T4 supports sending data via DDE to other applications, such as Microsoft Excel.

To send quote data you need to have an open Quote Board window containing the markets that you want to see, then click the ‘DDE’ button and go to Excel. Right click on a cell in Excel and choose the ‘Paste’ menu item. This will paste a table of links to T4 that contain the same markets and columns as your Quote Board. Alternatively, you can right click on a single value in the Quote Board and select the ‘Copy DDE Link’ menu item, then paste into Excel and only that value will be linked.

Note: For Excel to get quotes the Market MUST be displayed in the T4 frontend somewhere, either in a Quote Board or contract window BEFORE it is linked to from Excel. This also applies if you are loading a saved Excel spreadsheet.

The DDE link format for market data in Excel is:

=T4Screen|MKT_<marketid>!<value>

Where:

<marketid> is the unique identifier for the market in T4. This does not match any exchange published symbol. You can only obtain these by using the above method of copying the link for a value from T4 and pasting it into Excel or some other application.

<value> is the data value of the market that you want, for example last trade price. The valid values are shown below:

<value>

Meaning

Description

The name of the market.

Numerator

The smallest amount that the price of a market can move by, in ticks.

Denominator

The denominator used for converting ticks into price and vice-versa.

Settlement_Price

Settlement_Ticks

The last settlement price received.

Open_Price

Open_Ticks

The opening trade price for the day.

High_Price

High_Ticks

The highest traded price for the day.

Low_Price

Low_Ticks

The lowest traded price for the day.

Mode

The current market state, e.g. PreOpen, Open, Closed etc.

Total_Traded_Volume

The total volume traded by this market today.

Last_Trade_Volume

The last volume traded at the current price. If the frontend is set to show the total traded at this price since the last price changed then that value will be sent, otherwise the volume just traded will be sent.

Last_Trade_Price

Last_Trade_Ticks

The price of the last trade to occur.

Bid_Volume

The volume of the current best bid.

Bid_Price

Bid_Ticks

The price of the current best bid.

Offer_Volume

The volume of the current best offer.

Offer_Price

Offer_Ticks

The price of the current best offer.

Net_Change_Price

Net_Change_Ticks

The net change from the last settlement price to the last trade price.

The last trade information will include trades in outrights due to spreads trading if the frontend is configured to show that information itself.

The Bid and Offer information will include implied prices if the frontend is configured to show it.

The difference between the ‘_TICKS’ and ‘_PRICE’ values is that the ‘_PRICE’ values are display prices (what you see on the frontend, e.g. 30yr bond = 11215) and the ‘_TICKS’ values are the internal equivalent that can have math done on it (e.g. 30yr bond = 11215 = 112 points + 15/32 = expressed as a total number of 32nds is (112 * 32) + 15 = 3599).

To send account and position data you can use the same method as above, except using the Account window instead of the Quote Board. Note that if you trade in a new market then Excel will not automatically detect that position, you must place links in Excel for each specific position that you want.

The DDE link format for account data in Excel is:

=T4Screen|ACT_<accountid>!<value>

Where:

<accountid> is the unique identifier for the account in T4. This does not match the account number or name. You can only obtain these by using the above method of copying the link for a value from T4 and pasting it into Excel or some other application.

<value> is the data value of the account that you want, for example P&L. The valid values are shown below:

<value>

Meaning

Description

The name of the account.

Account

The account number.

Firm

The firm this account belongs to.

Status

The status of this account, e.g. OK, Blocked etc.

PL

The total P&L of all the positions for this account

UPL

The total unrealized P&L of all the positions for this account.

RPL

The total realized P&L of all the positions for this account.

Overnight_UPL

The total unrealized P&L due to fills carried over from the previous trading day of all the positions for this account.

Cash

The amount of available cash the account has available to trade with. Takes into consideration the Balance, P&L and Margin.

Net_Equity

The balance of the account if all positions were closed. Takes into consideration the Balance and P&L.

Margin

The total margin requirement for all the positions for this account.

Balance

The start of day balance of the account.

The DDE link format for position data in Excel is:

=T4Screen|POS_<accountid>_<marketid>!<value>

Where:

<accountid> is the unique identifier for the account in T4. This does not match the account number or name. You can only obtain these by using the above method of copying the link for a value from T4 and pasting it into Excel or some other application.

<marketid> is the unique identifier for the market in T4. This does not match any exchange published symbol. You can only obtain these by using the above method of copying the link for a value from T4 and pasting it into Excel or some other application.

<value> is the data value of the position that you want, for example P&L or net position. The valid values are shown below:

<value>

Meaning

Description

The name of the market this position is for.

Net

The net position of this account in this market.

PL

The total P&L of this position.

UPL

The unrealized P&L from the open position.

RPL

The realized P&L from the closed position.

Overnight_UPL

The unrealized P&L due to positions carried over from the previous trading day.

Margin

The margin requirement for this position.

Buys

The total number of contracts bought.

Sells

The total number of contracts sold.

Working_Buys

The number of buy contracts that are working.

Working_Sells

The number of sell contracts that are working.