Discussion in 'Data Sets and Feeds' started by duard, Nov 29, 2006.
Anybody exporting real-time T & S data to Excel using Xtrader 6?
Any input would be appreciated.
Here's the gist of it:
In X_Trader: Start a Market Grid with your futures contracts in it.
In Market Grid: Right click on any cell of live data | Copy
In Excel: Edit | Paste Special | Past Link
Watch the Excel values automatically update. magic.
The X_TRADER API RTD Server (http://www.tradingtechnologies.com/xtapi-rtd.aspx) offers the ability to access all market data in Excel. However, this feed is dynamically coalesced based on Excelâs ability to keep up. Therefore, you may not capture all of the Time and Sales data in a fast market.
The only way to be completely sure that you receive every price is to write a program directly using the X_TRADER APIâs non-coalesced price update mechanism.
Does this mean the T & S data as shown in X-trader 6 is already coalesced and that for instance a 100 lot may in fact really be a 22 lot, a 24 lot, a 36 lot, and an 18 lot combined into a single 100 lot?
Hi, I am not sure if it is any help to you, but i have made an Excel spreadsheet of my open trades that gets free updates from yahoo finance every 3 minutes. Its handy for using on the laptop when travelling.
Its on my downloads page
All instructions are on the extracting web data excel page.
Separate names with a comma.