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How do you capture trades ("trd") in excel generated by the qlink T$S DDE link. I want to capture every trade, compare it to the current ask and bid and then process the trade size in excel.
I have used two events. The worksheet_change event does not work for DDE events at all. The worksheet_calculate event can be trigeered by forcing a dummy calculation each time the qlink T&S table in excel changes. But monitoring just the first row of the table to see if it is a trade, ask or bid does not work. The flow of trades is sometimes so rapid for the ES #F symbol that several trades seem to appear in rapid succession and the VBA code cannot repond quickly enough.
I have also tried using .setlinkondata. It also has the problem that you dont know which row of the table to look at each time the DDE update occurs because qlink scrolls the rows and there is no unique identifier so that data can be tracked as it scrolls down the table.
Is the API the only way to accomplish what I am trying to do or does someone have a qlink solution?
I have used two events. The worksheet_change event does not work for DDE events at all. The worksheet_calculate event can be trigeered by forcing a dummy calculation each time the qlink T&S table in excel changes. But monitoring just the first row of the table to see if it is a trade, ask or bid does not work. The flow of trades is sometimes so rapid for the ES #F symbol that several trades seem to appear in rapid succession and the VBA code cannot repond quickly enough.
I have also tried using .setlinkondata. It also has the problem that you dont know which row of the table to look at each time the DDE update occurs because qlink scrolls the rows and there is no unique identifier so that data can be tracked as it scrolls down the table.
Is the API the only way to accomplish what I am trying to do or does someone have a qlink solution?