How to speed up IB's DDE Excel file

Discussion in 'Automated Trading' started by TradingNerd, Apr 24, 2012.

  1. TradingNerd

    TradingNerd

    open VBA by pressing ALT + F11
    go to Modules, uti
    then find this Function:

    Function rangeNameExists(ByVal rangeName As String) As Boolean
    Dim existingName As name
    rangeNameExists = False
    For Each existingName In ActiveWorkbook.Names
    If existingName.name = rangeName Then
    rangeNameExists = True
    Exit Function
    End If
    Next existingName
    End Function


    and replace by this:

    Function rangeNameExists(ByVal rangeName As String) As Boolean
    Dim existingName As name
    rangeNameExists = False
    Application.Calculation = xlCalculationManual 'added
    Application.ScreenUpdating = False 'added
    For Each existingName In ActiveWorkbook.Names
    If existingName.name = rangeName Then
    rangeNameExists = True
    Application.Calculation = xlCalculationAutomatic 'added
    Exit Function
    End If
    Next existingName
    End Function


    By adding these lines, the updating for most tabs like Accounts, Portfolio and Executions (!) will go a lot faster. Don't know why IB does it like this... It really speeds it up by 5-10 times
     
    #1     Apr 24, 2012
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  2. TradingNerd

    TradingNerd

    The only problem is that you would have to turn on the calculation to Automatic yourself. I cannot figure out where to place this code yet:
    Application.Calculation = xlCalculationAutomatic

    (at the above example it does not turn it on by itself)
     
    #2     Apr 24, 2012
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