the complete package.
As far as updates are concerned it can be set to either overlap existing data or - in certain cases - to append only the new data. For a more detailed explanation of this see the Qcollector Help file under Program Settings->Fast Update.
Also the frequency of the updates can be user defined (5 seconds is the shortest).
Alex

[rebermp]

I am working with it

right now, and when I enter in c z3 no data is downloaded into QCollector. Also I see the minimum interval only being 1 minute.