Excel Question..

Discussion in 'Trading Software' started by LaSalle, May 11, 2005.

  1. LaSalle

    LaSalle

    How I use Excel to create a "streaming" chart using the interface between Excel and InteractiveBroker's TWS?
     
  2. LaSalle

    LaSalle

    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?
     
  3. cakulev

    cakulev

  4. 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...
     
  5. chartie

    chartie

    IB had a webinar on TWS API last week, mainly explaining its DDE via the TwsDde.xls Excel spreadsheet.

    See its record here