IB's new Excel DDE using the socket bridge

[Brennen81]

Hello,

I recently flipped over the the new Excel sheet for streaming live prices. The stream is actually, believe it or not, too fast for what I am using it for. In the previous version, you were able to specify the refresh rate. I called the support and they told me that you can slow it down, but I'm on my own to figure it out. I believe coding/VBA is how you can.

Does anyone know how to do this? The new sheet and Socket Bridge files are uploaded to the thread.

Thanks
Brennen

 

[ZBZB]

That is the first time anyone has said that about the IB datafeed.

 

[Brennen81]

I don't doubt that. In my case, it is because I am live calculating, using mostly SPX options, and have set it up to be able to shift between different combos. Since the spreads tend to randomly widen for a moment, it affects how I can do toggles scenarios. The previous sheet you could set a refresh rate up to 2,000 milliseconds. This just made it easier to adjust in between price changes.

 

[H2O]

Hello,

I recently flipped over the the new Excel sheet for streaming live prices. The stream is actually, believe it or not, too fast for what I am using it for. In the previous version, you were able to specify the refresh rate. I called the support and they told me that you can slow it down, but I'm on my own to figure it out. I believe coding/VBA is how you can.

Does anyone know how to do this? The new sheet and Socket Bridge files are uploaded to the thread.

Thanks
Brennen

Without looking at the sheets, I guess you can try adjusting the Throttle interval.

To change the RTD Throttle Interval, follow the steps below:

1. In the Developer ribbon, click Visual Basic.
   
   If you can’t see the Developer ribbon, follow the instructions below to enable it:
   
   1. Click the File > Options > Customise Ribbon
      
      
   2. In the Main Tabs list, select the checkbox next to Developer
      
      
   3. Click OK to confirm the new setting
      
2. In the Visual Basic window, click View > Immediate Window
   
   
3. In the immediate window, type the expression below to print the current setting for the RTD Throttle Interval to the console:
   
   ? Application.RTD.ThrottleInterval
4. In the immediate window, type the expression below and press Return to assign a new value to the RTD Throttle Interval. The example below sets the throttle interval to 1000 milliseconds (1 second):
   
   Application.RTD.ThrottleInterval = 1000
   The new value is written to the Windows Registry under Computer\HKEY_CURRENT_USER\Software\Microsoft\Office\<version>\Excel\Options\RTDThrottleInterval and persists between Excel sessions.

 

[Brennen81]

Hello there. Thank you for your help.

I did try that and it did not change the refresh rate. I tried making it very large. After entering a new interval, then checking with step 3, I can confirm the new value shows. But no change in the data feed.

 

[NewTraderAdventure]

That is the first time anyone has said that about the IB datafeed.

Pure BS

The Futures feed in particular is lightning fast. The size flickers faster than the eye can see.

 

[ZBZB]

Pure BS

The Futures feed in particular is lightning fast. The size flickers faster than the eye can see.

The IB datafeed is a snapshot feed, you are not getting every tick.

 

[ZBZB]

Pure BS

The Futures feed in particular is lightning fast. The size flickers faster than the eye can see.

I stand corrected. Apparently IB is 500 ms faster than iqfeed. See this thread.

https://www.elitetrader.com/et/thre...r-ib-excluding-tws.328596/page-6#post-4934216

 

[d0rian]

Without looking at the sheets, I guess you can try adjusting the Throttle interval.

To change the RTD Throttle Interval, follow the steps below:

1. In the Developer ribbon, click Visual Basic.
   
   If you can’t see the Developer ribbon, follow the instructions below to enable it:
   1. Click the File > Options > Customise Ribbon
      
      
   2. In the Main Tabs list, select the checkbox next to Developer
      
      
   3. Click OK to confirm the new setting
2. In the Visual Basic window, click View > Immediate Window
   
   
3. In the immediate window, type the expression below to print the current setting for the RTD Throttle Interval to the console:
   
   ? Application.RTD.ThrottleInterval
4. In the immediate window, type the expression below and press Return to assign a new value to the RTD Throttle Interval. The example below sets the throttle interval to 1000 milliseconds (1 second):
   
   Application.RTD.ThrottleInterval = 1000
   The new value is written to the Windows Registry under Computer\HKEY_CURRENT_USER\Software\Microsoft\Office\<version>\Excel\Options\RTDThrottleInterval and persists between Excel sessions.

May be out of my depths here, but wouldn't "RTD Throttle" only pertain to the RTD api? OP is asking about DDE, their other api process which doesn't have anything to do with RTD...right?

@Brennen81, did you ever figure this out? What are your impressions of the NewTwsDDE api...my old workbook is optimized for the prior DDE api and sample workbook...would be a lot of work to recreate it using the updated DDE, but if it's much better/faster/stabler, I'd do it...