getting real time futures data into excel

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

  1. 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.

  2. 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.
  3. spd


    Have heard people speak highly of

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

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