Interactive Brokers has RTD for Excel, similar to what I'm using for the thinkorswim spreadsheet.
https://interactivebrokers.github.io/tws-api/tws_rtd_server.html
Start with downloading the Interactive Brokers API at https://interactivebrokers.github.io/
On windows, this installs files in the "C:\TWS API" folder
Java needs to be installed before running the "DDE Socket Bridge" batch file.
https://www.java.com/en/download/manual.jsp
Run Trade Work Station (TWS).
Open "Edit" > "Global Configuration", then "API" > "Settings"
Now you are ready to open the sample Excel RTD sample preadsheet at
C:\TWS API\samples\Excel\TwsRtdServer.xls
I'm able to pull in the ES futures but have to wait for the U.S. market's to open to see if my SPX and VIX formatting is correct.
I'm having problems getting the SPX Weekly options to pull data. I've written to Interactive Brokers to get some advice.
I've tried:
=RTD("tws.twsrtdserverctrl",,"SPXW@SMART//OPT/20220414/P/4450/USD", "Close")
and
=RTD("tws.twsrtdserverctrl",,"loc=SPXW 220414P04450000", "exch=SMART", "sec=OPT", "cur=USD", "qt=Ask")
but these return an error:
TwsRtdServer error: No security definition has been found for the request.
I'll let you know what IB says. When this works, I'll have the Boxcar spreadsheet working with IB
https://interactivebrokers.github.io/tws-api/tws_rtd_server.html
Start with downloading the Interactive Brokers API at https://interactivebrokers.github.io/
On windows, this installs files in the "C:\TWS API" folder
Java needs to be installed before running the "DDE Socket Bridge" batch file.
https://www.java.com/en/download/manual.jsp
Run Trade Work Station (TWS).
Open "Edit" > "Global Configuration", then "API" > "Settings"
Now you are ready to open the sample Excel RTD sample preadsheet at
C:\TWS API\samples\Excel\TwsRtdServer.xls
I'm able to pull in the ES futures but have to wait for the U.S. market's to open to see if my SPX and VIX formatting is correct.
I'm having problems getting the SPX Weekly options to pull data. I've written to Interactive Brokers to get some advice.
I've tried:
=RTD("tws.twsrtdserverctrl",,"SPXW@SMART//OPT/20220414/P/4450/USD", "Close")
and
=RTD("tws.twsrtdserverctrl",,"loc=SPXW 220414P04450000", "exch=SMART", "sec=OPT", "cur=USD", "qt=Ask")
but these return an error:
TwsRtdServer error: No security definition has been found for the request.
I'll let you know what IB says. When this works, I'll have the Boxcar spreadsheet working with IB