best method for real time prices in excel without lags

A

alphahunter

Hi All,

I am currently using IB api to load lots of different equities and futures into an excel sheet (I subscribe [pay] for real time data with IB). I have no issue subscribing through a different source if necessary, because loading the bid/ask/last/volume alone through excel is already causing huge lags and delays in my excel sheets/ computer as a whole. Especially these days with huge moves and lots of data sometime my real time feeds can get delayed up to 15 seconds or longer...

It is a fairly top of the line brand new tower, don't think computer specs, processor, ram, video cards, internet connection are any hinderance here.

Thanks.
 
I have a spreadsheet that I used with TOS, that updates prices every second, for up to 100 tickers at a time.

Send me a PM if you want me to forward it to you.
 
Are you using this >> TwsDde.xls and these? It's good for me.
https://www.interactivebrokers.com/en/index.php?f=1062
https://interactivebrokers.github.io/tws-api/index.html
API_Excel_01.jpg
 
yes, but I guess with many contracts and many more fields its starting to lag in excel. I also do have lots of linked formulas linked off prices and other fields.
 
alphahunter said:
yes, but I guess with many contracts and many more fields its starting to lag in excel. I also do have lots of linked formulas linked off prices and other fields.
More...

Not sure what to do as I'm not really a programmer. I just use the index ETFs, futures, and index tickers (12 symbols total).
 
alphahunter said:
thanks for the tips as well on marketxls and deriscope- I will look into those options a bit as well as potential substitutes.
More...

Disable hardware acceleration in Excel, disable macros unless you need them, turn down your windows visual settings to 'best performance'. Disable any virus checkers, close all browsers, ping Google's DNS servers to make sure it's not an intermittent latency issue. Make sure latency isn't on your home network as well. Monitor your resources in task manager.

Research how to optimise Excel's performance also. (e.g splitting worksheets across multiple workbooks, reducing cross-sheet formulas/links and formatting where possible)

RTD is probably the best way to get streaming data in Excel without lag but that's no good to you if IB don't support it.
 
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Just noticed IB does support RTD so if arent already I recommend switching to it; it's slightly more stable and reliable than DDE.

And in addition to ping, it would be worthwhile familiarising yourself with the tracert command to determine where latency might occurring on route to IB's gateway servers.

There is a previous thread discussing a similar issue.
https://www.elitetrader.com/et/threads/where-is-the-ib-order-server-located.249051/
 
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