Non-perturbative time-dependent close-coupling calculations are carried out for the double photoionization of helium including both dipole and quadrupole radiation effects. At a photon energy of 800 eV, accessible at current synchrotron light sources, the quadrupole interaction contributes around 6% to the total integral double photoionization cross section. The pure quadrupole single energy differential cross section shows a local maximum at equal energy sharing, as opposed to the minimum found in the pure dipole single energy differential cross section. The sum of the pure dipole and pure quadrupole single energy differentials is insensitive to non-dipole effects at 800 eV. However, the triple differential cross section at equal energy sharing of the two ejected electrons shows strong non-dipole effects due to the quadrupole interaction that may be experimentally observable.