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I would like to extract the complete order book from SEAQ level 2 prices and export them to Excel. Is this possible and if so what is the best way of achieving it? I would rather write the software myself then I would have complete control over it. I use M.AM and IG level 2 as sources.

Libertine and Swandro many thanks for your replies, very much appreciated. Swandro, after reading your post I tried playing around with OnTime and discovered that I wasn't using it correctly (you were right Libertine). I think I've sorted out the problem now. I hadn't come across DoEvents...

Very good question. No it doesn't need to run constantly, only needs to update every minute. Unfortunately I don't know how to automatically trigger it and then get updated data. If I could do that it would certainly solve the problem. I've tried using the OnTime event but couldn't get it to...

I can't find any that do exactly what I want. I have written a huge amount of analysis software using VBA. I like it because I can completely control the output. Thus it would be nice to interface this to a trading platform without having to learn a new programming language, especially one...

I'm trying to set up some alerts using Excel's DDE to fetch data from IB's TWS. The problem I'm getting is that the data from IB does not update whilst the VBA code is running, it only updates when the code has finished. As the VBA code is constantly running I never get fresh data. I've...