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DDE SUCKS -- There are no two ways about it.
-----Original Message-----
From: Philippe Lhermie [mailto:philippe.lhermie@xxxxxxxxxxx]
Sent: Friday, July 21, 2000 3:27 PM
To: Omega-List@xxxxxxxxxx; BobR
Subject: RE: DDE vs TCP/IP
Hi Bob,
Here is what Microsoft says about DDE links:
The Microsoft® Win32® application programming interface (API) provides
several methods for transferring data between applications. One method is to
use the Win32 dynamic data exchange (DDE) protocol. The DDE protocol is a
set of messages and guidelines. It sends messages between applications that
share data and uses shared memory to exchange data between applications.
Applications can use the DDE protocol for one-time data transfers and for
continuous exchanges in which applications send updates to one another as
new data becomes available.
There are two kinds of permanent DDE data links: warm and hot. In a warm
data link, the server notifies the client that the value of the data item
has changed, but the server does not send the data value to the client until
the client requests it. In a hot data link, the server immediately sends the
changed data value to the client.
DDE can be used to implement a broad range of application features — for
example:
Linking to real-time data, such as to stock market updates, scientific
instruments, or process control.
Rgds,
Philippe
-----Message d'origine-----
De : BobR [mailto:bobrabcd@xxxxxxxxxxxxx]
Envoyé : vendredi 21 juillet 2000 17:44
À : omega-list@xxxxxxxxxx
Objet : DDE vs TCP/IP
Here is a question for the data experts who know the real story. Since I've
been kind of hung up on tick counts and have been experimenting with the
various options of moving data it occurred to me last night that methods
such as DDE links from say the UMDS to TradeX or other software such as
Fibonacci Trader might suffer some tick loss. Its my novice understanding
that DDE clients request data from the DDE server at fixed or user selected
intervals with the minimum being one second, could be wrong here. The
consequences being that if multiple ticks occur for a symbol within the
update interval, then only the last one is passed out of the server to the
client application. Is there a way to have the dde clients update with each
price update or is the dde method limited to fixed intervals of polling
time? Three configurations in particular are of interest: 1. DTN to UMDS to
Dynastore to TS4, 2. DTN to UMDS to Dynastore to TCP/IP to client, 3. DTN
to UMDS to UsDDE to TradeX.
Thanks,
BobR
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