Created this thread to continue discussion started here:
http://www.elitetrader.com/vb/showthread.php?s=&threadid=36373&perpage=6&pagenumber=76
Thanks.
-------
Hello
RTD is simply not suited for tick data nobody ever claimed it. That is very clear in MS documentation not need to waste time testing.
The reason is because RTD was written to work the other way around; when something (i.e. a server event) says that data has changed RTD protocol specifies that the client side(Excel) will come and get it by calling other method. There is no queue of events being handled only current value will be fetched. If the throttle value is 0, it means âas fast as possibleâ otherwise it means come at least once within the given number of milliseconds
I donât know what their design goals were but I believe Excel architecture didnât let them many other choices. This is not just another import option but something that must be deeply integrated with Excel and its calculations mechanism. For the most of it they have succeeded because it can handle enormous quantity of data without limiting the application.
Now back to your problem one solution is to use COM API which is also included with QuoteLink subscription and but is completely unrelated to RTD formula technology. With COM API you can receive and requested updates within Excel in VBA directly with no need for deep socket programming. Every single update as they come from servers will come through VBA events of the QuoteLink objects (not by hacking with cells and sheet events)
There are both event driven and synchronous examples on site. The documentation is not complete yet but the VBA API is robust.
Certainly that will work fine and be usable for many applications.
But MS Excel designers avoided to push data into their application and we are now going
to do it with VBA?
Fortunately there is a much better way.
Since the RTD formulas fit well in Excel and are an interesting way to tell Excel to go and get data somewhere (see above) why not use them to retrieve the data that was collected elsewhere either in another thread, locally or in a server?
That is exactly what QuoteIN does with RTD series formulas.
The series RTD support daily and minute series using Marketfeed (there are examples on site) This can and will be extended to tick. The series drivers for the other providers are not yet written.
QuoteIN and APIs (.NET and COM) are suited not only for macro level programmers but also for advanced programming the main reasons are the use of standard APIs and the commitment for extreme speed and to minimize the number of pieces of software between the final application and the exchanges.
At this point and for quotes it has been for the most of it accomplished other areas will follow.
Antonio Leite
http://quotelink.net
http://www.elitetrader.com/vb/showthread.php?s=&threadid=36373&perpage=6&pagenumber=76
Thanks.
-------
Hello
RTD is simply not suited for tick data nobody ever claimed it. That is very clear in MS documentation not need to waste time testing.
The reason is because RTD was written to work the other way around; when something (i.e. a server event) says that data has changed RTD protocol specifies that the client side(Excel) will come and get it by calling other method. There is no queue of events being handled only current value will be fetched. If the throttle value is 0, it means âas fast as possibleâ otherwise it means come at least once within the given number of milliseconds
I donât know what their design goals were but I believe Excel architecture didnât let them many other choices. This is not just another import option but something that must be deeply integrated with Excel and its calculations mechanism. For the most of it they have succeeded because it can handle enormous quantity of data without limiting the application.
Now back to your problem one solution is to use COM API which is also included with QuoteLink subscription and but is completely unrelated to RTD formula technology. With COM API you can receive and requested updates within Excel in VBA directly with no need for deep socket programming. Every single update as they come from servers will come through VBA events of the QuoteLink objects (not by hacking with cells and sheet events)
There are both event driven and synchronous examples on site. The documentation is not complete yet but the VBA API is robust.
Certainly that will work fine and be usable for many applications.
But MS Excel designers avoided to push data into their application and we are now going
to do it with VBA?
Fortunately there is a much better way.
Since the RTD formulas fit well in Excel and are an interesting way to tell Excel to go and get data somewhere (see above) why not use them to retrieve the data that was collected elsewhere either in another thread, locally or in a server?
That is exactly what QuoteIN does with RTD series formulas.
The series RTD support daily and minute series using Marketfeed (there are examples on site) This can and will be extended to tick. The series drivers for the other providers are not yet written.
QuoteIN and APIs (.NET and COM) are suited not only for macro level programmers but also for advanced programming the main reasons are the use of standard APIs and the commitment for extreme speed and to minimize the number of pieces of software between the final application and the exchanges.
At this point and for quotes it has been for the most of it accomplished other areas will follow.
Antonio Leite
http://quotelink.net
