I use IB's API worksheet with DDE to feed an Excel worksheet. I would like to create a dynamic intraday chart from this data, but I can't seem to find any info on how to do this. Can someone tell me where I can find some information, or what this type of chart is called? Thanks for the help.
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Real Time EXCEL Charts
- Thread starter Eldredge
- Start date
it can be done with a little VBA in one of the excel event functions for the worksheet.
these functions are called when an event in excel occurs eg excel recalculates itself and the function Worksheet_Calculate() would be called for that sheet
you could use this event to store your dde tick prices in the sheet as they happen.
In case you dont already know, you can access the vba worksheet events vba space by double clicking on say Sheet1 (if you've got a shhet1) for the workbook in the VBA prject bit of the vba editer. Above the blank space for vba statements there are two dropdown boxs the left one will have a worksheet option - select this, thien in the right one you'll see all the event functions that you can implement in VBA for this sheet when that event occurs. When i did this for storing data for charts i used this i used the Worksheet_Calculate() event as mentioned above.
I aslo made the sheet live (volatilie) by adding =now() somewhere in the sheet - you'll need this anyway as next to each tick price you'll want the time, say done in columns.
hopefully this it enough to get going. There are a few other bits and bobs to address to get it into a usfull tool that is in the same ballpark as a chart package but that is all tinkering around with it.
Unless excel is the only option for this and you only have a small number of things to monitor in this way realtime I would consider another way else you'll likely be repeatedly crashing excel and perhaps causing problems with tws etc .
Also try and do this with RTD rather than DDE for obvious reasons. People have implemtneted RTD interfaces for TWS and other platforms for very little $$.
these functions are called when an event in excel occurs eg excel recalculates itself and the function Worksheet_Calculate() would be called for that sheet
you could use this event to store your dde tick prices in the sheet as they happen.
In case you dont already know, you can access the vba worksheet events vba space by double clicking on say Sheet1 (if you've got a shhet1) for the workbook in the VBA prject bit of the vba editer. Above the blank space for vba statements there are two dropdown boxs the left one will have a worksheet option - select this, thien in the right one you'll see all the event functions that you can implement in VBA for this sheet when that event occurs. When i did this for storing data for charts i used this i used the Worksheet_Calculate() event as mentioned above.
I aslo made the sheet live (volatilie) by adding =now() somewhere in the sheet - you'll need this anyway as next to each tick price you'll want the time, say done in columns.
hopefully this it enough to get going. There are a few other bits and bobs to address to get it into a usfull tool that is in the same ballpark as a chart package but that is all tinkering around with it.
Unless excel is the only option for this and you only have a small number of things to monitor in this way realtime I would consider another way else you'll likely be repeatedly crashing excel and perhaps causing problems with tws etc .
Also try and do this with RTD rather than DDE for obvious reasons. People have implemtneted RTD interfaces for TWS and other platforms for very little $$.
PWA2,
Thanks for the detailed reply. I was hoping to use this to moniter ES, YM, and NQ every 15 seconds. I was wanting to monitor 2ES-YM-2NQ as one "item", and be able to chart the bid, ask, last. Perhaps I need to find a better solution though. Thanks again for the help. I really appreciate it.
Thanks for the detailed reply. I was hoping to use this to moniter ES, YM, and NQ every 15 seconds. I was wanting to monitor 2ES-YM-2NQ as one "item", and be able to chart the bid, ask, last. Perhaps I need to find a better solution though. Thanks again for the help. I really appreciate it.
A little application called 'QTXL' might be able to do what you're looking for.
You can make real time streaming charts in excel, its kinda cool.
Play around with it, I think it has a free trial.
http://www.analyzerxl.com/qtxl.htm
<IMG SRC=http://elitetrader.com/vb/attachment.php?s=&postid=2183262 width=800>
(click on attachment to enlarge)
You can make real time streaming charts in excel, its kinda cool.
Play around with it, I think it has a free trial.
http://www.analyzerxl.com/qtxl.htm
<IMG SRC=http://elitetrader.com/vb/attachment.php?s=&postid=2183262 width=800>
(click on attachment to enlarge)