Excel

Discussion in 'Trading Software' started by kwancy, Jul 20, 2006.

  1. gummy

    gummy

    There's a spreadsheet described here:
    http://www.gummy-stuff.org/weekly-data.htm

    It'll download historical prices (and provide some pretty charts) for four stocks.

    I also have spreadsheet(s) that'll do more than four
    ... but can't remember which ones ^#$@!*?
     
    #21     Jul 23, 2006
  2. gummy

    gummy

    #22     Jul 23, 2006
  3. I don't think C# is available for programming Excel unless you get Visual Studio (at least Professional edition, if not higher) and Visual Studio Tools for Office, both of which are not inexpensive. I'm not sure what the advantage is of programming excel with C# for most applications. If your purpose is to get most jobs done, and done quickly, I would stick with VBA. If you are doing heavy number crunching by all means learn to program C or C++ and create dlls addins for excel.
     
    #23     Jul 23, 2006
  4. kwancy

    kwancy

    I have followed this link and started to make spreadsheets based on these add_in functions for trading which retrieve a lot of information from yahoo finance and MSN money. This is particularly good for pulling out option quotes and fundamentals. Nevertheless, the information pulled out by these functions are all 15-20 min. delayed and reduce its function to serve in trading. Also, the add-in function does not appear to have any futures data as well.

    It will be great if I can pull out real-time information from e-signal
    including future prices and real time stock prices. Anyone knows how to do it through e-signal?
     
    #24     Aug 22, 2006
  5. Not sure what you are trying to do, but eSignal has a DDE link for Excel that will update a spreadsheet continuously with the last price, high, low, etc. However to create a data series for charting for example will require some coding.

    An alternative is the ActiveX control eSignal offers. It costs extra but can be used to retrieve data series.
     
    #25     Aug 22, 2006
  6. Moreagr

    Moreagr

    A question to those experienced in Auto calculations using excel or any higher powered programming languages.

    I would like to auto calculate over 400 tickers with at least 20 data cells for each ticker real time.. which language or software plug -ins could be suitable for this?

    could VB6 with excel handle this or would i need a more powerful language like C++... to handle all this data calculations.

    thanks
     
    #26     Aug 22, 2006
  7. there are many many, endless programs for excel that will retrieve stock prices free from data providers on the internet inc. yahoo, msn, etc. some directly from excel.. only if you bother to actually search the internet or google it. most are cheap, some are even free, allowing you to download hundres of stocks at once.


    on a similar note, for those who want relatively more recent prices, there is a small excel add-on that retrives data data yahoo 15min delayed.. it include 2 very sweet functions to work with directly from excel.. very simple and clear. enjoy..




    Functions
    ---------

    =YF_Version() - returns the version
    =YF_Price("TICKER", ["BID"/"ASK"/"LAST"/"CLOSE"]) - returns the specified price of a stock (N.B. if no price side (bid,ask....) is specified the last price is returned)


    Examples
    --------

    =YF_Price("GOOG") - returns the last price for Google
    =YF_Price("GOOG", "BID") - returns the bid price for Google



    Installation
    ------------

    Save YFQuote.xla to C:\Documents and Settings\<user name>\Application Data\Microsoft\AddIns
    Launch Excel
    Click Tools->Addins
    Check the YF Quote addin and click OK

    You can verify that the addin is loaded by via the =YF_Version() function in Excel
    This should return the version number and not #NAME
     
    #27     Aug 22, 2006
  8. 400*20 = 8000

    Excel is limited to 65k observations and 256 columns of data.. 65k*256 > 8k.. more than you will ever use.. the difference with other packages will be computation time - mili seconds to couple of seconds - not something to be majorly concerned with unless mili seconds is a priority..

    to learn and use c++ for something this simple would is ridiclous.. even c progs would prefer to use a basic spreadsheet for this.. keep it simple and efficient..
     
    #28     Aug 22, 2006

  9. are you a girl? that really sounds like a little girl.. what you going to do with that sort of data anyways? you gona print really nice charts and colour them? this is a simple data collecter which u can then use with excel..
     
    #29     Aug 23, 2006
  10. alanm

    alanm

    Quote from Moreagr:
    I would like to auto calculate over 400 tickers with at least 20 data cells for each ticker real time.. which language or software plug -ins could be suitable for this?

    could VB6 with excel handle this or would i need a more powerful language like C++... to handle all this data calculations.



    Excel could never handle this volume with stocks that are at all active from a data source that gives you every change in bid/ask/bidSize/AskSize/lastPrice.

    It may be able to handle it at IB (if you generate enough commissions to get 400 concurrent tickers), who aggregates changes into snapshots 3-5x per second if it's done right.

    Otherwise, you're looking at using C++/VB/etc. This may not be all that hard if the vendor provides a working sample application which you can strip down and modify to your needs. If you then want to display the data, you'll want to do the same thing as IB - generate snapshots - there's no point in displaying changes that are much faster than a human can process.
     
    #30     Aug 23, 2006