Get data via DDE in Python by bypassing Excel

Question

I have a data provider who provides a DDE link (that I can use in Excel) and an exe file that runs in the background which serves as a Data Manager (not sure if this is what called as a DDE Server) and the DDE link connects to that exe file.

I want to bypass Excel and work directly in Python. I saw some examples about DDE but they were all in Python 2 and I am using Python 3.

I saw examples on the net that do something like:

import win32ui
import dde
...
...
server = dde.CreateServer()
server.Create("SomeName")
...

But these examples show how to create a DDE server. In my case, there is an existing exe that is the data manager (DDE server may be?) and within Excel there is a menu via which I can get data such as

' = DataProviderFunc1(Param1, Param2)'
' = DataProviderFunc2(Param1, Param2)'

I want to write a code in Python that directly gets output of ' = DataProviderFunc1(Param1, Param2)' etc., instead of having an Excel sheet open and then letting Python read the output from the Excel sheet.

Is this possible?

I am using Python 3.4. Thanks

There seems to be very little document on the DDE module, e.g. http://docs.activestate.com/activepython/2.4/pywin32/dde.html

Hod

how did you find out details about the server using the excel file? – Clinkerbuilt

Answer 1

The closest things to documentation that I've found are here: client example, server example

The examples aren't even commented so let me share what I've figured out with a commented example:

import win32ui
import dde

#apparently "servers" talk to "servers"
server = dde.CreateServer()
#servers get names but I'm not sure what use this name
#has if you're acting like a client
server.Create("TestClient")  
#use our server to start a conversation
conversation = dde.CreateConversation(server)

# RunAny is the server name, and RunAnyCommand is the topic
conversation.ConnectTo("RunAny", "RunAnyCommand")
# DoSomething is the command to execute
conversation.Exec("DoSomething")
# For my case I also needed the request function
# request somedata and save the response in requested_data.
requested_data = conversation.Request("somedata")

Key functions seem to be Exec and Request. Both take strings so in your particular case you'll have to find out what your server wants.

Maidenhead

how did you find out details about the server and what its doing using the excel file? – Clinkerbuilt

Answer 2

Only for developers working with Interactive Brokers API:

The code below worked to connect with TWS/IBAPI.

Note: you need to leave the Excel sheet open and the DDE requests running on it.

import win32ui
import dde
import pandas as pd

id = 100001 # the id you used in Excel to create the DDE request to an instrument
req = 'askPrice' # can be any accepted by the excel wsheet
server = dde.CreateServer()
server.Create("ServerClient")
DDEconversation = dde.CreateConversation(server)
DDEconversation.ConnectTo("Stwsserver", "tick")
s = f'{id}?{req}'
value = pd.to_numeric(DDEconversation.Request(s), errors='coerce')

Aleph

how did you find out details about the server using the excel file? – Clinkerbuilt