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Does anyone know an EXCEL datafeed provider for live intraday futures data (15 min, 90min, daily)
- Thread starter rolando87
- Start date
I'm looking for something like an RTD feed for excel that can give me the most recent OHLC bar data for whatever timeframe I specify such as 15 min, 90 min, daily. This is for futures products. Doesn't matter if its free or paid, just looking for a reliable feed.
My plan is to take the most recent OHLC data for those timeframes I specified and paste it to the next available row using a vba macro i wrote so I can build up the intraday bar chart history. I already have coded this part out but ideally if the datafeed supplier has some kind of settings that can do that automatically than all the better since my code might break down.
This is for a live trading system so I am not looking for something that can just pull up the last 100 bars historical data, as that won't work for me.
Does anyone know any reliable suppliers/systems to build something like this? Thanks
have you thought about www.multicharts.com or similar?
What about building the 15 minute intervals in ADL with Analytics block and then exporting the data from Autotrader into Excel?
This is exactly what I did, so far I've had unexplained crashes in the algo and all the algo does is collect OHLC data and exports it into excel. I think it maybe due to the Analytics blocks as I've noticed it can be unstable or buggy, so yesterday I built my own OHLC bar system in ADL and testing that to compare. So far the outputs are matching the analytics block outputs and I guess I will see how stable it is. This algo has to run literally all week as soon as market opens to as soon as it closes, so it can't crash.
Please do if you have the time. I'd be interested in hearing how these compare.I will report back with my findings. Ideally I would just like an excel plugin rather than running a whole new charting system alongside my system but I will see. Thanks to the ppl that have replied