This tool only receives TS feed (TS sends out data to excel), so not much used by traders. what majority Tradestation users need is, to receive or retrieve data from excel to play any market that TS don't support
I was more pointing out that there is a fast interface for Excel. Data providers could all provide a similar interface, maybe some do already. I'm seeing Excel as a node of integration between different data providers and different software vendors and IB.
Last i checked, VBA (behind Excel) does not support real time ticks very well, if at all (for real time, you have to migrate up to VB.net and search the Nuget libraries behind Visual Studio to avoid reinventing the wheel as much as possible). If you don't need that, VBA is capable of handling a REST API, which most businesses supply, including most crypto exchanges. They will let you check their servers ever x minutes, usually not less than once per minute. You'll have to wade through slight differences from API to API in the way you call it, especially differences in end-points. You'll be using the same API (its endpoints) to place and modify orders as well. Provided documentation is clear enough, once you get the hang of it. But it might be a learning curve at first. That's pretty much half the battle, that and storing the one-minute OHLC data, and reliably retrieving from your database what you need for an algorithm applied to whatever time frame you may need. Whoever has built this well should sell their code, or their app, for a nice price. It's that much work. In any case, you can turn the VBA "Immediate Window" into a command line application, the simplest way to build/prototype, imo. You would probably do better to use mainly flat tables (comma delimited text files) stored in local folders rather than trying to do much in cells. Mainly the spreadsheet side is good for charting results and displaying statistics in exactly the way you want them, using it like a dashboard of sorts. Otherwise, sheets will slow you down. If you do use sheets, there is a way to quickly snapshot a region of cells and get them into a multi-dimensional array. Work within arrays with all calculations done within VBA, and return data back to cells in the same way. If there is ever a need for speed, no code well written in VBA is ever wasted, as it is easily migratable up to VB.net. From VB it is easily translated to C#, if needed. Translating from C# to C++, i'm not sure how that would be done but must be possible. Or, just buy a faster computer with all the profits you make from trading. C is famous for making pointers possible, or easier. But VBA has pointers if you consider ByRef (versus ByVal) arguments as pointers. And VBA has classes that translate to VB and/or C#. If you're code is not wasted, then Excel/VBA makes a good prototyping environment, if not an actual application for trading. It has a nice code editor lacking only in code-folding but makes up for it with a drop-down list of all your functions. But for prototyping, i would recommend Tradingview's Pinescript. This way you don't have to build the data-intake side of it, nor the charting side of results. If you use the "strategy" type when building, you can generate a ton of statistics that can be visualized over several tabs, all taken care of by Pinescript/Tradingview. With a little extra work, you could automate the "alerts" that can be built into code, in either a "strategy" or an "indicator". This is really the fastest way to get something up and running. Both languages enjoy a lot of support online, so that's a bonus.