Excel Spreadsheet Question

Discussion in 'Automated Trading' started by Dinolovin, Nov 19, 2007.

  1. I am trying to import data from a live feed (ie arca, nyse, brut data rom level II) to an excel spreadsheet. Can I do this? Do I need to use C++, C, or Java?

    Please help?
     
  2. ssmegner

    ssmegner

    Excel has no immediate way to know the format of the data feed. You will have to get the data into a known file format to import. However of the data feed you are considering supports a OLEDB or web services interface you can have Excel pull the data directly. Otherwise you will likely have to write a shim layer to interact with the data feed on one side and one of the Excel API's on the other side.
     
  3. easymon1

    easymon1

    What spreadsheet feature is used to sum the number of events that occur over time by interval?
    e.g. for a list of timestamped events, how can they be reported as the number of events occuring during each 5 minute interval?
    e.g. from 12:00 until 12:04:59 ...
    Time Events
    1245 8
    1250 7
    1255 6
    1300 13
    1305 11
    1310 7

    From a list like this"
    1245
    1245
    1245
    1245
    1247
    1248
    1248
    1249
    1250
    1250
    1250
    1250
    1250
    1253
    1254
    1255
    1255
    1255
    1255
    1258
    1259
    1300
    1300
    1300
    1300
    1300
    1300
    1303
    1303
    1303
    1303
    1303
    1303
    1303
    1305
    1305
    1306
    1306
    1306
    1306
    1307
    1308
    1309
    1309
    1309
    1310 ...
     
  4. themickey

    themickey

    Have you considered Sierrachart?
    There's been some complaints about SC customer service though, just giving you a heads up.
     
  5. easymon1

    easymon1