I'm working on a stock exchange information platform and we are thinking in provide a link between our platform and home-made Excel files. The financial market is still bound to the old DDE server approach, now does it still matter today?
Which are the alternatives to make automatic online data updates on Excel files, OLE DB queries? I wonder if anyone has any example of implementing an OLE DB provider in C# and .NET.
Our API will be completely online and RESTful, there is any Web Services alternative to link this data to Excel? I remember Excel 2003 having a Web Services Toolkit but I can't find anything close to that in Excel 2007.
In terms of interacting with Excel, OLE Automation/COM replaced the use of DDE.
You may want to take a look at VSTO (Visual Studio Tools for Office).
I can recommend reading this page. It talks about almost every aspect of DDE:
http://www.angelfire.com/biz/rhaminisys/ddeinfo.html
You might also try this (old, but I think still relevant) Building a Real-Time Data Server in Excel 2002 (MSDN)
Having worked at Reuters for years in the real-time data world, I must say that I haven't looked at DDE in over a decade. I assume it still sees use, but it is really old and has been replaced by lots of stuff. Mostly though I have been working with desktop apps that talk to the real-time APIs.
Some other links:
Getting Real-Time Data from the Web in Excel
Develop Real-Time Data servers (RTD )
for Excel 2013, 2010, 2007 in Delphi 5 - XE4
Discover a COM Realtime Feed for Excel