Is there a way to import live data quotes from MetaTrader Terminal MT4 to an external C++ program?
Or any possibility to read Excel cells in C++ via a DDE communication?
Thanks in advance
While DDE is mentioned ( and was heavily used by REUTERS Financial Markets applications for Excel in late 90-s ), I would dare invest a dime into development relying on this technology ( just remember how many projects bled out under surprises that so many DDE-calls, working fine since 90-s suddenly started to return void // Not-Implemented in early 64-bit releases of wV et al ... never more ... ).
MT4 platform has other options to survive. Live FX Quote-stream could be smart managed by a superior, DLL-based, ZeroMQ messaging system, available both on the MetaTrader Terminal side and on C, C++, python, ... you name 'em all... many other language bindings.
This approach gives you all the control over the architecture and one can setup a truly distributed processing as needed.
If are happy with an FX-side using a MetaTrader Terminal, you would not miss aTimeDOMAIN resolution under a 1 ms treshold inside an MQL4 ecosystem ( but if interested, ZeroMQ-code can work down under to some 25 ns ).