GL WIN - MS EXCEL DATA LINKS 5.10 - JSE

46 GL WIN - MS EXCEL Data Links 5.10 User Guide
RFQ Links
Using RFQ Links
When using RFQ links, one link is mandatory; RFQ. This is the event indicating that an RFQ has been
received in the market. Its value becomes one (“1”) when an RFQ is received in the market. The use
of this link is also very important in configuring all the RFQ links on the selected instrument with the
Timer parameter.
The syntax for Timer is Timer=StartTime;EndTime.
Example “Timer=1;11”.
This indicates to the GL Links that all the RFQ links on the specified instrument need to become
active after one second after receiving the RFQ in the market and remain active for 11 seconds.
Example:
RTD syntax = RTD("GLLinks.RTD",,"RFQ","SYMBOL","RFQ",”TIMER=2;12”)
DDE syntax = GLLinks|RFQ!'SYMBOL,RFQ,TIMER=2 ;12'
The RFQ links accept one parameter: Symbol.
When the symbol specified for the RFQ link is the underlying, you can use one filter parameter:
Symbol.
This parameter allows you to filter all the RFQs received on the options of the chosen underlying, and
to receive only the RFQ for the specific option for the symbol you are using as parameter.
Example: For the option “ &LOB 060112050C “, the underlying is “ &LB “. It is
found in the “CASH” market of the derivatives exchange (in the dictionary) and
constitutes the first part of the name of the derivatives product (before the “;”).
Receiving all the RFQ links on the options of the LB underlying:
RTD syntax = RTD("GLLinks.RTD",,"RFQ","&LB","RFQQTY”)
DDE syntax = GLLinks|RFQ!'&LB,RFQQTY’
Filtering to receive only RFQs on the specific option &LOB 060112050C
RTD syntax = RTD("GLLinks.RTD",,"RFQ","&LB","RFQQTY",”SYMBOL=&LOB
060112050C”)
DDE syntax = GLLinks|RFQ!'&LB,RFQQTY,SYMBOL=&LOB 060112050C’
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