WebIress uses RTD not DDE and there seems to be no way to directly feed data from the RTD server/data source directly into an application without first injecting it into Excel.
but setting up a spreadsheet that receives all of the market data, periodically saving it and them connecting to the spreadsheet via ADO seems a clumsy solution. anyone else done something to get data out of webIress without using Excel?
Also is WebIress limited to ten levels of market depth?