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The Array's Content

In the example array (Figure 1), the second cell in the top row contains the array definition HLOC. This definition informs the DDE link that the array’s data is arranged in a “High, Low, Open, Close” order. The DDE link uses this information to identify which fields in your Aspen Systems datafiles you want to populate with prices. To pass information to an Aspen Systems datafile, you must use one of three array definitions:

Array Definition
Expected Data Order
TICK
DATE,TIME,PRICE,VOLUME

HLOC{,15}
DATE,TIME,OPEN,HIGH,LOW,CLOSE

HLOCV{,15}
DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME,OPEN-INTEREST Note that if you use HLOCV, a value for open interest is expected.

The array content definition informs the DDE link how the data in your Excel array is arranged.