streaming quotes from Excel
Author: csn
Creation Date: 2/3/2010 6:59 AM
profile picture

csn

#1
Is it possible to get quotes and formulas from excel to wealthlab which are streaming and updating very minute?
profile picture

Eugene

#2
Yes, it is possible if you create a Streaming Data Provider for Excel (or hire someone to do the job).
profile picture

Eugene

#3
P.S. Excel provides two COM-based interfaces for that: the so-called real-time data feature (RTD) or a more universal Dynamic Data Exchange (DDE) approach.
profile picture

orfeus2006

#4
Hello, Eugene, could you connect with me via amaslakov@gmail.com?
profile picture

alvincho

#5
Hi Eugene,

I am creating a DDE streaming data provider. I found abstract Subscribe and Unsubscribe methods but no idea how to transfer data to Wealth Lab. It seems no event member from StreamingDataProvider. How can I do that? Thanks.
profile picture

Eugene

#6
Hi Alvin,

Later this month, Fidelity plans to release the API manual. The StreamingDataProvider interface will be documented there.
profile picture

alvincho

#7
Eugene,

would you please give me some hints of that? I got data from DDE server and called UpdateQuote but it display nothing in Quote window.
profile picture

alvincho

#8
Eugene,

I forgot to set TimeStamp value. My DDE Streaming Provider is working now.
profile picture

ss161

#9
alvincho: can i ask what you use to stream live quotes to excel? I was using bloomberg but lost that data feed, IB limits me to 100 symbols. I have Yahoo real time prices, but have been having some issues getting that to stream to excel. Thanks.

Steve
profile picture

alvincho

#10
Steve,

Frankly I don't trade for living, I am a programmer. I have used several sources incluing Bloomberg, Reuters, and some local (Taiwan) vendors.
profile picture

ss161

#11
thanks anyway.
profile picture

Eugene

#12
To anyone interested:

I'm working on a streaming provider for Excel live data which will support Excel and OpenOffice. A customized Excel/OOo spreadsheet can then be used to connect to any DDE data source(s) (e.g. MetaTrader, IB and many more).
profile picture

Eugene

#13
This provider has been released. Check it out on the project's home page. The source code was disclosed and should be available to known customers.