Does anyone know an EXCEL datafeed provider for live intraday futures data (15 min, 90min, daily)

Discussion in 'Data Sets and Feeds' started by rolando87, Jan 12, 2021 at 8:33 PM.

  1. I'm looking for something like an RTD feed for excel that can give me the most recent OHLC bar data for whatever timeframe I specify such as 15 min, 90 min, daily. This is for futures products. Doesn't matter if its free or paid, just looking for a reliable feed.

    My plan is to take the most recent OHLC data for those timeframes I specified and paste it to the next available row using a vba macro i wrote so I can build up the intraday bar chart history. I already have coded this part out but ideally if the datafeed supplier has some kind of settings that can do that automatically than all the better since my code might break down.

    This is for a live trading system so I am not looking for something that can just pull up the last 100 bars historical data, as that won't work for me.

    Does anyone know any reliable suppliers/systems to build something like this? Thanks
     
  2. RedDuke

    RedDuke

    xtrader has this capability. Just google a broker they offers xtrader.
     
  3. I use TT and they don't have this functionality they only have live RTD links with daily Open, High, Low and Last Price. I'm looking for OHLC for the last 15 min bar for example
     
  4. Rithmic's R|Trader Pro can stream OHLC data to Excel, the timeframe being that of the selected chart. So for example, for a 1 minute chart, after a minute the corresponding OHLC is printed in row N, and at the end of another minute a new OHLC is printed in row N+1 etc.

    Not sure if that's what you want, but there you have it. A couple of links I dug up :

    https://www.elitetrader.com/et/threads/getting-market-data-real-time-stock-quotes-into-excel-2007.161702/page-2#post-4051297

    https://www.elitetrader.com/et/thre...for-streaming-into-excel.339735/#post-5000657
     
    Last edited: Jan 13, 2021 at 12:30 AM
  5. Thanks I will look into that, I also have interactive brokers if anyone knows if IB can do something similar to that rithmic R
     
  6. ZBZB

    ZBZB

  7. As much as i want to help with this it begs the question of why? why would someone help their competition so easily
     
  8. patrickrooney

    patrickrooney Sponsor

    What about building the 15 minute intervals in ADL with Analytics block and then exporting the data from Autotrader into Excel?

     
    Gambit likes this.
  9. Gambit

    Gambit

    [/QUOTE]
    Patrick...now this guy is going to suck half the alpha out of CME. Why the #$## did you help the OP?
     
  10. Patrick...now this guy is going to suck half the alpha out of CME. Why the #$## did you help the OP?[/QUOTE]
    because PATRICK makes money off of selling very expensive front end systems..duh