Once a day, I want to get bid-ask spreads on about 200 instruments from TWS into Excel? Since I'm limited to just 100 quotes at a time, I would need some way to cycle through instruments and record each spread. Anyone know the easiest way to do this?
A friend suggested I just export my watchlists' page contents (which include the bid-ask spread) to csv and import those into Excel. Since I don't currently use the API to connect Excel to TWS, that's the simplest solution for me.