getting real time futures data into excel

Discussion in 'Trading Software' started by londonkid, Dec 18, 2012.

  1. londonkid

    londonkid

    Hey Traders

    I am trying to find a way of getting real time futures data into excel so i can perform my statistical analysis on it in real time.

    Anyone got a solution?

    good trading to you.

    London
     
  2. mickson

    mickson

    Not sure who your broker is, but if you use Interactive Brokers we have a free Excel dashboard that allows you to do lots of statistical analysis across all asset classes.
    www.rapadashboard.com
     
  3. spd

    spd

    Have heard people speak highly of http://www.qmatix.com/XLQ.htm

    No personal experience though, I do all my statistical analysis with EOD data.
     
  4. londonkid

    londonkid

    thanks guys that is awesome.
     
  5. The two points most germain here are 1) how good/available is the data and 2) how easy is it to get into Excel.

    Most of the work I do is based on Volume Bar charts which require extensive tick histories. So many great brokers w/great platforms offer almost no historical tick data.

    I use TradeStation. They offer at least six months of tick data for all symbols in either raw or continuous format, not to mention more than a decade on 1 minute and up data for all symbols. Plus their newest upgrade takes the 1 minute down to 1 second.

    Anybody can get a free trial and if you trade you can get live data from all electonically traded futures for $25 per month (CME, CBOT, NYMEX & COMEX).

    Plus they have several functions and routines that make it very easy to get any data from any symbol or any data from any indicator into an Excel spreadsheet.


    Jack
     
  6. A while back I used x trader and got the data into excel via rtd.
     
  7. londonkid

    londonkid

    nice job Jack. In terms of historical stuff I dont need tick, 5m historical would be fine. Planned trade times are from 1 hour to days as I dont want to me competing with the algos. I am trying to run custom studies on synthetic spreads which is all good fun.

    good trading to you