How I use Excel to create a "streaming" chart using the interface between Excel and InteractiveBroker's TWS?
I'll try again.. I have a EXCEL plug in that essentially mirrors streaming data from IB TWS. So if the last on the NQ changes from 1450 to 1451, EXCEL will reflect this change. What I want Excel to do is upon a change in price: 1. grab the previous price, 2. time stamp it and 3. add it to a new sheet to create a database of quotations. This way I am building a database of intraday quotations from which I can create a Excel chart. Any easy answers to going about this or do I need to learn Visual Basic?
This may help http://www.interactivebrokers.com/php/webhelp/webhelp.htm#Interoperability/About_DDE.htm Click on API (on the content panel and then read all about DDE, they have some sample spreadsheets) also http://finance.groups.yahoo.com/group/TWSAPI/ Good luck
Yes, to do this properly you need to do it using the VB module section of excel where the VB code is watching for a change in your NQ last trade cell... When the VB code perceives a change in the last trade it then takes that value and places it in a new worksheet offset down one row at a time in say A1, A2, A3 with a matching timestamp placed across from it in row B1, B2, B3, etc... then you can chart those values in an excel chart - either using a static chart method or a dynamic method (not easy) hth... cj... ________________ If You Have The Vision - We Have The Code...
IB had a webinar on TWS API last week, mainly explaining its DDE via the TwsDde.xls Excel spreadsheet. See its record here